STATE OF NEW JERSEY COMMON PENSION FUND D Information

50 WEST STATE STREET 9TH FLOOR, TRENTON, New Jersey, 08625, (609) 292-5106

Report Date: 03/31/2016

Position Statistics

Total Positions 1,033
New Positions 55
Increased Positions 269
Decreased Positions 362
Positions with Activity 631
Sold Out Positions 80
Total Mkt Value (in $ millions) 22,202

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 2.63%
Capital Goods 4.87%
Conglomerates 0.16%
Consumer Cyclical 2.44%
Consumer/Non-Cyclical 7.29%
Energy 4.38%
Financial 19.46%
Healthcare 11.33%
Services 20.01%
Technology 18.01%
Transportation 2.41%
Utilities 2.72%

1,033 Positions as of 03/31/2016

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
PRUDENTIAL FINL INC COM 103,921 New 1,338,500
BAKER HUGHES INC COM 102,765 -7,496 (6.8) 2,125,000
SIMON PPTY GROUP INC NEW COM 101,672 1,308 1.30 505,405
MASTERCARD INC CL A 98,445 34,916 54.96 1,015,000
LOCKHEED MARTIN CORP COM 94,114 30,209 47.27 405,000
NEXTERA ENERGY INC COM 94,064 -3,527 (3.61) 800,000
ST JUDE MED INC COM 93,726 6,096 6.96 1,230,000
QUALCOMM INC COM 93,715 -12,377 (11.67) 1,855,000
BIOGEN INC COM 93,080 2,750 3.04 338,485
GENERAL DYNAMICS CORP COM 92,743 57,613 164 660,000
PNC FINL SVCS GROUP INC COM 91,908 -1,756 (1.87) 1,047,031
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 91,315 -13,489 (12.87) 3,870,925
AMERICAN TOWER CORP NEW COM 89,725 -9,229 (9.33) 855,500
NIKE INC CL B 84,815 -2,358 (2.71) 1,439,000
WAL-MART STORES INC COM 84,524 -8,024 (8.67) 1,264,000
GOLDMAN SACHS GROUP INC COM 83,942 -8,206 (8.91) 511,500
MARTIN MARIETTA MATLS INC COM 83,769 -21,154 (20.16) 495,000
VANGUARD INDEX FDS REIT ETF 81,765 -3,830 (4.47) 999,200
UNITEDHEALTH GROUP INC COM 81,672 -18,435 (18.42) 620,228
ISHARES TR EAFE MIN VOL ETF 80,664 New 1,200,000