STATE OF NEW JERSEY COMMON PENSION FUND D Information

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

Report Date: 06/30/2015

Position Statistics

Total Positions 988
New Positions 55
Increased Positions 235
Decreased Positions 281
Positions with Activity 516
Sold Out Positions 54
Total Mkt Value (in $ millions) 23,846

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

Sector Weighting

Basic Materials 2.58%
Capital Goods 4.7%
Conglomerates 0.1%
Consumer Cyclical 2.51%
Consumer/Non-Cyclical 7.53%
Energy 3.72%
Financial 25.75%
Healthcare 11.61%
Services 16.15%
Technology 17.41%
Transportation 3.12%
Utilities 2.5%

988 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AETNA INC NEW COM 105,623 -13,850 (11.59) 915,120
EPR PPTYS COM SH BEN INT 104,676 New 2,020,000
AMERIPRISE FINL INC COM 103,534 -7,844 (7.04) 924,000
WAL-MART STORES INC COM 102,691 51,864 102.04 1,584,000
LOCKHEED MARTIN CORP COM 101,060 77,816 334.78 500,000
ISHARES EM MK MINVOL ETF 98,940 70,247 244.83 2,000,000
PNC FINL SVCS GROUP INC COM 94,998 12,464 15.10 1,067,031
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 94,960 -1,768 (1.83) 4,882,263
AMERICAN TOWER CORP NEW COM 94,596 6,682 7.60 1,033,500
ABBVIE INC COM 94,457 -1,051 (1.1) 1,496,000
ABBOTT LABS COM 94,161 New 2,141,000
ISHARES GOLD TRUST ISHARES 93,482 New 8,600,000
AMGEN INC COM 89,517 New 581,355
METLIFE INC COM 88,407 -3,952 (4.28) 1,812,000
CELGENE CORP COM 88,230 1,192 1.37 740,000
PTC INC COM 88,088 3,388 4 2,600,000
AMERICAN EXPRESS CO COM 87,277 30,252 53.05 1,154,000
AMERICAN INTL GROUP INC COM NEW 85,309 -5,916 (6.49) 1,442,000
BLACKROCK INC COM 84,714 -2,576 (2.95) 279,500
SOUTHWEST AIRLS CO COM 84,128 65,433 350 2,250,000