STATE OF NEW JERSEY COMMON PENSION FUND D Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 59
New Positions 13
Increased Positions 37
Decreased Positions 13
Positions with Activity 50
Sold Out Positions 3
Total Mkt Value (in $ millions) 3,356

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

Sector Weighting

Basic Materials 0.91%
Capital Goods 1.09%
Conglomerates 0.21%
Consumer Cyclical 0.13%
Consumer/Non-Cyclical 0.49%
Energy 1.59%
Financial 74.38%
Healthcare 1.26%
Services 5.75%
Technology 6.8%
Transportation 0.88%
Utilities 0.29%

59 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
VANGUARD INTL EQUITY INDEX FD FTSE EMR MKT ETF 118,420 -473,023 (79.98) 2,697,500
ISHARES MSCI EMG MKT ETF 1,432,444 -106,480 (6.92) 32,600,000
YANDEX N V SHS CLASS A 7,067 -11,070 (61.04) 223,004
GRUPO TELEVISA SA SPON ADR REP ORD 5,081 -8,513 (62.63) 148,300
ITAU UNIBANCO HLDG SA SPON ADR REP PFD -6,146 Sold Out 0
21VIANET GROUP INC SPONSORED ADR -2,947 Sold Out 0
POSCO SPONSORED ADR -2,716 Sold Out 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 1,576 -2,584 (62.12) 88,500
CREDICORP LTD COM 23,719 -1,581 (6.25) 157,269
NETEASE INC SPONSORED ADR 21,397 -1,347 (5.92) 281,100
GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 7,062 -1,139 (13.89) 523,132
DR REDDYS LABS LTD ADR 8,786 -1,033 (10.52) 200,557
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 5,180 -873 (14.42) 882,449
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 13,334 New 2,005,175
ISHARES MSCI EAFE ETF 578,988 New 8,586,500
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 4,202 New 276,433
PROTALIX BIOTHERAPEUTICS INC COM 775 New 240,000
QIHOO 360 TECHNOLOGY CO LTD ADS 17,504 New 201,037
SK TELECOM LTD SPONSORED ADR 1,150 New 44,500
TEVA PHARMACEUTICAL INDS LTD ADR 32,848 New 608,300