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 1,030
New Positions 55
Increased Positions 269
Decreased Positions 362
Positions with Activity 631
Sold Out Positions 80
Total Mkt Value (in $ millions) 22,016

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

Sector Weighting

Basic Materials 2.53%
Capital Goods 4.94%
Conglomerates 0.17%
Consumer Cyclical 2.35%
Consumer/Non-Cyclical 7.35%
Energy 4.29%
Financial 19.39%
Healthcare 11.32%
Services 19.9%
Technology 18.4%
Transportation 2.33%
Utilities 2.77%

1,030 Positions as of 03/31/2016

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
ISHARES TR MSCI EAFE ETF -487,135 Sold Out 0
WISDOMTREE TR JAPN HEDGE EQT 32,220 -152,508 (82.56) 750,000
WISDOMTREE TR EUROPE HEDGED EQ 103,800 -96,015 (48.05) 2,000,000
ISHARES TR MSCI UTD KNGDM -90,915 Sold Out 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF -81,045 Sold Out 0
ISHARES TR HDG MSCI GERMN -70,157 Sold Out 0
FACEBOOK INC CL A 352,050 -58,675 (14.29) 3,000,000
DU PONT E I DE NEMOURS & CO COM 8,219 -57,203 (87.44) 125,000
DBX ETF TR XTRAK MSCI EAFE 40,037 -56,826 (58.67) 1,550,000
COMCAST CORP NEW CL A 154,400 -55,584 (26.47) 2,500,000
ISHARES GOLD TRUST ISHARES 48,240 -53,064 (52.38) 4,000,000
EXXON MOBIL CORP COM 241,401 -51,152 (17.49) 2,690,000
B/E AEROSPACE INC COM 466 -50,772 (99.09) 10,000
MERCK & CO INC NEW COM 224,849 -49,599 (18.07) 4,080,000
HASBRO INC COM 33,756 -43,883 (56.52) 400,000
SPIRIT AIRLS INC COM 3,809 -41,474 (91.59) 90,000
KIMBERLY CLARK CORP COM 47,651 -40,339 (45.85) 378,000
NEWMONT MINING CORP COM 5,565 -39,970 (87.78) 165,000
COGENT COMMUNICATIONS HLDGS IN COM NEW 28,785 -36,461 (55.88) 750,000
VMWARE INC CL A COM -35,856 Sold Out 0