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) 3,406

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

Sector Weighting

Basic Materials 0.95%
Capital Goods 1.02%
Conglomerates 0.21%
Consumer Cyclical 0.12%
Consumer/Non-Cyclical 0.49%
Energy 1.5%
Financial 74.53%
Healthcare 1.26%
Services 5.93%
Technology 6.51%
Transportation 0.92%
Utilities 0.3%

59 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) ▲ Shares Held
21VIANET GROUP INC SPONSORED ADR -2,711 Sold Out 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD -6,601 Sold Out 0
POSCO SPONSORED ADR -2,995 Sold Out 0
VANGUARD INTL EQUITY INDEX FD FTSE EMR MKT ETF 120,659 -481,966 (79.98) 2,697,500
GRUPO TELEVISA SA SPON ADR REP ORD 5,213 -8,734 (62.63) 148,300
ANGLOGOLD ASHANTI LTD SPONSORED ADR 1,597 -2,619 (62.12) 88,500
YANDEX N V SHS CLASS A 6,788 -10,633 (61.04) 223,004
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 5,701 -961 (14.42) 882,449
GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 7,272 -1,173 (13.89) 523,132
DR REDDYS LABS LTD ADR 9,117 -1,072 (10.52) 200,557
ISHARES TR MSCI EMG MKT ETF 1,461,132 -108,612 (6.92) 32,600,000
CREDICORP LTD COM 23,713 -1,580 (6.25) 157,269
NETEASE INC SPONSORED ADR 23,899 -1,505 (5.92) 281,100
58 COM INC SPON ADR REP A 1,951 1,951 New 36,800
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 12,091 New 2,005,175
BANCOLOMBIA S A SPON ADR PREF 13,674 13,674 New 214,464
COMPANHIA ENERGETICA DE MINAS SP ADR N-V PFD 10,371 10,371 New 1,208,700
GOLD FIELDS LTD NEW SPONSORED ADR 2,466 2,466 New 610,300
ISHARES MSCI TURKEY ETF 5,950 5,950 New 100,000
ISHARES MSCI STH AFR ETF 7,110 7,110 New 100,000