State of New Jersey Common Pension Fund D Q2 2016 Filing

Filed August 2, 2016

Portfolio Value

$22.0B

Holdings

944

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (944 positions)

#	Stock	Shares	Value	% Portfolio
1	AAPLAPPLE INC	6,625,000	$633.4M	2.87%
2	GOOGALPHABET INC	764,000	$528.8M	2.40%
3	MSFTMICROSOFT CORP	8,867,900	$453.8M	2.06%
4	DISDISNEY WALT CO	4,500,000	$440.2M	2.00%
5	XOMEXXON MOBIL CORP	4,140,000	$388.1M	1.76%
6	METAFACEBOOK INC	3,300,000	$377.1M	1.71%
7	JNJJOHNSON & JOHNSON	2,880,000	$349.3M	1.59%
8	WFCWELLS FARGO & CO NEW	6,689,000	$316.6M	1.44%
9	GEGENERAL ELECTRIC CO	9,610,000	$302.5M	1.37%
10	AMZNAMAZON COM INC	405,000	$289.8M	1.31%
11	TAT&T INC	6,595,500	$285.0M	1.29%
12	JPMJPMORGAN CHASE & CO	4,570,000	$284.0M	1.29%
13	HDHOME DEPOT INC	2,094,000	$267.4M	1.21%
14	BACVERIZON COMMUNICATIONS INC	4,416,468	$246.6M	1.12%
15	PGPROCTER & GAMBLE CO	2,653,945	$224.7M	1.02%
16	MRKMERCK & CO INC	3,800,000	$218.9M	0.99%
17	VVISA INC	2,740,000	$203.2M	0.92%
18	PFEPFIZER INC	5,467,236	$192.5M	0.87%
19	BACBANK AMER CORP	14,248,000	$189.1M	0.86%
20	GILDGILEAD SCIENCES INC	2,160,000	$180.2M	0.82%
21	4I1PHILIP MORRIS INTL INC	1,701,000	$173.0M	0.79%
22	LLYLILLY ELI & CO	2,142,496	$168.7M	0.77%
23	IEMGISHARES INC	3,955,550	$165.5M	0.75%
24	EPREPR PPTYS	1,991,500	$160.7M	0.73%
25	MOALTRIA GROUP INC	2,022,000	$139.4M	0.63%
26	TRVCCITIGROUP INC	3,281,000	$139.1M	0.63%
27	ABBVABBVIE INC	2,236,000	$138.4M	0.63%
28	CMCSACOMCAST CORP NEW	2,100,000	$136.9M	0.62%
29	BRK/BBERKSHIRE HATHAWAY INC DEL	910,000	$131.8M	0.60%
30	CSCOCISCO SYS INC	4,450,000	$127.7M	0.58%
31	PEPPEPSICO INC	1,174,600	$124.4M	0.56%
32	TSLXUSDTPG SPECIALTY LENDING INC	7,366,063	$122.3M	0.56%
33	HYGISHARES TR	1,390,000	$117.7M	0.53%
34	BMYBRISTOL MYERS SQUIBB CO	1,566,938	$115.2M	0.52%
35	EEMVISHARES	2,200,000	$113.5M	0.51%
36	INDAISHARES TR	4,034,367	$112.6M	0.51%
37	UTXZUNITED TECHNOLOGIES CORP	1,090,000	$111.8M	0.51%
38	SPGSIMON PPTY GROUP INC NEW	505,405	$109.6M	0.50%
39	NEENEXTERA ENERGY INC	800,000	$104.3M	0.47%
40	KOCOCA COLA CO	2,280,000	$103.4M	0.47%
41	TSMTAIWAN SEMICONDUCTOR MFG LTD	3,855,411	$101.1M	0.46%
42	WMTWAL-MART STORES INC	1,384,000	$101.1M	0.46%
43	PRUPRUDENTIAL FINL INC	1,338,500	$95.5M	0.43%
44	—REYNOLDS AMERICAN INC	1,766,000	$95.2M	0.43%
45	AMTAMERICAN TOWER CORP NEW	835,500	$94.9M	0.43%
46	QCOMQUALCOMM INC	1,760,000	$94.3M	0.43%
47	PNCPNC FINL SVCS GROUP INC	1,107,031	$90.1M	0.41%
48	HEDJWISDOMTREE TR	1,700,000	$85.9M	0.39%
49	BIIBBIOGEN INC	338,485	$81.9M	0.37%
50	CVXCHEVRON CORP NEW	775,000	$81.2M	0.37%
51	PTCPTC INC	2,050,000	$77.0M	0.35%
52	BABOEING CO	590,000	$76.6M	0.35%
53	MCKMCKESSON CORP	410,000	$76.5M	0.35%
54	MAMASTERCARD INC	865,000	$76.2M	0.35%
55	CATCATERPILLAR INC DEL	1,000,000	$75.8M	0.34%
56	IAUISHARES	5,390,966	$75.7M	0.34%
57	ABTABBOTT LABS	1,871,000	$73.5M	0.33%
58	EFAVISHARES TR	1,100,000	$73.0M	0.33%
59	DALDELTA AIR LINES INC DEL	2,000,000	$72.9M	0.33%
60	LUVSOUTHWEST AIRLS CO	1,850,000	$72.5M	0.33%
61	A4SAMERIPRISE FINL INC	797,000	$71.6M	0.32%
62	GDGENERAL DYNAMICS CORP	510,000	$71.0M	0.32%
63	8CWCROWN CASTLE INTL CORP NEW	700,000	$71.0M	0.32%
64	—AETNA INC NEW	580,120	$70.8M	0.32%
65	MDTMEDTRONIC PLC	808,780	$70.2M	0.32%
66	MLMMARTIN MARIETTA MATLS INC	365,000	$70.1M	0.32%
67	LMTLOCKHEED MARTIN CORP	280,000	$69.5M	0.32%
68	CVSCVS HEALTH CORP	714,943	$68.4M	0.31%
69	CELGCELGENE CORP	685,000	$67.6M	0.31%
70	—L-3 COMMUNICATIONS HLDGS INC	460,000	$67.5M	0.31%
71	AMGNAMGEN INC	441,355	$67.2M	0.30%
72	NKENIKE INC	1,215,000	$67.1M	0.30%
73	UPSUNITED PARCEL SERVICE INC	615,000	$66.2M	0.30%
74	AXPAMERICAN EXPRESS CO	1,089,000	$66.2M	0.30%
75	GMGENERAL MTRS CO	2,335,000	$66.1M	0.30%
76	DDOMINION RES INC VA NEW	835,000	$65.1M	0.30%
77	HAINHAIN CELESTIAL GROUP INC	1,300,000	$64.7M	0.29%
78	GSGOLDMAN SACHS GROUP INC	431,500	$64.1M	0.29%
79	INTCINTEL CORP	1,945,000	$63.8M	0.29%
80	ASTEASTEC INDS INC	1,130,000	$63.5M	0.29%
81	ZTSZOETIS INC	1,333,234	$63.3M	0.29%
82	PPLPPL CORP	1,675,000	$63.2M	0.29%
83	VNQVANGUARD INDEX FDS	711,700	$63.1M	0.29%
84	AVBAVALONBAY CMNTYS INC	349,000	$63.0M	0.29%
85	—ALLERGAN PLC	270,702	$62.6M	0.28%
86	OKEONEOK INC NEW	1,300,000	$61.7M	0.28%
87	NWLNEWELL BRANDS INC	1,260,763	$61.2M	0.28%
88	DISHDISH NETWORK CORP	1,160,000	$60.8M	0.28%
89	TOLTOLL BROTHERS INC	2,245,000	$60.4M	0.27%
90	WYWEYERHAEUSER CO	2,002,830	$59.6M	0.27%
91	CRMSALESFORCE COM INC	746,800	$59.3M	0.27%
92	METMETLIFE INC	1,485,000	$59.1M	0.27%
93	BKRBAKER HUGHES INC	1,300,000	$58.7M	0.27%
94	ADIANALOG DEVICES INC	1,025,000	$58.1M	0.26%
95	KMBKIMBERLY CLARK CORP	418,000	$57.5M	0.26%
96	MCDMCDONALDS CORP	472,913	$56.9M	0.26%
97	UALUNITED CONTL HLDGS INC	1,375,000	$56.4M	0.26%
98	—CBS CORP NEW	1,030,000	$56.1M	0.25%
99	CICIGNA CORPORATION	437,182	$56.0M	0.25%
100	THCTENET HEALTHCARE CORP	2,012,500	$55.6M	0.25%

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