State of New Jersey Common Pension Fund D
Q1 2014 13F-HR Holdings
Net value change ($000)
-391,345
(-11.0%)
New positions
56
Sold out positions
46
Turnover %
212.7%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| EEM | 1,336,274 | NEW |
| EFA | 576,755 | NEW |
| IEMG | 160,737 | NEW |
| EWY | 129,150 | NEW |
| VWO | 109,465 | NEW |
| TSM | 109,333 | NEW |
| VEA | 82,540 | NEW |
| CX | 33,317 | NEW |
| ABEV | 33,265 | NEW |
| TLK | 33,142 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| iShares MSCI Emrg Mkt Indx | -1,462,923 | -100.0% |
| iShares MSCI EAFE Index Fd | -575,811 | -100.0% |
| VANGUARD INTL EQUITY INDEX F | -554,259 | -100.0% |
| ISHARES IN | -130,751 | -100.0% |
| ISHARES INC | -101,855 | -100.0% |
| Taiwan Semiconductor ADR | -88,552 | -100.0% |
| VANGUARD FTSE DEVELOPED MARKET | -83,360 | -100.0% |
| MOBILE TELESYSTEMS OJSC | -35,945 | -100.0% |
| CHINA MOBILE LIMITED | -33,144 | -100.0% |
| AMBEV SA | -31,429 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|