Institution

State Of New Jersey Common Pension Fund D

13F for the quarter to June 30, 2026, filed August 4, 2026 · SEC CIK 1483066

Reported value: $29.3bn
Positions we cover: 1,618
Copy, a year: +13.1%
Copy Sharpe ratio: 0.71

How copying its 13F would have done

CopyS&P 500 $10,000 copying State Of New Jersey Common Pension Fund D's filed holdings in companies we cover from August 2, 2013, buying on the first trading day after each 13F was filed and holding until the next, against the S&P 500 (total return). Marked weekly, log scale. Before costs and taxes; misses trading within each quarter and anything 13F does not show (shorts, cash, bonds, non-US holdings).

Biggest drop −32.6% (S&P 500 −31.8%); beta 1.01; alpha −0.7% a year (t = −0.67); last 12 months +10.8% against +12.1%.

Reported value by quarter

State Of New Jersey Common Pension Fund D: 13F reported value Total value of all positions in each quarter's 13F, as filed (values before 2023 were filed in thousands of dollars and are converted).

View chart data

Period	Reported value
2013-06-30	$3.1B
2013-09-30	$3.3B
2013-12-31	$3.6B
2014-03-31	$3.2B
2014-06-30	$25.1B
2014-09-30	$25.3B
2014-12-31	$25.9B
2015-03-31	$25.6B
2015-06-30	$26B
2015-09-30	$23.5B
2015-12-31	$47.3B
2016-03-31	$22.2B
2016-06-30	$22B
2016-09-30	$23.2B
2016-12-31	$23.3B
2017-03-31	$24B
2017-06-30	$24.3B
2017-09-30	$25B
2017-12-31	$26.4B
2018-03-31	$26B
2018-06-30	$26.5B
2018-09-30	$27.1B
2018-12-31	$23.4B
2019-03-31	$26.7B
2019-06-30	$26.9B
2019-09-30	$25.9B
2019-12-31	$26.5B
2020-03-31	$20.6B
2020-06-30	$24B
2020-09-30	$25.2B
2020-12-31	$28.3B
2021-03-31	$28.5B
2021-06-30	$30.5B
2021-09-30	$32.3B
2021-12-31	$34.6B
2022-03-31	$31.4B
2022-06-30	$26.3B
2022-09-30	$24.7B
2022-12-31	$26.5T
2023-03-31	$28B
2023-06-30	$29.6B
2023-09-30	$27.8B
2023-12-31	$29.8B
2024-03-31	$33.1B
2024-06-30	$22.9B
2024-09-30	$24.3B
2024-12-31	$24.8B
2025-03-31	$22.2B
2025-06-30	$25.8B
2025-09-30	$27.2B
2025-12-31	$27.7B
2026-03-31	$25.9B
2026-06-30	$29.3B

Holdings and moves

Company	Share of portfolio	Value	Shares	Change in shares
NVDANVIDIA Corporation	5.10%	$1.5bn	7.46M	−10.1% Reduced
AAPLApple Inc.	4.69%	$1.4bn	4.75M	−5.5% Reduced
MSFTMicrosoft Corporation	2.90%	$851.2m	2.28M	−5.4% Reduced
AMZNAmazon	2.55%	$746.3m	3.13M	−4.8% Reduced
GOOGLAlphabet Inc. (Class A)	2.30%	$672.6m	1.88M	−5.2% Reduced
AVGOBroadcom	1.88%	$549.4m	1.45M	−5.5% Reduced
MUMicron Technology	1.44%	$420.9m	364.6K	−5.3% Reduced
METAMeta Platforms	1.37%	$400.1m	710.3K	−4.6% Reduced
TSLATesla, Inc.	1.31%	$382.9m	910.4K	−5.8% Reduced
LLYLilly (Eli)	1.06%	$311.5m	259.7K	−5.4% Reduced
AMDAdvanced Micro Devices	1.04%	$306.2m	527.2K	−5.4% Reduced
JPMJPMorgan Chase	0.97%	$284.3m	868.5K	−7.1% Reduced
INTCIntel	0.68%	$198.4m	1.42M	−8.1% Reduced
JNJJohnson & Johnson	0.68%	$197.8m	778.8K	−5.4% Reduced
VVisa Inc.	0.64%	$186.9m	544.7K	−5.9% Reduced
AMATApplied Materials	0.63%	$185.5m	256.6K	−5.9% Reduced
LRCXLam Research	0.60%	$175.0m	403.8K	−6.8% Reduced
WMTWalmart	0.55%	$161.2m	1.42M	−5.9% Reduced
CATCaterpillar Inc.	0.55%	$160.2m	150.4K	−6.6% Reduced
CSCOCisco	0.51%	$150.0m	1.28M	−5.6% Reduced
ABBVAbbVie	0.49%	$143.9m	571.9K	−5.3% Reduced
MAMastercard	0.47%	$136.1m	265.0K	−8.9% Reduced
COSTCostco	0.46%	$134.3m	143.5K	−5.8% Reduced
KLACKLA Corporation	0.44%	$127.9m	423.8K	+836.9% Added
GEGE Aerospace	0.43%	$126.3m	337.9K	−6.8% Reduced
BACBank of America	0.43%	$125.2m	2.20M	−6.8% Reduced
UNHUnitedHealth Group	0.42%	$122.1m	293.9K	−4.9% Reduced
WELLWelltower	0.40%	$117.8m	519.1K	−1.2% Reduced
HDThe Home Depot	0.39%	$113.8m	322.7K	−5.7% Reduced
PGProcter & Gamble	0.38%	$111.3m	758.7K	−5.8% Reduced
SNDKSandisk	0.36%	$105.9m	46.6K	−2.4% Reduced
MRKMerck & Co.	0.35%	$102.7m	799.4K	−5.8% Reduced
GEVGE Vernova	0.35%	$102.4m	87.2K	−6.4% Reduced
KOThe Coca-Cola Company	0.35%	$102.2m	1.26M	−10.7% Reduced
PLDPrologis	0.34%	$99.5m	734.3K	−1.6% Reduced
CVXChevron Corporation	0.34%	$99.4m	599.9K	−8.7% Reduced
NFLXNetflix	0.33%	$97.3m	1.36M	−6.1% Reduced
GSGoldman Sachs	0.33%	$96.7m	95.6K	−7.4% Reduced
PMPhilip Morris International	0.31%	$91.3m	504.8K	−5.6% Reduced
PANWPalo Alto Networks	0.31%	$89.5m	262.6K	−5.1% Reduced
TXNTexas Instruments	0.30%	$87.7m	294.4K	−5.2% Reduced
IBMIBM	0.29%	$85.2m	303.0K	−5.1% Reduced
RTXRTX Corporation	0.28%	$82.7m	435.8K	−4.9% Reduced
PLTRPalantir Technologies Inc.	0.28%	$82.1m	704.1K	−9.9% Reduced
MRVLMarvell Technology	0.28%	$82.1m	275.7K	−5.4% Reduced
ORCLOracle Corporation	0.28%	$81.9m	558.9K	−5.2% Reduced
WFCWells Fargo	0.28%	$81.6m	987.6K	−8.4% Reduced
EQIXEquinix	0.28%	$81.1m	77.8K	−2.1% Reduced
MSMorgan Stanley	0.28%	$80.5m	385.2K	−6.3% Reduced
LINLinde plc	0.27%	$77.8m	149.9K	−6.1% Reduced
CCitigroup	0.26%	$77.2m	551.3K	−10.5% Reduced
WDCWestern Digital	0.24%	$71.7m	112.2K	−4.5% Reduced
APHAmphenol	0.24%	$70.2m	398.4K	−5.3% Reduced
STXSeagate Technology	0.23%	$68.2m	70.7K	−5.2% Reduced
GLWCorning Inc.	0.22%	$65.7m	257.1K	−8.2% Reduced
HDBHdfc Bank LTD	0.22%	$65.2m	2.52M	−1.9% Reduced
QCOMQualcomm	0.22%	$63.8m	345.0K	−5.3% Reduced
AMGNAmgen	0.21%	$63.1m	174.3K	−5.3% Reduced
ADIAnalog Devices	0.21%	$62.7m	157.9K	−5.6% Reduced
MCDMcDonald's	0.21%	$62.2m	230.0K	−5.8% Reduced
CRWDCrowdStrike	0.21%	$61.1m	80.0K	−6.7% Reduced
TMOThermo Fisher Scientific	0.21%	$60.4m	120.4K	−6.8% Reduced
PEPPepsiCo	0.20%	$60.1m	444.0K	−5.7% Reduced
NEENextEra Energy	0.20%	$59.4m	677.0K	−4.4% Reduced
ANETArista Networks	0.20%	$58.7m	345.3K	−6.1% Reduced
AXPAmerican Express	0.20%	$58.1m	171.9K	−9.6% Reduced
VZVerizon	0.20%	$57.3m	1.35M	−5.7% Reduced
SPGSimon Property Group	0.19%	$56.6m	252.9K	−1.4% Reduced
DISThe Walt Disney Company	0.19%	$55.2m	573.9K	−6.1% Reduced
TJXTJX Companies	0.19%	$54.4m	358.8K	−5.1% Reduced
ETNEaton Corporation	0.18%	$53.6m	125.8K	−6.3% Reduced
BABoeing	0.18%	$52.3m	241.8K	−10.2% Reduced
UNPUnion Pacific Corporation	0.18%	$52.3m	192.4K	−5.5% Reduced
ABTAbbott Laboratories	0.17%	$51.0m	562.1K	−5.7% Reduced
GILDGilead Sciences	0.17%	$50.7m	401.3K	−5.3% Reduced
DLRDigital Realty	0.17%	$50.7m	282.2K	−1.6% Reduced
MELIMercadolibre Inc	0.17%	$49.9m	29.4K	−2.4% Reduced
DEDeere & Company	0.17%	$49.7m	78.4K	−11.5% Reduced
SCHWCharles Schwab Corporation	0.17%	$49.7m	539.0K	−7.2% Reduced
TAT&T	0.16%	$46.8m	2.26M	−6.9% Reduced
BLKBlackRock	0.16%	$46.1m	48.0K	−5.3% Reduced
ISRGIntuitive Surgical	0.16%	$45.6m	114.8K	−6.2% Reduced
BKNGBooking Holdings	0.15%	$45.3m	254.3K	+2213.6% Added
PFEPfizer	0.15%	$44.3m	1.84M	−5.3% Reduced
CVSCVS Health	0.14%	$42.6m	411.9K	−5.2% Reduced
DELLDell Technologies	0.14%	$42.1m	97.5K	−10.7% Reduced
UBERUber	0.14%	$41.6m	576.4K	−15.2% Reduced
PGRProgressive Corporation	0.14%	$41.4m	189.7K	−5.7% Reduced
COPConocoPhillips	0.14%	$41.2m	396.2K	−6.5% Reduced
VRTXVertex Pharmaceuticals	0.14%	$40.9m	82.2K	−5.1% Reduced
CRMSalesforce	0.14%	$40.4m	258.1K	−19.6% Reduced
SPGIS&P Global	0.14%	$40.2m	98.6K	−7.6% Reduced
PHParker Hannifin	0.14%	$39.8m	40.7K	−5.4% Reduced
LOWLowe's	0.14%	$39.8m	180.4K	−6.1% Reduced
DHRDanaher Corporation	0.13%	$39.4m	206.6K	−6.1% Reduced
VRTVertiv	0.13%	$39.3m	117.5K	−6.1% Reduced
MOAltria	0.13%	$39.3m	545.8K	−5.1% Reduced
COFCapital One	0.13%	$39.1m	194.9K	−10.9% Reduced
CBChubb Limited	0.13%	$38.8m	113.9K	−11.3% Reduced
APPApplovin Corp	0.13%	$38.3m	74.2K	−5.9% Reduced
BMYBristol Myers Squibb	0.13%	$38.0m	660.2K	−5.1% Reduced
SBUXStarbucks	0.13%	$37.9m	370.8K	−4.9% Reduced
VTRVentas	0.12%	$35.4m	399.2K	0.0%
SYKStryker Corporation	0.12%	$35.1m	111.4K	−5.3% Reduced
TTTrane Technologies	0.12%	$34.9m	71.1K	−6.6% Reduced
SOSouthern Company	0.12%	$34.9m	364.6K	−2.9% Reduced
PWRQuanta Services	0.12%	$34.9m	48.4K	−4.5% Reduced
HWMHowmet Aerospace	0.12%	$34.7m	129.0K	−1.1% Reduced
LMTLockheed Martin	0.12%	$34.0m	66.7K	−6.7% Reduced
NOWServiceNow	0.12%	$33.9m	341.0K	−3.7% Reduced
CDNSCadence Design Systems Inc	0.12%	$33.6m	89.4K	−3.3% Reduced
NEMNewmont	0.11%	$32.7m	350.0K	−8.0% Reduced
MDTMedtronic	0.11%	$32.7m	417.4K	−4.5% Reduced
PSAPublic Storage	0.11%	$32.3m	101.5K	−2.2% Reduced
CMICummins	0.11%	$32.2m	45.1K	−5.2% Reduced
BNYBNY Mellon	0.11%	$32.1m	221.9K	−5.4% Reduced
AMTAmerican Tower	0.11%	$31.6m	193.0K	−5.8% Reduced
DUKDuke Energy	0.11%	$31.5m	249.2K	−6.7% Reduced
EXRExtra Space Storage	0.11%	$31.3m	215.7K	−0.2%
FTNTFortinet	0.11%	$31.2m	203.3K	−5.9% Reduced
PNCPNC Financial Services	0.11%	$30.9m	125.7K	−0.9% Reduced
USBU.S. Bancorp	0.10%	$29.9m	494.8K	−1.9% Reduced
MCKMcKesson	0.10%	$29.7m	39.3K	−7.2% Reduced
SPOTSpotify Technology S.a.	0.10%	$29.6m	64.4K	−10.1% Reduced
ADPAutomatic Data Processing	0.10%	$29.5m	131.7K	−4.2% Reduced
WMBWilliams Companies	0.10%	$29.3m	394.5K	−4.6% Reduced
FCXFreeport-McMoRan	0.10%	$29.3m	465.3K	−6.6% Reduced
SPCXSpace Exploration Technologies Corp	0.10%	$28.9m	169.3K	New
WMWaste Management	0.10%	$28.9m	129.6K	−5.0% Reduced
JCIJohnson Controls	0.10%	$28.7m	196.6K	−6.2% Reduced
CSXCSX Corporation	0.10%	$28.5m	600.0K	−5.9% Reduced
CMCSAComcast	0.10%	$28.5m	1.16M	−5.9% Reduced
BXBlackstone Inc.	0.10%	$28.3m	240.5K	−4.8% Reduced
VALEVale S.a.	0.10%	$27.9m	1.85M	+287.2% Added
NUNu Holdings Ltd.	0.10%	$27.8m	2.08M	+1.7% Added
MMM3M	0.09%	$27.5m	170.1K	−6.9% Reduced
ELVElevance Health	0.09%	$27.4m	70.8K	−6.0% Reduced
TMUST-Mobile US	0.09%	$27.2m	162.0K	−6.8% Reduced
SNOWSnowflake Inc.	0.09%	$27.1m	106.6K	−4.0% Reduced
ADBEAdobe Inc.	0.09%	$26.8m	130.9K	−8.2% Reduced
SNPSSynopsys Inc	0.09%	$26.4m	59.2K	−8.9% Reduced
BEBloom Energy	0.09%	$26.3m	86.9K	+12.3% Added
DDOGDatadog, Inc.	0.09%	$26.3m	100.9K	−3.8% Reduced
SLBSchlumberger	0.09%	$26.3m	565.0K	−7.9% Reduced
RCLRoyal Caribbean Group	0.09%	$26.3m	82.7K	−6.0% Reduced
MARMarriott International	0.09%	$26.2m	70.8K	−8.3% Reduced
UPSUnited Parcel Service	0.09%	$26.2m	243.6K	−3.1% Reduced
GDGeneral Dynamics	0.09%	$26.1m	73.6K	−4.4% Reduced
SHWSherwin-Williams	0.09%	$26.0m	75.6K	−5.6% Reduced
EMREmerson Electric	0.09%	$26.0m	181.7K	−4.7% Reduced

Company	Bought (value)	Shares
KLACKLA Corporation	$114.2m	378.6K
BKNGBooking Holdings	$43.4m	243.3K
SPCXSpace Exploration Technologies Corp	$28.9m	169.3K
HONHoneywell Technologies	$22.9m	102.3K
HONAHoneywell Aerospace	$22.6m	102.3K
VALEVale S.a.	$20.7m	1.37M
CCLCarnival Corporation	$11.3m	395.8K
CVNACarvana	$10.7m	163.1K
BEKEKE Holdings Inc.	$10.2m	700.3K
DVNDevon Energy	$6.7m	161.6K
DDDuPont	$6.1m	44.7K
FDXFFedEx Freight	$5.8m	38.1K
HTHTH World Group Ltd	$4.9m	118.6K
MDLNMedline Inc.	$4.5m	113.8K
SNSharkninja, Inc.	$3.8m	25.1K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

Company	Sold (value)	Shares
NVDANVIDIA Corporation	−$168.5m	−842.2K
AAPLApple Inc.	−$80.1m	−276.7K
MSFTMicrosoft Corporation	−$48.7m	−130.6K
AMZNAmazon	−$37.9m	−159.1K
GOOGLAlphabet Inc. (Class A)	−$37.1m	−103.9K
AVGOBroadcom	−$32.3m	−85.4K
TSLATesla, Inc.	−$23.6m	−56.2K
MUMicron Technology	−$23.5m	−20.3K
JPMJPMorgan Chase	−$21.7m	−66.2K
METAMeta Platforms	−$19.3m	−34.3K
LLYLilly (Eli)	−$17.9m	−15.0K
INTCIntel	−$17.6m	−126.0K
AMDAdvanced Micro Devices	−$17.3m	−29.8K
MAMastercard	−$13.4m	−26.0K
LRCXLam Research	−$12.7m	−29.3K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

Company	Value last quarter	Shares
YMMFull Truck Alliance Co. Ltd.	$3.1m	372.5K
PDDPDD Holdings Inc.	$2.3m	22.9K
SGHCSuper Group (sghc) Ltd	$1.3m	120.6K
CIGIColliers International Group Inc.	$409,175	3.8K
GILTGilat Satellite Networks LTD	$365,722	24.3K
KRNTKornit Digital Ltd.	$258,207	17.6K
MDXGMimedx Group, Inc.	$159,943	40.5K
MYGNMyriad Genetics Inc	$143,352	31.9K

Technology36.0%
Financials11.4%
Industrials10.4%
Health Care9.6%
Consumer Discretionary9.6%
Communication Services6.8%
Real Estate5.0%
Consumer Staples4.4%
Energy2.4%
Materials2.3%
Utilities2.2%

Share of the value held in companies we cover, by sector.

Period	Copy, a year	S&P 500	Sharpe	S&P 500	Biggest drop	Beta
Whole backtestAugust 2, 2013 to November 2, 2026	+13.1%	+13.8%	0.71	0.76	−32.6%	1.01
2018 onwardsJanuary 5, 2018 to November 2, 2026	+13.1%	+13.9%	0.61	0.66	−32.6%	1.03
Last three yearsNovember 3, 2023 to November 2, 2026	+20.5%	+21.8%	1.08	1.16	−17.5%	1.00
Last yearNovember 7, 2025 to November 2, 2026	+12.8%	+14.2%	0.75	0.84	−8.8%	0.95

From SEC Form 13F data sets. A 13F lists long positions in US-listed shares at the quarter's end, filed up to 45 days later; it does not show shorts, cash, bonds, non-US holdings or trades within the quarter. Positions in companies outside our coverage are not listed here. Research, not investment advice.