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Disclosery

State of New Jersey Common Pension Fund B

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13F filer, CIK 1483261, Trenton, NJ

State of New Jersey Common Pension Fund B reported $20,931,000 across 6 holdings for the quarter ended 2013-12-31, in a 13F-HR filed 2014-02-07.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001483261-14-000002

Period
2013-12-31
Reported value
$20.9M
Holdings
6
Top 10 weight
100%
New
1
Sold out
9

Largest buys vs the previous quarter

None.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
IShares Tr. IBoxx High Yld …reduced-142,000-$13.2M
PIMCO ETF TRexited-100,000-$10.5M
SPDR SER TRexited-325,000-$9.93M
ISHARES TRexited-90,000-$9.81M
PIMCO HIGH INCOME FUNDexited-504,700-$6.03M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2013

Share positions as resolved from 13F-HR 0001483261-14-000002, largest first. % of portfolio is the value over $19,931,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
SPDR SERIES TRUSTSPDR SERIES TRUSTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: not loaded; 2012Q3: not loaded; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: 245,000 shares; 2013Q3: 245,000 shares; 2013Q4: 245,000 shares 245,000$14.3M71.85%0The CUSIP as filed is malformed.
ISHARES INTERNATIONAL INFLA…ISHARES INTERNATIONAL INFLATIOQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: not loaded; 2012Q3: not loaded; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: 100,000 shares; 2013Q3: 100,000 shares; 2013Q4: 100,000 shares 100,000$4.6M23.08%0The CUSIP as filed is malformed.
IShares Tr. IBoxx High Yld …IShares Tr. IBoxx High Yld Corp B…Quarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: not loaded; 2012Q3: not loaded; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: 80,000 shares; 2013Q3: 152,000 shares; 2013Q4: 10,000 shares 10,000$929K4.66%-142,000The CUSIP as filed is malformed.
GENERAL MTRS COGENERAL MTRS COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: not loaded; 2012Q3: not loaded; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: 1,828 shares; 2013Q3: 1,828 shares; 2013Q4: 1,828 shares 1,828$75K0.38%0The CUSIP as filed is malformed.
DEX MEDIA INC NEWDEX MEDIA INC NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: not loaded; 2012Q3: not loaded; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: 991 shares; 2013Q3: 991 shares; 2013Q4: 991 shares 991$7K0.04%0The CUSIP as filed is malformed.

Options

Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).

SecurityTypeAmountValueChange
ISHARES IBOXX HIGH YIELD …ISHARES IBOXX HIGH YIELD COR PUTput1,000,000$1Mnew

Sold out in Q4 2013

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
PIMCO ETF TRPIMCO ETF TR100,000$10.5Mshares
SPDR SER TRSPDR SER TR325,000$9.93Mshares
ISHARES TRISHARES TR90,000$9.81Mshares
PIMCO HIGH INCOME FUNDPIMCO HIGH INCOME FUND504,700$6.03Mshares
SPDR SERIES TRUSTSPDR SERIES TRUST144,000$5.74Mshares
WESTERN ASSET HIGH INCM FD IWESTERN ASSET HIGH INCM FD I500,000$4.71Mshares
BLACKROCK BUILD AMER BD TRBLACKROCK BUILD AMER BD TR240,000$4.51Mshares
BLACKROCK DEBT STRATEGIES F…BLACKROCK DEBT STRATEGIES FUND811,541$3.26Mshares
BLACKROCK CORPORATE HIGH YI…BLACKROCK CORPORATE HIGH YIELD275,000$3.23Mshares

How Q4 2013 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001483261-14-000002 base2014-02-07acceptance time not in the bulk data set