State of New Jersey Common Pension Fund D

Diversified mechanical Mechanical CIK 1483066
League rank
#88
in Diversified mechanical · #1992 overall
Long book
$25.93B
Q1 2026
Positions
1549
Top-10 weight
30%
concentration
Last quarter
+14.2%
SPY +14.8%
Turnover
11%
of book per quarter

Strategy in plain words

auto-generated from filings

State of New Jersey Common Pension Fund D is a mechanically diversified allocator, running a $25.93B US long book across 1549 positions.

The portfolio is moderately concentrated (top 10 ≈ 30% of the book). Turnover is modest: positions are typically held for years. Current anchor positions: NVIDIA CORP, APPLE INC, MICROSOFT CORP, ISHARES CORE MSCI EMERGING, VANGUARD REAL ESTATE ETF.

Over the last 9 quarters its long book ran on average 0.2pp per quarter behind the S&P 500, beating the index in 3 of 9 quarters. Its holdings are mechanical (indexing / client flows), so position changes carry no stock-picking signal.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
+3.2%
Q2 2024
+6.5%
Q3 2024
+1.6%
Q4 2024
-3.9%
Q1 2025
+10.1%
Q2 2025
+7.4%
Q3 2025
+2.2%
Q4 2025
-3.1%
Q1 2026
+14.2%

Sector allocation

Technology
38%
Financials
12%
Industrials
11%
Consumer discretionary
9%
Healthcare
8%
Services media
6%
Utilities
3%
Energy
3%

Long book by quarter

$33.09B
Q1 2024
$22.92B
Q2 2024
$24.26B
Q3 2024
$24.77B
Q4 2024
$22.22B
Q1 2025
$25.79B
Q2 2025
$27.18B
Q3 2025
$27.67B
Q4 2025
$25.93B
Q1 2026

What does State of own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
NVDA NVIDIA CORPTechnology8.3M$1.45B5.6%+0.1%
AAPL APPLE INCTechnology5.0M$1.28B4.9%-0.8%
MSFT MICROSOFT CORPTechnology2.4M$893.1M3.4%+0.1%
AMZN AMAZON.COM INCConsumer discretionary3.3M$685.3M2.6%+0.3%
GOOGL ALPHABET INC-CL ATechnology2.0M$571.1M2.2%Held
GOOG ALPHABET INC-CL CTechnology1.7M$478.6M1.8%-0.1%
AVGO BROADCOM INCTechnology1.5M$476.6M1.8%+0.5%
META META PLATFORMS INC-CLASS ATechnology744.6K$426.0M1.6%+0.5%
TSLA TESLA INCIndustrials966.6K$359.3M1.4%+0.1%
JPM JPMORGAN CHASE & COFinancials934.7K$274.9M1.1%-0.7%
LLY ELI LILLY & COHealthcare274.6K$252.6M1.0%-0.2%
XOM EXXON MOBIL CORPEnergy1.4M$245.6M0.9%-0.9%
BRK/B BERKSHIRE HATHAWAY INC-CL BFinancials473.4K$226.8M0.9%Held
JNJ JOHNSON & JOHNSONHealthcare823.4K$201.3M0.8%-0.6%
WMT WALMART INCConsumer discretionary1.5M$188.0M0.7%-0.1%
V VISA INC-CLASS A SHARESServices media578.6K$174.9M0.7%-0.9%
COST COSTCO WHOLESALE CORPConsumer discretionary152.3K$151.7M0.6%+0.1%
MA MASTERCARD INC - AServices media291.1K$145.4M0.6%-0.9%
NFLX NETFLIX INCServices media1.5M$139.6M0.5%-0.1%
CVX CHEVRON CORPEnergy656.8K$135.9M0.5%-0.8%
ABBV ABBVIE INCHealthcare604.0K$131.4M0.5%0.0%
MU MICRON TECHNOLOGY INCTechnology385.0K$130.1M0.5%+0.3%
PG PROCTER & GAMBLE CO/THEOther805.9K$116.4M0.4%+0.4%
BAC BANK OF AMERICA CORPFinancials2.4M$114.9M0.4%-2.3%
PLTR PALANTIR TECHNOLOGIES INC-ATechnology781.3K$114.3M0.4%+0.5%
CAT CATERPILLAR INCIndustrials161.0K$114.0M0.4%Held
AMD ADVANCED MICRO DEVICESTechnology557.0K$113.3M0.4%+0.4%
HD HOME DEPOT INCConsumer discretionary342.0K$112.5M0.4%Held
KO COCA-COLA CO/THEConsumer staples1.4M$107.1M0.4%Held
CSCO CISCO SYSTEMS INCTechnology1.4M$105.0M0.4%0.0%
GE GENERAL ELECTRICIndustrials362.5K$102.9M0.4%0.0%
MRK MERCK & CO. INC.Healthcare848.2K$102.0M0.4%-1.4%
AMAT APPLIED MATERIALS INCTechnology272.7K$93.2M0.4%+0.2%
LRCX LAM RESEARCH CORPIndustrials433.1K$92.5M0.4%+0.1%
PM PHILIP MORRIS INTERNATIONALConsumer staples534.5K$88.4M0.3%Held
RTX RTX CORPIndustrials458.1K$88.4M0.3%0.0%
GS GOLDMAN SACHS GROUP INCFinancials103.3K$87.4M0.3%-0.7%
ORCL ORACLE CORPTechnology589.4K$86.7M0.3%+0.8%
WFC WELLS FARGO & COFinancials1.1M$85.9M0.3%-1.5%
UNH UNITEDHEALTH GROUP INCFinancials309.1K$83.6M0.3%Held
GEV GE VERNOVA INCIndustrials93.2K$81.3M0.3%-0.3%
LIN LINDE PLCMaterials159.5K$79.1M0.3%-1.4%
IBM INTL BUSINESS MACHINES CORPTechnology319.5K$77.4M0.3%+0.3%
MCD MCDONALD'S CORPConsumer discretionary244.0K$75.8M0.3%-0.1%
PEP PEPSICO INCConsumer staples471.1K$73.2M0.3%Held
VZ VERIZON COMMUNICATIONS INCCommunications1.4M$72.0M0.3%Held
T AT&T INCCommunications2.4M$70.5M0.3%-0.7%
C CITIGROUP INCFinancials615.9K$69.9M0.3%-2.1%
INTC INTEL CORPTechnology1.5M$68.2M0.3%Held
MS MORGAN STANLEYFinancials411.3K$67.7M0.3%-0.6%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 5, 20261549$25.93B canonicalSEC ↗
Q4 202513F-HRJan 30, 20261472$27.67B canonicalSEC ↗
Q3 202513F-HRNov 7, 20251460$27.18B canonicalSEC ↗
Q2 202513F-HRJul 31, 20251473$25.79B canonicalSEC ↗
Q1 202513F-HRMay 13, 20251499$22.22B canonicalSEC ↗
Q4 202413F-HRJan 31, 20251540$24.77B canonicalSEC ↗
Q3 202413F-HRNov 4, 20241529$24.26B canonicalSEC ↗
Q2 202413F-HRAug 7, 20241515$22.92B canonicalSEC ↗
Q1 202413F-HRMay 2, 20241548$33.09B canonicalSEC ↗