State of New Jersey Common Pension Fund D’s CEMIG Preferred Shares CIG Stock Holding History

State of New Jersey Common Pension Fund D’s Portfolio CIG Stock Details CIG Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q2	–	Sell	-1,043,482	Closed	-$1.2M	–	947
2016 Q1	$1.2M	Sell	1,043,482 -918,711	-47%	-$750K	0.01%	785
2015 Q4	$1.5M	Sell	1,962,193 -1,792,497	-48%	-$1.66M	0.01%	779
2015 Q3	$3.41M	Sell	3,754,690 -634,054	-14%	-$824K	0.01%	640
2015 Q2	$8.52M	Hold	4,388,744	–	–	0.03%	460
2015 Q1	$9.15M	Buy	4,388,744 +435,127	+11%	+$950K	0.04%	452
2014 Q4	$10M	Buy	3,953,617 +700,363	+22%	+$1.99M	0.04%	443
2014 Q3	$10.3M	Buy	3,253,254 +142,819	+5%	+$586K	0.04%	414
2014 Q2	$12.7M	Buy	3,110,435 +739,206	+31%	+$2.81M	0.05%	378
2014 Q1	$8.22M	Buy	+2,371,229	New	+$6.97M	0.26%	36

Other funds holding CIG

Acadian Asset Management Boston, Massachusetts $70.5B AUM 36% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return

PPA

Parametric Portfolio Associates Seattle, Washington $190B AUM 18.52% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

Credit Agricole Montrouge Cedex, France $38.1B AUM

AJO LP Philadelphia, Pennsylvania $199M AUM 109.68% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

State of New Jersey Common Pension Fund D's CIG Position: Q2 2016 in Review

State of New Jersey Common Pension Fund D sold out of CEMIG Preferred Shares (CIG) in Q2 2016, closing a stake of 1,043,482 shares — an estimated $1.2M sold.

State of New Jersey Common Pension Fund D first reported a position in CIG in Q1 2014 and held it in 9 quarters. The position peaked at $12.7M in Q2 2014. 126 funds tracked by Wall St. Rank hold CIG as of Q2 2016.

State of New Jersey Common Pension Fund D reported no remaining CEMIG Preferred Shares position as of Q2 2016 after selling out during the quarter.
State of New Jersey Common Pension Fund D sold 1,043,482 CEMIG Preferred Shares shares in Q2 2016, an estimated $1.2M.
State of New Jersey Common Pension Fund D first reported a position in CEMIG Preferred Shares in Q1 2014 and held it in 9 quarters.
State of New Jersey Common Pension Fund D's CEMIG Preferred Shares position peaked at $12.7M in Q2 2014.
126 funds tracked by Wall St. Rank held CEMIG Preferred Shares as of Q2 2016.

Based on State of New Jersey Common Pension Fund D's 13F filing for Q2 2016, filed 2 Aug 2016.