Stocks/Funds/CIK 1483260

State of New Jersey Common Pension Fund E

microcap filerconcentrated
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1483260
Assets
$78M
-76.7% YoY
Holdings
1
Lifetime alpha vs market
-4.89% annual
Average hold time
1.0 yr
median 1.0 yr

Quarterly history

Cum return +25% vs S&P +52% · α -28% lifetimeAUM $78M · peak $555MFlow $0M (+0%)2015-122019-122021-032022-062023-092024-122026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-3.48%
trims when stocks drop
when a holding falls −10%+
Middle response
+0.00%
baseline attrition
Rally response
-1.72%
trims into rallies
when a holding rises +10%+

Top positions · 1

Ticker$ value% portYoYHold time
OTFBlue Owl Technology Fina$78M100.0%1.0 yr

Portfolio composition (YoY)

Industry mix
Asset Management100.0%$78M
Country
US100.0%+0.0pp
Top 5: 100.0% · Top 10: 100.0% · Top 25: 100.0%

Winners

TickerPrev $PnLYoY %

Losers

TickerPrev $PnLYoY %

Top buys this quarter · 0

No buys this quarter

Top sells this quarter · 0

No sells this quarter

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$78M1-13.89%+17.59%-31.48%+0.00B
2025-12-31$91M1+0.76%+17.72%-16.96%-0.00B
2025-09-30$87M1-0.68%+17.52%-18.20%-0.00B
2025-06-30$96M1+4.09%+14.94%-10.85%-0.24B
2025-03-31$334M1+5.30%+8.30%-3.01%-0.01B
2024-12-31$344M1+17.85%+24.89%-7.04%-0.01B
2024-09-30$331M1+22.76%+36.04%-13.27%-0.01B
2024-06-30$349M1+34.99%+24.49%+10.49%-0.11B
2024-03-31$450M2+45.20%+29.62%+15.58%-0.01B
2023-12-31$415M2+44.52%+26.18%+18.35%-0.01B
2023-09-30$384M2+49.55%+21.57%+27.99%-0.01B
2023-06-30$367M2+21.94%+19.42%+2.52%-0.01B
2023-03-31$346M2-5.42%-7.82%+2.39%-0.01B
2022-12-31$319M2+14.96%+7.56%+7.40%-0.04B
2022-09-30$313M2-12.42%-4.93%-7.50%-0.04B
2022-06-30$398M2-15.42%-16.11%+0.69%-0.02B