Stocks/Funds/CIK 1483262

State of New Jersey Common Pension Fund A

concentrated
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1483262
Assets
$226M
+217.0% YoY
Holdings
3
Lifetime alpha vs market
-17.45% annual
Average hold time
1.3 yr
median 1.0 yr

Quarterly history

Cum return -13% vs S&P +22% · α -35% lifetimeAUM $226M · peak $287MFlow $-1M (-0%)2024-062024-122025-062025-122026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

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

Top positions · 3

Ticker$ value% portYoYHold time
OBDCBlue Owl Capital Corpora$169M74.7%-17.8%1.0 yr
OWLBlue Owl Capital Inc.$32M14.4%-51.8%2.0 yr
TRTXTPG RE Finance Trust, In$25M10.9%+4.3%0.8 yr

Portfolio composition (YoY)

Industry mix
Financial - Credit Services74.7%$169M
Asset Management14.4%-85.6pp$32M
REIT - Mortgage10.9%$25M
Country
US100.0%+0.0pp
Top 5: 100.0% · Top 10: 100.0% · Top 25: 100.0%

Winners

TickerPrev $PnLYoY %
OWL$71M-0.03B-51.8%

Losers

TickerPrev $PnLYoY %
OWL$71M-0.03B-51.8%

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$226M3-24.74%+17.59%-42.33%-0.00B
2025-12-31$270M3-22.17%+17.72%-39.89%-0.01B
2025-09-30$282M3-4.09%+17.52%-21.61%+0.02B
2025-06-30$287M2+14.81%+14.94%-0.13%+0.22B
2025-03-31$71M1-13.15%-4.27%-8.89%-0.00B
2024-12-31$83M1+21.09%+2.49%+18.60%-0.00B
2024-09-30$69M1+10.21%+5.75%+4.46%-0.00B
2024-06-30$63M1