ERSOT

Employees Retirement System of Texas Portfolio holdings

AUM $12.3B
1-Year Return 21.83%
This Quarter Return
-6.35%
1 Year Return
+21.83%
3 Year Return
+104.74%
5 Year Return
+197.99%
10 Year Return
+457.42%
AUM
$7B
AUM Growth
-$619M
Cap. Flow
-$372M
Cap. Flow %
-5.3%
Top 10 Hldgs %
17.43%
Holding
992
New
42
Increased
149
Reduced
143
Closed
46

Top Buys

1
PFE icon
Pfizer
PFE
$19.4M
2
PYPL icon
PayPal
PYPL
$15.6M
3
KHC icon
Kraft Heinz
KHC
$14.4M
4
TFC icon
Truist Financial
TFC
$13M
5
WRK
WestRock Company
WRK
$12.6M

Top Sells

1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$284M
2
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
$22.9M
3
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$22M
4
HCA icon
HCA Healthcare
HCA
$18.6M
5
KRFT
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$17.4M

Sector Composition

1 Healthcare 13.71%
2 Financials 12.9%
3 Technology 12.6%
4 Industrials 10.66%
5 Consumer Discretionary 8.93%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
PENN icon
501
PENN Entertainment
PENN
$2.99B
$2.85M 0.04%
170,000
-36,000
-17% -$604K
PCP
502
DELISTED
PRECISION CASTPARTS CORP
PCP
$2.85M 0.04%
12,400
– –
QLIK
503
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$2.84M 0.04%
78,000
– –
NEE icon
504
NextEra Energy, Inc.
NEE
$146B
$2.83M 0.04%
116,000
+4,000
+4% +$97.6K
TNL icon
505
Travel + Leisure Co
TNL
$4.08B
$2.81M 0.04%
86,606
-6,645
-7% -$216K
SO icon
506
Southern Company
SO
$101B
$2.77M 0.04%
62,000
– –
CAG icon
507
Conagra Brands
CAG
$9.23B
$2.77M 0.04%
87,766
– –
TCF
508
DELISTED
TCF Financial Corporation
TCF
$2.77M 0.04%
182,500
– –
MAR icon
509
Marriott International Class A Common Stock
MAR
$71.9B
$2.73M 0.04%
40,000
– –
ERJ icon
510
Embraer
ERJ
$11.2B
$2.73M 0.04%
106,512
– –
CAT icon
511
Caterpillar
CAT
$198B
$2.71M 0.04%
41,500
– –
CGNX icon
512
Cognex
CGNX
$7.55B
$2.71M 0.04%
157,600
-40,000
-20% -$687K
INGR icon
513
Ingredion
INGR
$8.24B
$2.71M 0.04%
31,000
– –
BMR
514
DELISTED
BIOMED REALTY TRUST INC
BMR
$2.7M 0.04%
135,225
-254,575
-65% -$5.09M
THO icon
515
Thor Industries
THO
$5.94B
$2.67M 0.04%
51,500
– –
WMB icon
516
Williams Companies
WMB
$69.9B
$2.65M 0.04%
71,900
– –
TJX icon
517
TJX Companies
TJX
$155B
$2.64M 0.04%
74,000
– –
LTXB
518
DELISTED
LegacyTexas Financial Group Inc
LTXB
$2.62M 0.04%
86,000
– –
KMB icon
519
Kimberly-Clark
KMB
$43.1B
$2.62M 0.04%
24,000
– –
LRCX icon
520
Lam Research
LRCX
$130B
$2.61M 0.04%
400,000
– –
PBR.A icon
521
Petrobras Class A
PBR.A
$72.8B
– –
0
– -$7.09M
SCL icon
522
Stepan Co
SCL
$1.13B
$2.61M 0.04%
62,800
– –
AMN icon
523
AMN Healthcare
AMN
$799M
$2.61M 0.04%
87,000
– –
FMC icon
524
FMC
FMC
$4.72B
$2.61M 0.04%
88,781
-2,306
-3% -$67.8K
PEI
525
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$2.58M 0.04%
8,667
– –
19 20
21
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