ERSOT

Employees Retirement System of Texas Portfolio holdings

AUM $12.3B
This Quarter Return
+3.33%
1 Year Return
+21.83%
3 Year Return
+104.74%
5 Year Return
+197.99%
10 Year Return
+457.42%
AUM
$7.29B
AUM Growth
+$7.29B
Cap. Flow
-$66.1M
Cap. Flow %
-0.91%
Top 10 Hldgs %
16.48%
Holding
1,003
New
48
Increased
252
Reduced
287
Closed
68

Top Buys

1
BMY icon
Bristol-Myers Squibb
BMY
$19.3M
2
JNJ icon
Johnson & Johnson
JNJ
$18.5M
3
ESRX
Express Scripts Holding Company
ESRX
$13.6M
4
ADBE icon
Adobe
ADBE
$11.8M
5
AIV
Aimco
AIV
$11.5M

Top Sells

1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$370M
2
VGK icon
Vanguard FTSE Europe ETF
VGK
$35M
3
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$33.1M
4
AGN
Allergan plc
AGN
$27.5M
5
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
$25.8M

Sector Composition

1 Healthcare 13.34%
2 Technology 12.36%
3 Financials 11.27%
4 Industrials 10.22%
5 Real Estate 8.44%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
FLIR
926
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$186K ﹤0.01%
6,000
-137,000
-96% -$4.25M
RIG icon
927
Transocean
RIG
$2.82B
$166K ﹤0.01%
14,000
– –
AAP icon
928
Advance Auto Parts
AAP
$3.54B
$162K ﹤0.01%
1,000
– –
CHK
929
DELISTED
Chesapeake Energy Corporation
CHK
$137K ﹤0.01%
32,000
– –
FLS icon
930
Flowserve
FLS
$6.99B
$136K ﹤0.01%
3,000
– –
ENDP
931
DELISTED
Endo International plc
ENDP
$109K ﹤0.01%
7,000
– –
OI icon
932
O-I Glass
OI
$1.92B
$108K ﹤0.01%
6,000
– –
LM
933
DELISTED
Legg Mason, Inc.
LM
$88K ﹤0.01%
3,000
– –
DO
934
DELISTED
Diamond Offshore Drilling
DO
$73K ﹤0.01%
3,000
– –
STOR
935
DELISTED
STORE Capital Corporation
STOR
$29K ﹤0.01%
1,000
-125,000
-99% -$3.63M
TWC
936
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
– –
-16,000
Closed -$3.27M
ESV
937
DELISTED
Ensco Rowan plc
ESV
– –
-14,000
Closed -$145K
CAVM
938
DELISTED
Cavium, Inc.
CAVM
– –
-38,000
Closed -$2.32M
STRZA
939
DELISTED
Starz - Series A
STRZA
– –
-1,500
Closed -$39K
JAH
940
DELISTED
JARDEN CORPORATION
JAH
– –
-64,000
Closed -$3.77M
HPY
941
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
– –
-31,000
Closed -$2.99M
MHFI
942
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
– –
-59,000
Closed -$5.84M
ADT
943
DELISTED
ADT CORP
ADT
– –
-222,500
Closed -$9.18M
SNDK
944
DELISTED
SANDISK CORP
SNDK
– –
-12,000
Closed -$913K
ARG
945
DELISTED
AIRGAS INC
ARG
– –
-6,000
Closed -$850K
CRC
946
DELISTED
California Resources Corporation
CRC
– –
-26,185
Closed -$27K
BXLT
947
DELISTED
BAXALTA INC COM STK (DE)
BXLT
– –
-257,700
Closed -$10.4M
CVC
948
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
– –
-39,100
Closed -$1.29M
FEIC
949
DELISTED
FEI COMPANY
FEIC
– –
-50,000
Closed -$4.45M
LGF
950
DELISTED
Lions Gate Entertainment
LGF
– –
-58,000
Closed -$1.27M
36 37
38
39 40