Employees Retirement System of Texas

Q1 2014 13F-HR Holdings

Location
Austin, TX
Holdings as of
3/31/2014
Date filed
5/14/2014
Form type
13F-HR
Num holdings
974
Total value ($000)
$7,603,429
Net value change ($000)
-149,147 (-1.9%)
New positions
54
Sold out positions
52
Turnover %
3.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/12/2014 Next filing: 8/13/2025 SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
JNJ 25,860 44.1%
Alphabet Inc. Class C 21,159 25.3%
OVERSEAS SHIPHOLDING GROUP INC 21,135 464.1%
LLY 17,193 69.2%
JPM 16,343 20.9%
HYG 14,697 4.3%
UNH 14,461 45.6%
SCHW 14,079 217.0%
TEVA 13,947 46.6%
SIGMA ALDRICH 13,718 972.9%
Top Reduces (Value $000, Stocks/ETFs)
EMB -82,118 -59.6%
PFE -49,479 -54.3%
C -26,137 -37.1%
ABBV -19,243 -46.8%
NKE -15,455 -67.1%
AAPL -13,297 -7.0%
AMP -12,713 -77.0%
VOD -12,406 -100.0%
FWONA -11,423 -100.0%
DXJ -11,156 -39.9%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type