Stocks/Funds/CIK 1398739

Employees Retirement System of Texas

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1398739
Assets
$11.43B
+3.7% YoY
Holdings
491
Lifetime alpha vs market
-0.17% annual
Average hold time
4.8 yr
median 4.5 yr

Quarterly history

Cum return +132% vs S&P +135% · α -3% lifetimeAUM $11.4B · peak $12.5BFlow $-423M (-3%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-3.03%
trims when stocks drop
when a holding falls −10%+
Middle response
-0.51%
baseline attrition
Rally response
-1.78%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
VGITVanguard Intermediate-Te$1.39B12.2%2.3 yr
NVDANVIDIA Corporation$617M5.4%+60.9%10.5 yr
AAPLApple Inc.$519M4.5%+14.7%10.3 yr
MSFTMicrosoft Corporation$509M4.5%-0.6%10.5 yr
HYLBXtrackers USD High Yield$411M3.6%6.3 yr
AMZNAmazon.com, Inc.$386M3.4%+9.5%10.5 yr
IAUiShares Gold Trust$290M2.5%1.0 yr
AVGOBroadcom Inc.$262M2.3%+86.0%8.0 yr
GOOGAlphabet Inc.$252M2.2%+84.3%10.3 yr
XOMExxon Mobil Corporation$199M1.7%+47.6%10.5 yr
METAMeta Platforms, Inc.$182M1.6%-0.4%10.5 yr
VGKVanguard FTSE Europe ETF$165M1.4%3.0 yr
LLYEli Lilly and Company$159M1.4%+12.2%10.5 yr
JPMJPMorgan Chase & Co.$151M1.3%+21.8%10.3 yr
GOOGLAlphabet Inc.$140M1.2%10.5 yr

Portfolio composition (YoY)

Industry mix
Asset Management23.7%-2.9pp$2.71B
Semiconductors9.5%+3.5pp$1.08B
Software - Infrastructure5.9%+0.5pp$672M
Internet Content & Information5.6%+2.8pp$634M
Consumer Electronics4.5%+0.6pp$519M
Specialty Retail3.5%-0.8pp$399M
Financial - Credit Services3.4%+0.9pp$392M
Medical - Devices2.8%+1.6pp$315M
Drug Manufacturers - General2.4%+0.1pp$272M
Banks - Diversified2.3%+0.6pp$266M
Country
US95.9%+1.0pp
IE1.8%+0.2pp
NL0.7%+0.2pp
LU0.5%+0.5pp
CA0.5%+0.3pp
GB0.2%+0.0pp
TW0.1%+0.1pp
BR0.1%-0.0pp
Top 5: 30.2% · Top 10: 42.3% · Top 25: 60.0%

Winners

TickerPrev $PnLYoY %
NVDA$411M+0.25B60.9%
AVGO$148M+0.13B86.0%
NEM$61M+0.08B127.1%
AAPL$434M+0.06B14.7%
XOM$127M+0.06B47.6%

Losers

TickerPrev $PnLYoY %
MA$166M-0.01B-8.5%
PANW$66M-0.00B-6.0%
MSFT$462M-0.00B-0.6%
V$8M-0.00B-13.1%
META$216M-0.00B-0.4%

Top buys this quarter · 15

V Visa Inc.+$129M
ABBV AbbVie Inc.+$74M
CCL Carnival Corporation & plc+$60M
NFLX Netflix, Inc.+$51M
ISRG Intuitive Surgical, Inc.+$45M
WDC Western Digital Corporation+$34M
HD The Home Depot, Inc.+$27M
FAST Fastenal Company+$22M
SCHW The Charles Schwab Corporation+$18M
AME AMETEK, Inc.+$17M

Top sells this quarter · 15

CAT Caterpillar Inc.$100M
GOOG Alphabet Inc.$81M
UNH UnitedHealth Group Incorporate$78M
MELI MercadoLibre, Inc.exit$69M
AZO AutoZone, Inc.$66M
MA Mastercard Incorporated$61M
MCK McKesson Corporation$58M
UBER Uber Technologies, Inc.exit$57M
AAPL Apple Inc.$57M
FMX Fomento Económico Mexicano, S$54M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$11.43B491+16.57%+17.59%-1.02%-0.42B
2025-12-31$12.28B494+17.10%+17.72%-0.62%-0.57B
2025-09-30$12.51B505+18.23%+17.52%+0.72%-0.60B
2025-06-30$12.29B521+17.02%+14.94%+2.07%+0.14B
2025-03-31$11.02B262+8.63%+8.30%+0.33%-0.33B
2024-12-31$11.71B309+23.38%+24.89%-1.50%-0.27B
2024-09-30$11.55B332+32.78%+36.04%-3.26%+0.30B
2024-06-30$10.65B313+21.94%+24.49%-2.55%+1.30B
2024-03-31$9.14B325+29.50%+29.62%-0.12%-0.24B
2023-12-31$8.51B337+25.49%+26.18%-0.69%+1.00B
2023-09-30$6.73B294+19.34%+21.57%-2.22%-0.35B
2023-06-30$7.29B318+17.59%+19.42%-1.83%-0.14B
2023-03-31$6.85B326-7.60%-7.82%+0.22%-0.46B
2022-12-31$6.84B329+6.14%+7.56%-1.42%-0.10B
2022-09-30$6.54B345-4.42%-4.93%+0.51%-0.13B
2022-06-30$6.98B706-14.66%-16.11%+1.45%-0.13B