0001398739-11-000012.txt : 20111115
0001398739-11-000012.hdr.sgml : 20111115
20111115082900
ACCESSION NUMBER: 0001398739-11-000012
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111115
DATE AS OF CHANGE: 20111115
EFFECTIVENESS DATE: 20111115
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Employees Retirement System of Texas
CENTRAL INDEX KEY: 0001398739
IRS NUMBER: 746000098
STATE OF INCORPORATION: TX
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-12470
FILM NUMBER: 111205642
BUSINESS ADDRESS:
STREET 1: P.O. BOX 13207
CITY: AUSTIN
STATE: TX
ZIP: 78711-3207
BUSINESS PHONE: 512-867-7711
MAIL ADDRESS:
STREET 1: P.O. BOX 13207
CITY: AUSTIN
STATE: TX
ZIP: 78711-3207
13F-HR
1
sec13f-20110930.txt
2011-09-30 FORM 13F
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2011
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Employees Retirement System of Texas
Address: 200 E. 18th Street
Austin, TX 78701
13F File Number: 28-99999
The institutional investment manager filing this report and
the person by whom it is signed hereby represent that the
person signing the report is authorized to submit it, that
all information contained herein is true, correct and
complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered
integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Chris Glancy
Title: Investment Accounting Manager
Phone: 512-867-7104
Signature, Place, and Date of Signing:
Chris Glancy Austin, Texas November 15, 2011
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1322
Form 13F Information Table Value Total: $6,742,393
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- ---------- --- ---- ------- ---------- ---------- -------- ------
3M CO COM 88579Y101 31964 445248 PRN SOLE 445248
AAR CORP COM 000361105 867 52000 PRN SOLE 52000
AARONS INC COM PAR $0.50 002535300 1204 47681 PRN SOLE 47681
ABBOTT LABS COM 002824100 43240 845516 PRN SOLE 845516
ABERCROMBIE & FITCH CO CL A 002896207 3777 61350 PRN SOLE 61350
ABM INDS INC COM 000957100 1334 70000 PRN SOLE 70000
ACACIA RESH CORP ACACIA TCH COM 003881307 25 700 PRN SOLE 700
ACADIA RLTY TR COM SH BEN INT 004239109 1407 75217 PRN SOLE 75217
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13061 247928 PRN SOLE 247928
ACCRETIVE HEALTH INC COM 00438V103 45 2110 PRN SOLE 2110
ACE LTD SHS H0023R105 22541 371958 PRN SOLE 371958
ACME PACKET INC COM 004764106 143 3366 PRN SOLE 3366
ACTIVISION BLIZZARD INC COM 00507V109 1202 101000 PRN SOLE 101000
ACTUANT CORP CL A NEW 00508X203 1718 87000 PRN SOLE 87000
ACUITY BRANDS INC COM 00508Y102 2271 63000 PRN SOLE 63000
ACXIOM CORP COM 005125109 1128 106000 PRN SOLE 106000
ADOBE SYS INC COM 00724F101 7734 320000 PRN SOLE 320000
ADTRAN INC COM 00738A106 1575 59534 PRN SOLE 59534
ADVANCE AUTO PARTS INC COM 00751Y106 3137 54000 PRN SOLE 54000
ADVANCED MICRO DEVICES INC COM 007903107 523 103000 PRN SOLE 103000
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 706 167234 PRN SOLE 167234
ADVISORY BRD CO COM 00762W107 41 640 PRN SOLE 640
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2156 122000 PRN SOLE 122000
AES CORP COM 00130H105 4712 482791 PRN SOLE 482791
AETNA INC NEW COM 00817Y108 4516 124250 PRN SOLE 124250
AFFILIATED MANAGERS GROUP COM 008252108 3247 41600 PRN SOLE 41600
AFLAC INC COM 001055102 11298 323270 PRN SOLE 323270
AGCO CORP COM 001084102 1096 31690 PRN SOLE 31690
AGILENT TECHNOLOGIES INC COM 00846U101 2304 73720 PRN SOLE 73720
AGL RES INC COM 001204106 2322 57000 PRN SOLE 57000
AIR METHODS CORP COM PAR $.06 009128307 54 854 PRN SOLE 854
AIR PRODS & CHEMS INC COM 009158106 8901 116545 PRN SOLE 116545
AIRGAS INC COM 009363102 1021 16000 PRN SOLE 16000
AK STL HLDG CORP COM 001547108 150 23000 PRN SOLE 23000
AKAMAI TECHNOLOGIES INC COM 00971T101 6998 352000 PRN SOLE 352000
AKORN INC COM 009728106 16 2080 PRN SOLE 2080
ALBANY MOLECULAR RESH INC COM 012423109 4 1548 PRN SOLE 1548
ALBEMARLE CORP COM 012653101 2121 52500 PRN SOLE 52500
ALCOA INC COM 013817101 7707 805351 PRN SOLE 805351
ALERE INC COM 01449J105 27 1380 PRN SOLE 1380
ALEXANDER & BALDWIN INC COM 014482103 32 868 PRN SOLE 868
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5199 84687 PRN SOLE 84687
ALLEGHENY TECHNOLOGIES INC COM 01741R102 740 20000 PRN SOLE 20000
ALLEGIANT TRAVEL CO COM 01748X102 2404 51000 PRN SOLE 51000
ALLERGAN INC COM 018490102 11368 138000 PRN SOLE 138000
ALLETE INC COM NEW 018522300 1758 48000 PRN SOLE 48000
ALLIANCE DATA SYSTEMS CORP COM 018581108 4116 44400 PRN SOLE 44400
ALLIANT ENERGY CORP COM 018802108 1853 47900 PRN SOLE 47900
ALLIANT TECHSYSTEMS INC COM 018804104 1199 22000 PRN SOLE 22000
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1327 24700 PRN SOLE 24700
ALLSTATE CORP COM 020002101 4302 181600 PRN SOLE 181600
ALPHA NATURAL RESOURCES INC COM 02076X102 566 32000 PRN SOLE 32000
ALTERA CORP COM 021441100 1977 62700 PRN SOLE 62700
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 1224 64500 PRN SOLE 64500
ALTRA HOLDINGS INC COM 02208R106 521 45000 PRN SOLE 45000
ALTRIA GROUP INC COM 02209S103 44368 1654888 PRN SOLE 1654888
AMAZON COM INC COM 023135106 41797 193301 PRN SOLE 193301
AMEDISYS INC COM 023436108 682 46000 PRN SOLE 46000
AMEREN CORP COM 023608102 1518 51000 PRN SOLE 51000
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 26807 1214078 PRN SOLE 1214078
AMERICAN ASSETS TR INC COM 024013104 406 22600 PRN SOLE 22600
AMERICAN CAPITAL AGENCY CORP COM 02503X105 5168 190712 PRN SOLE 190712
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 24 2059 PRN SOLE 2059
AMERICAN ELEC PWR INC COM 025537101 9353 246000 PRN SOLE 246000
AMERICAN EQTY INVT LIFE HLD COM 025676206 53 6050 PRN SOLE 6050
AMERICAN EXPRESS CO COM 025816109 35600 792879 PRN SOLE 792879
AMERICAN FINL GROUP INC OHIO COM 025932104 1401 45100 PRN SOLE 45100
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 88 14415 PRN SOLE 14415
AMERICAN INTL GROUP INC COM NEW 026874784 1976 90000 PRN SOLE 90000
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1564 46000 PRN SOLE 46000
AMERICAN RAILCAR INDS INC COM 02916P103 49 3172 PRN SOLE 3172
AMERICAN REPROGRAPHICS CO COM 029263100 31 9254 PRN SOLE 9254
AMERICAN SCIENCE & ENGR INC COM 029429107 1160 19000 PRN SOLE 19000
AMERICAN SOFTWARE INC CL A 029683109 54 7435 PRN SOLE 7435
AMERICAN TOWER CORP CL A 029912201 19086 354765 PRN SOLE 354765
AMERICAN WTR WKS CO INC NEW COM 030420103 3356 111210 PRN SOLE 111210
AMERIGON INC COM 03070L300 1655 130000 PRN SOLE 130000
AMERIGROUP CORP COM 03073T102 1170 30000 PRN SOLE 30000
AMERIPRISE FINL INC COM 03076C106 6699 170190 PRN SOLE 170190
AMERISOURCEBERGEN CORP COM 03073E105 2009 53900 PRN SOLE 53900
AMERON INTL INC COM 030710107 49 582 PRN SOLE 582
AMETEK INC NEW COM 031100100 4965 150600 PRN SOLE 150600
AMGEN INC COM 031162100 26854 488700 PRN SOLE 488700
AMPHENOL CORP NEW CL A 032095101 1345 33000 PRN SOLE 33000
AMSURG CORP COM 03232P405 686 30469 PRN SOLE 30469
ANADARKO PETE CORP COM 032511107 22741 360688 PRN SOLE 360688
ANALOG DEVICES INC COM 032654105 1934 61900 PRN SOLE 61900
ANALOGIC CORP COM PAR $0.05 032657207 39 861 PRN SOLE 861
ANDERSONS INC COM 034164103 33 967 PRN SOLE 967
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 699 13194 PRN SOLE 13194
ANIXTER INTL INC COM 035290105 44 938 PRN SOLE 938
ANN INC COM 035623107 1028 45000 PRN SOLE 45000
ANNALY CAP MGMT INC COM 035710409 5816 349704 PRN SOLE 349704
ANSYS INC COM 03662Q105 3652 74460 PRN SOLE 74460
AON CORP COM 037389103 3652 87000 PRN SOLE 87000
APAC CUSTOMER SERVICES INC COM 00185E106 1709 200600 PRN SOLE 200600
APACHE CORP COM 037411105 17646 219912 PRN SOLE 219912
APARTMENT INVT & MGMT CO CL A 03748R101 5318 240397 PRN SOLE 240397
APOGEE ENTERPRISES INC COM 037598109 636 74000 PRN SOLE 74000
APOLLO GROUP INC CL A 037604105 2535 64000 PRN SOLE 64000
APPLE INC COM 037833100 186709 489819 PRN SOLE 489819
APPLIED MATLS INC COM 038222105 10916 1054700 PRN SOLE 1054700
APPROACH RESOURCES INC COM 03834A103 680 40000 PRN SOLE 40000
ARCH COAL INC COM 039380100 1363 93500 PRN SOLE 93500
ARCHER DANIELS MIDLAND CO COM 039483102 3562 143576 PRN SOLE 143576
ARES CAP CORP COM 04010L103 101 7311 PRN SOLE 7311
ARIBA INC COM NEW 04033V203 2688 97000 PRN SOLE 97000
ARRIS GROUP INC COM 04269Q100 1174 114000 PRN SOLE 114000
ARROW ELECTRS INC COM 042735100 1533 55200 PRN SOLE 55200
ARUBA NETWORKS INC COM 043176106 65 3104 PRN SOLE 3104
ASBURY AUTOMOTIVE GROUP INC COM 043436104 36 2204 PRN SOLE 2204
ASCENA RETAIL GROUP INC COM 04351G101 990 36589 PRN SOLE 36589
ASHLAND INC NEW COM 044209104 1441 32645 PRN SOLE 32645
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 977 42400 PRN SOLE 42400
ASPEN TECHNOLOGY INC COM 045327103 23 1485 PRN SOLE 1485
ASSOCIATED BANC CORP COM 045487105 1213 130400 PRN SOLE 130400
ASSOCIATED ESTATES RLTY CORP COM 045604105 309 20000 PRN SOLE 20000
ASSURANT INC COM 04621X108 1590 44400 PRN SOLE 44400
ASTEC INDS INC COM 046224101 25 850 PRN SOLE 850
ASTRAZENECA PLC SPONSORED ADR 046353108 4369 98500 PRN SOLE 98500
AT&T INC COM 00206R102 77898 2731339 PRN SOLE 2731339
ATHENAHEALTH INC COM 04685W103 27 460 PRN SOLE 460
ATMOS ENERGY CORP COM 049560105 3149 97031 PRN SOLE 97031
ATRICURE INC COM 04963C209 27 2786 PRN SOLE 2786
ATWOOD OCEANICS INC COM 050095108 1203 35000 PRN SOLE 35000
AUTODESK INC COM 052769106 7582 272927 PRN SOLE 272927
AUTOMATIC DATA PROCESSING IN COM 053015103 10274 217900 PRN SOLE 217900
AUTONATION INC COM 05329W102 295 9000 PRN SOLE 9000
AUTOZONE INC COM 053332102 9033 28300 PRN SOLE 28300
AVALONBAY CMNTYS INC COM 053484101 9254 81139 PRN SOLE 81139
AVERY DENNISON CORP COM 053611109 552 22000 PRN SOLE 22000
AVID TECHNOLOGY INC COM 05367P100 689 89000 PRN SOLE 89000
AVON PRODS INC COM 054303102 8722 445000 PRN SOLE 445000
AZZ INC COM 002474104 1124 29000 PRN SOLE 29000
BAIDU INC SPON ADR REP A 056752108 7475 69923 PRN SOLE 69923
BAKER HUGHES INC COM 057224107 9878 214000 PRN SOLE 214000
BALCHEM CORP COM 057665200 9 250 PRN SOLE 250
BALL CORP COM 058498106 1098 35400 PRN SOLE 35400
BANCO BRADESCO S A SP ADR PFD NEW 059460303 5963 403197 PRN SOLE 403197
BANCORPSOUTH INC COM 059692103 20 2239 PRN SOLE 2239
BANK HAWAII CORP COM 062540109 85 2346 PRN SOLE 2346
BANK OF AMERICA CORPORATION COM 060505104 26984 4409157 PRN SOLE 4409157
BANK OF NEW YORK MELLON CORP COM 064058100 7001 376600 PRN SOLE 376600
BANK OF THE OZARKS INC COM 063904106 1674 80000 PRN SOLE 80000
BARD C R INC COM 067383109 1663 19000 PRN SOLE 19000
BARNES & NOBLE INC COM 067774109 1100 93000 PRN SOLE 93000
BARNES GROUP INC COM 067806109 1906 99000 PRN SOLE 99000
BARRETT BUSINESS SERVICES IN COM 068463108 45 3230 PRN SOLE 3230
BAXTER INTL INC COM 071813109 30448 542364 PRN SOLE 542364
BB&T CORP COM 054937107 2901 136000 PRN SOLE 136000
BE AEROSPACE INC COM 073302101 1291 39000 PRN SOLE 39000
BECTON DICKINSON & CO COM 075887109 3739 51000 PRN SOLE 51000
BED BATH & BEYOND INC COM 075896100 8218 143400 PRN SOLE 143400
BELDEN INC COM 077454106 1651 64000 PRN SOLE 64000
BEMIS INC COM 081437105 762 26000 PRN SOLE 26000
BENCHMARK ELECTRS INC COM 08160H101 55 4243 PRN SOLE 4243
BERKLEY W R CORP COM 084423102 1995 67200 PRN SOLE 67200
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 43855 617332 PRN SOLE 617332
BERRY PETE CO CL A 085789105 64 1796 PRN SOLE 1796
BEST BUY INC COM 086516101 4117 176700 PRN SOLE 176700
BIG LOTS INC COM 089302103 2355 67600 PRN SOLE 67600
BIO RAD LABS INC CL A 090572207 5900 65000 PRN SOLE 65000
BIOGEN IDEC INC COM 09062X103 11346 121800 PRN SOLE 121800
BIOMARIN PHARMACEUTICAL INC COM 09061G101 12 390 PRN SOLE 390
BIOMED REALTY TRUST INC COM 09063H107 2858 172504 PRN SOLE 172504
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 15 810 PRN SOLE 810
BJS RESTAURANTS INC COM 09180C106 1909 43270 PRN SOLE 43270
BLACK BOX CORP DEL COM 091826107 2187 102450 PRN SOLE 102450
BLACK HILLS CORP COM 092113109 40 1291 PRN SOLE 1291
BLACKROCK INC COM 09247X101 2812 19000 PRN SOLE 19000
BLOCK H & R INC COM 093671105 1275 95800 PRN SOLE 95800
BLUE COAT SYSTEMS INC COM NEW 09534T508 722 52000 PRN SOLE 52000
BMC SOFTWARE INC COM 055921100 4781 124000 PRN SOLE 124000
BODY CENT CORP COM 09689U102 53 2918 PRN SOLE 2918
BOEING CO COM 097023105 9162 151408 PRN SOLE 151408
BORGWARNER INC COM 099724106 5448 90000 PRN SOLE 90000
BOSTON PRIVATE FINL HLDGS IN COM 101119105 38 6396 PRN SOLE 6396
BOSTON PROPERTIES INC COM 101121101 9563 107330 PRN SOLE 107330
BOSTON SCIENTIFIC CORP COM 101137107 1791 303000 PRN SOLE 303000
BP PLC SPONSORED ADR 055622104 15629 433300 PRN SOLE 433300
BRADY CORP CL A 104674106 1929 73000 PRN SOLE 73000
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 838 104602 PRN SOLE 104602
BRE PROPERTIES INC CL A 05564E106 1164 27500 PRN SOLE 27500
BRIGHAM EXPLORATION CO COM 109178103 27 1050 PRN SOLE 1050
BRIGHTPOINT INC COM NEW 109473405 2091 227000 PRN SOLE 227000
BRINKER INTL INC COM 109641100 1046 50000 PRN SOLE 50000
BRINKS CO COM 109696104 1587 68100 PRN SOLE 68100
BRISTOL MYERS SQUIBB CO COM 110122108 25489 812255 PRN SOLE 812255
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BRITISH AMERN TOB PLC SPONSORED ADR 110448107 241 2844 PRN SOLE 2844
BROADCOM CORP CL A 111320107 3430 103041 PRN SOLE 103041
BROADSOFT INC COM 11133B409 64 2118 PRN SOLE 2118
BROOKLINE BANCORP INC DEL COM 11373M107 779 101000 PRN SOLE 101000
BROWN FORMAN CORP CL B 115637209 1333 19000 PRN SOLE 19000
BRUNSWICK CORP COM 117043109 1109 79000 PRN SOLE 79000
BRYN MAWR BK CORP COM 117665109 497 30000 PRN SOLE 30000
BUCKEYE TECHNOLOGIES INC COM 118255108 1664 69000 PRN SOLE 69000
BUCKLE INC COM 118440106 1615 42000 PRN SOLE 42000
BUFFALO WILD WINGS INC COM 119848109 1287 21520 PRN SOLE 21520
BUNGE LIMITED COM G16962105 2652 45500 PRN SOLE 45500
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2260 33000 PRN SOLE 33000
CA INC COM 12673P105 1458 75100 PRN SOLE 75100
CABELAS INC COM 126804301 799 39000 PRN SOLE 39000
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 755 48000 PRN SOLE 48000
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CABOT OIL & GAS CORP COM 127097103 3931 63500 PRN SOLE 63500
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CAMPBELL SOUP CO COM 134429109 16831 519950 PRN SOLE 519950
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CARDINAL FINL CORP COM 14149F109 879 102000 PRN SOLE 102000
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CARMAX INC COM 143130102 1288 54000 PRN SOLE 54000
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CARTER INC COM 146229109 1771 58000 PRN SOLE 58000
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CLECO CORP NEW COM 12561W105 1366 40000 PRN SOLE 40000
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CMS ENERGY CORP COM 125896100 5098 257600 PRN SOLE 257600
CNOOC LTD SPONSORED ADR 126132109 15645 97600 PRN SOLE 97600
COACH INC COM 189754104 11797 227609 PRN SOLE 227609
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COCA COLA CO COM 191216100 82427 1220050 PRN SOLE 1220050
COCA COLA ENTERPRISES INC NE COM 19122T109 1694 68100 PRN SOLE 68100
COGNEX CORP COM 192422103 2047 75500 PRN SOLE 75500
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COHERENT INC COM 192479103 644 15000 PRN SOLE 15000
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COLONIAL PPTYS TR COM SH BEN INT 195872106 2587 142460 PRN SOLE 142460
COMCAST CORP NEW CL A 20030N101 30291 1449350 PRN SOLE 1449350
COMERICA INC COM 200340107 747 32500 PRN SOLE 32500
COMFORT SYS USA INC COM 199908104 466 56000 PRN SOLE 56000
COMMERCE BANCSHARES INC COM 200525103 1460 42000 PRN SOLE 42000
COMMONWEALTH REIT COM SH BEN INT 203233101 1427 75225 PRN SOLE 75225
COMMUNITY BK SYS INC COM 203607106 69 3061 PRN SOLE 3061
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