0001398739-12-000004.txt : 20120213
0001398739-12-000004.hdr.sgml : 20120213
20120213094732
ACCESSION NUMBER: 0001398739-12-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120213
DATE AS OF CHANGE: 20120213
EFFECTIVENESS DATE: 20120213
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: 12595604
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-20111231.txt
20111231 13F FORM
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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 February 13, 2012
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: 1098
Form 13F Information Table Value Total: $7,563,862
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 10788 132000 PRN SOLE 132000
AAR CORP COM 000361105 997 52000 PRN SOLE 52000
AARONS INC COM PAR $0.50 002535300 934 35000 PRN SOLE 35000
ABBOTT LABS COM 002824100 38793 689900 PRN SOLE 689900
ABERCROMBIE & FITCH CO CL A 002896207 684 14000 PRN SOLE 14000
ABM INDS INC COM 000957100 1443 70000 PRN SOLE 70000
ACADIA RLTY TR COM SH BEN INT 004239109 1515 75217 PRN SOLE 75217
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 11972 224902 PRN SOLE 224902
ACTIVISION BLIZZARD INC COM 00507V109 1244 101000 PRN SOLE 101000
ACTUANT CORP CL A NEW 00508X203 2292 101000 PRN SOLE 101000
ACUITY BRANDS INC COM 00508Y102 3339 63000 PRN SOLE 63000
ACXIOM CORP COM 005125109 1294 106000 PRN SOLE 106000
ADOBE SYS INC COM 00724F101 7774 275000 PRN SOLE 275000
ADTRAN INC COM 00738A106 1749 58000 PRN SOLE 58000
ADVANCE AUTO PARTS INC COM 00751Y106 3760 54000 PRN SOLE 54000
ADVANCED MICRO DEVICES INC COM 007903107 508 94000 PRN SOLE 94000
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 726 167234 PRN SOLE 167234
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2510 122000 PRN SOLE 122000
AEROPOSTALE COM 007865108 1068 70000 PRN SOLE 70000
AES CORP COM 00130H105 4594 388000 PRN SOLE 388000
AETNA INC NEW COM 00817Y108 4341 102900 PRN SOLE 102900
AFFILIATED MANAGERS GROUP COM 008252108 3992 41600 PRN SOLE 41600
AFLAC INC COM 001055102 13954 322560 PRN SOLE 322560
AGCO CORP COM 001084102 3180 74000 PRN SOLE 74000
AGILENT TECHNOLOGIES INC COM 00846U101 2340 67000 PRN SOLE 67000
AGL RES INC COM 001204106 2763 65382 PRN SOLE 65382
AGNICO EAGLE MINES LTD COM 008474108 1419 39000 PRN SOLE 39000
AGRIUM INC COM 008916108 15640 232900 PRN SOLE 232900
AIR PRODS & CHEMS INC COM 009158106 9371 110000 PRN SOLE 110000
AIRGAS INC COM 009363102 1249 16000 PRN SOLE 16000
AKAMAI TECHNOLOGIES INC COM 00971T101 12392 383900 PRN SOLE 383900
ALBEMARLE CORP COM 012653101 1417 27500 PRN SOLE 27500
ALCOA INC COM 013817101 2855 330000 PRN SOLE 330000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5845 84750 PRN SOLE 84750
ALLEGHENY TECHNOLOGIES INC COM 01741R102 860 18000 PRN SOLE 18000
ALLEGIANT TRAVEL CO COM 01748X102 3254 61000 PRN SOLE 61000
ALLERGAN INC COM 018490102 13512 154000 PRN SOLE 154000
ALLETE INC COM NEW 018522300 2015 48000 PRN SOLE 48000
ALLIANCE DATA SYSTEMS CORP COM 018581108 4569 44000 PRN SOLE 44000
ALLIANT ENERGY CORP COM 018802108 2691 61000 PRN SOLE 61000
ALLIANT TECHSYSTEMS INC COM 018804104 1258 22000 PRN SOLE 22000
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1554 24700 PRN SOLE 24700
ALLSTATE CORP COM 020002101 4605 168000 PRN SOLE 168000
ALPHA NATURAL RESOURCES INC COM 02076X102 878 43000 PRN SOLE 43000
ALTERA CORP COM 021441100 2078 56000 PRN SOLE 56000
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 1524 64500 PRN SOLE 64500
ALTRA HOLDINGS INC COM 02208R106 1130 60000 PRN SOLE 60000
ALTRIA GROUP INC COM 02209S103 46942 1583204 PRN SOLE 1583204
AMAZON COM INC COM 023135106 33841 195500 PRN SOLE 195500
AMEREN CORP COM 023608102 1524 46000 PRN SOLE 46000
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 35620 1576111 PRN SOLE 1576111
AMERICAN ASSETS TR INC COM 024013104 566 27600 PRN SOLE 27600
AMERICAN CAPITAL AGENCY CORP COM 02503X105 4752 169236 PRN SOLE 169236
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1988 130000 PRN SOLE 130000
AMERICAN ELEC PWR INC COM 025537101 9708 235000 PRN SOLE 235000
AMERICAN EXPRESS CO COM 025816109 35486 752300 PRN SOLE 752300
AMERICAN FINL GROUP INC OHIO COM 025932104 1664 45100 PRN SOLE 45100
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 79 14415 PRN SOLE 14415
AMERICAN INTL GROUP INC COM NEW 026874784 1902 82000 PRN SOLE 82000
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1991 46000 PRN SOLE 46000
AMERICAN SCIENCE & ENGR INC COM 029429107 1294 19000 PRN SOLE 19000
AMERICAN TOWER CORP CL A 029912201 22382 372970 PRN SOLE 372970
AMERICAN WTR WKS CO INC NEW COM 030420103 3441 108000 PRN SOLE 108000
AMERIGON INC COM 03070L300 1569 110000 PRN SOLE 110000
AMERIGROUP CORP COM 03073T102 2363 40000 PRN SOLE 40000
AMERIPRISE FINL INC COM 03076C106 6969 140400 PRN SOLE 140400
AMERISOURCEBERGEN CORP COM 03073E105 1785 48000 PRN SOLE 48000
AMETEK INC NEW COM 031100100 6340 150600 PRN SOLE 150600
AMGEN INC COM 031162100 32676 508900 PRN SOLE 508900
AMPHENOL CORP NEW CL A 032095101 1362 30000 PRN SOLE 30000
AMSURG CORP COM 03232P405 703 27000 PRN SOLE 27000
ANADARKO PETE CORP COM 032511107 24555 321700 PRN SOLE 321700
ANALOG DEVICES INC COM 032654105 2004 56000 PRN SOLE 56000
ANNALY CAP MGMT INC COM 035710409 5184 324827 PRN SOLE 324827
ANSYS INC COM 03662Q105 4239 74000 PRN SOLE 74000
AON CORP COM 037389103 3323 71000 PRN SOLE 71000
APACHE CORP COM 037411105 25536 281921 PRN SOLE 281921
APARTMENT INVT & MGMT CO CL A 03748R101 5138 224248 PRN SOLE 224248
APOGEE ENTERPRISES INC COM 037598109 907 74000 PRN SOLE 74000
APOLLO GROUP INC CL A 037604105 5910 109700 PRN SOLE 109700
APPLE INC COM 037833100 210880 520691 PRN SOLE 520691
APPLIED MATLS INC COM 038222105 11089 1035400 PRN SOLE 1035400
APPROACH RESOURCES INC COM 03834A103 1176 40000 PRN SOLE 40000
ARCH COAL INC COM 039380100 1357 93500 PRN SOLE 93500
ARCHER DANIELS MIDLAND CO COM 039483102 3604 126000 PRN SOLE 126000
ARIBA INC COM NEW 04033V203 2724 97000 PRN SOLE 97000
ARRIS GROUP INC COM 04269Q100 1233 114000 PRN SOLE 114000
ARROW ELECTRS INC COM 042735100 2065 55200 PRN SOLE 55200
ASCENA RETAIL GROUP INC COM 04351G101 981 33000 PRN SOLE 33000
ASHLAND INC NEW COM 044209104 3372 59000 PRN SOLE 59000
ASSOCIATED BANC CORP COM 045487105 1457 130400 PRN SOLE 130400
ASSOCIATED ESTATES RLTY CORP COM 045604105 319 20000 PRN SOLE 20000
ASSURANT INC COM 04621X108 1642 40000 PRN SOLE 40000
ASTRAZENECA PLC SPONSORED ADR 046353108 4560 98500 PRN SOLE 98500
AT&T INC COM 00206R102 70148 2319700 PRN SOLE 2319700
ATMEL CORP COM 049513104 1053 130000 PRN SOLE 130000
ATMOS ENERGY CORP COM 049560105 3158 94700 PRN SOLE 94700
ATWOOD OCEANICS INC COM 050095108 1393 35000 PRN SOLE 35000
AUTODESK INC COM 052769106 6576 216800 PRN SOLE 216800
AUTOMATIC DATA PROCESSING IN COM 053015103 13535 250600 PRN SOLE 250600
AUTONATION INC COM 05329W102 332 9000 PRN SOLE 9000
AUTOZONE INC COM 053332102 7507 23100 PRN SOLE 23100
AVALONBAY CMNTYS INC COM 053484101 8501 65089 PRN SOLE 65089
AVERY DENNISON CORP COM 053611109 574 20000 PRN SOLE 20000
AVID TECHNOLOGY INC COM 05367P100 759 89000 PRN SOLE 89000
AVON PRODS INC COM 054303102 7896 452000 PRN SOLE 452000
AZZ INC COM 002474104 1318 29000 PRN SOLE 29000
BAIDU INC SPON ADR REP A 056752108 13359 114700 PRN SOLE 114700
BAKER HUGHES INC COM 057224107 10278 211300 PRN SOLE 211300
BALL CORP COM 058498106 1157 32400 PRN SOLE 32400
BANCO BRADESCO S A SP ADR PFD NEW 059460303 6725 403197 PRN SOLE 403197
BANK MONTREAL QUE COM 063671101 9549 174000 PRN SOLE 174000
BANK NOVA SCOTIA HALIFAX COM 064149107 15425 309000 PRN SOLE 309000
BANK OF AMERICA CORPORATION COM 060505104 22215 3995500 PRN SOLE 3995500
BANK OF NEW YORK MELLON CORP COM 064058100 6640 333500 PRN SOLE 333500
BANK OF THE OZARKS INC COM 063904106 2370 80000 PRN SOLE 80000
BARD C R INC COM 067383109 1283 15000 PRN SOLE 15000
BARNES & NOBLE INC COM 067774109 1347 93000 PRN SOLE 93000
BARNES GROUP INC COM 067806109 2387 99000 PRN SOLE 99000
BARRICK GOLD CORP COM 067901108 14050 310000 PRN SOLE 310000
BAXTER INTL INC COM 071813109 28436 574700 PRN SOLE 574700
BAYTEX ENERGY CORP COM 07317Q105 3637 65000 PRN SOLE 65000
BB&T CORP COM 054937107 4833 192000 PRN SOLE 192000
BBCN BANCORP INC COM 073295107 1181 125000 PRN SOLE 125000
BCE INC COM NEW 05534B760 3170 76000 PRN SOLE 76000
BE AEROSPACE INC COM 073302101 1510 39000 PRN SOLE 39000
BEAM INC COM 073730103 1434 28000 PRN SOLE 28000
BECTON DICKINSON & CO COM 075887109 3064 41000 PRN SOLE 41000
BED BATH & BEYOND INC COM 075896100 8713 150300 PRN SOLE 150300
BELDEN INC COM 077454106 2130 64000 PRN SOLE 64000
BEMIS INC COM 081437105 451 15000 PRN SOLE 15000
BERKLEY W R CORP COM 084423102 2311 67200 PRN SOLE 67200
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 43087 564700 PRN SOLE 564700
BEST BUY INC COM 086516101 2804 120000 PRN SOLE 120000
BIG LOTS INC COM 089302103 3572 94600 PRN SOLE 94600
BIO RAD LABS INC CL A 090572207 4034 42000 PRN SOLE 42000
BIOGEN IDEC INC COM 09062X103 15077 137000 PRN SOLE 137000
BIOMED REALTY TRUST INC COM 09063H107 3079 170300 PRN SOLE 170300
BJS RESTAURANTS INC COM 09180C106 1949 43000 PRN SOLE 43000
BLACK BOX CORP DEL COM 091826107 2776 99000 PRN SOLE 99000
BLACKROCK INC COM 09247X101 8769 49200 PRN SOLE 49200
BLOCK H & R INC COM 093671105 1437 88000 PRN SOLE 88000
BLUE COAT SYSTEMS INC COM NEW 09534T508 1323 52000 PRN SOLE 52000
BMC SOFTWARE INC COM 055921100 1573 48000 PRN SOLE 48000
BOEING CO COM 097023105 10122 138000 PRN SOLE 138000
BORGWARNER INC COM 099724106 5099 80000 PRN SOLE 80000
BOSTON PROPERTIES INC COM 101121101 12612 126630 PRN SOLE 126630
BOSTON SCIENTIFIC CORP COM 101137107 1474 276000 PRN SOLE 276000
BP PLC SPONSORED ADR 055622104 19400 453900 PRN SOLE 453900
BRADY CORP CL A 104674106 2305 73000 PRN SOLE 73000
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1591 167452 PRN SOLE 167452
BRE PROPERTIES INC CL A 05564E106 1590 31500 PRN SOLE 31500
BRIGHTPOINT INC COM NEW 109473405 2443 227000 PRN SOLE 227000
BRINKER INTL INC COM 109641100 1338 50000 PRN SOLE 50000
BRINKS CO COM 109696104 1831 68100 PRN SOLE 68100
BRISTOL MYERS SQUIBB CO COM 110122108 27875 791000 PRN SOLE 791000
BROADCOM CORP CL A 111320107 10159 346000 PRN SOLE 346000
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 4241 154000 PRN SOLE 154000
BROOKFIELD OFFICE PPTYS INC COM 112900105 4691 299090 PRN SOLE 299090
BROOKLINE BANCORP INC DEL COM 11373M107 852 101000 PRN SOLE 101000
BROWN FORMAN CORP CL B 115637209 1369 17000 PRN SOLE 17000
BRUNSWICK CORP COM 117043109 1427 79000 PRN SOLE 79000
BRYN MAWR BK CORP COM 117665109 585 30000 PRN SOLE 30000
BUCKEYE TECHNOLOGIES INC COM 118255108 2307 69000 PRN SOLE 69000
BUCKLE INC COM 118440106 1717 42000 PRN SOLE 42000
BUFFALO WILD WINGS INC COM 119848109 1418 21000 PRN SOLE 21000
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5834 83600 PRN SOLE 83600
CA INC COM 12673P105 1354 67000 PRN SOLE 67000
CABELAS INC COM 126804301 991 39000 PRN SOLE 39000
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 626 44000 PRN SOLE 44000
CABOT OIL & GAS CORP COM 127097103 4820 63500 PRN SOLE 63500
CACI INTL INC CL A 127190304 3523 63000 PRN SOLE 63000
CADENCE DESIGN SYSTEM INC COM 127387108 1165 112000 PRN SOLE 112000
CAE INC COM 124765108 2139 220200 PRN SOLE 220200
CAL MAINE FOODS INC COM NEW 128030202 3986 109000 PRN SOLE 109000
CALGON CARBON CORP COM 129603106 1990 126700 PRN SOLE 126700
CALPINE CORP COM NEW 131347304 1911 117000 PRN SOLE 117000
CAMDEN PPTY TR SH BEN INT 133131102 5395 86680 PRN SOLE 86680
CAMECO CORP COM 13321L108 1880 104000 PRN SOLE 104000
CAMERON INTERNATIONAL CORP COM 13342B105 7944 161500 PRN SOLE 161500
CAMPBELL SOUP CO COM 134429109 18356 552220 PRN SOLE 552220
CANADIAN NAT RES LTD COM 136385101 11952 319000 PRN SOLE 319000
CANADIAN NATL RY CO COM 136375102 11650 148000 PRN SOLE 148000
CANADIAN PAC RY LTD COM 13645T100 8458 124800 PRN SOLE 124800
CAPITAL ONE FINL CORP COM 14040H105 17990 425400 PRN SOLE 425400
CARBO CERAMICS INC COM 140781105 2898 23500 PRN SOLE 23500
CARDINAL FINL CORP COM 14149F109 1095 102000 PRN SOLE 102000
CARDINAL HEALTH INC COM 14149Y108 5807 143000 PRN SOLE 143000
CAREFUSION CORP COM 14170T101 1169 46000 PRN SOLE 46000
CARMAX INC COM 143130102 1067 35000 PRN SOLE 35000
CARNIVAL CORP PAIRED CTF 143658300 17577 538500 PRN SOLE 538500
CARTER INC COM 146229109 2309 58000 PRN SOLE 58000
CASEYS GEN STORES INC COM 147528103 3142 61000 PRN SOLE 61000
CASH AMER INTL INC COM 14754D100 2192 47000 PRN SOLE 47000
CATALYST HEALTH SOLUTIONS IN COM 14888B103 4472 86000 PRN SOLE 86000
CATERPILLAR INC DEL COM 149123101 30614 337900 PRN SOLE 337900
CATHAY GENERAL BANCORP COM 149150104 1299 87000 PRN SOLE 87000
CAVIUM INC COM 14964U108 1023 36000 PRN SOLE 36000
CBL & ASSOC PPTYS INC COM 124830100 804 51240 PRN SOLE 51240
CBRE GROUP INC CL A 12504L109 1568 103000 PRN SOLE 103000
CBS CORP NEW CL B 124857202 5610 206700 PRN SOLE 206700
CDN IMPERIAL BK OF COMMERCE COM 136069101 13501 186300 PRN SOLE 186300
CELGENE CORP COM 151020104 7639 113000 PRN SOLE 113000
CENOVUS ENERGY INC COM 15135U109 18104 544900 PRN SOLE 544900
CENTENE CORP DEL COM 15135B101 2653 67000 PRN SOLE 67000
CENTERPOINT ENERGY INC COM 15189T107 6087 303000 PRN SOLE 303000
CENTURYLINK INC COM 156700106 9899 266109 PRN SOLE 266109
CERNER CORP COM 156782104 1654 27000 PRN SOLE 27000
CF INDS HLDGS INC COM 125269100 13226 91225 PRN SOLE 91225
CHEMED CORP NEW COM 16359R103 1485 29000 PRN SOLE 29000
CHESAPEAKE ENERGY CORP COM 165167107 2653 119000 PRN SOLE 119000
CHEVRON CORP NEW COM 166764100 107530 1010620 PRN SOLE 1010620
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 3667 97000 PRN SOLE 97000
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CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 3974 107500 PRN SOLE 107500
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CINCINNATI FINL CORP COM 172062101 883 29000 PRN SOLE 29000
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CINTAS CORP COM 172908105 696 20000 PRN SOLE 20000
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CIT GROUP INC COM NEW 125581801 2267 65000 PRN SOLE 65000
CITIGROUP INC COM NEW 172967424 38612 1467570 PRN SOLE 1467570
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CORNING INC COM 219350105 15743 1212877 PRN SOLE 1212877
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 393 18500 PRN SOLE 18500
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 2424 119000 PRN SOLE 119000
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CUBIST PHARMACEUTICALS INC COM 229678107 2060 52000 PRN SOLE 52000
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