TRS 2011 Comprehensive Annual Financial Report

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TEACHER RETIREMENT SYSTEM OF TEXAS COMPREHENSIVE ANNUAL FINANCIAL REPORT 2011 Largest Holdings PENSION TRUST FUND - AUGUST 31, 2011 Top Ten Domestic Equity Market Holdings Market Total Issuer Name Value Shares Apple Incorporated $ 496,638,508 1,290,540 Vanguard Small Cap ETF 482,580,000 7,000,000 General Growth Properties 328,175,645 24,059,798 SPDR Gold Shares 312,999,403 1,761,888 Exxon Mobil Corporation 289,769,978 3,913,695 Johnson & Johnson 268,483,543 4,080,297 AT&T Incorporated 239,461,435 8,408,056 Microsoft Corporation 236,025,205 8,873,128 International Business Machines Corporation 226,558,986 1,317,893 Google Incorporated A Shares 226,042,841 417,855 $ 3,106,735,544 61,123,150 Top Ten International Equity Market Holdings Market Total Issuer Name Value Shares Vanguard Emerging Markets ETF $ 1,117,792,260 25,433,271 Nestle SA 232,937,882 3,763,830 Samsung Electronics Company LTD. 216,984,251 311,142 Novartis AG 205,091,291 3,519,810 Roche AG 180,879,545 1,033,808 Schlumberger LTD. 177,097,728 2,266,996 Royal Dutch Shell A Shares 172,964,714 5,144,180 Vodafone Group 161,085,657 61,448,275 Sanofi 126,669,001 1,736,613 British American Tobacco 120,880,069 2,706,004 $ 2,712,382,398 107,363,929 88 INVESTMENT SECTION
TEACHER RETIREMENT SYSTEM OF TEXAS COMPREHENSIVE ANNUAL FINANCIAL REPORT 2011 Largest Holdings PENSION TRUST FUND - AUGUST 31, 2011 Top Ten Fixed Income Market Holdings Market Par Description Value Value U.S. TREASURY 4.375% due 15 Nov 2039 $ 1,335,395,476 $ 1,166,050,000 U.S. TREASURY 4.500% due 15 Feb 2036 1,004,217,612 854,050,000 U.S. TREASURY 4.375% due 15 Feb 2038 928,656,805 807,900,000 U.S. TREASURY 3.500% due 15 Feb 2039 860,564,804 871,820,000 U.S. TREASURY 4.250% due 15 May 2039 799,808,630 712,074,000 U.S. TREASURY 4.375% due 15 May 2040 674,369,035 589,195,000 U.S. TREASURY 2.375% due 15 Jan 2025 627,577,359 508,159,805 U.S. TREASURY 3.875% due 15 Aug 2040 610,047,227 579,970,000 U.S. TREASURY 5.500% due 15 Aug 2028 563,589,091 425,100,000 U.S. TREASURY 6.125% due 15 Nov 2027 537,962,363 382,600,000 $ 7,942,188,402 $ 6,896,918,805 Note: A complete listing of portfolio holdings is available by contacting the TRS Communications Department. INVESTMENT SECTION 89
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TRS 2011 Comprehensive Annual Financial Report

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