TRS 2011 Comprehensive Annual Financial Report
TRS 2011 Comprehensive Annual Financial Report
TRS 2011 Comprehensive Annual Financial Report
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TEACHER RETIREMENT SYSTEM OF TEXAS COMPREHENSIVE ANNUAL FINANCIAL REPORT <strong>2011</strong><br />
Largest Holdings<br />
PENSION TRUST FUND - AUGUST 31, <strong>2011</strong><br />
Top Ten Fixed Income Market Holdings<br />
Market<br />
Par<br />
Description Value Value<br />
U.S. TREASURY 4.375% due 15 Nov 2039 $ 1,335,395,476 $ 1,166,050,000<br />
U.S. TREASURY 4.500% due 15 Feb 2036 1,004,217,612 854,050,000<br />
U.S. TREASURY 4.375% due 15 Feb 2038 928,656,805 807,900,000<br />
U.S. TREASURY 3.500% due 15 Feb 2039 860,564,804 871,820,000<br />
U.S. TREASURY 4.250% due 15 May 2039 799,808,630 712,074,000<br />
U.S. TREASURY 4.375% due 15 May 2040 674,369,035 589,195,000<br />
U.S. TREASURY 2.375% due 15 Jan 2025 627,577,359 508,159,805<br />
U.S. TREASURY 3.875% due 15 Aug 2040 610,047,227 579,970,000<br />
U.S. TREASURY 5.500% due 15 Aug 2028 563,589,091 425,100,000<br />
U.S. TREASURY 6.125% due 15 Nov 2027 537,962,363 382,600,000<br />
$ 7,942,188,402 $ 6,896,918,805<br />
Note: A complete listing of portfolio holdings is available by contacting the <strong>TRS</strong> Communications Department.<br />
INVESTMENT SECTION<br />
89
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