STATEMENT AS OF SEPTEMBER 30, 2009 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA NOTES TO FINANCIAL STATEMENTS Note 5 D (5) – Securities with a recognized other-than-temporary impairment disclosure The following table represents loan-backed and structured securities with a recognized other-than-temporary impairment in the current period where the present value of cash flows expected to be collected is less than the amortized cost. Book/Adj Carrying Value Amortized Cost Before Current Period OTTI Recognized Other- Than-Temporary Impairment 7.6 Amortized Cost After Other-Than- Temporary Impairment Fair Value CUSIP Projected Cash Flows * 00253CHZ3 $ 2,893,261 $ 1,404,258 $ (1,489,003) $ 1,404,258 $ 694,423 02147QAE2 49,228,610 45,152,500 (4,076,110) 45,152,500 36,433,950 02151CBD7 30,078,496 28,536,105 (1,542,391) 28,536,105 22,051,302 036510AB1 4,581,160 3,134,629 (1,446,531) 3,134,629 471,803 05947UMN5 1,743,036 423,878 (1,319,158) 423,878 280,466 05947UWA2 1,738,023 767,441 (970,582) 767,441 212,822 05947UWB0 791,256 131,202 (660,054) 131,202 100,361 05950EAN8 3,960,726 3,647,958 (312,768) 3,647,958 615,536 05950EAP3 4,884,794 1,370,873 (3,513,921) 1,370,873 715,945 059511AM7 5,904,407 3,154,584 (2,749,823) 3,154,584 750,192 059511AS4 6,726,167 1,707,661 (5,018,506) 1,707,661 855,021 059511AU9 9,752,428 2,073,166 (7,679,262) 2,073,166 1,137,750 07387BEQ2 7,985,888 6,510,227 (1,475,661) 6,510,227 1,649,017 07388RAN7 10,040,541 9,125,638 (914,903) 9,125,638 1,940,070 07388RAP2 6,515,045 1,971,040 (4,544,005) 1,971,041 1,059,461 07388VAL2 18,797,504 11,722,177 (7,075,327) 11,722,177 2,502,987 07388YBA9 10,701,132 3,390,726 (7,310,407) 3,390,726 770,000 07401DAN1 9,459,397 2,892,020 (6,567,377) 2,892,020 861,453 12513YAP5 5,018,081 1,266,628 (3,751,454) 1,266,628 400,000 12544RAL2 9,625,351 8,883,000 (742,351) 8,883,000 5,950,703 12566XAE8 36,726,158 34,342,512 (2,383,646) 34,342,512 23,452,904 12566XAG3 17,348,888 15,725,340 (1,623,548) 15,725,340 6,953,865 126670QT8 4,999,957 3,628,334 (1,371,622) 3,628,334 1,948,947 126670QU5 19,998,914 12,696,540 (7,302,374) 12,696,540 7,020,652 12670BAC3 4,339,615 2,216,711 (2,122,905) 2,216,711 1,555,649 12670BAC3 398,740 202,612 (196,127) 202,612 145,609 161551FG6 447,876 335,165 (112,711) 335,165 122,131 16165TBJ1 11,550,415 10,448,900 (1,101,515) 10,448,900 6,535,688 20047EAP7 10,886,649 3,667,140 (7,219,509) 3,667,140 720,850 20173QAN1 11,305,071 8,930,131 (2,374,940) 8,930,131 1,359,588 20173VAM2 9,537,950 7,613,342 (1,924,608) 7,613,342 2,640,870 225383AF5 17,423,389 - (17,423,389) (0) 722,200 22544QAM1 25,959,195 19,198,558 (6,760,637) 19,198,558 2,598,478 22544QAN9 13,672,024 3,673,347 (9,998,678) 3,673,347 1,221,097 22544QAP4 4,970,573 1,387,116 (3,583,458) 1,387,116 715,966 225470H22 3,888,986 970,504 (2,918,481) 970,504 240,000 23243NAG3 10,669,451 4,937,169 (5,732,282) 4,937,169 3,141,673 251511AC5 18,175,550 14,861,707 (3,313,843) 14,861,707 8,959,648 33848JAC9 4,999,895 3,183,306 (1,816,589) 3,183,306 2,894,035 33848JAC9 929,668 556,843 (372,825) 556,843 578,807 3622ECAK2 20,941,477 18,788,252 (2,153,225) 18,788,252 11,474,209 3622ELAD8 50,223,381 44,199,500 (6,023,881) 44,199,500 26,566,545 362332AT5 15,051,925 8,451,782 (6,600,144) 8,451,782 2,285,175 362334NC4 17,932,324 14,708,014 (3,224,310) 14,708,014 8,351,942 362375AD9 19,344,302 15,288,031 (4,056,270) 15,288,031 10,719,528 36246LAK7 34,001,514 20,209,700 (13,791,814) 20,209,700 4,404,435 36246LAL5 28,970,952 6,796,200 (22,174,752) 6,796,200 3,239,070 36828QSL1 2,972,198 1,764,915 (1,207,283) 1,764,915 611,917 395386AP0 16,986,719 14,017,799 (2,968,920) 14,017,799 11,738,682 396789KF5 5,378,625 4,506,020 (872,604) 4,506,020 1,194,307 42332QAN3 5,754,119 3,428,230 (2,325,889) 3,428,230 412,061 46614KAB2 9,657,805 2,800,420 (6,857,385) 2,800,420 500,000 46625YQ89 3,430,992 1,513,711 (1,917,281) 1,513,711 581,182 46627MAC1 11,998,763 11,109,835 (888,928) 11,109,835 5,856,448 46629YAM1 20,070,948 16,337,536 (3,733,412) 16,337,536 3,476,200 46630JAS8 10,035,389 2,912,412 (7,122,977) 2,912,412 1,108,700
STATEMENT AS OF SEPTEMBER 30, 2009 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA Book/Adj Carrying Value Amortized Cost Before Current Period OTTI NOTES TO FINANCIAL STATEMENTS Recognized Other- Than-Temporary Impairment 7.7 Amortized Cost After Other-Than- Temporary Impairment Fair Value CUSIP Projected Cash Flows * 46632HAR2 4,028,186 2,987,063 (1,041,123) 2,987,063 657,928 50180CAM2 11,464,618 2,607,049 (8,857,569) 2,607,049 1,573,335 525221CM7 28,026,636 24,254,757 (3,771,879) 24,254,757 7,226,630 525221JW8 44,542,371 42,492,282 (2,050,089) 42,492,282 25,949,093 52523KAH7 14,909,635 11,956,832 (2,952,803) 11,956,832 8,970,537 55312VAR9 22,585,862 20,572,173 (2,013,689) 20,572,173 2,925,000 59023BAL8 4,930,792 4,713,154 (217,638) 4,713,154 604,725 60687VAM7 5,018,438 1,011,356 (4,007,082) 1,011,356 581,350 60688BAM0 8,279,911 5,814,544 (2,465,367) 5,814,544 2,036,952 60688BAS7 9,910,681 2,980,912 (6,929,769) 2,980,912 2,100,637 606935AQ7 4,916,561 1,051,034 (3,865,527) 1,051,034 812,775 61745MU68 3,909,052 2,521,714 (1,387,338) 2,521,714 949,776 61746WE63 5,393,259 4,810,580 (582,679) 4,810,580 1,369,482 61749MAE9 3,953,068 649,935 (3,303,133) 649,935 783,732 61750CAS6 9,000,000 5,734,363 (3,265,637) 5,734,363 1,779,777 61750YAF6 39,999,988 33,373,686 (6,626,302) 33,373,686 18,338,272 61751NAQ5 4,014,486 2,487,197 (1,527,289) 2,487,197 496,676 61751XAK6 5,019,637 1,104,081 (3,915,556) 1,104,081 698,545 61752JAF7 14,943,281 12,681,357 (2,261,924) 12,681,357 7,800,000 61753JAK5 10,039,176 6,315,957 (3,723,219) 6,315,957 1,924,670 61753JAL3 10,039,489 1,923,248 (8,116,241) 1,923,248 1,497,480 61754KAP0 16,333,731 13,409,091 (2,924,640) 13,409,091 1,823,465 74438WAN6 2,435,634 1,816,058 (619,576) 1,816,058 483,756 87222PAE3 39,983,008 36,209,916 (3,773,092) 36,209,916 16,649,220 87246AAQ1 6,507,642 5,424,135 (1,083,506) 5,424,135 600,539 92978YAN0 14,349,202 8,560,596 (5,788,606) 8,560,596 1,692,555 92978YAT7 11,921,571 3,155,532 (8,766,039) 3,155,533 1,410,463 92978QAR8 33,913,365 25,081,843 (31,484,742) 2,428,623 2,703,520 19075CAS2 30,351,166 22,313,573 (26,616,156) 3,735,011 2,419,440 92978TAM3 30,106,380 26,997,354 (23,014,899) 7,091,481 4,660,680 55312TAJ2 9,036,266 7,653,856 (4,626,591) 4,409,675 1,432,692 92978QAT4 2,207,457 1,000,000 (2,514,648) (307,191) 1,400,000 55312YAT9 2,141,339 1,042,676 (906,926) 1,234,413 1,800,000 55312TAK9 24,178,235 5,855,255 (18,322,980) 5,855,255 2,631,250 55312YAJ1 15,059,262 3,720,261 (11,339,001) 3,720,261 3,310,965 19075CAL7 14,220,451 4,095,130 (10,125,321) 4,095,130 1,907,778 55312YAS1 10,039,851 682,106 (9,357,745) 682,106 1,273,890 92978QAP2 10,035,429 1,006,808 (9,028,621) 1,006,808 1,227,540 55312YAL6 10,039,591 1,036,649 (9,002,942) 1,036,649 1,268,330 92978QAN7 10,035,031 1,054,619 (8,980,412) 1,054,619 1,308,000 55312YAK8 8,031,811 1,238,429 (6,793,382) 1,238,429 1,521,368 92978TAL5 30,104,828 23,644,656 (6,460,172) 23,644,656 5,013,420 19075CAN3 5,017,830 842,000 (4,175,830) 842,000 400,000 19075CAK9 15,052,911 10,989,000 (4,063,911) 10,989,000 2,273,985 19075CAM5 5,017,824 1,088,000 (3,929,824) 1,088,000 450,000 92978QAJ6 44,853,705 41,898,577 (2,955,129) 41,898,577 23,143,606 55312YAH5 10,039,874 9,890,092 (149,782) 9,890,092 6,055,360 55312TAR4 701,768 692,323 (9,444) 692,323 849,940 301965CE7 15,711,099 -*** (5,570,069) 10,141,030 10,141,030 12613YAB5 18,577,048 -** (7,081,749) 11,495,299 11,495,299 74040KAC6 4,810,269 -** (515,386) 4,294,883 4,294,883 03702YAC4 2,162,800 -** (432,560) 1,730,240 1,730,240 059500AK4 850,693 -** (50,693) 800,000 800,000 059500AM0 239,991 -** (16,551) 223,440 223,440 Total $ 1,420,397,884 $ 925,115,154 $ (532,095,131) $ 888,302,753 $ 452,976,340 *Projected cash flows are provided for securities impaired under SSAP 43R. If a cash flow was not obtainable and the security is held to maturity, the fair value was used. **These securities are deemed held for sale at September 30, 2009 and were marked to fair value. ***This security did not have readily available cash flows at September 30, 2009 and was marked to fair value.
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