quarterly statement - TIAA-CREF

More documents

Recommendations

Info

E06.15 STATEMENT AS OF SEPTEMBER 30, 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description Strike Current Credit Hedge of Items Price, Prior Year Year Initial Total Current Adjustment Quality Effectiveness Description Hedged or Used for Income Generation Schedule/ Exhibit Identifier Type(s) of Risk(s) Exchange or Counterparty Trade Date Date of Maturity or Expiration Number of Contracts Notional Amount Rate or Index Received (Paid) Initial Cost of Premium (Received) Paid Cost of Premium (Received) Paid Current Year Income Book/ Adjusted Carrying Value Code Fair Value Unrealized Valuation Increase/ (Decrease) Foreign Exchange Change in B./A.C.V. Year’s (Amortization)/ Accretion to Carrying Value of Hedged Item Potential Exposure of Reference Entity at Inception and at Quarter-end (a) &' !!"#$% ( )*)* +, *) * )*)) +*(, +*, )* () !!"#$% - - (( ) !!"#$% &' ( )*)* +(), *( ()* * *) +*, *( ./ & ( )*(* +(, +(*, +*(*), +*)*, +*, ** * /0 ( () !!"#$% & ()** +(, )*)( *(*( **) ** +*, *(*( ) !!"#$% & ) ** +, *( ** ** +(*, +(*, *( ) ) ()1 !!"#$% 2/ & ) ) (*(*( +), * *()(* *(* **() +*, *)( /) () !!"#$% & () (** +), * *(*) ** +*), +*), ((* ) !!"#$% & ))) *)* +, *( ((* *( +(*), +*, *) ) !!"#$% )) *(* +, )* *)* )* +)*, +*, (* '// ) () '//. 1) ')3 '//. ) ') !!"#$% 2/ & ) )**() (+), * **) **) (*( +)*, *() '// ) () '//. 1) ')3 /( () !!"#$% & (*)* +, +)*(, +*), +*), +)*(, +*), *)( - ) ) () !!"#$% & ) *(* +, +)*), ** *)*) +()*, ** *(*() /( ))( !!"#$% & **( (+, +*))(, *( * +)*(, * * 0939999. Subtotal - Swaps - Hedging Other - Foreign Exchange +((*, +*()*, +**)), XXX +**(, ** *(* * ** XXX XXX 0969999. Subtotal - Swaps - Hedging Other +**, +*)(*, +)**, +**, XXX +*))*, **) *(* *) *(* XXX XXX
E06.16 STATEMENT AS OF SEPTEMBER 30, 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA SCHEDULE DB - PART A - SECTION 1 Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Description Strike Current Credit Hedge of Items Price, Prior Year Year Initial Total Current Adjustment Quality Effectiveness Description Hedged or Used for Income Generation Schedule/ Exhibit Identifier Type(s) of Risk(s) Exchange or Counterparty Trade Date Date of Maturity or Expiration Number of Contracts Notional Amount Rate or Index Received (Paid) Initial Cost of Premium (Received) Paid Cost of Premium (Received) Paid Current Year Income Book/ Adjusted Carrying Value Code Fair Value Unrealized Valuation Increase/ (Decrease) Foreign Exchange Change in B./A.C.V. Year’s (Amortization)/ Accretion to Carrying Value of Hedged Item Potential Exposure of Reference Entity at Inception and at Quarter-end (a) $"%& !! "! ##' ( )#! #" ## ) * + *$ %! %! $%& ##' ( #! %#!"% ## ) * *, %! %! $)"& ##' ( %)#% &!#%( ## ) * , * %)! %! $)"& !##' ( !#%! &#!( !## ) ,+ * $ ))"- , * %! %! $%& !##' ( %)#! &#( !## ) $ , * !%! "! $)& ##' ( %"#) )#" ## ) , * !%! "! $!& #!#' ( )"#% #" #!# ) ,+ ))"- , * !%! "! $"%& ##' ( )#! #" ## ) . %) , * ""! "! $!& ##' ( %# )#%) ## ) ,+ * + *$ ))"- ,+ $ ))"- * * , * + - , * $$ - , * $$ - , * $$ - , * $$ $)!& %!! %! !##' ( !#%! %#" !## ) $)& !!! "! ##' ( %#! #% ## ) $!& !! "! ##' ( "# !#% ## ) $"%& "! "! ##' ( )#! !#" ## ) *$ $$ %!! %! $)& ##' ( %#! )# ## ) $ $$ !"! "! $)& ##' ( %#! #% ## ) . * ))%" $$ ! !! $)"!& ##' ( #!! &"#)( ## ) $ ,+ * $ ))"- -* +-* )" ) , $)& ' !! "! !##' ( !#!)" &( !## ) * $& %! %! !##' ( #" &!#%( !## ) , $%& ' " ##' ( )#) &"#"!#!( &#)#%( ## ) )
Page 1:
QUARTERLY STATEMENT OF THE TEACHERS
Page 4 and 5:
STATEMENT AS OF SEPTEMBER 30, 2011
Page 6 and 7:
Page 8 and 9:
Page 10 and 11:
Page 12 and 13:
Page 14 and 15:
Page 16 and 17:
Page 18 and 19:
Page 20 and 21:
Page 22 and 23:
Page 24 and 25:
Page 26 and 27:
Page 28 and 29:
Page 30 and 31:
Page 32 and 33:
Page 34 and 35:
Page 36 and 37:
Page 38 and 39:
Page 40 and 41:
Page 42 and 43:
Page 44 and 45:
Page 46 and 47:
Page 48 and 49:
Page 50 and 51:
Page 52 and 53:
Page 54 and 55:
1 NAIC Company Code 2 Federal ID Nu
Page 56 and 57:
Page 58 and 59:
Page 60 and 61:
Page 62 and 63:
Page 64 and 65:
SI05.1 Number STATEMENT AS OF SEPTE
Page 66 and 67:
SI05.3 Number STATEMENT AS OF SEPTE
Page 68 and 69:
SI05.5 STATEMENT AS OF SEPTEMBER 30
Page 70 and 71:
Page 72 and 73:
Page 74 and 75:
Page 76 and 77:
SI05.13 Number STATEMENT AS OF SEPT
Page 78 and 79:
Page 80 and 81:
E01 1 STATEMENT AS OF SEPTEMBER 30,
Page 82 and 83:
E02.1 STATEMENT AS OF SEPTEMBER 30,
Page 84 and 85:
Page 86 and 87:
Page 88 and 89:
Page 90 and 91:
Page 92 and 93:
Page 94 and 95:
Page 96 and 97:
E04.1 1 2 STATEMENT AS OF SEPTEMBER
Page 98 and 99:
Page 100 and 101:
Page 102 and 103:
Page 104 and 105:
Page 106 and 107:
E04.11 1 2 STATEMENT AS OF SEPTEMBE
Page 108 and 109:
E05 STATEMENT AS OF SEPTEMBER 30, 2
Page 110 and 111:
Page 112 and 113:
Page 114 and 115:
Page 116 and 117:
Page 118 and 119:
E05.10 STATEMENT AS OF SEPTEMBER 30
Page 120 and 121: E05.12 STATEMENT AS OF SEPTEMBER 30
Page 154 and 155: STATEMENT AS OF SEPTEMBER 30, 2011
Page 156 and 157: E06.1 STATEMENT AS OF SEPTEMBER 30,
Page 194: STATEMENT AS OF SEPTEMBER 30, 2011
show all

quarterly statement - TIAA-CREF

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?