quarterly statement - TIAA-CREF

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E06.31 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) !"## !" " " " " $ !% "!" *, " &'() $ **% %*%*%% ++ - ! +! "+ ++ $ %" 0989999. Subtotal - Swaps - Replication - Credit Default +"+ ,+!% +%- !+! + ,+"+!"- XXX ++""" ,%+"%+- "+!++ XXX XXX 1029999. Subtotal - Swaps - Replication +"+ ,+!% +%- !+! + ,+"+!"- XXX ++""" ,%+"%+- "+!++ XXX XXX 1089999. Subtotal - Swaps - Income Generation XXX XXX XXX 1149999. Subtotal - Swaps - Other XXX XXX XXX 1159999. Total Swaps - Interest Rate +% +% +!"%+ ! XXX !++ !++ + "+" XXX XXX 1169999. Total Swaps - Credit Default + +! ,!+ %!+%- +!!+ ,%+% +- XXX %+%+%% !+ +!% ,%++"!- "+!++ XXX XXX 1179999. Total Swaps - Foreign Exchange , +%!- ,+%"+% - , + +% - XXX ,%!+ +%- +%"+! " ! +"+%% !!+! %%+%+"" XXX XXX 1189999. Total Swaps - Total Return XXX XXX XXX 1199999. Total Swaps - Other XXX XXX XXX 1209999. Total Swaps +!+ ,!+ %!+%- + +% , ++!""- XXX , + +"!- +"!!+!" ! +"+%% ,+!+!!- "+ "+%!+ XXX XXX 3 $ . ! /))(012 %* *%! **% +% +!! ! +%" ,%+- ,%+- ,%+ - , +"- +%" %+% % . /))(012 3 $ *% *%" **% ++! + %"+! %"+! ,+- ,+%"- + +% %
E06.32 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 % '&'& ('('&& *)/*)/ /) )* *(/*() *(/*() +*)&, +(*&, )* )/*)& & (-.! ('('&& () &/0 ) !"#$ 1 % &')'& ('('&& *(*(&/ () +*), *& *& +&*, +*((, +*), &*) & ' (-.!&''&& (( &/0 !"#$ 1 % (''& &''&& )*)*/ (( &*) (&(* (&(* +*(, +*(), &*) /*) & ' 2&)/-.! ('('&& ) //3( !"#$ % &'('& ('('&& *&)* ) +(*(/, +*, +*, &(*& +*, +(*(/, * & ( )/-.! ''&( ) &/0 !"#$ % &'('& ''&( )*&/*)) ) +*&, +*(/, +*(/, (*)/ +(*/, +*&, (*/( & 2)/-.! &'('&/ & &/0) !"#$ % &'('& &'('& (*/*) & +)&*/&, +)&*/&, +*, +*/), /*))( & )-.! &'('& ( )(0& !"#$ 1 % '('& ')'&& &**) ( +*(), *&*) *&*) +((*)), *)*&) +*(), /*/( & )-.! &'('& ( )(3 )-.! &'('& ( )(0& !"#$ 1 % '('& ')'&& (**/ ( +(*, &*&(*/ &*&(* +&*/, &**(/ +(*, )*/& & )-.! &'('& ( &/0) )-.! &'('& ( )(3 1229999. Subtotal - Forwards - Hedging Other +/*(, )**) XXX )**/ +*(//, (*/*/( +/*(, &*(/ XXX XXX 1269999. Subtotal - Forwards +/*(, )**) XXX )**/ +*(//, (*/*/( +/*(, &*(/ XXX XXX
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QUARTERLY STATEMENT OF THE TEACHERS
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STATEMENT AS OF SEPTEMBER 30, 2011
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1 NAIC Company Code 2 Federal ID Nu
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SI05.1 Number STATEMENT AS OF SEPTE
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SI05.3 Number STATEMENT AS OF SEPTE
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SI05.5 STATEMENT AS OF SEPTEMBER 30
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SI05.13 Number STATEMENT AS OF SEPT
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E01 1 STATEMENT AS OF SEPTEMBER 30,
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E02.1 STATEMENT AS OF SEPTEMBER 30,
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E04.1 1 2 STATEMENT AS OF SEPTEMBER
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E04.11 1 2 STATEMENT AS OF SEPTEMBE
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E05 STATEMENT AS OF SEPTEMBER 30, 2
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E05.10 STATEMENT AS OF SEPTEMBER 30
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