quarterly statement - TIAA-CREF

STATEMENT AS OF SEPTEMBER 30, 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA
Exhibit A
NOTES TO FINANCIAL STATEMENTS
Note 5 D (3) – 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 and currently held at September 30, 2011, where the present value of cash flows expected to be collected
is less than the amortized cost.
Book/Adj
Carrying Value
Amortized Cost
Before Financial
Reporting Period
Projected Cash
Flows
Recognized
Other-Than-
Temporary
Impairment
Amortized Cost
After Other-
Than-
Temporary
Impairment
Fair Value as of
Impairment
Date
Financial
Reporting
Period
CUSIP
004421MW0 $ 23,869,919 $ 23,338,255 $ (531,664) $ 23,338,255 $ 17,755,371 9/30/2011
05947U6C7 20,574,137 19,297,180 (1,276,957) 19,297,180 11,127,386 9/30/2011
05948KLA5 251,425 245,722 (5,703) 245,722 609,380 9/30/2011
05949AM31 94,954 76,222 (18,732) 76,222 80,680 9/30/2011
05949TBF5 15,295,706 15,260,891 (34,815) 15,260,891 15,054,284 9/30/2011
05950XAJ5 20,044,794 19,834,096 (210,698) 19,834,096 13,827,214 9/30/2011
059511AK1 3,839,391 1,637,950 (2,201,441) 1,637,950 1,167,394 9/30/2011
059511AL9 3,748,791 542,271 (3,206,520) 542,271 1,722,948 9/30/2011
07388RAH0 12,348,777 12,305,814 (42,963) 12,305,814 9,450,778 9/30/2011
07388VAK4 7,626,772 6,344,300 (1,282,472) 6,344,300 3,715,392 9/30/2011
07388VAL2 3,292,020 2,952,388 (339,632) 2,952,388 7,589,981 9/30/2011
07388YBA9 2,578,515 2,129,725 (448,790) 2,129,725 2,249,971 9/30/2011
12543UAD4 41,224,372 40,773,524 (450,848) 40,773,524 35,252,740 9/30/2011
12543UAE2 14,631,007 14,523,778 (107,229) 14,523,778 12,316,542 9/30/2011
12543XAD8 24,604,683 24,459,424 (145,259) 24,459,424 24,145,850 9/30/2011
12545CAU4 36,163,938 35,885,213 (278,725) 35,885,213 34,149,720 9/30/2011
12566XAE8 28,324,818 27,959,736 (365,082) 27,959,736 26,512,878 9/30/2011
12566XAG3 13,448,822 13,143,200 (305,622) 13,143,200 12,632,660 9/30/2011
126670CL0 19,762,888 18,725,504 (1,037,384) 18,725,504 16,979,265 9/30/2011
126670GR3 5,167,251 4,933,550 (233,701) 4,933,550 2,618,574 9/30/2011
126670QT8 3,070,989 3,025,169 (45,820) 3,025,169 2,336,675 9/30/2011
126670QU5 10,850,281 10,623,307 (226,974) 10,623,307 7,414,440 9/30/2011
12667FMJ1 15,390,872 14,991,177 (399,695) 14,991,177 9,049,653 9/30/2011
12667GQA4 21,147,716 20,976,951 (170,765) 20,976,951 18,026,894 9/30/2011
12668ASR7 6,350,809 6,304,821 (45,988) 6,304,821 4,724,677 9/30/2011
126694JS8 27,781,151 27,603,141 (178,010) 27,603,141 23,212,641 9/30/2011
12669YAF9 18,877,231 18,704,323 (172,908) 18,704,323 17,063,109 9/30/2011
12669YAH5 14,499,875 14,321,116 (178,759) 14,321,116 12,599,988 9/30/2011
12669YAX0 14,076,715 13,925,667 (151,048) 13,925,667 12,074,555 9/30/2011
152314DS6 479,667 453,327 (26,340) 453,327 360,799 9/30/2011
161631AV8 39,254,318 39,137,734 (116,584) 39,137,734 36,591,824 9/30/2011
17025JAB9 36,628,466 36,485,065 (143,401) 36,485,065 34,773,813 9/30/2011
17307GVJ4 9,875,066 9,672,443 (202,623) 9,672,443 9,934,363 9/30/2011
17310MAS9 217,952 210,763 (7,189) 210,763 946,070 9/30/2011
20047NAM4 7,698,059 4,548,944 (3,149,115) 4,548,944 2,654,430 9/30/2011
20173MAN0 3,713,203 3,699,090 (14,113) 3,699,090 5,100,000 9/30/2011
20173QAJ0 6,096,193 5,393,157 (703,036) 5,393,157 5,407,908 9/30/2011
20173QAK7 836,318 641,753 (194,565) 641,753 2,796,231 9/30/2011
20173VAH3 19,407,667 17,649,099 (1,758,568) 17,649,099 15,382,599 9/30/2011
21075WBA2 1,524,463 1,494,595 (29,868) 1,494,595 1,458,058 9/30/2011
22541Q4M1 6,252,359 5,912,667 (339,692) 5,912,667 3,774,210 9/30/2011
225458VY1 2,655,464 1,988,615 (666,849) 1,988,615 1,989,750 9/30/2011
22545LAV1 221,032 143,294 (77,738) 143,294 445,620 9/30/2011
22545XAG8 46,759 20,651 (26,108) 20,651 36,009 9/30/2011
22545YAG6 43,330,648 41,863,035 (1,467,613) 41,863,035 25,099,578 9/30/2011
32051GUQ6 20,813,600 20,636,064 (177,536) 20,636,064 18,495,702 9/30/2011
32051GVL6 23,490,915 23,438,918 (51,997) 23,438,918 21,821,759 9/30/2011
36157TJG7 983,821 --- ² (121,880) 861,941 861,941 9/30/2011
36228CDP5 471,909 266,055 (205,854) 266,055 831,507 9/30/2011
36228CWB5 32,052,168 25,368,074 (6,684,094) 25,368,074 14,035,764 9/30/2011
3622MPBE7 49,585,723 49,466,350 (119,373) 49,466,350 45,826,150 9/30/2011
396789KF5 3,202,256 2,833,921 (368,335) 2,833,921 1,686,993 9/30/2011
42332QAL7 2,730,543 2,718,239 (12,304) 2,718,239 1,375,070 9/30/2011
46625YA60 1,358,830 307,473 (1,051,357) 307,473 1,052,876 9/30/2011
46625YQ89 208,757 149,462 (59,295) 149,462 787,286 9/30/2011
46625YRB1 2,181,256 1,599,726 (581,530) 1,599,726 1,037,184 9/30/2011
46627QBD9 40,075,650 36,791,127 (3,284,523) 36,791,127 21,484,168 9/30/2011
46628CAD0 16,433,279 15,536,958 (896,321) 15,536,958 14,050,280 9/30/2011
46628SAG8 18,266,766 17,826,876 (439,890) 17,826,876 14,470,465 9/30/2011
7.12