quarterly statement - TIAA-CREF

STATEMENT AS OF SEPTEMBER 30, 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA
Book/Adj
Carrying Value
Amortized Cost
Before Financial
Reporting Period
NOTES TO FINANCIAL STATEMENTS
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
46628YBK5 $ 28,634,253 $ 28,222,762 $ (411,491) $ 28,222,762 $ 26,701,133 9/30/2011
46628YBP4 14,979,014 14,024,082 (954,932) 14,024,082 13,802,096 9/30/2011
46629PAG3 2,495,437 1,966,524 (528,913) 1,966,524 2,891,205 9/30/2011
50177AAL3 200,996 9,902 (191,094) 9,902 3,900,515 9/30/2011
50180JAG0 34,812,879 31,695,404 (3,117,475) 31,695,404 18,529,224 9/30/2011
52108MDQ3 4,224,613 3,555,031 (669,582) 3,555,031 1,662,972 9/30/2011
52108MDS9 1,496,864 1,402,450 (94,414) 1,402,450 950,000 9/30/2011
52108MDU4 101,593 57,814 (43,779) 57,814 520,000 9/30/2011
52521RAS0 1,619,807 1,564,384 (55,423) 1,564,384 1,626,438 9/30/2011
525221CM7 23,250,372 21,935,145 (1,315,227) 21,935,145 15,515,449 9/30/2011
52523KAH7 9,804,380 9,624,320 (180,060) 9,624,320 7,023,874 9/30/2011
55312TAG8 19,718,435 16,110,600 (3,607,835) 16,110,600 11,109,030 9/30/2011
55312TAH6 1,426,882 798,219 (628,663) 798,219 5,148,109 9/30/2011
55313KAH4 6,838,217 6,718,016 (120,201) 6,718,016 5,513,193 9/30/2011
58550PAC0 701,448 628,080 (73,368) 628,080 579,586 9/30/2011
59022HGR7 4,947,174 3,642,047 (1,305,127) 3,642,047 1,360,487 9/30/2011
59022HJS2 20,301,794 19,617,805 (683,989) 19,617,805 10,878,474 9/30/2011
60688BAJ7 11,584,760 5,857,859 (5,726,901) 5,857,859 5,564,470 9/30/2011
606935AQ7 650,911 156,213 (494,698) 156,213 1,938,235 9/30/2011
617451CA5 6,618,726 6,475,244 (143,482) 6,475,244 3,126,802 9/30/2011
617451FW4 3,245,984 2,648,654 (597,330) 2,648,654 1,410,364 9/30/2011
61745MU50 3,976,991 2,642,754 (1,334,237) 2,642,754 1,670,635 9/30/2011
61745MU68 356,186 233,081 (123,105) 233,081 1,540,732 9/30/2011
61749EAE7 16,389,173 16,237,957 (151,216) 16,237,957 9,506,129 9/30/2011
61750HAN6 537,982 517,877 (20,105) 517,877 1,597,751 9/30/2011
61750YAF6 27,638,067 26,699,216 (938,851) 26,699,216 18,884,468 9/30/2011
61754KAH8 25,173,879 20,992,729 (4,181,150) 20,992,729 17,832,370 9/30/2011
61755BAH7 49,044,448 47,427,779 (1,616,669) 47,427,779 27,906,835 9/30/2011
73316PGH7 10,289,711 10,221,039 (68,672) 10,221,039 8,225,465 9/30/2011
73316PGJ3 13,120,319 12,179,070 (941,249) 12,179,070 9,496,204 9/30/2011
74951PEA2 385,150 300,979 (84,171) 300,979 507,036 9/30/2011
749577AL6 17,419,537 17,342,882 (76,655) 17,342,882 16,238,819 9/30/2011
74957EAE7 17,577,497 17,487,105 (90,392) 17,487,105 16,506,009 9/30/2011
74957EAF4 36,282,204 36,082,378 (199,826) 36,082,378 33,437,131 9/30/2011
74957VAQ2 20,077,409 19,914,811 (162,598) 19,914,811 18,595,328 9/30/2011
74957XAF2 35,784,486 35,609,375 (175,111) 35,609,375 34,500,677 9/30/2011
74958EAD8 47,419,570 46,777,510 (642,060) 46,777,510 45,050,650 9/30/2011
7609856L0 4,065,048 3,827,087 (237,961) 3,827,087 3,081,325 9/30/2011
76110HHB8 894,252 835,371 (58,881) 835,371 2,093,527 9/30/2011
76110HX87 21,983,539 21,367,921 (615,618) 21,367,921 17,514,460 9/30/2011
761118PQ5 11,097,907 10,934,518 (163,389) 10,934,518 9,321,301 9/30/2011
76111XN90 8,564,760 7,846,221 (718,539) 7,846,221 7,616,815 9/30/2011
84604CAE7 2,732,318 2,633,669 (98,649) 2,633,669 2,551,738 9/30/2011
86359BFG1 1,797,452 1,496,026 (301,426) 1,496,026 1,377,970 9/30/2011
92976BFZ0 10,005,179 8,555,934 (1,449,245) 8,555,934 3,889,206 9/30/2011
92976BGE6 758,600 727,947 (30,653) 727,947 1,287,305 9/30/2011
94980SBJ3 18,888,889 18,876,199 (12,690) 18,876,199 18,515,880 9/30/2011
949837CC0 25,203,525 25,067,215 (136,310) 25,067,215 24,255,407 9/30/2011
94983BAP4 15,409,157 15,367,334 (41,823) 15,367,334 15,500,397 9/30/2011
94984AAR1 28,921,008 28,699,246 (221,762) 28,699,246 26,162,730 9/30/2011
94984AAS9 9,534,419 9,460,302 (74,117) 9,460,302 8,865,397 9/30/2011
94984FAR0 34,862,018 34,654,252 (207,766) 34,654,252 32,829,185 9/30/2011
94984HAC9 35,804,330 35,428,449 (375,881) 35,428,449 35,314,539 9/30/2011
94985JAB6 48,005,187 47,823,688 (181,499) 47,823,688 47,755,100 9/30/2011
94985JBR0 28,950,520 28,812,994 (137,526) 28,812,994 28,370,535 9/30/2011
94985JCA6 28,354,882 28,154,177 (200,705) 28,154,177 26,814,150 9/30/2011
94985RAP7 60,563,665 60,162,652 (401,013) 60,162,652 58,824,064 9/30/2011
05950VAR1 2,986,003 --- ² (371,700) 2,614,303 2,614,303 9/30/2011
07387BEP4 1,067,268 --- ² (442,627) 624,641 624,641 9/30/2011
07388LAN0 9,981,101 --- ² (8,451) 9,972,650 9,972,650 9/30/2011
07388RAK3 2,294,585 --- ² (311,238) 1,983,347 1,983,347 9/30/2011
17309DAM5 9,832,170 --- ² (6,630,030) 3,202,140 3,202,140 9/30/2011
19075CAJ2 4,783,820 --- ² (75,559) 4,708,261 4,708,261 9/30/2011
20173VAM2 4,229,580 --- ² (22,387) 4,207,193 4,207,193 9/30/2011
22545YAL5 21,236,054 --- ² (3,729,403) 17,506,651 17,506,651 9/30/2011
36228CWE9 2,480,336 --- ² (949,793) 1,530,543 1,530,543 9/30/2011
7.13