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
36828QSJ6 $ 4,749,563 $ --- ² $ (481,884) $ 4,267,679 $ 4,267,679 9/30/2011
46625YUJ0 21,876,398 --- ² (8,431,091) 13,445,307 13,445,307 9/30/2011
46628FAU5 1,637,904 --- ² (71,003) 1,566,901 1,566,901 9/30/2011
46630EAL4 2,671,055 --- ² (349,834) 2,321,221 2,321,221 9/30/2011
55312TAR4 485,680 --- ² (60,710) 424,970 424,970 9/30/2011
55312VAN8 10,737,949 --- ² (4,679,620) 6,058,329 6,058,329 9/30/2011
55312VAP3 17,043,877 --- ² (10,678,494) 6,365,383 6,365,383 9/30/2011
55312VAR9 7,799,356 --- ² (185,910) 7,613,447 7,613,447 9/30/2011
59022HJU7 5,344,727 --- ² (597,196) 4,747,531 4,747,531 9/30/2011
59025KAJ1 3,507,263 --- ² (1,604,292) 1,902,971 1,902,971 9/30/2011
61750HAK2 5,683,848 --- ² (653,094) 5,030,754 5,030,754 9/30/2011
92976BBV3 12,467,305 --- ² (1,416,440) 11,050,865 11,050,865 9/30/2011
92978MAL0 6,740,664 --- ² (1,018,481) 5,722,183 5,722,183 9/30/2011
94352MAG3 2,244,002 --- ² (372,902) 1,871,100 1,871,100 9/30/2011
03072SQV0 694,989 602,534 (92,455) 602,534 441,933 6/30/2011
126670GR3 5,416,291 5,190,365 (225,926) 5,190,365 3,016,097 6/30/2011
12668ASQ9 18,889,756 18,195,156 (694,600) 18,195,156 17,989,930 6/30/2011
12668ASR7 6,667,207 6,368,377 (298,830) 6,368,377 4,739,805 6/30/2011
16165LAG5 12,333,221 12,311,672 (21,549) 12,311,672 11,544,529 6/30/2011
21075WBA2 1,551,510 1,544,351 (7,159) 1,544,351 1,493,611 6/30/2011
291701BV1 16,473 --- * (16,473) --- --- 6/30/2011
3622ELAD8 37,605,697 36,833,238 (772,459) 36,833,238 32,652,797 6/30/2011
46628CAD0 16,673,627 16,499,629 (173,998) 16,499,629 14,365,080 6/30/2011
525221CM7 23,311,901 23,306,182 (5,719) 23,306,182 16,105,313 6/30/2011
525221DF1 26,458,975 26,180,867 (278,108) 26,180,867 25,862,099 6/30/2011
525221EB9 23,883,119 23,305,539 (577,580) 23,305,539 20,824,874 6/30/2011
52523KAH7 10,623,645 10,156,312 (467,333) 10,156,312 7,529,057 6/30/2011
61749WAH0 3,775,210 3,619,957 (155,253) 3,619,957 3,061,191 6/30/2011
61749WAJ6 2,639,940 2,503,794 (136,146) 2,503,794 2,140,023 6/30/2011
61750YAF6 29,536,727 28,464,536 (1,072,191) 28,464,536 28,014,201 6/30/2011
74924PAJ1 379,543 154,379 (225,164) 154,379 158,197 6/30/2011
760985WT4 366,614 213,018 (153,596) 213,018 47,090 6/30/2011
760985YX3 6,166,894 5,816,442 (350,452) 5,816,442 1,077,367 6/30/2011
760985YY1 582,188 281,856 (300,332) 281,856 107,740 6/30/2011
76110WRW8 2,466,943 2,224,582 (242,361) 2,224,582 670,391 6/30/2011
76110WSF4 18,410,240 18,239,875 (170,365) 18,239,875 9,853,689 6/30/2011
76110WXR2 8,889,893 8,521,705 (368,188) 8,521,705 4,440,835 6/30/2011
79550DAD1 4,258,742 4,110,947 (147,795) 4,110,947 2,983,636 6/30/2011
059511AL9 4,685,314 3,807,010 (878,304) 3,807,010 2,185,614 6/30/2011
07387BEQ2 266,043 --- * (266,043) --- 833,700 6/30/2011
07388RAH0 20,171,795 12,373,206 (7,798,589) 12,373,206 13,809,944 6/30/2011
07388VAK4 7,974,854 7,633,817 (341,037) 7,633,817 4,718,009 6/30/2011
07388VAL2 6,973,679 3,513,683 (3,459,996) 3,513,683 10,081,157 6/30/2011
07401DAM3 2,793,504 2,090,294 (703,210) 2,090,294 2,601,535 6/30/2011
07401DAN1 2,209,235 1,707,746 (501,489) 1,707,746 6,656,890 6/30/2011
17310MAL4 3,811,232 2,312,053 (1,499,179) 2,312,053 2,880,693 6/30/2011
17310MAS9 413,377 268,555 (144,822) 268,555 1,070,687 6/30/2011
20047QAM7 2,931,027 2,482,198 (448,829) 2,482,198 9,492,008 6/30/2011
20047QAN5 1,083,109 608,636 (474,473) 608,636 5,705,568 6/30/2011
20173TAP0 444,753 372,922 (71,831) 372,922 4,986,279 6/30/2011
22544QAK5 369,203 191,537 (177,666) 191,537 4,485,326 6/30/2011
225458VY1 11,201,665 2,762,419 (8,439,246) 2,762,419 2,046,600 6/30/2011
22545YAL5 14,852,343 5,600,666 (9,251,677) 5,600,666 9,478,676 6/30/2011
22545YAN1 14,307,085 237,123 (14,069,962) 237,123 9,454,574 6/30/2011
22545YAQ4 2,994,326 102,351 (2,891,975) 102,351 6,349,439 6/30/2011
22545YAS0 2,253,407 --- * (2,253,407) --- 6,676,487 6/30/2011
361849K84 308,401 --- * (308,401) --- 2,388,397 6/30/2011
36828QSL1 425,621 193,835 (231,786) 193,835 993,103 6/30/2011
396789KF5 4,330,436 3,231,663 (1,098,773) 3,231,663 1,727,913 6/30/2011
46625MQ77 257,122 133,559 (123,563) 133,559 205,442 6/30/2011
46625MZG7 7,872,548 6,303,333 (1,569,215) 6,303,333 8,624,734 6/30/2011
46625YA60 2,985,770 1,382,420 (1,603,350) 1,382,420 1,153,210 6/30/2011
46625YA78 361,470 --- * (361,470) --- 1,082,782 6/30/2011
46625YC68 25,139 --- * (25,139) --- 364,800 6/30/2011
46625YQ89 311,350 254,460 (56,890) 254,460 1,509,630 6/30/2011
46625YRB1 2,848,883 2,203,328 (645,555) 2,203,328 1,201,335 6/30/2011
7.14