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
749577AL6 $ 17,584,234 $ 17,450,729 $ (133,505) $ 17,450,729 $ 12,436,493 6/30/2011
74957EAE7 17,814,093 17,577,167 (236,926) 17,577,167 17,262,933 6/30/2011
74957EAF4 37,205,793 36,827,984 (377,809) 36,827,984 35,373,641 6/30/2011
74957VAQ2 21,230,104 21,068,104 (162,000) 21,068,104 20,265,315 6/30/2011
74957XAF2 36,103,087 35,807,508 (295,579) 35,807,508 32,022,553 6/30/2011
749583AH3 9,815,438 9,752,111 (63,327) 9,752,111 8,703,301 6/30/2011
74958AAH7 26,951,193 26,897,160 (54,033) 26,897,160 25,899,660 6/30/2011
74958EAD8 47,862,448 47,451,650 (410,798) 47,451,650 47,469,000 6/30/2011
75115CAG2 7,208,598 6,931,280 (277,318) 6,931,280 6,802,458 6/30/2011
7609856L0 4,396,370 4,200,274 (196,096) 4,200,274 3,097,026 6/30/2011
76110HHA0 8,737,053 8,559,813 (177,240) 8,559,813 7,568,913 6/30/2011
76110HHB8 1,254,860 1,006,472 (248,388) 1,006,472 2,316,831 6/30/2011
76110HX87 22,233,784 22,177,729 (56,055) 22,177,729 16,733,815 6/30/2011
761118CZ9 9,709,887 9,396,854 (313,033) 9,396,854 8,761,849 6/30/2011
761118PQ5 11,601,676 11,402,188 (199,488) 11,402,188 10,342,383 6/30/2011
94980SAS4 37,491,045 37,417,720 (73,325) 37,417,720 39,170,800 6/30/2011
94980SBJ3 18,923,461 18,874,400 (49,061) 18,874,400 19,442,560 6/30/2011
949837AF5 68,304,020 68,037,751 (266,269) 68,037,751 65,159,759 6/30/2011
949837BE7 19,770,628 19,689,484 (81,144) 19,689,484 19,695,651 6/30/2011
949837BK3 8,492,068 8,459,611 (32,457) 8,459,611 8,359,376 6/30/2011
949837CC0 25,381,819 25,201,881 (179,938) 25,201,881 25,004,770 6/30/2011
94984AAR1 28,984,526 28,920,780 (63,746) 28,920,780 28,157,580 6/30/2011
94984AAS9 9,834,523 9,822,590 (11,933) 9,822,590 9,563,280 6/30/2011
94984FAR0 35,000,570 34,869,922 (130,648) 34,869,922 35,442,517 6/30/2011
94984HAC9 36,057,606 35,832,279 (225,327) 35,832,279 36,678,932 6/30/2011
94985JAB6 48,194,982 48,015,850 (179,132) 48,015,850 46,991,250 6/30/2011
94985JBR0 29,095,015 28,960,567 (134,448) 28,960,567 29,230,889 6/30/2011
94985JCA6 28,455,723 28,384,350 (71,373) 28,384,350 27,959,490 6/30/2011
94985LAD7 15,372,480 15,341,859 (30,621) 15,341,859 15,296,021 6/30/2011
94985RAP7 60,789,484 60,595,456 (194,028) 60,595,456 60,278,912 6/30/2011
94985WAP6 20,503,066 20,440,065 (63,001) 20,440,065 20,928,461 6/30/2011
94985WAQ4 76,047,217 75,699,850 (347,367) 75,699,850 71,018,745 6/30/2011
94985WBL4 36,808,718 36,638,302 (170,416) 36,638,302 37,093,079 6/30/2011
94986AAC2 109,651,376 109,007,990 (643,386) 109,007,990 106,429,740 6/30/2011
61746WFS4 2,279,524 --- ² (16,534) 2,262,990 2,262,990 6/30/2011
07387BEP4 1,236,850 --- ² (169,582) 1,067,268 1,067,268 6/30/2011
92976BBV3 12,846,900 --- ² (379,595) 12,467,305 1,800,333 6/30/2011
36828QSJ6 4,838,046 --- ² (88,483) 4,749,563 4,749,563 6/30/2011
05950VAR1 3,804,276 --- ² (818,273) 2,986,003 2,986,003 6/30/2011
004421MW0 26,134,851 25,819,132 (315,718) 25,819,132 19,948,526 3/31/2011
02148YAD6 18,373,356 18,039,366 (333,989) 18,039,366 16,089,686 3/31/2011
026710AE3 447,206 207,373 (239,833) 207,373 203,765 3/31/2011
03072SQV0 1,006,103 715,796 (290,307) 715,796 464,149 3/31/2011
05947UML9 3,114,619 2,835,685 (278,934) 2,835,685 216,693 3/31/2011
05947UMM7 36,450 --- * (36,450) --- 143,238 3/31/2011
05948KC98 16,862,524 16,843,139 (19,385) 16,843,139 15,742,234 3/31/2011
05948KLA5 604,953 530,955 (73,997) 530,955 632,086 3/31/2011
05949AA67 2,006,284 1,869,181 (137,103) 1,869,181 3,218,466 3/31/2011
05949AM23 544,074 518,755 (25,318) 518,755 1,357,721 3/31/2011
05950VAT7 385,620 1,155 (384,464) 1,155 912,000 3/31/2011
07401DAM3 3,084,496 2,799,300 (285,195) 2,799,300 2,619,104 3/31/2011
12498NAC7 4,672,423 4,272,196 (400,226) 4,272,196 2,426,275 3/31/2011
12544RAL2 8,561,484 8,498,630 (62,854) 8,498,630 7,859,330 3/31/2011
126670GR3 6,082,523 5,437,767 (644,755) 5,437,767 2,819,453 3/31/2011
126670QT8 3,444,883 3,125,126 (319,756) 3,125,126 2,864,320 3/31/2011
126670QU5 12,164,039 11,087,890 (1,076,149) 11,087,890 9,755,060 3/31/2011
126671R65 3,570,814 3,006,150 (564,664) 3,006,150 1,404,321 3/31/2011
126671R73 1,795,347 1,764,930 (30,417) 1,764,930 1,228,587 3/31/2011
12667FMJ1 16,261,545 15,767,157 (494,388) 15,767,157 10,371,867 3/31/2011
12667FR98 1,187,196 1,158,180 (29,016) 1,158,180 1,742,980 3/31/2011
12668ASR7 6,843,785 6,680,512 (163,273) 6,680,512 4,824,802 3/31/2011
126694W61 24,040,337 23,883,605 (156,732) 23,883,605 22,027,517 3/31/2011
126694XQ6 30,700,106 30,394,827 (305,278) 30,394,827 24,847,192 3/31/2011
12669DN87 673,777 332,309 (341,468) 332,309 1,020,537 3/31/2011
12669EL95 8,482,550 8,401,553 (80,997) 8,401,553 6,635,352 3/31/2011
12669YAF9 19,384,353 18,899,059 (485,294) 18,899,059 18,754,880 3/31/2011
7.16