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
07387BEN9 $ 3,313,391 $ --- ² $ (2,161,953) $ 1,151,438 $ 1,151,438 12/31/2010
07387BEP4 1,934,097 --- ² (507,963) 1,426,134 1,426,134 12/31/2010
07388LAN0 20,528,082 --- ² (10,546,982) 9,981,100 9,981,100 12/31/2010
07388RAK3 3,642,416 --- ² (1,347,832) 2,294,584 2,294,584 12/31/2010
17310MAQ3 9,598,479 --- ² (4,877,589) 4,720,890 4,720,890 12/31/2010
20173MAM2 4,964,116 --- ² (3,466,972) 1,497,144 1,497,144 12/31/2010
20173VAK6 9,929,988 --- ² (4,177,038) 5,752,950 5,752,950 12/31/2010
20173VAL4 4,911,899 --- ² (2,286,030) 2,625,869 2,625,869 12/31/2010
20173VAM2 5,953,003 --- ² (1,723,424) 4,229,579 4,229,579 12/31/2010
22545LAP4 8,021,098 --- ² (5,108,298) 2,912,800 2,912,800 12/31/2010
22545LAR0 2,280,212 --- ² (909,887) 1,370,325 1,370,325 12/31/2010
22545LAR0 3,023,211 --- ² (1,234,937) 1,788,274 1,788,274 12/31/2010
22545LAR0 3,027,075 --- ² (1,238,801) 1,788,274 1,788,274 12/31/2010
36228CXF5 4,683,448 --- ² (3,280,059) 1,403,389 1,403,389 12/31/2010
36828QSJ6 10,856,558 --- ² (5,883,307) 4,973,251 4,973,251 12/31/2010
46630EAL4 4,873,921 --- ² (2,202,866) 2,671,055 2,671,055 12/31/2010
59022HLQ3 9,707,869 --- ² (5,299,299) 4,408,570 4,408,570 12/31/2010
59022HLQ3 10,543,736 --- ² (5,786,890) 4,756,846 4,756,846 12/31/2010
59023BAL8 4,712,257 --- ² (2,869,173) 1,843,084 1,843,084 12/31/2010
606935AP9 4,965,073 --- ² (2,827,984) 2,137,089 2,137,089 12/31/2010
61746WFS4 2,428,681 --- ² (149,158) 2,279,523 2,279,523 12/31/2010
61750HAK2 11,170,743 --- ² (5,486,895) 5,683,848 5,683,848 12/31/2010
74040KAC6 4,024,899 --- ² (919,386) 3,105,513 3,105,513 12/31/2010
92976BBV3 3,224,723 --- ² (1,242,124) 1,982,599 1,982,599 12/31/2010
92976BBV3 23,512,118 --- ² (11,765,214) 11,746,904 11,746,904 12/31/2010
92978MAL0 10,612,719 --- ² (3,872,055) 6,740,664 6,740,664 12/31/2010
46625MUJ6 2,326,704 --- * (2,326,704) --- 715,289 9/30/2010
46625MQ85 1,057,827 2,824 (1,055,003) 2,824 233,586 9/30/2010
22544QAM1 487,456 27,610 (459,846) 27,610 6,078,402 9/30/2010
92978QAJ6 33,516 29,201 (4,315) 29,201 45,068 9/30/2010
50180CAV2 513,643 56,862 (456,780) 56,862 900,000 9/30/2010
50180JAL9 78,357 57,999 (20,357) 57,999 840,000 9/30/2010
07388RAM9 655,917 80,004 (575,912) 80,004 2,418,138 9/30/2010
46625YQ97 349,798 83,841 (265,957) 83,841 1,825,110 9/30/2010
07388RAN7 93,544 87,476 (6,068) 87,476 2,224,900 9/30/2010
46625M2Y4 127,218 90,541 (36,676) 90,541 168,938 9/30/2010
20173MAQ3 340,808 152,700 (188,108) 152,700 450,000 9/30/2010
53944MAC3 230,382 161,089 (69,292) 161,089 70,000 9/30/2010
03927PAG3 1,003,568 191,996 (811,571) 191,996 180,000 9/30/2010
46625YC68 1,201,084 217,132 (983,952) 217,132 770,491 9/30/2010
50180JAK1 17,728,775 251,080 (17,477,695) 251,080 5,568,380 9/30/2010
03927PAH1 3,010,831 378,597 (2,632,234) 378,597 465,000 9/30/2010
46632HAQ4 502,407 410,662 (91,744) 410,662 562,770 9/30/2010
50177AAL3 928,391 418,825 (509,566) 418,825 2,683,060 9/30/2010
3622MSAC6 635,194 427,403 (207,791) 427,403 150,000 9/30/2010
42332QAM5 3,256,794 433,592 (2,823,201) 433,592 424,554 9/30/2010
52108MGD9 511,840 436,321 (75,518) 436,321 497,400 9/30/2010
46625YQ89 497,524 466,387 (31,137) 466,387 1,482,484 9/30/2010
61745MX57 2,601,720 479,663 (2,122,056) 479,663 1,481,676 9/30/2010
50180CAM2 1,960,200 490,242 (1,469,957) 490,242 2,554,245 9/30/2010
361849S29 2,229,531 509,442 (1,720,088) 509,442 3,046,218 9/30/2010
61745MU68 1,350,938 535,908 (815,029) 535,908 1,994,764 9/30/2010
361849K84 3,973,100 552,964 (3,420,136) 552,964 3,000,254 9/30/2010
07388RAL1 1,778,009 596,131 (1,181,877) 596,131 2,621,697 9/30/2010
46625MQ77 759,578 619,475 (140,102) 619,475 157,342 9/30/2010
61751NAQ5 819,550 680,056 (139,493) 680,056 1,032,044 9/30/2010
36228CDP5 767,216 707,259 (59,956) 707,259 1,050,518 9/30/2010
46625M2W8 1,031,919 782,253 (249,666) 782,253 174,387 9/30/2010
294751EM0 1,506,623 831,775 (674,848) 831,775 250,445 9/30/2010
36228CXK4 6,802,460 848,176 (5,954,284) 848,176 2,100,000 9/30/2010
805564NE7 2,078,249 897,226 (1,181,023) 897,226 284,686 9/30/2010
07387BEQ2 936,886 921,643 (15,242) 921,643 1,679,372 9/30/2010
46629GAQ1 3,340,284 960,932 (2,379,352) 960,932 1,810,975 9/30/2010
52108HZ80 1,227,132 976,255 (250,877) 976,255 2,483,719 9/30/2010
50179AAM9 1,354,724 1,047,071 (307,653) 1,047,071 480,000 9/30/2010
46625MUH0 4,605,575 1,191,046 (3,414,528) 1,191,046 1,742,729 9/30/2010
7.22