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
52108MDU4 $ 1,499,489 $ 1,212,293 $ (287,195) $ 1,212,293 $ 1,133,392 9/30/2010
361849N73 9,996,216 1,268,522 (8,727,694) 1,268,522 5,013,340 9/30/2010
46631BAP0 2,024,805 1,271,799 (753,005) 1,271,799 4,168,738 9/30/2010
46630VAP7 2,972,270 1,328,262 (1,644,007) 1,328,262 1,568,592 9/30/2010
36298JAC7 1,834,754 1,633,630 (201,124) 1,633,630 750,000 9/30/2010
361849R87 10,524,919 1,707,334 (8,817,584) 1,707,334 2,773,103 9/30/2010
20173TAP0 7,846,013 1,883,441 (5,962,572) 1,883,441 3,328,123 9/30/2010
60688BAM0 2,426,047 1,968,374 (457,672) 1,968,374 2,211,318 9/30/2010
07387BEP4 2,571,979 1,969,179 (602,800) 1,969,179 1,319,047 9/30/2010
22544QAK5 3,458,269 2,028,181 (1,430,088) 2,028,181 5,817,474 9/30/2010
03762AAG4 2,267,403 2,115,821 (151,582) 2,115,821 669,000 9/30/2010
60687UAM9 2,665,917 2,224,903 (441,014) 2,224,903 1,356,766 9/30/2010
61751NAN2 5,016,590 2,335,548 (2,681,042) 2,335,548 1,514,820 9/30/2010
55312TAH6 4,025,969 2,425,063 (1,600,906) 2,425,063 3,848,100 9/30/2010
07383F6U7 4,544,157 2,523,716 (2,020,441) 2,523,716 2,917,320 9/30/2010
61745MX40 3,005,245 2,832,830 (172,415) 2,832,830 1,934,883 9/30/2010
61749WAJ6 3,131,729 2,976,424 (155,305) 2,976,424 2,610,356 9/30/2010
00253CHY6 3,120,280 3,102,049 (18,231) 3,102,049 1,118,999 9/30/2010
52108MGC1 3,824,197 3,155,305 (668,892) 3,155,305 1,174,873 9/30/2010
61745M6T5 5,294,616 3,219,448 (2,075,168) 3,219,448 3,402,161 9/30/2010
46628FAU5 4,037,131 3,268,489 (768,642) 3,268,489 1,305,785 9/30/2010
92976UAA8 10,526,641 3,285,654 (7,240,987) 3,285,654 1,820,000 9/30/2010
46625YQ63 4,672,578 3,377,956 (1,294,621) 3,377,956 2,935,598 9/30/2010
22545YAQ4 8,946,144 3,496,744 (5,449,400) 3,496,744 3,427,502 9/30/2010
07388RAK3 4,195,950 3,640,274 (555,676) 3,640,274 1,977,550 9/30/2010
59022HBW1 5,862,578 3,821,756 (2,040,822) 3,821,756 1,872,228 9/30/2010
46631BAM7 7,607,123 3,843,062 (3,764,061) 3,843,062 3,819,190 9/30/2010
14986DAT7 3,963,006 3,956,894 (6,112) 3,956,894 5,420,895 9/30/2010
07387BAT0 4,534,942 3,983,278 (551,664) 3,983,278 1,709,633 9/30/2010
81375WHK5 4,270,433 4,033,599 (236,834) 4,033,599 2,176,741 9/30/2010
03927PAF5 5,015,517 4,193,790 (821,727) 4,193,790 1,050,000 9/30/2010
61749WAH0 4,477,955 4,259,879 (218,076) 4,259,879 3,597,948 9/30/2010
396789KF5 4,416,306 4,367,634 (48,672) 4,367,634 1,844,566 9/30/2010
52108HV76 4,714,587 4,387,185 (327,402) 4,387,185 2,177,995 9/30/2010
46629GAP3 7,018,791 4,441,001 (2,577,790) 4,441,001 3,337,782 9/30/2010
46629YAM1 8,430,490 4,516,533 (3,913,957) 4,516,533 7,004,700 9/30/2010
36228CWE9 5,010,138 4,580,652 (429,486) 4,580,652 2,300,505 9/30/2010
20173MAN0 6,985,383 4,641,381 (2,344,002) 4,641,381 2,800,000 9/30/2010
36228CXF5 4,985,507 4,710,423 (275,084) 4,710,423 1,403,265 9/30/2010
361849R79 6,014,394 4,719,268 (1,295,126) 4,719,268 2,522,106 9/30/2010
52108MDS9 10,011,964 4,776,836 (5,235,128) 4,776,836 1,859,030 9/30/2010
46630EAL4 5,014,073 4,876,733 (137,340) 4,876,733 1,607,520 9/30/2010
46631BAN5 5,386,554 5,053,566 (332,988) 5,053,566 9,091,732 9/30/2010
61754JAM0 6,257,352 5,085,114 (1,172,238) 5,085,114 3,054,182 9/30/2010
92977RAK2 6,000,000 5,455,051 (544,949) 5,455,051 2,810,760 9/30/2010
50180JAJ4 12,276,489 5,571,591 (6,704,898) 5,571,591 4,764,503 9/30/2010
59022HJU7 11,674,617 5,635,576 (6,039,041) 5,635,576 6,285,333 9/30/2010
52108HF82 7,727,956 7,452,402 (275,554) 7,452,402 5,477,803 9/30/2010
46625MZG7 14,378,021 7,761,562 (6,616,459) 7,761,562 7,068,304 9/30/2010
92977QAM0 9,999,889 8,976,592 (1,023,297) 8,976,592 7,785,280 9/30/2010
17310MAQ3 10,917,564 9,677,098 (1,240,466) 9,677,098 3,092,280 9/30/2010
55312VAR9 12,830,377 9,851,955 (2,978,422) 9,851,955 7,430,873 9/30/2010
14986DAR1 12,388,126 10,206,673 (2,181,453) 10,206,673 4,876,652 9/30/2010
92978MAL0 10,891,007 10,594,077 (296,930) 10,594,077 6,121,980 9/30/2010
760985XK2 11,177,627 10,796,094 (381,533) 10,796,094 5,812,531 9/30/2010
61750HAK2 12,037,386 11,184,732 (852,654) 11,184,732 4,961,112 9/30/2010
92978TAK7 14,624,706 11,979,384 (2,645,322) 11,979,384 6,905,860 9/30/2010
81375WHJ8 14,316,870 13,476,996 (839,874) 13,476,996 6,308,833 9/30/2010
22545YAN1 18,819,647 14,484,539 (4,335,108) 14,484,539 5,107,725 9/30/2010
36242DDD2 14,949,165 14,918,719 (30,445) 14,918,719 13,206,450 9/30/2010
61749EAE7 18,695,577 18,367,862 (327,715) 18,367,862 14,629,965 9/30/2010
36228CYQ0 19,061,878 18,417,176 (644,702) 18,417,176 10,564,431 9/30/2010
03762CAE5 20,000,000 19,175,412 (824,588) 19,175,412 4,278,000 9/30/2010
55312TAG8 20,068,059 20,027,948 (40,111) 20,027,948 9,761,480 9/30/2010
36298JAA1 24,766,309 22,359,587 (2,406,721) 22,359,587 13,478,365 9/30/2010
87222PAE3 28,206,921 26,236,468 (1,970,452) 26,236,468 17,684,360 9/30/2010
7.23