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
525221EB9 $ 28,731,701 $ 27,779,667 $ (952,034) $ 27,779,667 $ 21,675,300 9/30/2010
36242DSS3 27,998,997 27,925,439 (73,558) 27,925,439 24,350,900 9/30/2010
52522HAL6 32,497,160 30,700,897 (1,796,262) 30,700,897 19,912,720 9/30/2010
337925CP4 708,577 --- * (708,577) --- 681,596 9/30/2010
337925CZ2 610,176 --- * (610,176) --- 548,633 9/30/2010
337925DL2 473,971 --- * (473,971) --- 461,740 9/30/2010
337925EG2 1,044,691 --- * (1,044,691) --- 714,399 9/30/2010
337925EH0 474,932 --- * (474,932) --- 422,913 9/30/2010
337925EU1 1,214,988 --- * (1,214,988) --- 1,178,254 9/30/2010
337925CA7 428,760 --- * (428,760) --- 428,944 9/30/2010
46625MZH5 973,556 --- * (973,556) --- 647,412 9/30/2010
50180JAR6 37,891 --- * (37,891) --- 840,000 9/30/2010
50180JAM7 191,908 --- * (191,908) --- 1,700,000 9/30/2010
50180CAW0 348,525 --- * (348,525) --- 647,640 9/30/2010
493553AY7 303,149 --- * (303,149) --- 297,426 9/30/2010
493553AW1 1,010,735 --- * (1,010,735) --- 999,320 9/30/2010
362332AN8 398,583 --- * (398,583) --- 500,000 9/30/2010
22544QAN9 271,620 --- * (271,620) --- 2,556,246 9/30/2010
07388RAP2 93,508 --- * (93,508) --- 520,000 9/30/2010
291701CS7 357,217 --- * (357,217) --- 340,483 9/30/2010
337937AK2 555,930 --- * (555,930) --- 722,709 9/30/2010
291701CR9 246,063 --- * (246,063) --- 240,943 9/30/2010
291701CN8 843,207 --- * (843,207) --- 871,099 9/30/2010
225458SA7 2,727,617 --- * (2,727,617) --- 2,663,768 9/30/2010
22544QAP4 60,547 --- * (60,547) --- 1,334,085 9/30/2010
74040KAC6 3,935,934 --- ² (934,784) 3,001,150 3,001,150 9/30/2010
76110H5M7 85,551 57,121 (28,430) 57,121 102,751 9/30/2010
74951PEA2 515,299 501,141 (14,157) 501,141 383,289 9/30/2010
05948KLA5 794,663 789,904 (4,759) 789,904 958,430 9/30/2010
12669DN87 1,039,821 851,895 (187,926) 851,895 1,283,223 9/30/2010
76110HSH3 1,655,812 1,148,317 (507,495) 1,148,317 616,643 9/30/2010
12667FR98 1,634,046 1,588,688 (45,357) 1,588,688 1,372,774 9/30/2010
76110HHB8 2,172,936 1,711,872 (461,063) 1,711,872 1,619,613 9/30/2010
52521RAS0 2,357,220 1,999,845 (357,375) 1,999,845 1,262,735 9/30/2010
12669E4W3 2,775,166 2,218,359 (556,807) 2,218,359 2,657,258 9/30/2010
05949AA67 2,301,179 2,246,111 (55,068) 2,246,111 3,101,032 9/30/2010
76110HNQ8 2,978,792 2,836,485 (142,307) 2,836,485 1,900,872 9/30/2010
251510CY7 4,008,391 3,877,662 (130,728) 3,877,662 2,457,374 9/30/2010
12669DN79 4,281,079 3,932,407 (348,672) 3,932,407 2,303,428 9/30/2010
76110HQS1 4,582,481 4,359,220 (223,261) 4,359,220 3,995,766 9/30/2010
05948KKZ1 4,469,511 4,442,424 (27,086) 4,442,424 3,137,443 9/30/2010
576434JM7 5,523,783 5,415,092 (108,691) 5,415,092 3,306,110 9/30/2010
12667GUG6 6,076,219 5,956,518 (119,700) 5,956,518 5,270,371 9/30/2010
76110HSG5 6,261,452 6,042,009 (219,442) 6,042,009 3,928,811 9/30/2010
32051GFL4 7,399,409 7,313,026 (86,382) 7,313,026 5,749,581 9/30/2010
12667FW92 7,483,674 7,461,411 (22,262) 7,461,411 7,874,328 9/30/2010
05948KF38 7,700,164 7,591,407 (108,757) 7,591,407 7,856,195 9/30/2010
94984XAD2 7,777,291 7,755,115 (22,176) 7,755,115 4,252,391 9/30/2010
949837BK3 8,529,969 8,512,961 (17,007) 8,512,961 6,582,888 9/30/2010
12544RAL2 8,654,164 8,581,480 (72,684) 8,581,480 6,388,110 9/30/2010
12669EL95 8,835,696 8,797,872 (37,823) 8,797,872 6,601,090 9/30/2010
12669G5U1 9,025,626 8,841,996 (183,630) 8,841,996 8,322,040 9/30/2010
12669EWY8 9,139,220 8,891,602 (247,617) 8,891,602 6,957,959 9/30/2010
16165TBJ1 9,471,606 9,310,541 (161,065) 9,310,541 7,319,370 9/30/2010
94984XAB6 9,405,896 9,378,147 (27,748) 9,378,147 5,127,610 9/30/2010
12543TAD7 9,547,555 9,470,080 (77,475) 9,470,080 7,959,480 9/30/2010
76110HHA0 9,694,151 9,529,147 (165,003) 9,529,147 7,251,752 9/30/2010
17312FAD5 9,815,809 9,806,180 (9,629) 9,806,180 8,066,300 9/30/2010
362669AQ6 10,010,325 9,998,147 (12,178) 9,998,147 7,466,551 9/30/2010
05948KP37 10,530,359 10,456,348 (74,011) 10,456,348 8,709,566 9/30/2010
46627MAC1 10,932,249 10,874,923 (57,326) 10,874,923 6,533,115 9/30/2010
94984XAM2 11,873,049 11,838,357 (34,691) 11,838,357 7,959,049 9/30/2010
12667FYZ2 13,543,516 12,153,502 (1,390,013) 12,153,502 5,378,866 9/30/2010
45660LPD5 13,630,938 13,535,779 (95,159) 13,535,779 10,422,789 9/30/2010
76114DAE4 14,403,332 14,158,909 (244,422) 14,158,909 13,090,774 9/30/2010
12667GKE2 14,381,868 14,217,499 (164,369) 14,217,499 12,474,020 9/30/2010
7.24