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
12669YAX0 $ 14,609,899 $ 14,474,708 $ (135,191) $ 14,474,708 $ 7,351,063 9/30/2010
170255AS2 14,686,766 14,580,344 (106,421) 14,580,344 12,626,625 9/30/2010
36185MEG3 14,702,269 14,698,050 (4,219) 14,698,050 13,749,795 9/30/2010
12669YAH5 15,042,278 14,902,663 (139,614) 14,902,663 11,353,622 9/30/2010
12543UAE2 14,985,389 14,972,822 (12,566) 14,972,822 13,808,141 9/30/2010
46628YBP4 15,292,671 15,243,201 (49,469) 15,243,201 10,564,104 9/30/2010
12544DAQ2 15,349,276 15,280,254 (69,022) 15,280,254 10,370,642 9/30/2010
94985LAD7 15,362,213 15,357,526 (4,687) 15,357,526 11,807,387 9/30/2010
94983BAP4 15,420,761 15,412,864 (7,897) 15,412,864 12,098,625 9/30/2010
02151NBA9 15,606,580 15,520,064 (86,515) 15,520,064 12,120,095 9/30/2010
17025AAB8 16,283,347 15,828,040 (455,307) 15,828,040 16,699,980 9/30/2010
05948KC98 17,319,534 17,277,034 (42,499) 17,277,034 14,358,801 9/30/2010
05948KF20 17,618,032 17,564,850 (53,182) 17,564,850 15,131,075 9/30/2010
749577AL6 18,139,489 18,074,251 (65,238) 18,074,251 10,410,837 9/30/2010
02148YAD6 18,639,155 18,554,515 (84,640) 18,554,515 17,726,264 9/30/2010
12667GFT5 18,726,582 18,576,104 (150,477) 18,576,104 13,843,487 9/30/2010
12669YAF9 19,610,253 19,399,149 (211,104) 19,399,149 10,066,709 9/30/2010
949837BE7 19,849,775 19,801,904 (47,870) 19,801,904 15,333,220 9/30/2010
12667GW74 19,818,397 19,813,092 (5,305) 19,813,092 15,345,380 9/30/2010
12667F5Z4 21,428,561 21,294,549 (134,012) 21,294,549 17,673,695 9/30/2010
12544DAK5 21,491,809 21,405,724 (86,084) 21,405,724 16,578,519 9/30/2010
02149HAK6 21,864,991 21,660,001 (204,989) 21,660,001 20,699,706 9/30/2010
94985WAP6 21,974,515 21,939,669 (34,846) 21,939,669 19,201,255 9/30/2010
12667GQA4 22,343,996 22,294,347 (49,649) 22,294,347 16,792,289 9/30/2010
02148FAW5 24,307,551 23,980,518 (327,032) 23,980,518 19,215,067 9/30/2010
12667F7D1 24,953,037 24,876,149 (76,887) 24,876,149 19,505,863 9/30/2010
949837CC0 25,539,157 25,444,548 (94,608) 25,444,548 19,255,931 9/30/2010
74958BAH5 25,685,855 25,561,876 (123,978) 25,561,876 18,927,974 9/30/2010
16163BAP9 28,686,716 28,528,270 (158,446) 28,528,270 23,782,605 9/30/2010
94985JCA6 28,644,151 28,584,900 (59,251) 28,584,900 25,770,990 9/30/2010
46628YBK5 29,077,252 29,054,422 (22,830) 29,054,422 14,702,251 9/30/2010
94985JBR0 29,257,811 29,169,352 (88,458) 29,169,352 13,110,447 9/30/2010
12667GLE1 29,623,764 29,503,474 (120,289) 29,503,474 24,393,453 9/30/2010
12544LAK7 30,863,683 30,752,256 (111,427) 30,752,256 27,918,624 9/30/2010
02151FAD1 35,662,487 35,631,440 (31,047) 35,631,440 26,756,800 9/30/2010
94984HAC9 37,354,109 36,448,625 (905,483) 36,448,625 32,702,779 9/30/2010
74957XAF2 36,832,899 36,774,559 (58,339) 36,774,559 28,287,752 9/30/2010
94985WBL4 36,958,147 36,857,658 (100,488) 36,857,658 27,838,397 9/30/2010
17025JAB9 37,271,990 36,891,974 (380,015) 36,891,974 34,077,959 9/30/2010
12545CAU4 37,511,851 37,191,320 (320,531) 37,191,320 34,835,400 9/30/2010
12667F2J3 39,544,156 39,164,430 (379,725) 39,164,430 32,915,608 9/30/2010
161631AV8 40,692,742 40,504,203 (188,539) 40,504,203 32,871,977 9/30/2010
12543UAD4 42,273,632 42,132,737 (140,895) 42,132,737 23,735,250 9/30/2010
02147QAE2 43,134,015 42,336,150 (797,865) 42,336,150 37,748,150 9/30/2010
12670AAF8 45,917,985 45,587,433 (330,552) 45,587,433 37,380,393 9/30/2010
12544AAC9 48,512,531 48,193,800 (318,731) 48,193,800 28,169,900 9/30/2010
94985JAB6 48,450,962 48,327,700 (123,262) 48,327,700 30,442,250 9/30/2010
74958EAD8 48,969,169 48,804,200 (164,969) 48,804,200 41,046,800 9/30/2010
12667GJR5 50,995,614 50,818,362 (177,252) 50,818,362 37,041,360 9/30/2010
94985RAP7 61,403,193 61,264,640 (138,553) 61,264,640 44,305,600 9/30/2010
12667GFB4 66,405,357 66,349,511 (55,845) 66,349,511 52,004,355 9/30/2010
12667GBA0 67,787,544 67,607,741 (179,803) 67,607,741 51,342,736 9/30/2010
949837AF5 68,594,272 68,455,885 (138,386) 68,455,885 41,453,035 9/30/2010
94985WAQ4 72,997,980 72,781,247 (216,732) 72,781,247 57,469,842 9/30/2010
94986AAC2 110,671,126 110,256,395 (414,731) 110,256,395 97,475,610 9/30/2010
05948KF38 8,102,922 8,008,653 (94,269) 8,008,653 7,523,260 9/30/2010
02660TFM0 10,000,000 9,111,832 (888,167) 9,111,832 5,875,731 6/30/2010
05947UJV1 230,773 --- * (230,773) --- 250,062 6/30/2010
05947UWD6 3,887 --- * (3,887) --- 17 6/30/2010
38500XAL6 19,569,620 1,200,000 (18,369,620) 1,200,000 1,200,000 6/30/2010
38500XAM4 1,390,890 --- * (1,390,890) --- 180,390 6/30/2010
525221JV0 1,204,722 1,143,026 (61,695) 1,143,026 1,389,414 6/30/2010
61749EAE7 20,521,789 19,037,308 (1,484,481) 19,037,308 16,444,615 6/30/2010
02147QAE2 43,607,310 43,250,000 (357,310) 43,250,000 36,456,645 6/30/2010
02148FAW5 24,764,882 24,744,699 (20,183) 24,744,699 18,944,847 6/30/2010
02148YAD6 18,959,037 18,754,083 (204,954) 18,754,083 17,217,844 6/30/2010
7.25