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
02149HAK6 $ 22,147,214 $ 21,909,031 $ (238,183) $ 21,909,031 $ 20,032,454 6/30/2010
02151CBD7 25,594,706 25,322,620 (272,086) 25,322,620 21,171,746 6/30/2010
02151FAD1 36,260,450 35,708,000 (552,450) 35,708,000 25,848,640 6/30/2010
05948KB65 9,775,591 9,767,580 (8,011) 9,767,580 6,880,762 6/30/2010
05948KC98 17,486,605 17,465,528 (21,077) 17,465,528 13,745,026 6/30/2010
05948KF20 17,769,200 17,751,754 (17,446) 17,751,754 15,634,741 6/30/2010
05948KKZ1 4,669,696 4,553,585 (116,111) 4,553,585 3,037,480 6/30/2010
05948KLA5 943,050 848,321 (94,729) 848,321 925,782 6/30/2010
05948KP37 10,605,841 10,530,759 (75,082) 10,530,759 8,290,079 6/30/2010
05949AMP2 840,574 727,190 (113,384) 727,190 1,437,741 6/30/2010
12543UAD4 42,348,982 42,321,343 (27,639) 42,321,343 22,970,474 6/30/2010
12543UAE2 15,120,338 15,014,740 (105,598) 15,014,740 8,284,514 6/30/2010
12543XAD8 24,672,024 24,630,000 (42,024) 24,630,000 18,013,338 6/30/2010
12544DAK5 21,554,275 21,486,386 (67,889) 21,486,386 15,740,814 6/30/2010
12544DAQ2 15,401,721 15,360,128 (41,593) 15,360,128 10,058,344 6/30/2010
12544LAK7 30,938,839 30,854,400 (84,439) 30,854,400 26,452,928 6/30/2010
12544RAL2 8,678,575 8,663,000 (15,575) 8,663,000 6,057,710 6/30/2010
12545CAU4 37,809,701 37,548,000 (261,701) 37,548,000 32,720,240 6/30/2010
12667F7D1 25,272,217 25,220,610 (51,607) 25,220,610 19,089,165 6/30/2010
12667FMJ1 18,249,039 16,795,987 (1,453,052) 16,795,987 9,771,574 6/30/2010
12667FR98 2,402,990 1,819,641 (583,349) 1,819,641 1,365,102 6/30/2010
12667FYZ2 14,897,374 13,912,931 (984,443) 13,912,931 5,145,385 6/30/2010
12667G8B2 87,218 68,304 (18,914) 68,304 177,785 6/30/2010
12667GBA0 68,402,008 68,282,640 (119,368) 68,282,640 50,138,543 6/30/2010
12667GFB4 67,048,513 66,949,823 (98,690) 66,949,823 50,786,923 6/30/2010
12667GFT5 18,766,761 18,741,443 (25,318) 18,741,443 13,010,285 6/30/2010
12667GJG9 16,197,696 16,150,982 (46,714) 16,150,982 11,650,232 6/30/2010
12667GJR5 50,615,994 50,483,550 (132,444) 50,483,550 35,617,692 6/30/2010
12667GKE2 14,577,494 14,515,865 (61,629) 14,515,865 7,914,878 6/30/2010
12667GLE1 29,905,071 29,881,712 (23,359) 29,881,712 23,880,078 6/30/2010
12667GQA4 22,506,298 22,460,394 (45,904) 22,460,394 16,292,248 6/30/2010
12667GUG6 6,374,893 6,339,105 (35,788) 6,339,105 5,439,295 6/30/2010
12667GW74 19,961,817 19,886,000 (75,817) 19,886,000 14,816,578 6/30/2010
12668AAG0 17,380,632 17,270,938 (109,694) 17,270,938 16,458,570 6/30/2010
126694JS8 27,851,078 27,774,433 (76,645) 27,774,433 11,456,916 6/30/2010
12669DN79 4,405,292 4,358,244 (47,048) 4,358,244 2,268,827 6/30/2010
12669DN87 1,232,118 1,116,045 (116,073) 1,116,045 1,266,465 6/30/2010
12669E4W3 2,888,994 2,881,803 (7,191) 2,881,803 2,594,890 6/30/2010
12669YAF9 19,667,671 19,608,000 (59,671) 19,608,000 9,585,698 6/30/2010
12669YAH5 15,357,306 15,079,800 (277,506) 15,079,800 10,946,251 6/30/2010
12669YAX0 14,918,393 14,647,080 (271,313) 14,647,080 6,992,192 6/30/2010
161631AV8 40,839,369 40,694,486 (144,883) 40,694,486 31,252,349 6/30/2010
16163BAP9 28,792,721 28,700,550 (92,171) 28,700,550 23,400,306 6/30/2010
170255AS2 14,759,899 14,701,500 (58,399) 14,701,500 11,982,225 6/30/2010
17025AAB8 16,181,831 16,172,000 (9,831) 16,172,000 14,520,234 6/30/2010
17307G4H8 8,933,129 8,323,160 (609,969) 8,323,160 6,853,426 6/30/2010
17312FAD5 9,835,339 9,813,000 (22,339) 9,813,000 7,749,916 6/30/2010
251510ET6 3,857,397 3,772,604 (84,793) 3,772,604 1,528,953 6/30/2010
32051GDH5 3,252,876 1,786,149 (1,466,727) 1,786,149 3,463,472 6/30/2010
32051GFL4 7,483,229 7,445,103 (38,126) 7,445,103 5,640,328 6/30/2010
32051GVL6 25,285,339 24,685,122 (600,217) 24,685,122 20,274,599 6/30/2010
36185MEG3 14,806,237 14,698,500 (107,737) 14,698,500 13,133,460 6/30/2010
3622MPAN8 28,614,151 28,411,588 (202,563) 28,411,588 23,067,594 6/30/2010
362669AQ6 10,054,269 10,017,389 (36,880) 10,017,389 7,067,147 6/30/2010
45660LPD5 13,629,843 13,624,200 (5,643) 13,624,200 9,771,779 6/30/2010
46628YBP4 15,318,147 15,300,702 (17,445) 15,300,702 10,182,346 6/30/2010
52521RAS0 2,469,848 2,467,918 (1,930) 2,467,918 1,344,928 6/30/2010
576434JM7 5,886,943 5,653,674 (233,269) 5,653,674 3,250,454 6/30/2010
576434SW5 8,120,545 7,355,638 (764,907) 7,355,638 6,446,802 6/30/2010
74951PEA2 597,326 543,209 (54,117) 543,209 436,786 6/30/2010
74957EAF4 38,358,479 38,293,596 (64,883) 38,293,596 31,920,863 6/30/2010
74957VAQ2 22,202,597 22,177,240 (25,357) 22,177,240 18,773,771 6/30/2010
749583AH3 10,118,223 10,072,116 (46,107) 10,072,116 4,455,192 6/30/2010
74958BAH5 25,784,859 25,728,036 (56,823) 25,728,036 18,448,619 6/30/2010
74958EAD8 49,154,795 48,980,000 (174,795) 48,980,000 39,845,220 6/30/2010
76110H5M7 91,144 90,400 (744) 90,400 99,457 6/30/2010
7.26