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
76110HHB8 $ 2,928,571 $ 2,269,149 $ (659,422) $ 2,269,149 $ 1,574,575 6/30/2010
76110HNQ8 3,116,679 3,024,481 (92,198) 3,024,481 1,883,540 6/30/2010
76110HSG5 6,516,403 6,414,262 (102,141) 6,414,262 3,841,482 6/30/2010
76110HSH3 1,800,187 1,733,449 (66,738) 1,733,449 604,826 6/30/2010
761118PQ5 12,207,070 12,192,106 (14,964) 12,192,106 9,685,647 6/30/2010
94980KAQ5 547,902 379,172 (168,730) 379,172 609,386 6/30/2010
949837AF5 68,992,674 68,564,059 (428,615) 68,564,059 39,882,612 6/30/2010
949837BE7 19,954,665 19,833,968 (120,697) 19,833,968 14,590,502 6/30/2010
949837BK3 8,580,092 8,527,305 (52,787) 8,527,305 6,364,555 6/30/2010
949837CC0 25,681,333 25,528,998 (152,335) 25,528,998 18,373,777 6/30/2010
94984XAB6 9,481,753 9,414,256 (67,497) 9,414,256 5,064,834 6/30/2010
94984XAD2 7,840,833 7,784,280 (56,553) 7,784,280 4,191,274 6/30/2010
94984XAM2 11,969,285 11,883,922 (85,363) 11,883,922 7,797,417 6/30/2010
94985JAB6 48,678,798 48,455,000 (223,798) 48,455,000 29,726,700 6/30/2010
94985JBR0 29,415,431 29,263,940 (151,491) 29,263,940 12,762,503 6/30/2010
94985JCA6 28,823,651 28,677,000 (146,651) 28,677,000 24,438,870 6/30/2010
94985RAP7 61,723,029 61,427,200 (295,829) 61,427,200 44,165,632 6/30/2010
94985WAP6 22,493,083 22,415,762 (77,321) 22,415,762 19,308,138 6/30/2010
94985WAQ4 72,279,028 71,850,942 (428,086) 71,850,942 30,769,004 6/30/2010
94985WBL4 37,110,835 36,927,295 (183,540) 36,927,295 27,557,573 6/30/2010
94986AAC2 111,161,847 110,675,500 (486,347) 110,675,500 92,731,400 6/30/2010
19075CAJ2 10,031,998 --- ² (5,248,178) 4,783,820 4,783,820 6/30/2010
19075CAK9 5,761,021 --- ² (385,711) 5,375,310 5,375,310 6/30/2010
19075CAN3 454,802 --- ² (4,802) 450,000 450,000 6/30/2010
61746WFS4 2,614,031 --- ² (104,456) 2,509,575 2,509,575 6/30/2010
00253CHY6 3,147,874 3,121,443 (26,431) 3,121,443 1,069,028 6/30/2010
03072SQV0 1,528,576 1,058,958 (469,618) 1,058,958 432,209 6/30/2010
03762AAG4 3,000,000 2,290,278 (709,722) 2,290,278 473,700 6/30/2010
05947UY28 3,872,411 3,536,539 (335,872) 3,536,539 2,304,160 6/30/2010
05950VAT7 5,719,149 1,716,939 (4,002,210) 1,716,939 684,000 6/30/2010
07383F4H8 4,215,294 2,999,442 (1,215,852) 2,999,442 2,092,997 6/30/2010
07383F6U7 5,012,020 4,551,163 (460,857) 4,551,163 2,193,960 6/30/2010
07387BEP4 4,526,623 2,598,305 (1,928,318) 2,598,305 1,022,967 6/30/2010
07387BEQ2 1,586,185 1,037,442 (548,743) 1,037,442 1,538,635 6/30/2010
07387BFZ1 2,845,351 2,806,498 (38,853) 2,806,498 994,117 6/30/2010
07387BGA5 1,043,338 704,201 (339,137) 704,201 475,037 6/30/2010
07388RAK3 4,401,107 4,183,273 (217,834) 4,183,273 2,069,025 6/30/2010
07388RAL1 8,100,749 1,863,914 (6,236,835) 1,863,914 2,004,431 6/30/2010
07388RAM9 7,968,701 765,096 (7,203,605) 765,096 1,874,997 6/30/2010
07388RAN7 1,282,927 230,554 (1,052,373) 230,554 1,767,880 6/30/2010
07388RAP2 566,417 157,102 (409,315) 157,102 520,000 6/30/2010
07388VAL2 11,525,006 10,970,227 (554,779) 10,970,227 3,277,402 6/30/2010
07388YBE1 1,156,869 1,027,849 (129,020) 1,027,849 718,053 6/30/2010
12513YAP5 426,721 --- * (426,721) --- 525,000 6/30/2010
126171AQ0 4,279,102 3,221,462 (1,057,640) 3,221,462 1,587,060 6/30/2010
126671R73 4,136,680 1,903,429 (2,233,251) 1,903,429 1,441,915 6/30/2010
14986DAR1 16,842,252 12,454,676 (4,387,576) 12,454,676 3,947,228 6/30/2010
14986DAT7 20,095,834 4,270,382 (15,825,452) 4,270,382 4,591,840 6/30/2010
161546GN0 2,474,742 2,218,390 (256,352) 2,218,390 1,496,551 6/30/2010
161546HW9 2,109,796 1,916,133 (193,663) 1,916,133 877,420 6/30/2010
17310MAQ3 11,543,931 10,977,840 (566,091) 10,977,840 2,437,350 6/30/2010
17310MAS9 869,195 658,119 (211,076) 658,119 524,056 6/30/2010
190749AN1 454,683 --- * (454,683) --- 334,555 6/30/2010
20047EAM4 17,809,954 2,262,744 (15,547,210) 2,262,744 7,551,052 6/30/2010
20047EAP7 1,939,562 86,050 (1,853,512) 86,050 4,187,072 6/30/2010
20173MAQ3 543,825 409,714 (134,111) 409,714 450,000 6/30/2010
21075WBA2 1,992,829 1,695,008 (297,821) 1,695,008 1,755,083 6/30/2010
21075WCJ2 1,024,488 991,680 (32,808) 991,680 919,230 6/30/2010
22544QAK5 7,527,566 3,664,397 (3,863,169) 3,664,397 4,856,256 6/30/2010
22544QAM1 1,598,153 928,636 (669,517) 928,636 4,888,517 6/30/2010
22544QAN9 462,771 405,235 (57,536) 405,235 2,008,916 6/30/2010
22544QAP4 260,514 141,114 (119,400) 141,114 1,063,716 6/30/2010
22544QAQ2 432,694 --- * (432,694) --- 1,627,740 6/30/2010
225458SA7 18,121,902 2,904,026 (15,217,876) 2,904,026 2,131,445 6/30/2010
225458SB5 9,869,737 --- * (9,869,737) --- 1,281,595 6/30/2010
225470G80 9,885,679 9,314,838 (570,841) 9,314,838 3,586,580 6/30/2010
7.27