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
643529AD2 $ 12,102,280 $ 11,103,196 $ (999,084) $ 11,103,196 $ 8,263,928 6/30/2010
74438WAN6 1,082,617 400,684 (681,933) 400,684 35,420 6/30/2010
760985YY1 831,763 605,023 (226,740) 605,023 143,230 6/30/2010
76110WRX6 1,417,999 758,223 (659,776) 758,223 583,292 6/30/2010
86359B4V0 21,641,235 20,762,501 (878,734) 20,762,501 14,349,507 6/30/2010
86359DMX2 49,984,375 47,927,368 (2,057,007) 47,927,368 32,510,440 6/30/2010
87222PAE3 29,238,524 28,382,087 (856,437) 28,382,087 15,820,916 6/30/2010
92977QAM0 20,053,514 10,149,716 (9,903,798) 10,149,716 5,842,480 6/30/2010
92978MAL0 11,091,220 10,867,453 (223,767) 10,867,453 4,429,080 6/30/2010
92978MAN6 7,874,789 1,282,000 (6,592,789) 1,282,000 5,840,200 6/30/2010
92978MAT3 130,171 --- * (130,171) --- 435,680 6/30/2010
92978TAK7 20,062,978 14,704,038 (5,358,940) 14,704,038 5,308,880 6/30/2010
92978TAL5 22,273,467 4,978,080 (17,295,387) 4,978,080 6,427,860 6/30/2010
92978TAM3 5,018,168 4,288,449 (729,719) 4,288,449 5,558,910 6/30/2010
93934DAR8 63,646 54,032 (9,614) 54,032 44,885 6/30/2010
939344AN7 6,065,430 --- ² (1,272,720) 4,792,710 4,792,710 6/30/2010
61746WFS4 2,509,576 --- ² (80,894) 2,428,682 2,428,682 6/30/2010
00253CHK6 2,245,378 1,955,804 (289,574) 1,955,804 1,174,423 3/31/2010
74040KAC6 6,795,019 --- ² (2,859,085) 3,935,934 3,935,934 3/31/2010
03702YAC4 25,200 --- ² (10,800) 14,400 14,400 3/31/2010
55312TAR4 650,808 --- ² (165,128) 485,680 485,680 3/31/2010
02147QAE2 45,092,898 43,634,925 (1,457,973) 43,634,925 35,987,230 3/31/2010
02148FAW5 26,144,301 25,008,260 (1,136,041) 25,008,260 18,776,720 3/31/2010
02148YAD6 19,568,230 18,986,984 (581,246) 18,986,984 17,070,532 3/31/2010
02149HAK6 23,392,360 22,157,145 (1,235,215) 22,157,145 19,738,678 3/31/2010
02151CBD7 27,542,769 25,854,585 (1,688,184) 25,854,585 23,165,668 3/31/2010
02151FAD1 37,054,586 36,269,400 (785,186) 36,269,400 25,475,656 3/31/2010
02151NBA9 17,316,643 15,671,369 (1,645,274) 15,671,369 8,688,977 3/31/2010
03072SQV0 2,402,016 1,539,826 (862,190) 1,539,826 447,980 3/31/2010
036510AB1 2,640,442 2,216,364 (424,078) 2,216,364 502,060 3/31/2010
05947UMP0 220,115 --- * (220,115) --- 268,157 3/31/2010
05947UMQ8 40,439 --- * (40,439) --- 7,346 3/31/2010
05947UVZ8 318,015 298,794 (19,221) 298,794 11,341 3/31/2010
05947UWA2 160,955 --- * (160,955) --- 5,670 3/31/2010
05947UWB0 38,213 --- * (38,213) --- 11 3/31/2010
05947UWC8 37,462 --- * (37,462) --- 11 3/31/2010
05947UY28 4,010,191 3,876,118 (134,073) 3,876,118 2,551,720 3/31/2010
05948KB65 9,967,742 9,779,206 (188,536) 9,779,206 6,793,636 3/31/2010
05948KC98 17,655,061 17,488,890 (166,171) 17,488,890 13,601,691 3/31/2010
05948KF20 17,999,982 17,770,893 (229,089) 17,770,893 15,539,459 3/31/2010
05948KLA5 1,682,897 966,410 (716,487) 966,410 922,443 3/31/2010
05948KP37 10,677,570 10,605,671 (71,899) 10,605,671 8,190,960 3/31/2010
05949AA67 4,729,113 2,495,578 (2,233,535) 2,495,578 3,005,167 3/31/2010
05949AA75 255,894 251,887 (4,007) 251,887 430,578 3/31/2010
05949AM23 1,731,479 910,147 (821,332) 910,147 1,872,146 3/31/2010
05949AM31 358,619 174,351 (184,268) 174,351 328,060 3/31/2010
05949AMN7 6,185,487 5,227,430 (958,057) 5,227,430 4,028,445 3/31/2010
05949AMP2 2,112,024 867,709 (1,244,315) 867,709 1,432,633 3/31/2010
05949TBF5 19,631,054 19,565,964 (65,090) 19,565,964 16,488,408 3/31/2010
059511AM7 1,289,986 1,249,704 (40,282) 1,249,704 1,392,444 3/31/2010
059511AS4 1,188,469 1,011,351 (177,118) 1,011,351 1,314,724 3/31/2010
059511AU9 1,414,062 1,236,027 (178,035) 1,236,027 1,730,310 3/31/2010
07383F5T1 4,790,399 4,327,654 (462,745) 4,327,654 1,797,485 3/31/2010
07387BGA5 1,400,027 1,067,771 (332,256) 1,067,771 394,127 3/31/2010
07388RAN7 2,618,137 1,403,761 (1,214,376) 1,403,761 1,527,310 3/31/2010
07388RAP2 923,296 652,661 (270,635) 652,661 585,000 3/31/2010
07388YBC5 1,667,650 1,652,127 (15,523) 1,652,127 1,013,894 3/31/2010
07388YBE1 1,280,301 1,239,645 (40,656) 1,239,645 651,277 3/31/2010
12513YAP5 668,265 489,748 (178,517) 489,748 550,000 3/31/2010
12513YAR1 10,266,538 114,284 (10,152,254) 114,284 4,599,900 3/31/2010
12543UAE2 15,131,563 15,127,220 (4,343) 15,127,220 8,170,711 3/31/2010
12543XAD8 24,797,903 24,672,225 (125,678) 24,672,225 18,039,990 3/31/2010
12544ABJ3 13,091,155 12,070,878 (1,020,277) 12,070,878 12,263,022 3/31/2010
12544DAK5 21,675,290 21,552,653 (122,637) 21,552,653 15,549,424 3/31/2010
12544DAQ2 15,572,064 15,404,221 (167,843) 15,404,221 9,926,487 3/31/2010
12558MBP6 4,464,218 2,194,447 (2,269,771) 2,194,447 1,602,262 3/31/2010
7.29