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
22545YAS0 $ 5,830,405 $ 3,577,397 $ (2,253,008) $ 3,577,397 $ 2,765,958 3/31/2010
251510CY7 6,027,410 4,221,438 (1,805,972) 4,221,438 2,388,495 3/31/2010
251510ET6 5,967,441 3,950,554 (2,016,887) 3,950,554 1,526,850 3/31/2010
251511AC5 14,805,071 14,612,272 (192,799) 14,612,272 10,668,651 3/31/2010
294751BY7 3,584,750 2,457,027 (1,127,723) 2,457,027 1,050,749 3/31/2010
294751DH2 2,155,248 1,701,535 (453,713) 1,701,535 389,294 3/31/2010
294751DY5 1,611,177 1,242,907 (368,270) 1,242,907 272,004 3/31/2010
294751FB3 4,469,940 2,159,859 (2,310,081) 2,159,859 1,262,440 3/31/2010
294751FC1 1,232,038 609,805 (622,233) 609,805 514,437 3/31/2010
294754AY2 5,323,066 5,073,326 (249,740) 5,073,326 4,147,640 3/31/2010
32051GDH5 3,970,409 3,264,438 (705,971) 3,264,438 3,409,527 3/31/2010
32051GFL4 7,578,722 7,537,146 (41,576) 7,537,146 5,595,466 3/31/2010
36228CYQ0 23,086,753 19,954,462 (3,132,291) 19,954,462 7,527,524 3/31/2010
3622ECAH9 5,882,873 4,421,834 (1,461,039) 4,421,834 2,885,374 3/31/2010
3622ECAK2 18,750,828 16,607,826 (2,143,002) 16,607,826 11,280,108 3/31/2010
3622ELAD8 44,091,517 41,871,096 (2,220,421) 41,871,096 24,891,299 3/31/2010
3622MPBE7 50,351,907 49,993,950 (357,957) 49,993,950 40,524,485 3/31/2010
362332AT5 431,489 238,109 (193,380) 238,109 2,881,920 3/31/2010
362332AV0 399,877 --- * (399,877) --- 1,640,000 3/31/2010
362334ME1 23,534,063 22,348,250 (1,185,813) 22,348,250 16,824,456 3/31/2010
362334QC1 9,034,890 8,860,291 (174,599) 8,860,291 6,830,887 3/31/2010
362375AD9 15,214,761 14,512,803 (701,958) 14,512,803 11,097,407 3/31/2010
362669AQ6 10,072,205 10,055,881 (16,324) 10,055,881 6,988,691 3/31/2010
36298JAC7 7,457,412 5,205,353 (2,252,059) 5,205,353 1,300,000 3/31/2010
36828QLB0 6,650,482 5,297,161 (1,353,321) 5,297,161 1,925,996 3/31/2010
45660LPD5 13,660,835 13,628,158 (32,677) 13,628,158 9,535,212 3/31/2010
46412QAD9 4,715,407 4,220,242 (495,165) 4,220,242 2,670,797 3/31/2010
46625MQ93 446,572 295,023 (151,549) 295,023 121,263 3/31/2010
46625YQ97 795,260 713,219 (82,041) 713,219 1,202,170 3/31/2010
46627MAC1 11,101,556 10,947,012 (154,544) 10,947,012 6,190,987 3/31/2010
46628CAD0 19,262,507 16,978,772 (2,283,735) 16,978,772 13,019,864 3/31/2010
46628SAG8 24,118,269 20,192,336 (3,925,933) 20,192,336 14,055,183 3/31/2010
46628YBP4 15,322,409 15,320,058 (2,351) 15,320,058 10,033,890 3/31/2010
46629GAQ1 5,014,990 3,913,629 (1,101,361) 3,913,629 1,142,630 3/31/2010
46629PAU2 3,005,928 2,707,139 (298,789) 2,707,139 898,887 3/31/2010
46629YAM1 15,658,620 13,795,880 (1,862,740) 13,795,880 5,507,620 3/31/2010
46630AAC2 1,551,188 728,104 (823,084) 728,104 490,000 3/31/2010
46631BAN5 28,347,649 20,421,136 (7,926,513) 20,421,136 6,896,809 3/31/2010
46631BAP0 9,891,067 3,714,812 (6,176,255) 3,714,812 2,894,337 3/31/2010
46632HAQ4 1,677,705 661,287 (1,016,418) 661,287 508,468 3/31/2010
46632HAR2 2,047,306 1,057,218 (990,088) 1,057,218 1,015,355 3/31/2010
50177AAL3 2,208,516 1,197,758 (1,010,758) 1,197,758 1,903,030 3/31/2010
50179AAM9 2,908,774 2,465,436 (443,338) 2,465,436 480,000 3/31/2010
50179AAN7 1,311,655 --- * (1,311,655) --- 549,000 3/31/2010
50179AAS6 1,242,113 --- * (1,242,113) --- 524,370 3/31/2010
50180JAM7 4,017,423 1,334,232 (2,683,191) 1,334,232 1,700,000 3/31/2010
50180JAR6 2,095,451 478,725 (1,616,726) 478,725 840,000 3/31/2010
52108HZ80 5,810,790 4,946,320 (864,470) 4,946,320 1,767,997 3/31/2010
52521RAS0 2,782,285 2,514,992 (267,293) 2,514,992 1,353,507 3/31/2010
525221EB9 29,827,547 28,822,444 (1,005,103) 28,822,444 20,852,745 3/31/2010
525221JW8 40,440,084 34,927,611 (5,512,473) 34,927,611 25,824,420 3/31/2010
52522HAL6 39,058,866 33,636,080 (5,422,786) 33,636,080 17,901,172 3/31/2010
52523KAH7 11,907,943 11,021,602 (886,341) 11,021,602 8,733,078 3/31/2010
53944MAC3 1,630,132 589,299 (1,040,833) 589,299 420,000 3/31/2010
55312TAJ2 2,018,264 1,289,222 (729,042) 1,289,222 1,686,681 3/31/2010
55312TAK9 3,935,156 2,755,763 (1,179,393) 2,755,763 3,275,550 3/31/2010
55312YAJ1 1,551,651 1,249,295 (302,356) 1,249,295 1,950,000 3/31/2010
55312YAK8 733,206 333,928 (399,278) 333,928 880,000 3/31/2010
55312YAL6 910,764 --- * (910,764) --- 700,000 3/31/2010
55312YAS1 550,646 --- * (550,646) --- 400,000 3/31/2010
55312YAT9 765,344 --- * (765,344) --- 600,000 3/31/2010
576434GR9 2,237,348 1,529,886 (707,462) 1,529,886 1,340,151 3/31/2010
576434SW5 11,213,256 8,207,145 (3,006,111) 8,207,145 6,404,670 3/31/2010
59022HEC2 1,383,042 207,699 (1,175,343) 207,699 2,685,200 3/31/2010
59022HED0 159,625 --- * (159,625) --- 225,006 3/31/2010
59022HEE8 116,912 --- * (116,912) --- 120,381 3/31/2010
7.31