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
74438WAN6 $ 2,435,634 $ 1,816,058 $ (619,576) $ 1,816,058 $ 483,756 9/30/2009
92978QAJ6 44,853,705 41,898,576 (2,955,129) 41,898,576 23,143,606 9/30/2009
92978QAN7 10,035,032 1,054,620 (8,980,412) 1,054,620 1,308,000 9/30/2009
92978QAP2 10,035,430 1,006,809 (9,028,621) 1,006,809 1,227,540 9/30/2009
92978QAR8 33,913,365 2,428,623 (31,484,742) 2,428,623 2,703,520 9/30/2009
92978QAT4 2,207,457 (307,191) (2,514,648) (307,191) 1,400,000 9/30/2009
92978TAL5 30,104,829 23,644,657 (6,460,172) 23,644,657 5,013,420 9/30/2009
92978TAM3 30,106,380 7,091,481 (23,014,899) 7,091,481 4,660,680 9/30/2009
02151CBD7 30,078,496 28,536,105 (1,542,391) 28,536,105 22,051,302 9/30/2009
12566XAG3 17,348,888 15,725,340 (1,623,548) 15,725,340 6,953,865 9/30/2009
02147QAE2 49,228,610 45,152,500 (4,076,110) 45,152,500 36,433,950 9/30/2009
12544RAL2 9,625,351 8,883,000 (742,351) 8,883,000 5,950,703 9/30/2009
12566XAE8 36,726,158 34,342,512 (2,383,646) 34,342,512 23,452,904 9/30/2009
16165TBJ1 11,550,415 10,448,900 (1,101,515) 10,448,900 6,535,688 9/30/2009
46627MAC1 11,998,763 11,109,835 (888,928) 11,109,835 5,856,448 9/30/2009
362334ME1 30,218,777 --- ² (12,195,320) 18,023,457 18,023,457 6/30/2009
61749EAE7 25,483,761 --- ² (16,778,706) 8,705,055 8,705,055 6/30/2009
12613KAJ8 6,296,000 --- ² (5,351,600) 944,400 944,400 6/30/2009
643529AD2 15,955,720 --- ² (8,979,720) 6,976,000 6,976,000 6/30/2009
74040KAC6 5,669,246 --- ² (858,977) 4,810,269 4,810,269 6/30/2009
939344AN7 6,948,092 --- ² (1,155,092) 5,793,000 5,793,000 6/30/2009
015386AD7 1,718,750 --- ² (172,250) 1,546,500 1,546,500 6/30/2009
46630AAG3 3,008,127 --- ² (2,599,827) 408,300 408,300 6/30/2009
46630AAC2 3,509,499 --- ² (2,982,749) 526,750 526,750 6/30/2009
22545YAS0 22,629,873 --- ² (20,705,482) 1,924,391 1,924,391 6/30/2009
46630JAU3 20,074,125 --- ² (17,918,125) 2,156,000 2,156,000 6/30/2009
50179AAN7 5,511,632 --- ² (4,650,800) 860,832 860,832 6/30/2009
362332AV0 20,707,546 --- ² (18,846,146) 1,861,400 1,861,400 6/30/2009
50179AAS6 7,520,314 --- ² (6,537,495) 982,819 982,819 6/30/2009
22545LAR0 16,935,085 --- ² (14,758,255) 2,176,830 2,176,830 6/30/2009
50179AAM9 4,015,625 --- ² (3,284,425) 731,200 731,200 6/30/2009
07388YBE1 6,678,995 --- ² (6,104,995) 574,000 574,000 6/30/2009
07388YBC5 6,807,716 --- ² (6,205,016) 602,700 602,700 6/30/2009
05950VAT7 5,720,982 --- ² (5,312,292) 408,690 408,690 6/30/2009
05947UMQ8 407,714 --- ² (339,694) 68,020 68,020 6/30/2009
05947UMP0 1,621,046 --- ² (1,360,721) 260,325 260,325 6/30/2009
05947UJT6 1,000,436 --- ² (743,026) 257,410 257,410 6/30/2009
22545LAT6 5,426,647 --- ² (4,926,626) 500,021 500,021 6/30/2009
61751NAR3 4,002,195 --- ² (3,660,595) 341,600 341,600 6/30/2009
92978MAT3 5,464,600 --- ² (4,860,639) 603,961 603,961 6/30/2009
92977QAQ1 13,034,405 --- ² (11,980,105) 1,054,300 1,054,300 6/30/2009
61754JAN8 2,787,584 --- ² (2,427,884) 359,700 359,700 6/30/2009
61753JAN9 7,376,067 --- ² (6,286,655) 1,089,412 1,089,412 6/30/2009
61753JAM1 10,040,730 --- ² (8,673,730) 1,367,000 1,367,000 6/30/2009
50180JAL9 7,028,178 --- ² (5,882,278) 1,145,900 1,145,900 6/30/2009
61749MAF6 2,933,947 -- ² (2,552,647) 381,300 381,300 6/30/2009
61746WE89 934,072 --- ² (703,548) 230,524 230,524 6/30/2009
61746WE71 2,038,212 --- ² (1,558,205) 480,007 480,007 6/30/2009
59023BAM6 5,888,700 --- ² (4,806,900) 1,081,800 1,081,800 6/30/2009
59022HEC2 6,984,225 --- ² (5,699,025) 1,285,200 1,285,200 6/30/2009
50180JAM7 17,068,049 --- ² (14,611,549) 2,456,500 2,456,500 6/30/2009
59022HED0 2,244,466 --- ² (1,953,125) 291,341 291,341 6/30/2009
52108RCK6 13,624,490 --- ² (12,692,065) 932,425 932,425 6/30/2009
50180JAR6 12,048,727 --- ² (10,654,327) 1,394,400 1,394,400 6/30/2009
52108MDU4 7,906,789 --- ² (6,461,189) 1,445,600 1,445,600 6/30/2009
251510CY7 9,287,032 --- ² (7,029,696) 2,257,336 2,257,336 6/30/2009
52521RAS0 3,173,730 --- ² (1,672,517) 1,501,213 1,501,213 6/30/2009
02149HAK6 27,458,769 --- ² (13,202,360) 14,256,409 14,256,409 6/30/2009
75115CAG2 10,160,350 --- ² (5,511,758) 4,648,592 4,648,592 6/30/2009
126378AG3 16,952,099 --- ² (8,331,528) 8,620,571 8,620,571 3/31/2009
126378AH1 18,332,132 --- ² (8,896,772) 9,435,360 9,435,360 3/31/2009
152314DT4 406,084 --- ² (125,394) 280,690 280,690 3/31/2009
46628SAG8 28,479,557 --- ² (15,739,186) 12,740,371 12,740,371 3/31/2009
589929JS8 3,614,073 --- ² (977,614) 2,636,460 2,636,460 3/31/2009
61749WAH0 8,348,064 --- ² (3,723,256) 4,624,808 4,624,808 3/31/2009
61749WAJ6 4,840,214 --- ² (2,064,598) 2,775,616 2,775,616 3/31/2009
7.39