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
55312TAR4 $ 3,616,402 $ --- ² $ (2,369,989) $ 1,246,413 $ 1,246,413 12/31/2008
55312YAT9 20,004,831 --- ² (17,949,031) 2,055,800 2,055,800 12/31/2008
589929JS8 4,196,584 --- ² (460,813) 3,735,771 3,735,771 12/31/2008
59022HEF5 1,041,525 --- ² (907,992) 133,533 133,533 12/31/2008
59022HEG3 217,210 --- ² (129,739) 87,471 87,471 12/31/2008
59022HEH1 148,995 --- ² (100,815) 48,180 48,180 12/31/2008
60687VAN5 3,276,152 --- ² (2,857,652) 418,500 418,500 12/31/2008
617453AC9 4,941,714 --- ² (4,307,214) 634,500 634,500 12/31/2008
617453AD7 6,839,059 --- ² (6,037,244) 801,815 801,815 12/31/2008
61746WE97 982,114 --- ² (622,238) 359,876 359,876 12/31/2008
61746WF21 198,149 --- ² (108,779) 89,370 89,370 12/31/2008
61749MAG4 2,463,365 --- ² (2,174,584) 288,781 288,781 12/31/2008
70556RAD3 41,824,931 --- ² (16,186,786) 25,638,145 25,638,145 12/31/2008
74040KAC6 14,387,860 --- ² (7,644,893) 6,742,967 6,742,967 12/31/2008
74924PAJ1 1,071,735 --- ² (577,030) 494,705 494,705 12/31/2008
760985U58 380,419 --- ² (70,655) 309,764 309,764 12/31/2008
760985U66 166,134 --- ² (69,050) 97,084 97,084 12/31/2008
76110HQT9 2,966,509 --- ² (1,968,981) 997,528 997,528 12/31/2008
76110VLD8 2,354,851 --- ² (467,251) 1,887,601 1,887,601 12/31/2008
76110VPJ1 2,462,808 --- ² (780,464) 1,682,344 1,682,344 12/31/2008
76110VPU6 1,428,428 --- ² (659,001) 769,427 769,427 12/31/2008
76110VTQ1 6,999,985 --- ² (6,060,515) 939,470 939,470 12/31/2008
76110WRX6 4,096,799 --- ² (1,412,549) 2,684,250 2,684,250 12/31/2008
76110WVT0 1,123,115 --- ² (565,567) 557,549 557,549 12/31/2008
76113GAC2 4,756,743 --- ² (4,437,090) 319,653 319,653 12/31/2008
92978QAT4 20,021,630 --- ² (17,893,630) 2,128,000 2,128,000 12/31/2008
939344AN7 10,000,000 --- ² (3,054,200) 6,945,800 6,945,800 12/31/2008
93934DAQ0 87,351 --- ² (51,823) 35,528 35,528 12/31/2008
94980KAQ5 1,103,943 --- ² (643,629) 460,314 460,314 12/31/2008
004421RV7 9,463,168 7,747,697 ¹ (1,715,471) 7,747,697 7,003,715 9/30/2008
03702YAC4 21,627,908 --- ² (14,058,108) 7,569,800 7,569,800 9/30/2008
05949AM31 1,873,669 1,656,719 ¹ (216,950) 1,656,719 739,839 9/30/2008
12558MBP6 19,071,607 16,855,724 ¹ (2,215,883) 16,855,724 5,396,442 9/30/2008
55312TAQ6 10,046,558 --- ² (6,083,638) 3,962,920 3,962,920 9/30/2008
55312TAR4 11,893,403 --- ² (8,099,902) 3,793,501 3,793,501 9/30/2008
589929JS8 5,505,188 --- ² (694,732) 4,810,456 4,810,456 9/30/2008
59022HEF5 1,160,443 1,060,145 ¹ (100,298) 1,060,145 445,708 9/30/2008
59022HEG3 575,821 229,619 ¹ (346,202) 229,619 266,453 9/30/2008
59022HEH1 259,151 161,404 ¹ (97,747) 161,404 233,878 9/30/2008
74040KAC6 15,328,440 --- ² (940,580) 14,387,860 14,387,860 9/30/2008
004421RV7 13,293,979 10,420,391 ¹ (2,873,588) 10,420,391 8,677,457 6/30/2008
05947UJV1 1,613,758 1,063,032 ¹ (550,726) 1,063,032 2,510,921 6/30/2008
152314DT4 1,874,385 1,222,995 ¹ (651,390) 1,222,995 1,436,123 6/30/2008
59022HEG3 698,839 588,230 ¹ (110,609) 588,230 460,785 6/30/2008
59022HEH1 644,929 271,560 ¹ (373,369) 271,560 412,942 6/30/2008
74040KAC6 16,983,047 --- ² (834,284) 16,148,763 16,148,763 6/30/2008
46625M2Y4 1,434,849 674,165 ¹ (760,684) 674,165 727,135 3/31/2008
61746WE97 1,687,099 1,085,336 ¹ (601,763) 1,085,336 1,710,037 3/31/2008
61746WF21 659,501 249,760 ¹ (409,741) 249,760 545,244 3/31/2008
68400XBL3 557,541 280,704 ¹ (276,837) 280,704 426,874 3/31/2008
760985U66 867,188 --- ² (536,924) 330,264 330,264 12/31/2007
363259AA0 15,000,000 --- ² (4,800,000) 10,200,000 10,200,000 12/31/2007
61746WF21 771,351 676,705 ¹ (94,646) 676,705 556,580 12/31/2007
760985U58 2,813,940 911,116 ¹ (1,902,824) 911,116 2,421,305 12/31/2007
76110WRX6 5,900,848 4,987,584 ¹ (913,264) 4,987,584 4,149,159 12/31/2007
652454BB4 10,000,000 --- ² (1,500,000) 8,500,000 8,500,000 9/30/2007
652454BC2 5,000,000 --- ² (850,000) 4,150,000 4,150,000 9/30/2007
52518RBE5 1,322,892 --- ² (333,510) 989,382 989,382 6/30/2006
74681@AK5 4,500,000 --- ² (2,487,421) 2,012,579 2,012,579 9/30/2003
$ (2,916,749,646)
¹ Impairment based on undiscounted cash flows.
² Impairment based on Fair Value.
³ Impairment based on another price different from Fair value.
* Securities identified as having a net present value of $0.
7.41