quarterly statement - TIAA-CREF

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STATEMENT AS OF SEPTEMBER 30, 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA SCHEDULE DB - PART A - VERIFICATION Options, Caps, Floors, Collars, Swaps and Forwards 1. Book/Adjusted Carrying Value, December 31, prior year (Line 9, prior year) 2. Cost Paid/(Consideration Received) on additions 3. Unrealized Valuation increase/(decrease) 4. Total gain (loss) on termination recognized 5. Considerations received/(paid) on terminations 6. Amortization 7. Adjustment to the Book/Adjusted Carrying Value of hedged item 8. Total foreign exchange change in Book/Adjusted Carrying Value 9. Book/Adjusted Carrying Value at End of Current Period (Lines 1+2+3+4-5+6+7+8) 10. Deduct nonadmitted assets 11. Statement value at end of current period (Line 9 minus Line 10) SCHEDULE DB - PART B - VERIFICATION Futures Contracts 1. Book/Adjusted carrying value, December 31 of prior year 2. Net cash deposits (Section 1, Broker Name/Net Cash Deposits Footnote) 3.1 Change in variation margin on open contracts 3.2 Add: Change in adjustment to basis of hedged item 3.21 Section 1, Column 17, current year to date minus 3.22 Section 1, Column 17, prior year Change in amount recognized NONE 3.23 Section 1, Column 16, current year to date minus 3.24 Section 1, Column 16, prior year 3.3 Subtotal (Line 3.1 minus Line 3.2) 4.1 Variation margin on terminated contracts during the year 4.2 Less: 4.21 Amount used to adjust basis of hedged item 4.22 Amount recognized 4.3 Subtotal (Line 4.1 minus Line 4.2) 5. Dispositions gains (losses) on contracts terminated in prior year: 5.1 Recognized 5.2 Used to adjust basis of hedged items 6. Book/Adjusted carrying value at end of current period (Lines 1+2+3.3-4.3-5.1-5.2) 7. Deduct total nonadmitted amounts 8. Statement value at end of current period (Line 6 minus Line 7) SI04
SI05 Number STATEMENT AS OF SEPTEMBER 30, 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA SCHEDULE DB - PART C - SECTION 1 Replication (Synthetic Asset) Transactions Open as of Current Statement Date Replication (Synthetic Asset) Transactions Components of the Replication (Synthetic Asset) Transactions 1 2 3 4 5 6 7 8 Derivative Instrument(s) Open Cash Instrument(s) Held 9 10 11 12 13 14 NAIC NAIC Designation or Book/Adjusted Book/Adjusted Designation or Other Notional Carrying Effective Maturity Carrying Other Description Description Amount Value Fair Value Date Date Description Value Fair Value CUSIP Description Description - . - " / (- / (- - " 12 ) " / / / - . - " -/ ) " (- )/ - 1 2 - . - " - ) " ! "# $ % &'(& - . - " ! "# $ % && (- ! "# $ % !% && (- ! "# $ % !% && - " ! "# $ % !% &0& ) " ! "# $ % &'(& ! "# $ % && ! "# $ % &0& ! "# $ % &)& - . - " ! "# $ % &0& ) " ! "# $ % &0& (- ! "# $ % &'(& - 1 ! "# $ % &'(& - . - " ! "# $ % && ) " ! "# $ % &'(& 15 Book/Adjusted Carrying Value 16 Fair Value ) "# *+, ) # *+, ) # *+, ) # *+, 1 . ) "# *+, ) "# *+, ) "# *+, 1 . ) "# *+, & "# *+, 1 . ) "# *+, 1 . ) "# *+, ) "# *+, ) "# *+, ) # *+, ) "# *+,
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QUARTERLY STATEMENT OF THE TEACHERS
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STATEMENT AS OF SEPTEMBER 30, 2011
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E05.4 STATEMENT AS OF SEPTEMBER 30,
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E05.10 STATEMENT AS OF SEPTEMBER 30
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quarterly statement - TIAA-CREF

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