quarterly statement - TIAA-CREF

SI05.1
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
-. ) #
. #
. %##/#-
!
"
#$%& "& '('
) #
!
" #$%
& "& ''
# !
"
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%##/#
- !
" #$%
& "& "& ''
'1'
%##/#
- !
" #$%
1 %##/#- & "& "& ' '
%##/#
- !
" #$%
3 %##/#- & "& "& ')'
'1'
%##/#
- !
" #$%
3/ %##/#- & "& "& '1'
)
!
"
. ) #$%& "& "& ''
%##/
#
!"
%##/# #$%& '/'
%##/
#
!"
%##/# #$%& '/'
%##/
#
!"
- %##/# #$%& ''
'4'
%##/
#
!"
%##/# #$%& '2'
%##/
#
!"
%##/# #$%& '2'
%##/
#
!"
/ %##/# #$%& ')'
15
Book/Adjusted
Carrying
Value
16
Fair Value
)('
#$*+,
()#$*+,
/ 0 ()
#$*+,
) ')1(
#$*+, 2.
()#$*+,
()$*+,
'11(
#$*+, 2.
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- 0-
#$*+,
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