quarterly statement - TIAA-CREF

STATEMENT AS OF SEPTEMBER 30, 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA
SCHEDULE DB - PART C - SECTION 2
Replication (Synthetic Asset) Transactions Open
1
Number
of
Positions
First Quarter Second Quarter Third Quarter Fourth Quarter Year To Date
2
3
4
5
6
7
8
9
Total Replication
Total Replication
Total Replication
Total Replication
(Synthetic Asset) Number (Synthetic Asset) Number (Synthetic Asset) Number (Synthetic Asset) Number
Transactions
of
Transactions
of
Transactions
of
Transactions
of
Statement Value Positions Statement Value Positions Statement Value Positions Statement Value Positions
10
Total Replication
(Synthetic Asset)
Transactions
Statement Value
1. Beginning Inventory
2. Add: Opened or Acquired Transactions
3. Add: Increases in Replication (Synthetic Asset)
Transactions Statement Value XXX XXX XXX XXX XXX
4. Less: Closed or Disposed of Transactions
5. Less: Positions Disposed of for Failing Effectiveness
Criteria
6. Less: Decreases in Replication (Synthetic Asset)
Transactions Statement Value XXX XXX XXX XXX XXX
SI06
7. Ending Inventory