assets - TIAA-CREF

SI12.1NumberANNUAL STATEMENT FOR THE YEAR 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICASCHEDULE DB - PART C - SECTION 1Replication (Synthetic Asset) Transactions Open as of December 31 of Current YearReplication (Synthetic Asset) TransactionsComponents of the Replication (Synthetic Asset) Transactions1 2 3 4 5 6 7 8 Derivative Instrument(s) Open Cash Instrument(s) Held91011 121314NAICNAICDesignation orBook/AdjustedBook/AdjustedDesignation orOtherNotional CarryingEffective MaturityCarryingOtherDescriptionDescription Amount Value Fair Value Date DateDescriptionValue Fair Value CUSIP DescriptionDescription -. ) # . # 1 %##/#- 2 %##/#- !" #$%& '(' ) # !" #$%& '' # !" #$%& "& '-' %##/#- !" #$%& "& "& ' ' %##/#- !" #$%& "& "& ')' '1' %##/#- !" #$%2/ %##/#- & "& "& '1' ) !" . ) #$%& "& "& '' %##/# !" %##/# #$%& '/' %##/# !" %##/# #$%& '/' %##/# !"- %##/# #$%& '' '4' %##/# !" %##/# #$%& '3' %##/# !" %##/# #$%& '3' %##/# !"/ %##/# #$%& ')' '4' %##/# !" %##/# #$%& '1'15Book/AdjustedCarryingValue16Fair Value )(' #$*+, ()#$*+, / 0 () #$*+, ()$*+, '11(#$*+, 3. ()#$*+, ()#$*+, - 0- #$*+, ()#$*+, ()#$*+, ()#$*+, ()#$*+, ()#$*+, ()#$*+, ()#$*+, ()#$*+, ()#$*+,