assets - TIAA-CREF

SI12.3NumberANNUAL 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 . / 0 * 0 %##0 # %##0 # !"#$% & '()' !"#$% & "& '()' 0 * !"#$% & "& '()' %##0 # !"#$% & '' %##0 # !"#$% & '0' '(' %##0 # !"% %##0 # #$% & '' '()' %##0 # !"1 %##0 # #$% & '' %##0 # !"1 %##0 # #$% & '' %##0 # !" %##0 # #$% & '' %##0 # !"( %##0 # #$% & ''15Book/AdjustedCarryingValue16Fair Value *#$+,- *#$+,- *#$+,- *#$+,- *#$+,- *#$+,- *#$+,- *#$+,- *#$+,- *#$+,- *$+,- *#$+,- '1' *#$+,- '0' *#$+,- %##0 # * %##0 # !"#$% & '' *$+,- '' *#$+,- '2''(#$+,- ''' *#$+,- %##0 # %##0 # !"#$% & ''' *#$+,-