assets - TIAA-CREF

SI12.12NumberANNUAL 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 * / 1 ! " # $ % &'(& ! " # $ % &&&'&&& ! " # $ % &'(& * ! " # $ % #% #% &'& * ! " # $ % #% #% &'& * ! " # $ % #% #% &'& ! " # $ % &'& ! " # $ % &'&15Book/AdjustedCarryingValue16Fair Value ) * $ +,- ) * $ +,- ) * $ +,- ) * $ +,- ) * $ +,- ) * $ +,- ) * $ +,- ) * $ +,- ) * $ +,- ) * $ +,-12 ) * $ +,-&'& ) * $ +,-&'*& 9999999 - Totals XXX XXX XXX #% XXX XXX XXX