assets - TIAA-CREF

ANNUAL STATEMENT FOR THE YEAR 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICACUSIPBook/AdjCarrying ValueAmortized CostBefore FinancialReporting PeriodNOTES TO FINANCIAL STATEMENTSProjected CashFlowsRecognizedOther-Than-TemporaryImpairmentAmortized CostAfter Other-Than-TemporaryImpairmentFair Value as ofImpairmentDateFinancialReportingPeriod ofImpairment76110WRX6 $ 4,096,799 $ - ² $ (1,412,549) $ 2,684,250 $ 2,684,250 12/31/200876110WVT0 1,123,115 - ² (565,567) 557,549 557,549 12/31/200876113GAC2 4,756,743 - ² (4,437,090) 319,653 319,653 12/31/200892978QAT4 20,021,630 - ² (17,893,630) 2,128,000 2,128,000 12/31/2008939344AN7 10,000,000 - ² (3,054,200) 6,945,800 6,945,800 12/31/200893934DAQ0 87,351 - ² (51,823) 35,528 35,528 12/31/200894980KAQ5 1,103,943 - ² (643,629) 460,314 460,314 12/31/2008004421RV7 9,463,168 7,747,697 ¹ (1,715,471) 7,747,697 7,003,715 9/30/200803702YAC4 21,627,908 - ² (14,058,108) 7,569,800 7,569,800 9/30/200805949AM31 1,873,669 1,656,719 ¹ (216,950) 1,656,719 739,839 9/30/200812558MBP6 19,071,607 16,855,724 ¹ (2,215,883) 16,855,724 5,396,442 9/30/200855312TAQ6 10,046,558 - ² (6,083,638) 3,962,920 3,962,920 9/30/200855312TAR4 11,893,403 - ² (8,099,902) 3,793,501 3,793,501 9/30/2008589929JS8 5,505,188 - ² (694,732) 4,810,456 4,810,456 9/30/200859022HEF5 1,160,443 1,060,145 ¹ (100,298) 1,060,145 445,708 9/30/200874040KAC6 15,328,440 - ² (940,580) 14,387,860 14,387,860 9/30/200886800YAA4 44,853,071 - ² (17,120,021) 27,733,050 27,733,050 9/30/2008316781AA1 14,886,100 - (8,432,550) 6,563,550 6,563,550 9/30/200867088CAA5 20,000,000 - (17,500,000) 2,500,000 2,500,000 9/30/2008004421RV7 13,293,979 10,420,391 ¹ (2,873,588) 10,420,391 8,677,457 6/30/200805947UJV1 1,613,758 1,063,032 ¹ (550,726) 1,063,032 2,510,921 6/30/2008152314DT4 1,874,385 1,222,995 ¹ (651,390) 1,222,995 1,436,123 6/30/200874040KAC6 16,983,047 - ² (834,284) 16,148,763 16,148,763 6/30/200846625M2Y4 1,434,849 674,165 ¹ (760,684) 674,165 727,135 3/31/200861746WE97 1,687,099 1,085,336 ¹ (601,763) 1,085,336 1,710,037 3/31/200861746WF21 659,501 249,760 ¹ (409,741) 249,760 545,244 3/31/200868400XBL3 557,541 280,704 ¹ (276,837) 280,704 426,874 3/31/2008760985U66 867,188 - ² (536,924) 330,264 330,264 12/31/2007363259AA0 15,000,000 - ² (4,800,000) 10,200,000 10,200,000 12/31/200761746WF21 771,351 676,705 ¹ (94,646) 676,705 556,580 12/31/2007760985U58 2,813,940 911,116 ¹ (1,902,824) 911,116 2,421,305 12/31/200776110WRX6 5,900,848 4,987,584 ¹ (913,264) 4,987,584 4,149,159 12/31/2007652454BB4 10,000,000 - ² (1,500,000) 8,500,000 8,500,000 9/30/2007652454BC2 5,000,000 - ² (850,000) 4,150,000 4,150,000 9/30/200752518RBE5 1,322,892 - ² (333,510) 989,382 989,382 6/30/200674681@AK5 4,500,000 - ² (2,487,421) 2,012,579 2,012,579 9/30/2003Total (3,047,273,287)¹ Impairment based on undiscounted cash flows.² Impairment based on Fair Value.* Securities identified as having a net present value of $0.19.61