AT&T Wireless 2011 Annual Report Download - page 87

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AT&T Inc. 85
The following tables set forth by level, within the fair value hierarchy, the pension and postretirement assets and liabilities at fair
value as of December 31, 2010:
Pension Assets and Liabilities at Fair Value as of December 31, 2010 Level 1 Level 2 Level 3 Total
Non-interest bearing cash $ 100 $ — $ — $ 100
Interest bearing cash — 22 — 22
Foreign currency contracts — 57 — 57
Equity securities:
Domestic equities:
Large cap 6,698 — — 6,698
Small and mid cap 4,786 7 — 4,793
International equities:
Developed markets 5,398 2 — 5,400
Emerging markets 708 32 — 740
Fixed income securities:
Asset-backed securities — 709 3 712
Mortgage-backed securities — 2,727 — 2,727
Collateralized mortgage-backed securities — 414 — 414
Collateralized mortgage obligations/REMICS — 657 — 657
Other Corporate and other bonds and notes:
Core — 2,877 11 2,888
Long duration — 2,168 — 2,168
U.S. Government and governmental agencies 270 3,841 — 4,111
Municipal bonds — 230 — 230
Convertible and preferred securities 63 228 — 291
Fixed income funds — — 377 377
Registered investment companies 1 — — 1
Private equity funds — 1 5,617 5,618
Real assets:
Real assets — — 2,314 2,314
Real estate funds — — 2,256 2,256
Commingled funds:
Interest bearing investments 2 2,351 — 2,353
Hedge funds — 831 50 881
Equities — 1,769 — 1,769
Fixed income — 1,253 — 1,253
Securities lending collateral 2,740 2,904 — 5,644
Variation margin receivable 3 — — 3
Assets at fair value 20,769 23,080 10,628 54,477
Overdrafts 3 — — 3
Unrealized depreciation on foreign currency contracts 57 — — 57
Investments sold short 573 — — 573
Written options payable 1 — — 1
Liabilities at fair value 634 — — 634
Total plan net assets at fair value $20,135 $23,080 $10,628 $53,843
Other assets (liabilities)1 (6,222)
Total Plan Net Assets $47,621
1 Other assets (liabilities) include amounts receivable, accounts payable and net adjustment for securities lending payable.