Aetna 2011 Annual Report Download - page 101
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Annual Report- Page 95
Pension Assets with changes in fair value measured on a recurring basis, asset allocation and the target asset
allocation presented as a percentage of the total plan assets at December 31, 2010 were as follows:
(Millions)
Debt securities:
U.S. government securities
States, municipalities and political subdivisions
U.S. corporate securities
Foreign securities
Residential mortgage-backed securities
Commercial mortgage-backed securities
Other asset-backed securities
Redeemable preferred securities
Total debt securities
Equity securities and common/collective trusts:
U.S. Domestic
International
Common/collective trusts
Domestic real estate
Total equity securities and common/collective trusts
Other investments:
Real estate
Other assets
Total pension investments (1)
Level 1
$ 232.7
—
—
—
—
—
—
—
232.7
1,281.1
871.5
—
31.8
2,184.4
—
—
$ 2,417.1
Level 2
$ 30.0
70.8
673.3
76.1
296.0
37.5
36.1
2.2
1,222.0
1.8
—
866.3
—
868.1
—
.3
$ 2,090.4
Level 3
$ —
—
—
—
.7
—
—
—
.7
—
—
—
—
—
395.3
203.6
$ 599.6
Total
$ 262.7
70.8
673.3
76.1
296.7
37.5
36.1
2.2
1,455.4
1,282.9
871.5
866.3
31.8
3,052.5
395.3
203.9
$ 5,107.1
Actual
Allocation
5.2%
1.4%
13.2%
1.5%
5.8%
.7%
.7%
—%
28.5%
25.1%
17.1%
17.0%
.6%
59.8%
7.7%
4.0%
100.0%
Target
Allocation
28-38%
48-58%
10-18%
(1) Excludes $136.7 million of cash and cash equivalents and other receivables.
The changes in the balances of Level 3 Pension Assets during 2011 were as follows:
Beginning balance
Actual return on plan assets
Purchases, sales and settlements
Transfers out of Level 3
Ending balance
2011
Real Estate
$ 395.3
49.4
(11.5)
—
$ 433.2
Other
$ 204.3
14.9
13.9
(.7)
$ 232.4
Total
$ 599.6
64.3
2.4
(.7)
$ 665.6
The changes in the balances of Level 3 Pension Assets during 2010 were as follows:
Beginning balance
Actual return on plan assets
Purchases, sales and settlements
Transfers out of Level 3
Ending balance
2010
Real Estate
$ 353.0
54.0
(11.7)
—
$ 395.3
Other
$ 151.4
12.4
40.5
—
$ 204.3
Total
$ 504.4
66.4
28.8
—
$ 599.6