Aetna 2015 Annual Report Download - page 123
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Annual Report- Page 117
Separate Accounts financial assets at December 31, 2015 and 2014 were as follows:
2015 2014
(Millions) Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total
Debt securities $ 750.4 $ 2,382.0 $ 3.8 $ 3,136.2 $ 876.0 $ 2,495.0 $ 2.9 $ 3,373.9
Equity securities 169.8 5.2 — 175.0 173.3 5.7 — 179.0
Derivatives — .2 — .2 — .2 — .2
Common/collective trusts — 540.2 — 540.2 — 574.0 — 574.0
Total (1) $ 920.2 $ 2,927.6 $ 3.8 $ 3,851.6 $ 1,049.3 $ 3,074.9 $ 2.9 $ 4,127.1
(1) Excludes $183.5 million and $204.4 million of cash and cash equivalents and other receivables at December 31, 2015 and 2014,
respectively.
During 2015 and 2014, we had an immaterial amount of Level 3 Separate Accounts financial assets, and any
corresponding gross transfers of Separate Accounts financial assets into or out of Level 3 were immaterial. During
2015 and 2014, there were no transfers of Separate Accounts financial assets between Levels 1 and 2.
Offsetting Financial Assets and Liabilities
Certain financial assets and liabilities are offset in our balance sheets or are subject to master netting arrangements
or similar agreements with the applicable counterparty. Financial assets, including derivative assets, subject to
offsetting and enforceable master netting arrangements as of December 31, 2015 and December 31, 2014 were as
follows:
Gross Amounts of
Recognized
Assets (1)
Gross Amounts Not Offset
In the Balance Sheets
Financial
Instruments Cash Collateral
Received(Millions) Net Amount
December 31, 2015
Derivatives $ 19.7 $ 11.8 $ (16.4) $ 15.1
Total $ 19.7 $ 11.8 $ (16.4) $ 15.1
December 31, 2014
Derivatives $ .3 $ 10.2 $ — $ 10.5
Total $ .3 $ 10.2 $ — $ 10.5
(1) There were no amounts offset in our balance sheets at December 31, 2015 or December 31, 2014.