The Hartford 2011 Annual Report Download - page 218
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THE HARTFORD FINANCIAL SERVICES GROUP, INC.
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued)
F-83
17. Employee Benefit Plans (continued)
Pension Plan Assets
The fair values of the Company's pension plan assets at December 31, 2011, by asset category are as follows:
Pension Plan Assets at Fair Value as of December 31, 2011
Asset Category
Level 1
Level 2
Level 3
Total
Short-term investments:
$
119
$
549
$
—
$
668
Fixed Income Securities:
Corporate
—
741
3
744
RMBS
—
334
11
345
U.S. Treasuries
59
819
—
878
Foreign government
—
53
3
56
CMBS
—
117
—
117
Other fixed income [1]
—
70
4
74
Equity Securities:
Large-cap domestic
—
570
—
570
Mid-cap domestic
52
—
—
52
Small-cap domestic
38
—
—
38
International
217
—
—
217
Other equities
—
1
—
1
Other investments:
Hedge funds
—
—
759
759
Total pension plan assets at fair value [2]
$
485
$
3,254
$
780
$
4,519
[1] Includes ABS and municipal bonds.
[2] Excludes approximately $43 of investment payables net of investment receivables that are not carried at fair value. Also excludes approximately
$37 of interest receivable carried at fair value.
The fair values of the Company's pension plan assets at December 31, 2010, by asset category are as follows:
Pension Plan Assets at Fair Value as of December 31, 2010
Asset Category
Level 1
Level 2
Level 3
Total
Short-term investments: [1]
$
75
$
406
$
—
$
481
Fixed Income Securities:
Corporate
—
882
3
885
RMBS
—
450
9
459
U.S. Treasuries
7
330
—
337
Foreign government
—
61
2
63
CMBS
—
174
1
175
Other fixed income [2]
—
56
7
63
Equity Securities:
Large-cap domestic
—
496
—
496
Mid-cap domestic
62
—
—
62
Small-cap domestic
47
—
—
47
International
248
—
—
248
Other investments:
Hedge funds
—
—
635
635
Total pension plan assets at fair value [3]
$
439
$
2,855
$
657
$
3,951
[1] Includes $30 of initial margin requirements related to the Plan’s duration overlay program.
[2] Includes ABS and municipal bonds.
[3] Excludes approximately $61 of investment payables net of investment receivables that are not carried at fair value. Also excludes approximately
$32 of interest receivable carried at fair value.