Ameriprise 2011 Annual Report Download - page 132
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The following tables present the balances of assets and liabilities held by consolidated investment entities measured at fair
value on a recurring basis:
December 31, 2011
Level 1 Level 2 Level 3 Total
(in millions)
Assets
Investments:
Corporate debt securities $ — $ 314 $ 4 $ 318
Common stocks 75 25 13 113
Other structured investments — 54 — 54
Syndicated loans — 3,962 342 4,304
Total investments 75 4,355 359 4,789
Receivables — 39 — 39
Other assets — 2 1,108 1,110
Total assets at fair value $ 75 $ 4,396 $ 1,467 $ 5,938
Liabilities
Debt $ — $ — $ 4,712 $ 4,712
Other liabilities — 85 — 85
Total liabilities at fair value $ — $ 85 $ 4,712 $ 4,797
December 31, 2010
Level 1 Level 2 Level 3 Total
(in millions)
Assets
Investments:
Corporate debt securities $ — $ 418 $ 6 $ 424
Common stocks 26 53 11 90
Other structured investments — 39 22 61
Syndicated loans — 4,867 — 4,867
Trading securities — 2 — 2
Total investments 26 5,379 39 5,444
Receivables — 33 — 33
Other assets — 8 887 895
Total assets at fair value $ 26 $ 5,420 $ 926 $ 6,372
Liabilities
Debt $ — $ — $ 5,171 $ 5,171
Other liabilities — 154 — 154
Total liabilities at fair value $ — $ 154 $ 5,171 $ 5,325
The following tables provide a summary of changes in Level 3 assets and liabilities held by consolidated investment entities
measured at fair value on a recurring basis:
Corporate Other
Debt Common Structured Syndicated Other
Securities Stocks Investments Loans Assets Debt
(in millions)
Balance, January 1, 2011 $ 6 $ 11 $ 22 $ — $ 887 $ (5,171)
Total gains (losses) included in:
Net income — 6(1) (1)(1) (12)(1) 13(2) (89)(1)
Other comprehensive income — — — — (10) —
Purchases 3 — 3 208 299 —
Sales (2) (4) — (40) (81) —
Issues — — — — — (27)
Settlements (1) — — (137) 1 575
Transfers into Level 3 — 29 — 615 7 —
Transfers out of Level 3 (2) (29) (24) (292) (8) —
Balance, December 31, 2011 $ 4 $ 13 $ — $ 342 $ 1,108 $ (4,712)
Changes in unrealized gains (losses) included in
income relating to assets and liabilities held at
December 31, 2011 $ — $ 3(1) $ — $ (5)(1) $ 19(3) $ (64)(1)
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