Ameriprise 2011 Annual Report Download - page 153

December 31, 2010
Level 1 Level 2 Level 3 Total
(in millions)
Assets
Cash equivalents $ 42 $ 2,481 $ — $ 2,523
Available-for-Sale securities:
Corporate debt securities — 15,281 1,325 16,606
Residential mortgage backed securities — 3,011 4,247 7,258
Commercial mortgage backed securities — 4,817 51 4,868
Asset backed securities — 1,544 476 2,020
State and municipal obligations — 1,582 — 1,582
U.S. government and agencies obligations 64 79 — 143
Foreign government bonds and obligations — 108 — 108
Common stocks 2 3 5 10
Other debt obligations — 24 — 24
Total Available-for-Sale securities 66 26,449 6,104 32,619
Trading securities — 43 — 43
Separate account assets — 68,330 — 68,330
Investments segregated for regulatory purposes — 298 — 298
Other assets:
Interest rate derivative contracts — 438 — 438
Equity derivative contracts 32 420 — 452
Credit derivative contracts — 4 — 4
Foreign currency derivative contracts 1 — — 1
Other — 2— 2
Total other assets 33 864 — 897
Assets held for sale — 15 — 15
Total assets at fair value $ 141 $ 98,480 $ 6,104 $ 104,725
Liabilities
Future policy benefits and claims:
EIA embedded derivatives $ — $ 3 $ — $ 3
GMWB and GMAB embedded derivatives — — 421 421
Total future policy benefits and claims — 3 421 424(1)
Customer deposits — 14 — 14
Other liabilities:
Interest rate derivative contracts — 379 — 379
Equity derivative contracts 18 722 — 740
Credit derivative contracts — 1 — 1
Foreign currency derivative contracts 1 — — 1
Other — 2— 2
Total other liabilities 19 1,104 — 1,123
Total liabilities at fair value $ 19 $ 1,121 $ 421 $ 1,561
(1) The Company’s adjustment for nonperformance risk resulted in a $197 million cumulative decrease to the embedded derivative
liability.
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