DuPont 2010 Annual Report Download - page 97

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E. I. du Pont de Nemours and Company
Notes to the Consolidated Financial Statements (continued)
(Dollars in millions, except per share)
Fair value calculations may not be indicative of net realizable value or reflective of future fair values. Furthermore,
although the company believes its valuation methods are appropriate and consistent with other market participants,
the use of different methodologies or assumptions to determine the fair value of certain financial instruments could
result in a different fair value measurement at the reporting date.
The table below presents the fair values of the company’s pension assets by level within the fair value hierarchy, as
described in Note 1, as of December 31, 2010 and 2009, respectively.
Fair Value Measurements at December 31, 2010
Asset Category Total Level 1 Level 2 Level 3
Cash and cash equivalents $ 2,603 $ 2,535 $ 68 $ -
U.S. equity securities14,016 3,964 32 20
Non-U.S. equity securities 3,663 3,602 61 -
Debt – government issued 1,514 195 1,319 -
Debt – corporate issued 1,813 151 1,628 34
Debt – asset-backed 970 43 923 4
Private market securities 2,931 - - 2,931
Real estate 1,049 118 - 931
Derivatives – asset position 95 689 -
Derivatives – liability position (75) (1) (74) -
Other 11- -
$18,580 $10,614 $4,046 $3,920
Pension trust receivables2471
Pension trust payables3(648)
Total $18,403
Fair Value Measurements at December 31, 2009
Asset Category Total Level 1 Level 2 Level 3
Cash and cash equivalents $ 2,789 $ 2,734 $ 55 $ -
U.S. equity securities13,735 3,720 11 4
Non-U.S. equity securities 3,672 3,661 11 -
Debt – government issued 1,487 112 1,375 -
Debt – corporate issued 1,985 284 1,650 51
Debt – asset-backed 919 - 911 8
Private market securities 1,998 18 - 1,980
Real estate 970 84 1 885
Derivatives – asset position 46 1 45 -
Derivatives – liability position (38) - (38) -
Other 30 11 19 -
$17,593 $10,625 $4,040 $2,928
Pension trust receivables2752
Pension trust payables3(1,202)
Total $17,143
1The company’s pension plans directly held $498 (3 percent of total plan assets) and $336 (2 percent of total plan assets) of DuPont common
stock at December 31, 2010 and 2009, respectively.
2Primarily receivables for investment securities sold.
3Primarily payables for investment securities purchased.
F-38