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Table of Contents E. I. du Pont de Nemours and Company
Notes to the Consolidated Financial Statements (continued)
(Dollars in millions, except per share)
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,
2011 and 2010 , respectively.
Fair Value Measurements at December 31, 2011
Asset Category Total Level 1 Level 2 Level 3
Cash and cash equivalents $ 2,085 $ 1,962 $ 123 $ —
U.S. equity securities13,624 3,576 20 28
Non-U.S. equity securities 3,227 3,166 61 —
Debt – government issued 1,596 391 1,205 —
Debt – corporate issued 1,844 114 1,700 30
Debt – asset-backed 963 36 923 4
Hedge funds 396 — 4 392
Private market securities 2,959 — — 2,959
Real estate 1,196 109 — 1,087
Derivatives – asset position 127 4 123 —
Derivatives – liability position (90) (2) (88) —
$ 17,927 $ 9,356 $ 4,071 $ 4,500
Pension trust receivables2463
Pension trust payables3(596)
Total $ 17,794
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 6 89 —
Derivatives – liability position (75) (1) (74) —
Other 1 1 — —
$ 18,580 $ 10,614 $ 4,046 $ 3,920
Pension trust receivables 2471
Pension trust payables 3(648)
Total $ 18,403
1. The company's pension plans directly held $457 ( 3 percent of total plan assets) and $498 ( 3 percent of total plan assets) of DuPont common stock at December 31, 2011 and 2010,
respectively.
2. Primarily receivables for investment securities sold.
3. Primarily payables for investment securities purchased.
F-32