Voya 2013 Annual Report Download - page 370

ING U.S., Inc.
Notes to the Consolidated Financial Statements
(Dollar amounts in millions, unless otherwise stated)
The following table summarizes the fair value hierarchy levels of consolidated investment entities as of
December 31, 2013:
Level 1 Level 2 Level 3 Total
Assets
VIEs—CLO entities:
Cash and cash equivalents ............................... $642.5 $—$—$642.5
Corporate loans, at fair value using the fair value option ....... — 4,939.8 25.5 4,965.3
VOEs—Private equity funds and single strategy hedge funds:
Cash and cash equivalents ............................... 68.2 — — 68.2
Limited partnerships/corporations, at fair value .............. — 484.5 2,734.1 3,218.6
Total assets, at fair value .................................... $710.7 $5,424.3 $2,759.6 $8,894.6
Liabilities
VIEs—CLO entities:
CLO notes, at fair value using the fair value option ........... $ — $ — $5,161.6 $5,161.6
Total liabilities, at fair value ................................. $ — $ — $5,161.6 $5,161.6
The following table summarizes the fair value hierarchy levels of consolidated investment entities as of
December 31, 2012:
Level 1 Level 2 Level 3 Total
Assets
VIEs—CLO entities:
Cash and cash equivalents ............................... $360.6 $—$—$360.6
Corporate loans, at fair value using the fair value option ....... — 3,559.3 — 3,559.3
VOEs—Private equity funds and single strategy hedge funds:
Cash and cash equivalents ............................... 80.2 — — 80.2
Limited partnerships/corporations, at fair value .............. — — 2,931.2 2,931.2
Total assets, at fair value .................................... $440.8 $3,559.3 $2,931.2 $6,931.3
Liabilities
VIEs—CLO entities:
CLO notes, at fair value using the fair value option ........... $ — $ — $3,829.4 $3,829.4
Total liabilities, at fair value ................................. $ — $ — $3,829.4 $3,829.4
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