AIG 2013 Annual Report Download - page 254

The following table presents information about assets and liabilities measured at fair value on a recurring
basis and indicates the level of the fair value measurement based on the observability of the inputs used:
Assets:
Bonds available for sale:
U.S. government and government sponsored entities
Obligations of states, municipalities and political
subdivisions
Non-U.S. governments
Corporate debt
RMBS
CMBS
CDO/ABS
Total bonds available for sale
Other bond securities:
U.S. government and government sponsored entities
Obligations of states, municipalities and political
subdivisions
Non-U.S. governments
Corporate debt
RMBS
CMBS
CDO/ABS
Total other bond securities
Equity securities available for sale:
Common stock
Preferred stock
Mutual funds
Total equity securities available for sale
Other equity securities
Mortgage and other loans receivable
Other invested assets
Derivative assets:
Interest rate contracts
Foreign exchange contracts
Equity contracts
Commodity contracts
Credit contracts
Other contracts
Counterparty netting and cash collateral
Total derivative assets
Short-term investments
Separate account assets
Other assets
Total
Liabilities:
Policyholder contract deposits
Derivative liabilities:
Interest rate contracts
Foreign exchange contracts
Equity contracts
Commodity contracts
Credit contracts
Other contracts
Counterparty netting and cash collateral
Total derivative liabilities
Long-term debt
Other liabilities
Total
Assets and Liabilities Measured at Fair Value on a Recurring Basis
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AIG 2013 Form 10-K236
ITEM 8 / NOTE 5. FAIR VALUE MEASUREMENTS
December 31, 2013 Counterparty Cash
(in millions) Level 1 Level 2 Level 3 Netting(a) Collateral(b) Total
$ 133 $ 3,062 $ – $ – $ – $ 3,195
– 28,300 1,080 – – 29,380
508 21,985 16 – – 22,509
– 143,297 1,255 – – 144,552
– 21,207 14,941 – – 36,148
– 5,747 5,735 – – 11,482
– 4,034 6,974 – – 11,008
641 227,632 30,001 – – 258,274
78 5,645 – – – 5,723
– 121 – – – 121
–2– – –2
– 1,169 – – – 1,169
– 1,326 937 – – 2,263
– 509 844 – – 1,353
– 3,158 8,834 – – 11,992
78 11,930 10,615 – – 22,623
3,218 – 1 – – 3,219
–27– – –27
408 2 – – – 410
3,626 29 1 – – 3,656
750 84 – – – 834
––– – ––
1 2,667 5,930 – – 8,598
14 3,716 41 – – 3,771
–52– – –52
151 106 49 – – 306
––1 – –1
– – 55 – – 55
– 1 33 – – 34
– – – (1,734) (820) (2,554)
165 3,875 179 (1,734) (820) 1,665
332 5,981 – – – 6,313
67,708 3,351 – – – 71,059
– 418 – – – 418
$ 73,301 $ 255,967 $ 46,726 $ (1,734) $ (820) $ 373,440
$ – $ 72 $ 312 $ – $ – $ 384
– 3,661 141 – – 3,802
– 319 – – – 319
– 101 – – – 101
–5– – –5
– – 1,335 – – 1,335
– 25 142 – – 167
– – – (1,734) (1,484) (3,218)
– 4,111 1,618 (1,734) (1,484) 2,511
– 6,377 370 – – 6,747
42 891 – – – 933
$ 42 $ 11,451 $ 2,300 $ (1,734) $ (1,484) $ 10,575
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