AIG 2014 Annual Report Download - page 254

ITEM 8 / NOTE 5. FAIR VALUE MEASUREMENTS
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237
Corporate debt - 143,297 1,255 - - 144,552
RMBS - 21,207 14,941 - - 36,148
CMBS - 5,747 5,735 - - 11,482
CDO/ABS - 4,034 6,974 - - 11,008
Total bonds available for sale 641 227,632 30,001 - - 258,274
Other bond securities:
U.S. government and government sponsored entities 78 5,645 - - - 5,723
Obligations of states, municipalities and political subdivisions - 121 - - - 121
Non-U.S. governments - 2 - - - 2
Corporate debt - 1,169 - - - 1,169
RMBS - 1,326 937 - - 2,263
CMBS - 509 844 - - 1,353
CDO/ABS - 3,158 8,834 - - 11,992
Total other bond securities 78 11,930 10,615 - - 22,623
Equity securities available for sale:
Common stock 3,218 - 1 - - 3,219
Preferred stock - 27 - - - 27
Mutual funds 408 2 - - - 410
Total equity securities available for sale 3,626 29 1 - - 3,656
Other equity securities 750 84 - - - 834
Mortgage and other loans receivable - - - - - -
Other invested assets 1 2,667 5,930 - - 8,598
Derivative assets:
Interest rate contracts 14 3,716 41 - - 3,771
Foreign exchange contracts - 52 - - - 52
Equity contracts 151 106 49 - - 306
Commodity contracts - - 1 - - 1
Credit contracts - - 55 - - 55
Other contracts - 1 33 - - 34
Counterparty netting and cash collateral - - - (1,734) (820) (2,554)
Total derivative assets 165 3,875 179 (1,734) (820) 1,665
Short-term investments 332 5,981 - - - 6,313
Separate account assets 67,708 3,351 - - - 71,059
Other assets - 418 - - - 418
Total $ 73,301 $ 255,967 $ 46,726 $ (1,734) $ (820) $ 373,440
Liabilities:
Policyholder contract deposits $ - $ 72 $ 312 $ - $ - $ 384
Derivative liabilities:
Interest rate contracts - 3,661 141 - - 3,802
Foreign exchange contracts - 319 - - - 319
Equity contracts - 101 - - - 101
Commodity contracts - 5 - - - 5
Credit contracts - - 1,335 - - 1,335
Other contracts - 25 142 - - 167
Counterparty netting and cash collateral - - - (1,734) (1,484) (3,218)
Total derivative liabilities - 4,111 1,618 (1,734) (1,484) 2,511
Long-term debt - 6,377 370 - - 6,747
Other liabilities 42 891 - - - 933
Total $ 42 $ 11,451 $ 2,300 $ (1,734) $ (1,484) $ 10,575
(a) Represents netting of derivative exposures covered by qualifying master netting agreements.
(b) Effective April 1, 2014, we reclassified cross-currency swaps from Interest Rate contracts to Foreign exchange contracts. This change was applied
prospectively.