XML 56 R39.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair Value (Details 3) (Fair value measurements on a recurring basis, USD $)
In Millions, except Per Share data, unless otherwise specified
9 Months Ended
Sep. 30, 2013
Holdings
Fair value inputs assets quantitative information  
Fair value (in dollars) $ 170
No. of holdings 27
Maximum
 
Unobservable input  
Securities priced via unobservable inputs as a percentage of total portfolio (as a percent) 1.40%
Indemnity
 
Fair value inputs assets quantitative information  
Fair value (in dollars) 21
No. of holdings 5
Indemnity | Corporate debt securities | Market approach
 
Fair value inputs assets quantitative information  
Fair value (in dollars) 1
No. of holdings 1
Unobservable input  
Non-binding broker quote (in dollars per share) $ 112.32
Indemnity | Collateralized debt obligations | Income approach
 
Fair value inputs assets quantitative information  
Fair value (in dollars) 1
No. of holdings 2
Indemnity | Collateralized debt obligations | Income approach | Minimum
 
Unobservable input  
Repayment at maturity (as a percent) 35.00%
Discount rate (as a percent) 7.50%
Indemnity | Collateralized debt obligations | Income approach | Maximum
 
Unobservable input  
Repayment at maturity (as a percent) 100.00%
Discount rate (as a percent) 15.00%
Indemnity | Collateralized debt obligations | Income approach | Weighted average
 
Unobservable input  
Repayment at maturity (as a percent) 70.00%
Discount rate (as a percent) 11.00%
Indemnity | Real estate
 
Fair value inputs assets quantitative information  
Fair value (in dollars) 19
No. of holdings 2
Exchange
 
Fair value inputs assets quantitative information  
Fair value (in dollars) 149
No. of holdings 22
Exchange | Corporate debt securities | Market approach
 
Fair value inputs assets quantitative information  
Fair value (in dollars) 26
No. of holdings 7
Unobservable input  
Comparable security yield (as a percent) 6.00%
Exchange | Corporate debt securities | Market approach | Minimum
 
Unobservable input  
Non-binding broker quote (in dollars per share) $ 107.40
Comparable transaction EBITDA mutiples (as a multiple) 6.7
Exchange | Corporate debt securities | Market approach | Maximum
 
Unobservable input  
Non-binding broker quote (in dollars per share) $ 115.50
Comparable transaction EBITDA mutiples (as a multiple) 17.1
Exchange | Corporate debt securities | Market approach | Weighted average
 
Unobservable input  
Non-binding broker quote (in dollars per share) $ 110.00
Comparable transaction EBITDA mutiples (as a multiple) 8.0
Exchange | Collateralized debt obligations | Market approach
 
Fair value inputs assets quantitative information  
Fair value (in dollars) 3
No. of holdings 3
Exchange | Collateralized debt obligations | Market approach | Minimum
 
Unobservable input  
Non-binding broker quote (in dollars per share) $ 21.00
Exchange | Collateralized debt obligations | Market approach | Maximum
 
Unobservable input  
Non-binding broker quote (in dollars per share) $ 64.00
Exchange | Collateralized debt obligations | Market approach | Weighted average
 
Unobservable input  
Non-binding broker quote (in dollars per share) $ 51.00
Exchange | Collateralized debt obligations | Income approach
 
Fair value inputs assets quantitative information  
Fair value (in dollars) 6
No. of holdings 4
Unobservable input  
Projected LIBOR rate (as a percent) 0.26%
Exchange | Collateralized debt obligations | Income approach | Minimum
 
Unobservable input  
Repayment at maturity (as a percent) 35.00%
Discount rate (as a percent) 7.00%
Exchange | Collateralized debt obligations | Income approach | Maximum
 
Unobservable input  
Repayment at maturity (as a percent) 100.00%
Discount rate (as a percent) 18.00%
Exchange | Collateralized debt obligations | Income approach | Weighted average
 
Unobservable input  
Repayment at maturity (as a percent) 90.00%
Discount rate (as a percent) 9.00%
Exchange | Common stock | Market approach
 
Fair value inputs assets quantitative information  
Fair value (in dollars) 14
No. of holdings 4
Exchange | Common stock | Market approach | Minimum
 
Unobservable input  
Comparable transaction EBITDA mutiples (as a multiple) 6.7
Discount for lack of marketability (as a percent) 5.00%
Exchange | Common stock | Market approach | Maximum
 
Unobservable input  
Comparable transaction EBITDA mutiples (as a multiple) 17.1
Discount for lack of marketability (as a percent) 30.00%
Exchange | Common stock | Market approach | Weighted average
 
Unobservable input  
Comparable transaction EBITDA mutiples (as a multiple) 8.0
Discount for lack of marketability (as a percent) 30.00%
Exchange | Real estate
 
Fair value inputs assets quantitative information  
Fair value (in dollars) $ 100
No. of holdings 4