Fair Value Measurement- Details of Certain Items Measured at Fair Value on Recurring Basis (Detail) (Fair Value, Measurements, Recurring, USD $) In Millions, unless otherwise specified
|
Mar. 31, 2013
|
Dec. 31, 2012
|
Alt-A RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
$ 285 |
[1] |
$ 279 |
[1] |
Alt-A RMBS | 2006-2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
117 |
[1] |
111 |
[1] |
Alt-A RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
109 |
[1] |
107 |
[1] |
Alt-A RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
59 |
[1] |
61 |
[1] |
Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
616 |
[1] |
728 |
[1] |
Prime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
160 |
[1] |
215 |
[1] |
Prime RMBS | 2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
102 |
[1] |
106 |
[1] |
Prime RMBS | 2006
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
63 |
[1] |
70 |
[1] |
Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
291 |
[1] |
337 |
[1] |
Subprime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
436 |
[1] |
452 |
[1] |
Subprime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
111 |
[1] |
108 |
[1] |
Subprime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
325 |
[1] |
344 |
[1] |
Commercial MBS | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
2,747 |
[1] |
2,839 |
[1] |
Commercial MBS | 2005 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
618 |
[1] |
640 |
[1] |
Commercial MBS | 2009-2012 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
322 |
[1] |
283 |
[1] |
Commercial MBS | 2008 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
24 |
[1] |
24 |
[1] |
Commercial MBS | 2007 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
682 |
[1] |
707 |
[1] |
Commercial MBS | 2006 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
834 |
[1] |
900 |
[1] |
Commercial MBS | 2004 and earlier | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
267 |
[1] |
285 |
[1] |
Foreign covered bonds
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
3,390 |
[1] |
3,718 |
[1] |
Foreign covered bonds | Canada
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
869 |
[1] |
925 |
[1] |
Foreign covered bonds | Germany
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
624 |
[1] |
866 |
[1] |
Foreign covered bonds | United Kingdom
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
732 |
[1] |
756 |
[1] |
Foreign covered bonds | Netherlands
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
282 |
[1] |
360 |
[1] |
Foreign covered bonds | Other
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
883 |
[1] |
811 |
[1] |
Sovereign Debt
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
10,088 |
[1] |
9,424 |
[1] |
Sovereign Debt | Germany
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
2,204 |
[1] |
1,646 |
[1] |
Sovereign Debt | United Kingdom
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
4,487 |
[1] |
4,771 |
[1] |
Sovereign Debt | Netherlands
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
1,990 |
[1] |
2,054 |
[1] |
Sovereign Debt | Other
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
55 |
[1] |
56 |
[1] |
Sovereign Debt | France
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
1,352 |
[1] |
897 |
[1] |
Alt-A RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
1,968 |
[1],[2] |
1,970 |
[1],[2] |
Alt-A RMBS | 2006-2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
1,138 |
[1],[2] |
1,128 |
[1],[2] |
Alt-A RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
615 |
[1],[2] |
622 |
[1],[2] |
Alt-A RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
215 |
[1],[2] |
220 |
[1],[2] |
Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
981 |
[1],[2] |
1,010 |
[1],[2] |
Prime RMBS | 2006-2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
586 |
[1],[2] |
601 |
[1],[2] |
Prime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
366 |
[1],[2] |
378 |
[1],[2] |
Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
29 |
[1],[2] |
31 |
[1],[2] |
Sub Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
134 |
[1],[2] |
130 |
[1],[2] |
Sub Prime RMBS | 2005-2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
98 |
[1],[2] |
94 |
[1],[2] |
Sub Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
36 |
[1],[2] |
36 |
[1],[2] |
Available-for-sale | European floating rate notes
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
2,874 |
[1] |
3,145 |
[1] |
Available-for-sale | European floating rate notes | Germany
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
63 |
[1] |
68 |
[1] |
Available-for-sale | European floating rate notes | United Kingdom
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
1,657 |
[1] |
1,873 |
[1] |
Available-for-sale | European floating rate notes | Netherlands
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
812 |
[1] |
841 |
[1] |
Available-for-sale | European floating rate notes | Ireland
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
157 |
[1] |
161 |
[1] |
Available-for-sale | European floating rate notes | Italy
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
116 |
[1] |
125 |
[1] |
Available-for-sale | European floating rate notes | Australia
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Available-for-sale |
$ 69 |
[1] |
$ 77 |
[1] |
Ratings, AAA/AA- | Alt-A RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
1.00% |
|
1.00% |
|
Ratings, AAA/AA- | Alt-A RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
3.00% |
|
4.00% |
|
Ratings, AAA/AA- | Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
5.00% |
|
7.00% |
|
Ratings, AAA/AA- | Prime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, AAA/AA- | Prime RMBS | 2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, AAA/AA- | Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
9.00% |
|
16.00% |
|
Ratings, AAA/AA- | Subprime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
2.00% |
|
3.00% |
|
Ratings, AAA/AA- | Subprime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
|
4.00% |
|
Ratings, AAA/AA- | Subprime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
2.00% |
|
3.00% |
|
Ratings, AAA/AA- | Commercial MBS | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
88.00% |
|
89.00% |
|
Ratings, AAA/AA- | Commercial MBS | 2005 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
98.00% |
|
98.00% |
|
Ratings, AAA/AA- | Commercial MBS | 2009-2012 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
93.00% |
|
97.00% |
|
Ratings, AAA/AA- | Commercial MBS | 2008 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
59.00% |
|
59.00% |
|
Ratings, AAA/AA- | Commercial MBS | 2007 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
78.00% |
|
78.00% |
|
Ratings, AAA/AA- | Commercial MBS | 2006 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
85.00% |
|
85.00% |
|
Ratings, AAA/AA- | Commercial MBS | 2004 and earlier | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
96.00% |
|
100.00% |
|
Ratings, AAA/AA- | Foreign covered bonds
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Foreign covered bonds | Canada
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Foreign covered bonds | Germany
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
98.00% |
|
98.00% |
|
Ratings, AAA/AA- | Foreign covered bonds | United Kingdom
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Foreign covered bonds | Netherlands
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Foreign covered bonds | Other
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Sovereign Debt
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Sovereign Debt | Germany
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Sovereign Debt | United Kingdom
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Sovereign Debt | Netherlands
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Sovereign Debt | Other
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Sovereign Debt | France
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Alt-A RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
[2] |
1.00% |
[2] |
Ratings, AAA/AA- | Alt-A RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
|
4.00% |
[2] |
Ratings, AAA/AA- | Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
[2] |
Ratings, AAA/AA- | Sub Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
[2] |
2.00% |
[2] |
Ratings, AAA/AA- | Sub Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
1.00% |
[2] |
5.00% |
[2] |
Ratings, AAA/AA- | Available-for-sale | European floating rate notes
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
80.00% |
|
77.00% |
|
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | Germany
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | United Kingdom
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
84.00% |
|
79.00% |
|
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | Netherlands
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | Ireland
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
16.00% |
|
15.00% |
|
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | Italy
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, AAA/AA- | Available-for-sale | European floating rate notes | Australia
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
94.00% |
|
94.00% |
|
Ratings, A+/A- | Alt-A RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
2.00% |
|
2.00% |
|
Ratings, A+/A- | Alt-A RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
9.00% |
|
9.00% |
|
Ratings, A+/A- | Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
31.00% |
|
29.00% |
|
Ratings, A+/A- | Prime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
43.00% |
|
33.00% |
|
Ratings, A+/A- | Prime RMBS | 2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, A+/A- | Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
42.00% |
|
42.00% |
|
Ratings, A+/A- | Subprime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
5.00% |
|
5.00% |
|
Ratings, A+/A- | Subprime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
8.00% |
|
8.00% |
|
Ratings, A+/A- | Subprime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
5.00% |
|
4.00% |
|
Ratings, A+/A- | Commercial MBS | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
10.00% |
|
9.00% |
|
Ratings, A+/A- | Commercial MBS | 2005 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
1.00% |
|
1.00% |
|
Ratings, A+/A- | Commercial MBS | 2009-2012 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
7.00% |
|
3.00% |
|
Ratings, A+/A- | Commercial MBS | 2008 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
41.00% |
|
41.00% |
|
Ratings, A+/A- | Commercial MBS | 2007 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
16.00% |
|
16.00% |
|
Ratings, A+/A- | Commercial MBS | 2006 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
15.00% |
|
14.00% |
|
Ratings, A+/A- | Commercial MBS | 2004 and earlier | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
4.00% |
|
0.00% |
|
Ratings, A+/A- | Foreign covered bonds | Germany
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
2.00% |
|
2.00% |
|
Ratings, A+/A- | Foreign covered bonds | United Kingdom
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
|
0.00% |
|
Ratings, A+/A- | Foreign covered bonds | Netherlands
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
|
|
|
Ratings, A+/A- | Sovereign Debt | Other
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, A+/A- | Alt-A RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
1.00% |
[2] |
|
|
Ratings, A+/A- | Alt-A RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
4.00% |
|
|
|
Ratings, A+/A- | Alt-A RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
[2] |
2.00% |
[2] |
Ratings, A+/A- | Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
[2] |
1.00% |
[2] |
Ratings, A+/A- | Prime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
1.00% |
[2] |
1.00% |
[2] |
Ratings, A+/A- | Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
7.00% |
[2] |
8.00% |
[2] |
Ratings, A+/A- | Sub Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
1.00% |
|
0.00% |
[2] |
Ratings, A+/A- | Sub Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
5.00% |
[2] |
0.00% |
[2] |
Ratings, A+/A- | Available-for-sale | European floating rate notes
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
13.00% |
|
15.00% |
|
Ratings, A+/A- | Available-for-sale | European floating rate notes | Germany
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
3.00% |
|
9.00% |
|
Ratings, A+/A- | Available-for-sale | European floating rate notes | United Kingdom
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
16.00% |
|
19.00% |
|
Ratings, A+/A- | Available-for-sale | European floating rate notes | Netherlands
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, A+/A- | Available-for-sale | European floating rate notes | Ireland
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, A+/A- | Available-for-sale | European floating rate notes | Italy
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, A+/A- | Available-for-sale | European floating rate notes | Australia
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
6.00% |
|
6.00% |
|
Ratings, BBB+/BBB- | Alt-A RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
5.00% |
|
6.00% |
|
Ratings, BBB+/BBB- | Alt-A RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
25.00% |
|
25.00% |
|
Ratings, BBB+/BBB- | Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
11.00% |
|
12.00% |
|
Ratings, BBB+/BBB- | Prime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
|
7.00% |
|
Ratings, BBB+/BBB- | Prime RMBS | 2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
45.00% |
|
45.00% |
|
Ratings, BBB+/BBB- | Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
8.00% |
|
7.00% |
|
Ratings, BBB+/BBB- | Subprime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
14.00% |
|
13.00% |
|
Ratings, BBB+/BBB- | Subprime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
37.00% |
|
34.00% |
|
Ratings, BBB+/BBB- | Subprime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
6.00% |
|
6.00% |
|
Ratings, BBB+/BBB- | Commercial MBS | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
2.00% |
|
2.00% |
|
Ratings, BBB+/BBB- | Commercial MBS | 2005 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
1.00% |
|
1.00% |
|
Ratings, BBB+/BBB- | Commercial MBS | 2007 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
6.00% |
|
6.00% |
|
Ratings, BBB+/BBB- | Commercial MBS | 2006 | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
|
1.00% |
|
Ratings, BBB+/BBB- | Commercial MBS | 2004 and earlier | Domestic
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, BBB+/BBB- | Alt-A RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
2.00% |
[2] |
2.00% |
[2] |
Ratings, BBB+/BBB- | Alt-A RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
1.00% |
[2] |
1.00% |
[2] |
Ratings, BBB+/BBB- | Alt-A RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
13.00% |
[2] |
12.00% |
[2] |
Ratings, BBB+/BBB- | Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
1.00% |
[2] |
1.00% |
[2] |
Ratings, BBB+/BBB- | Prime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
1.00% |
[2] |
2.00% |
[2] |
Ratings, BBB+/BBB- | Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
24.00% |
[2] |
24.00% |
[2] |
Ratings, BBB+/BBB- | Sub Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
10.00% |
[2] |
10.00% |
[2] |
Ratings, BBB+/BBB- | Sub Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
37.00% |
[2] |
36.00% |
[2] |
Ratings, BBB+/BBB- | Available-for-sale | European floating rate notes
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
0.00% |
|
2.00% |
|
Ratings, BBB+/BBB- | Available-for-sale | European floating rate notes | Germany
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, BBB+/BBB- | Available-for-sale | European floating rate notes | United Kingdom
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
2.00% |
|
Ratings, BBB+/BBB- | Available-for-sale | European floating rate notes | Ireland
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
|
|
0.00% |
|
Ratings, BB+ and lower | Alt-A RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
92.00% |
|
91.00% |
|
Ratings, BB+ and lower | Alt-A RMBS | 2006-2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, BB+ and lower | Alt-A RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, BB+ and lower | Alt-A RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
63.00% |
|
62.00% |
|
Ratings, BB+ and lower | Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
53.00% |
|
52.00% |
|
Ratings, BB+ and lower | Prime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
57.00% |
|
60.00% |
|
Ratings, BB+ and lower | Prime RMBS | 2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
55.00% |
|
55.00% |
|
Ratings, BB+ and lower | Prime RMBS | 2006
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
|
100.00% |
|
Ratings, BB+ and lower | Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
41.00% |
|
35.00% |
|
Ratings, BB+ and lower | Subprime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
79.00% |
|
79.00% |
|
Ratings, BB+ and lower | Subprime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
55.00% |
|
54.00% |
|
Ratings, BB+ and lower | Subprime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
87.00% |
|
87.00% |
|
Ratings, BB+ and lower | Alt-A RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
97.00% |
[2] |
97.00% |
[2] |
Ratings, BB+ and lower | Alt-A RMBS | 2006-2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
[2] |
100.00% |
[2] |
Ratings, BB+ and lower | Alt-A RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
95.00% |
[2] |
95.00% |
[2] |
Ratings, BB+ and lower | Alt-A RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
87.00% |
[2] |
86.00% |
[2] |
Ratings, BB+ and lower | Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
99.00% |
[2] |
98.00% |
[2] |
Ratings, BB+ and lower | Prime RMBS | 2006-2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
[2] |
100.00% |
[2] |
Ratings, BB+ and lower | Prime RMBS | 2005
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
98.00% |
[2] |
97.00% |
[2] |
Ratings, BB+ and lower | Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
69.00% |
[2] |
68.00% |
[2] |
Ratings, BB+ and lower | Sub Prime RMBS
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
89.00% |
[2] |
88.00% |
[2] |
Ratings, BB+ and lower | Sub Prime RMBS | 2005-2007
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
100.00% |
[2] |
100.00% |
[2] |
Ratings, BB+ and lower | Sub Prime RMBS | 2004 and earlier
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
57.00% |
[2] |
59.00% |
[2] |
Ratings, BB+ and lower | Available-for-sale | European floating rate notes
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
7.00% |
|
6.00% |
|
Ratings, BB+ and lower | Available-for-sale | European floating rate notes | Germany
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
97.00% |
|
91.00% |
|
Ratings, BB+ and lower | Available-for-sale | European floating rate notes | Ireland
|
|
|
|
|
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] |
|
|
|
|
Percentage Of Fair Value (percent) |
84.00% |
|
85.00% |
|
|
|