|
2013 |
Corporate debt securities |
Commercial mortgage-backed securities |
Other asset-backed securities |
Equity securities held for proprietary investment purposes |
Derivative equity contracts |
Derivative credit contracts |
Other derivative contracts |
Other invested assets |
Total |
|
Assets |
|
|
|
|
|
|
|
|
|
|
Balance as of 1 January 2013 |
685 |
13 |
0 |
74 |
636 |
223 |
151 |
2 098 |
3 880 |
|
Realised/unrealised gains/losses: |
|
|
|
|
|
|
|
|
|
|
Included in net income |
–4 |
|
|
4 |
–235 |
44 |
–139 |
108 |
–222 |
|
Included in other comprehensive income |
|
|
|
1 |
|
|
|
12 |
13 |
|
Purchases |
37 |
|
16 |
|
|
13 |
12 |
346 |
424 |
|
Issuances |
|
|
|
|
|
|
100 |
|
100 |
|
Sales |
–23 |
|
–16 |
–30 |
|
–182 |
–51 |
–462 |
–764 |
|
Settlements |
–45 |
–1 |
|
|
|
–70 |
3 |
|
–113 |
|
Transfers into level 3 |
|
|
|
|
|
|
|
419 |
419 |
|
Transfers out of level 3 |
|
|
|
|
|
|
|
–292 |
–292 |
|
Impact of foreign exchange movements |
|
|
|
|
|
|
|
27 |
27 |
|
Closing balance as of 31 December 2013 |
650 |
12 |
0 |
49 |
401 |
28 |
76 |
2 256 |
3 472 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Derivative equity contracts |
Derivative credit contracts |
Other derivative contracts |
Liabilities for life and health policy benefits |
Total |
|
Liabilities |
|
|
|
|
|
|
|
|
|
|
Balance as of 1 January 2013 |
|
|
|
|
–232 |
–271 |
–2 362 |
–272 |
–3 137 |
|
Realised/unrealised gains/losses: |
|
|
|
|
|
|
|
|
|
|
Included in net income |
|
|
|
|
53 |
–14 |
1 685 |
131 |
1 855 |
|
Included in other comprehensive income |
|
|
|
|
|
|
|
|
0 |
|
Purchases |
|
|
|
|
|
|
|
|
0 |
|
Issuances |
|
|
|
|
|
|
–62 |
|
–62 |
|
Sales |
|
|
|
|
|
160 |
50 |
|
210 |
|
Settlements |
|
|
|
|
–11 |
87 |
–76 |
|
0 |
|
Transfers into level 3 |
|
|
|
|
|
|
|
|
0 |
|
Transfers out of level 3 |
|
|
|
|
|
|
|
|
0 |
|
Impact of foreign exchange movements |
|
|
|
|
|
|
|
–4 |
–4 |
|
Closing balance as of 31 December 2013 |
|
|
|
|
–190 |
–38 |
–765 |
–145 |
–1 138 |