XML 78 R49.htm IDEA: XBRL DOCUMENT v2.4.0.6
Investment Securities (Details 8) (USD $)
In Millions, unless otherwise specified
6 Months Ended 6 Months Ended
Jun. 30, 2012
Fair Value
Dec. 31, 2011
Fair Value
Jun. 30, 2011
Fair Value
Dec. 31, 2010
Fair Value
Jun. 30, 2012
Level 2 Inputs
Dec. 31, 2011
Level 2 Inputs
Jun. 30, 2011
Level 2 Inputs
Dec. 31, 2010
Level 2 Inputs
Dec. 31, 2010
Level 3 Inputs
Jun. 30, 2012
Mortgage-backed and asset-backed securities
Fair Value
Dec. 31, 2011
Mortgage-backed and asset-backed securities
Fair Value
Jun. 30, 2012
Mortgage-backed and asset-backed securities
Level 2 Inputs
Dec. 31, 2011
Mortgage-backed and asset-backed securities
Level 2 Inputs
Jun. 30, 2012
Mortgage-backed and asset-backed securities
Level 3 Inputs
Dec. 31, 2011
Mortgage-backed and asset-backed securities
Level 3 Inputs
Jun. 30, 2012
Mortgage-backed securities
Fair Value
Dec. 31, 2011
Mortgage-backed securities
Fair Value
Jun. 30, 2012
Mortgage-backed securities
Level 2 Inputs
Dec. 31, 2011
Mortgage-backed securities
Level 2 Inputs
Jun. 30, 2012
Mortgage-backed securities
Level 3 Inputs
Dec. 31, 2011
Mortgage-backed securities
Level 3 Inputs
Jun. 30, 2012
Agency mortgage-backed securities
Fair Value
Dec. 31, 2011
Agency mortgage-backed securities
Fair Value
Jun. 30, 2012
Agency mortgage-backed securities
Level 2 Inputs
Dec. 31, 2011
Agency mortgage-backed securities
Level 2 Inputs
Jun. 30, 2012
Agency mortgage-backed securities
Level 3 Inputs
Dec. 31, 2011
Agency mortgage-backed securities
Level 3 Inputs
Jun. 30, 2012
GNMA
Fair Value
Dec. 31, 2011
GNMA
Fair Value
Jun. 30, 2012
GNMA
Level 2 Inputs
Dec. 31, 2011
GNMA
Level 2 Inputs
Jun. 30, 2012
GNMA
Level 3 Inputs
Dec. 31, 2011
GNMA
Level 3 Inputs
Jun. 30, 2012
FNMA
Fair Value
Dec. 31, 2011
FNMA
Fair Value
Jun. 30, 2012
FNMA
Level 2 Inputs
Dec. 31, 2011
FNMA
Level 2 Inputs
Jun. 30, 2012
FNMA
Level 3 Inputs
Dec. 31, 2011
FNMA
Level 3 Inputs
Jun. 30, 2012
FHLMC
Fair Value
Dec. 31, 2011
FHLMC
Fair Value
Jun. 30, 2012
FHLMC
Level 2 Inputs
Dec. 31, 2011
FHLMC
Level 2 Inputs
Jun. 30, 2012
FHLMC
Level 3 Inputs
Dec. 31, 2011
FHLMC
Level 3 Inputs
Jun. 30, 2012
Non-agency mortgage-backed securities
Fair Value
Dec. 31, 2011
Non-agency mortgage-backed securities
Fair Value
Jun. 30, 2012
Non-agency mortgage-backed securities
Fair Value
2003
Jun. 30, 2012
Non-agency mortgage-backed securities
Fair Value
2006
Jun. 30, 2012
Non-agency mortgage-backed securities
Fair Value
2007
Jun. 30, 2012
Non-agency mortgage-backed securities
Fair Value
2009
Jun. 30, 2012
Non-agency mortgage-backed securities
Fair Value
2010
Jun. 30, 2012
Non-agency mortgage-backed securities
Fair Value
2011
Jun. 30, 2012
Non-agency mortgage-backed securities
Fair Value
2012
Jun. 30, 2012
Non-agency mortgage-backed securities
Level 2 Inputs
Dec. 31, 2011
Non-agency mortgage-backed securities
Level 2 Inputs
Jun. 30, 2012
Non-agency mortgage-backed securities
Level 3 Inputs
Dec. 31, 2011
Non-agency mortgage-backed securities
Level 3 Inputs
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Super Senior
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Super Senior
Prime
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Super Senior
Non-prime
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Super Senior
Residential, Subprime, Financing Receivable [Member]
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Senior
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Senior
Prime
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Senior
Non-prime
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Senior
Residential, Subprime, Financing Receivable [Member]
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Subordinate [Member]
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Subordinate [Member]
Prime
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Subordinate [Member]
Non-prime
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Subordinate [Member]
Residential, Subprime, Financing Receivable [Member]
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
Dec. 31, 2011
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
Prime
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
Non-prime
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
Residential, Subprime, Financing Receivable [Member]
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
2003
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
2006
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
2007
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
2009
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
2010
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
2011
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Fair Value
2012
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Level 2 Inputs
Dec. 31, 2011
Non-agency residential mortgage-backed securities (RMBS)
Level 2 Inputs
Jun. 30, 2012
Non-agency residential mortgage-backed securities (RMBS)
Level 3 Inputs
Dec. 31, 2011
Non-agency residential mortgage-backed securities (RMBS)
Level 3 Inputs
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Super Senior
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Senior
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Subordinate [Member]
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Fair Value
Dec. 31, 2011
Non-agency commercial mortgage-backed securities (CMBS)
Fair Value
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Fair Value
2003
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Fair Value
2006
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Fair Value
2007
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Fair Value
2009
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Fair Value
2010
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Fair Value
2011
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Fair Value
2012
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Level 2 Inputs
Dec. 31, 2011
Non-agency commercial mortgage-backed securities (CMBS)
Level 2 Inputs
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Level 3 Inputs
Dec. 31, 2011
Non-agency commercial mortgage-backed securities (CMBS)
Level 3 Inputs
Jun. 30, 2012
Non-agency commercial mortgage-backed securities (CMBS)
Maximum
Jun. 30, 2012
Fixed Rate CMBS
Jun. 30, 2012
Fixed Rate CMBS
Super Senior
Jun. 30, 2012
Fixed Rate CMBS
Senior
Jun. 30, 2012
Fixed Rate CMBS
Subordinate [Member]
Jun. 30, 2012
Fixed Rate CMBS
Fair Value
Jun. 30, 2012
Floating Rate CMBS
Jun. 30, 2012
Floating Rate CMBS
Super Senior
Jun. 30, 2012
Floating Rate CMBS
Senior
Jun. 30, 2012
Floating Rate CMBS
Subordinate [Member]
Jun. 30, 2012
Floating Rate CMBS
Fair Value
Jun. 30, 2012
Other asset-backed securities
Fair Value
Dec. 31, 2011
Other asset-backed securities
Fair Value
Jun. 30, 2012
Other asset-backed securities
Level 2 Inputs
Dec. 31, 2011
Other asset-backed securities
Level 2 Inputs
Jun. 30, 2012
Other asset-backed securities
Level 3 Inputs
Dec. 31, 2011
Other asset-backed securities
Level 3 Inputs
Jun. 30, 2012
Credit card receivables
Fair Value
Dec. 31, 2011
Credit card receivables
Fair Value
Jun. 30, 2012
Credit card receivables
Level 2 Inputs
Dec. 31, 2011
Credit card receivables
Level 2 Inputs
Jun. 30, 2012
Credit card receivables
Level 3 Inputs
Dec. 31, 2011
Credit card receivables
Level 3 Inputs
Jun. 30, 2012
Vehicle receivables
Fair Value
Dec. 31, 2011
Vehicle receivables
Fair Value
Jun. 30, 2012
Vehicle receivables
Level 2 Inputs
Dec. 31, 2011
Vehicle receivables
Level 2 Inputs
Jun. 30, 2012
Vehicle receivables
Level 3 Inputs
Dec. 31, 2011
Vehicle receivables
Level 3 Inputs
Jun. 30, 2012
Other
Fair Value
Dec. 31, 2011
Other
Fair Value
Jun. 30, 2012
Other
Level 2 Inputs
Dec. 31, 2011
Other
Level 2 Inputs
Jun. 30, 2012
Other
Level 3 Inputs
Dec. 31, 2011
Other
Level 3 Inputs
Mortgage-backed, Asset-backed Securities Abstract                                                                                                                                                                                                                                                                                  
Average basis points of subordination (as a percent)                                                                                                                                                                                                               25.0000         50.0000                                                        
Percentage of underlying loans reported as non-performing                                                                                                                                                                                                             1.00%                                                                    
Fair value investments $ 7,190.3 [1] $ 8,346.8 [1],[2] $ 7,493.9 [1] $ 7,901.6 [1] $ 5,006.4 $ 6,088.2 $ 5,330.6 $ 5,477.4 $ 0 $ 2,009.0 $ 3,222.9 $ 1,959.4 $ 3,207.8 $ 49.6 $ 15.1 $ 1,944.2 $ 2,474.1 $ 1,894.6 $ 2,459.0 $ 49.6 $ 15.1 $ 1,418.3 [3] $ 2,114.3 [3] $ 1,383.0 [3] $ 2,114.3 [3] $ 35.3 [3] $ 0 [3] $ 1,357.8 $ 1,365.8 $ 1,322.5 $ 1,365.8 $ 35.3 $ 0 $ 44.4 $ 712.6 $ 44.4 $ 712.6 $ 0 $ 0 $ 16.1 $ 35.9 $ 16.1 $ 35.9 $ 0 $ 0 $ 525.9 $ 359.8 $ 2.6 $ 26.4 $ 37.0 $ 11.3 $ 44.3 $ 215.9 $ 188.4 $ 511.6 $ 344.7 $ 14.3 $ 15.1 $ 54.7 [4] $ 40.4 [4] $ 14.3 [4] $ 0 [4] $ 96.2 [5] $ 95.6 [5] $ 0.6 [5] $ 0 [5] $ 0 [6] $ 0 [6] $ 0 [6] $ 0 [6] $ 150.9 $ 83.1 $ 136.0 $ 14.9 $ 0 $ 2.6 $ 21.9 $ 22.1 $ 0 $ 38.1 $ 66.2 $ 0 $ 136.6 $ 68.0 $ 14.3 $ 15.1 $ 232.6 [4] $ 142.4 [5] $ 0 [6] $ 375.0 $ 276.7 $ 0 $ 4.5 $ 14.9 $ 11.3 $ 6.2 $ 149.7 $ 188.4 $ 375.0 $ 276.7 $ 0 $ 0     $ 217.7 [4] $ 132.4 [5] $ 0 [6] $ 350.1   $ 14.9 [4] $ 10.0 [5] $ 0 [6] $ 24.9 $ 64.8 $ 748.8 $ 64.8 $ 748.8 $ 0 $ 0 $ 0 $ 380.6 $ 0 $ 380.6 $ 0 $ 0 $ 35.0 $ 345.6 $ 35.0 $ 345.6 $ 0 $ 0 $ 29.8 $ 22.6 $ 29.8 $ 22.6 $ 0 $ 0
[1] (1) Excludes carrying value of $33.0 and $34.0 at January 1, 2012 and June 30, 2012 associated with other long-term investments accounted for using the equity method.
[2] (2) Carrying value includes $111.8 that is classified as assets held for sale relating to AutoOne discontinued operations.
[3] (1) Represents publicly traded mortgage-backed securities which carry the full faith and credit guaranty of the U.S. government (i.e., GNMA) or are guaranteed by a government sponsored entity (i.e., FNMA, FHLMC).
[4] (1) At issuance, Super Senior were rated AAA by Standard & Poor’s, Aaa by Moody’s or AAA by Fitch and were senior to other AAA or Aaa bonds.
[5] (2) At issuance, Senior were rated AAA by Standard & Poor’s, Aaa by Moody’s or AAA by Fitch and were senior to non-AAA or non-Aaa bonds.
[6] (3) At issuance, Subordinate were not rated AAA by Standard & Poor’s, Aaa by Moody’s or AAA by Fitch and were junior to AAA or Aaa bonds.