American International Group, Inc. , and Subsidiaries amount of collateral required to be posted by AIGFP in connection with such instruments, have resulted in estimates that differ, at times significantly, from AIGFP’s estimates.
In almost all cases, AIGFP has been able to successfully resolve the differences or otherwise reach an accommodation with respect to collateral posting levels, including in certain cases by entering into compromise collateral arrangements.
Due to the ongoing nature of collateral arrangements, AIGFP regularly is engaged in discussions with one or more counterparties in respect of these differences, including at the present time.
Valuation estimates made by counterparties for collateral purposes are, like any other third-party valuation, considered in the determination of the fair value estimates of the Capital Markets super senior credit default swap portfolio.
The following table presents the amount of collateral postings with respect to the Capital Markets super senior credit default swap portfolio (prior to offsets for other transactions) as of the periods ended:
## Table 0 ##
The amount of future collateral posting requirements generally is a function of AIG’s credit ratings, the rating of the reference obligations and any further decline in the market value of the relevant reference obligations, with the latter being the most significant factor.
While a high level of correlation exists between the amount of collateral posted and the valuation of these contracts in respect of the arbitrage portfolio, a similar relationship does not exist with respect to the regulatory capital portfolio given the nature of how the amount of collateral for these transactions is determined.
Given the lack of observable data and the uncertainty regarding the potential effects on market prices of measures undertaken by the federal government to address the credit market disruption, AIGFP is unable to reasonably estimate the amounts of collateral that it may be required to post in the future.
Models and Modeling AIGFP values its credit default swaps written on the super senior risk layers of designated pools of debt securities or loans using internal valuation models, third-party price estimates and market indices.
The principal market was determined to be the market in which super senior credit default swaps of this type and size would be transacted, or have been transacted, with the greatest volume or level of activity.
AIG has determined that the principal market participants, therefore, would consist of other large financial institutions who participate in sophisticated over-the-counter derivatives markets.
The specific valuation methodologies vary based on the nature of the referenced obligations and availability of market prices.
The valuation of the super senior credit derivatives continues to be challenging given the limitation on the availability of market observable information due to the lack of trading and price transparency in the structured finance market.
These market conditions have increased the reliance on management estimates and judgments in arriving at an estimate of fair value for financial reporting purposes.
Further, disparities in the valuation methodologies employed by market participants and the varying judgments reached by such participants when assessing volatile markets have increased the likelihood that the various parties to these instruments may arrive at significantly different estimates as to their fair values.
AIGFP’s valuation methodologies for the super senior credit default swap portfolio have evolved in response to the deteriorating market conditions and the lack of sufficient market observable information.
AIG regularly calibrates the model to available market information and reviews model assumptions on a regular basis.
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS 7.
Investments (a) Securities Available for Sale The following table presents the amortized cost or cost and fair value of AIG’s available for sale securities:
## Table 1 ##
(a) Represents the amount of other-than-temporary impairment losses recognized in Accumulated other comprehensive loss, which, starting on April 1, 2009, were not included in earnings.
Amount includes unrealized gains and losses on impaired securities relating to changes in the value of such securities subsequent to the impairment measurement date.
(b) At December 31, 2010 and 2009, bonds available for sale held by AIG that were below investment grade or not rated totaled $18.6 billion and $24.5 billion, respectively.
(c) Excludes $80.5 billion and $36.1 billion of available for sale investments at fair value from businesses held for sale at December 31, 2010 and December 31, 2009, respectively.
See Note 4 to the Consolidated Financial Statements herein.
American International Group, Inc. , and Subsidiaries The most significant potential liquidity needs of SunAmerica companies are the funding of surrenders, withdrawals and the liquidity needs to meet the GIC maturities.
A significant increase in policy surrenders and withdrawals, which could be triggered by a variety of factors, including AIG-specific concerns, could result in a substantial liquidity strain on these companies.
Other potential events that could cause a liquidity strain include economic collapse of a state or region significant to SunAmerica operations, nationalization, catastrophic terrorist acts or pandemics or other economic or political upheaval.
Given the size and liquidity profile of SunAmerica’s investment portfolios, AIG believes that any deviations from their projected claim experience would not constitute a significant liquidity risk.
The liquidity needs of the GIC maturities are expected to be substantially met by the underlying asset portfolios.
AIG believes that SunAmerica companies currently have adequate capital to support their business plans.
However, to the extent that these subsidiaries experience significant future losses or declines in their investment portfolios, AIG Parent may be required to contribute capital.
Financial Services AIG’s major Financial Services operations consist of ILFC and the remaining portfolios of AIGFP, which are in wind-down.
During 2010, ILFC made significant progress in addressing its foreseeable liquidity needs, as further described below.
In addition, AIG has sold a substantial portion of its consumer finance operations, which were previously reported as part of Financial Services.
International Lease Finance Corporation ILFC’s sources of liquidity include collections of lease payments, borrowing in the public markets, and proceeds from asset sales.
Uses of liquidity for ILFC primarily consist of aircraft purchases and debt repayments.
In 2010, ILFC took a number of actions to increase its liquidity position and lengthen its maturities as described under Debt below.
See Debt — Debt Maturities — ILFC and Note 15 to the Consolidated Financial Statements for further details on ILFC’s outstanding debt.
Direct Investment Business and Capital Markets Prior to September 2008, AIGFP had historically funded its operations through the issuance of notes and bonds, guaranteed investment agreement (GIA) borrowings, other structured financing transactions and repurchase agreements.
AIGFP has relied upon AIG Parent to meet most of its collateral and other liquidity needs.
The following table presents a rollforward of the amount of collateral posted by the Direct Investment business and Capital Markets operations:
## Table 2 ##
Capital Markets Wind-down During 2010, AIG’s Asset Management Group undertook the management responsibilities for certain non-derivative assets and liabilities of the Capital Markets businesses of the Financial Services segment.
These assets and liabilities are being managed on a spread basis, in concert with the MIP.
Accordingly, gains and losses
VISA INC.  NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued) September 30, 2008 (in millions, except as noted) The Company redeemed all outstanding shares of class C (series II) common stock in October 2008 at its redemption price of $1.136 billion, which represents its stated redemption price of $1.146 billion reduced by the dividend declared in June 2008 and paid on these shares in August 2008 and the extinguishment of the subscription receivable.
Fair Value and Accretion of Class C (Series II) Common Stock At the time of the reorganization in October 2007, the Company determined the fair value of the class C (series II) common stock to be approximately $1.104 billion.
Prior to the IPO these shares were not redeemable.
Completion of the Company’s IPO triggered the redemption feature of this stock.
As a result, in accordance with Emerging Issues Task Force (“EITF”) Topic D-98, “Classification and Measurement of Redeemable Securities,” in March 2008, the Company reclassified all outstanding shares of the class C (series II) common stock at its then fair value of $1.125 billion to temporary or mezzanine level equity on the Company’s consolidated balance sheet with a corresponding reduction in additional paid-in-capital of $1.104 billion and accumulated income of $21 million.
Over the period from March 2008 to October 10, 2008, the date these shares were redeemed, the Company recorded accretion of this stock to its redemption price through accumulated income.
The following table reflects activity related to the class C (series II) common stock from October 1, 2007 to September 30, 2008:

Tables referenced above, in order (Table 0 first):
<table><tr><td><i>(in millions)</i></td><td>December 31, 2009</td><td>December 31, 2010</td><td>February 16, 2011</td></tr><tr><td>Regulatory capital</td><td>$310</td><td>$236</td><td>$226</td></tr><tr><td>Arbitrage – multi-sector CDO</td><td>3,715</td><td>3,013</td><td>2,843</td></tr><tr><td>Arbitrage – corporate</td><td>565</td><td>537</td><td>527</td></tr><tr><td>Total</td><td>$4,590</td><td>$3,786</td><td>$3,596</td></tr></table>
<table><tr><td><i>(in millions)</i> </td><td>Amortized Cost or Cost </td><td>Gross Unrealized Gains </td><td>Gross Unrealized Losses</td><td>Fair Value </td><td>Other-Than- Temporary Impairments in AOCI (a)</td></tr><tr><td> December 31, 2010</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Bonds available for sale:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>U.S. government and government sponsored entities</td><td>$7,239</td><td>$184</td><td>$-73</td><td>$7,350</td><td>$-</td></tr><tr><td>Obligations of states, municipalities and political subdivisions</td><td>45,297</td><td>1,725</td><td>-402</td><td>46,620</td><td>2</td></tr><tr><td>Non-U.S. governments</td><td>14,780</td><td>639</td><td>-75</td><td>15,344</td><td>-28</td></tr><tr><td>Corporate debt</td><td>118,729</td><td>8,827</td><td>-1,198</td><td>126,358</td><td>99</td></tr><tr><td>Mortgage-backed, asset-backed and collateralized:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>RMBS</td><td>20,661</td><td>700</td><td>-1,553</td><td>19,808</td><td>-648</td></tr><tr><td>CMBS</td><td>7,320</td><td>240</td><td>-1,149</td><td>6,411</td><td>-218</td></tr><tr><td>CDO/ABS</td><td>6,643</td><td>402</td><td>-634</td><td>6,411</td><td>32</td></tr><tr><td>Total mortgage-backed, asset-backed and collateralized</td><td>34,624</td><td>1,342</td><td>-3,336</td><td>32,630</td><td>-834</td></tr><tr><td> Total bonds available for sale <i><sup>(b)</sup></i></td><td>220,669</td><td>12,717</td><td>-5,084</td><td>228,302</td><td>-761</td></tr><tr><td>Equity securities available for sale:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Common stock</td><td>1,820</td><td>1,931</td><td>-52</td><td>3,699</td><td>-</td></tr><tr><td>Preferred stock</td><td>400</td><td>88</td><td>-1</td><td>487</td><td>-</td></tr><tr><td>Mutual funds</td><td>351</td><td>46</td><td>-2</td><td>395</td><td>-</td></tr><tr><td> Total equity securities available for sale</td><td>2,571</td><td>2,065</td><td>-55</td><td>4,581</td><td>-</td></tr><tr><td> Total <i><sup>(c)</sup></i></td><td>$223,240</td><td>$14,782</td><td>$-5,139</td><td>$232,883</td><td>$-761</td></tr><tr><td> December 31, 2009</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Bonds available for sale:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>U.S. government and government sponsored entities</td><td>$5,098</td><td>$174</td><td>$-49</td><td>$5,223</td><td>$-</td></tr><tr><td>Obligations of states, municipalities and political subdivisions</td><td>52,324</td><td>2,163</td><td>-385</td><td>54,102</td><td>-</td></tr><tr><td>Non-U.S. governments</td><td>63,080</td><td>3,153</td><td>-649</td><td>65,584</td><td>-1</td></tr><tr><td>Corporate debt</td><td>185,188</td><td>10,826</td><td>-3,876</td><td>192,138</td><td>119</td></tr><tr><td>Mortgage-backed, asset-backed and collateralized:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>RMBS</td><td>32,173</td><td>991</td><td>-4,840</td><td>28,324</td><td>-2,121</td></tr><tr><td>CMBS</td><td>18,717</td><td>195</td><td>-5,623</td><td>13,289</td><td>-739</td></tr><tr><td>CDO/ABS</td><td>7,911</td><td>284</td><td>-1,304</td><td>6,891</td><td>-63</td></tr><tr><td>Total mortgage-backed, asset-backed and collateralized</td><td>58,801</td><td>1,470</td><td>-11,767</td><td>48,504</td><td>-2,923</td></tr><tr><td> Total bonds available for sale <i><sup>(b)</sup></i></td><td>364,491</td><td>17,786</td><td>-16,726</td><td>365,551</td><td>-2,805</td></tr><tr><td>Equity securities available for sale:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Common stock</td><td>4,460</td><td>2,913</td><td>-75</td><td>7,298</td><td>-</td></tr><tr><td>Preferred stock</td><td>740</td><td>94</td><td>-20</td><td>814</td><td>-</td></tr><tr><td>Mutual funds</td><td>1,264</td><td>182</td><td>-36</td><td>1,410</td><td>-</td></tr><tr><td> Total equity securities available for sale</td><td>6,464</td><td>3,189</td><td>-131</td><td>9,522</td><td>-</td></tr><tr><td> Total <i><sup>(c)</sup></i></td><td>$370,955</td><td>$20,975</td><td>$-16,857</td><td>$375,073</td><td>$-2,805</td></tr></table>
<table><tr><td><i>(in millions)</i></td><td>CollateralPosted as ofDecember 31, 2009</td><td>AdditionalPostings,Netted byCounterparty</td><td>CollateralReturned byCounterparties</td><td>CollateralPosted as ofDecember 31, 2010</td></tr><tr><td>Collateralized GIAs (Direct Investment business)</td><td>$6,129</td><td>$708</td><td>$1,175</td><td>$5,662</td></tr><tr><td>Super senior credit default swap (CDS) portfolio</td><td>4,590</td><td>393</td><td>1,197</td><td>3,786</td></tr><tr><td>All other derivatives</td><td>5,217</td><td>2,196</td><td>6,078</td><td>1,335</td></tr><tr><td>Total</td><td>$15,936</td><td>$3,297</td><td>$8,450</td><td>$10,783</td></tr></table>

Question: What will RMBS of Amortized Cost or Cost be like in 2011 if it continues to grow at the same rate as it did in 2010? (in million)
Answer: 13268.2
Reasoning program: subtract(20661,32173), divide(#0,32173), add(1,#1), multiply(20661,#2)