XML 90 R79.htm IDEA: XBRL DOCUMENT v3.10.0.1
Fair Value Measurement - Quantitative Information - Assets (Details) - Valuation, Income Approach [Member] - Level 3 [Member] - USD ($)
$ in Millions
9 Months Ended 12 Months Ended
Sep. 30, 2018
Dec. 31, 2017
Obligations of state and political subdivisions [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Asset, fair value $ 99 $ 76
Obligations of state and political subdivisions [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 4.50% 4.50%
Obligations of state and political subdivisions [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 29.70% 40.80%
Obligations of state and political subdivisions [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 9.10% 12.50%
Corporate securities [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Asset, fair value $ 60 $ 67
Yield (as a percent) 27.30% 22.50%
RMBS [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Asset, fair value $ 299 $ 334
RMBS [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 5.30% 4.00%
RMBS [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 7.90% 7.50%
RMBS [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 6.20% 5.60%
Triple-X Life Insurance Transaction [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Asset, fair value $ 642 $ 613
Triple-X Life Insurance Transaction [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 6.60% 6.20%
Triple-X Life Insurance Transaction [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 6.70% 6.40%
Triple-X Life Insurance Transaction [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 6.70% 6.30%
Collateralized loan obligations (CLO) /TruPS [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Asset, fair value $ 256 $ 116
Collateralized loan obligations (CLO) /TruPS [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 3.50% 2.60%
Collateralized loan obligations (CLO) /TruPS [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 4.70% 4.60%
Collateralized loan obligations (CLO) /TruPS [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 4.20% 3.30%
Other Asset Backed Securities [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Asset, fair value $ 55 $ 58
Yield (as a percent) 11.20% 10.70%
Financial Guaranty Variable Interest Entities [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Asset, fair value $ 596 $ 700
Financial Guaranty Variable Interest Entities [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 4.50% 3.70%
Financial Guaranty Variable Interest Entities [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 10.30% 10.00%
Financial Guaranty Variable Interest Entities [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 6.90% 6.20%
Other Assets [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Asset, fair value $ 57 $ 60
Fair Value Inputs Term 10 years 10 years
Other Assets [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 5.90% 5.20%
Other Assets [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 6.50% 5.90%
Other Assets [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 6.20% 5.50%
Other invested assets [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Asset, fair value $ 7 $ 7
Short-term Investments [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Asset, fair value   $ 1
Measurement Input, Prepayment Rate [Member] | RMBS [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 2.80% 1.30%
Measurement Input, Prepayment Rate [Member] | RMBS [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 18.00% 17.40%
Measurement Input, Prepayment Rate [Member] | RMBS [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 6.30% 6.40%
Measurement Input, Prepayment Rate [Member] | Financial Guaranty Variable Interest Entities [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 0.90% 3.00%
Measurement Input, Prepayment Rate [Member] | Financial Guaranty Variable Interest Entities [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 17.50% 14.90%
Measurement Input, Prepayment Rate [Member] | Financial Guaranty Variable Interest Entities [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 9.30% 9.50%
Measurement Input, Default Rate [Member] | RMBS [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 1.50% 1.50%
Measurement Input, Default Rate [Member] | RMBS [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 8.80% 9.20%
Measurement Input, Default Rate [Member] | RMBS [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 5.40% 5.90%
Measurement Input, Default Rate [Member] | Financial Guaranty Variable Interest Entities [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 1.30% 1.30%
Measurement Input, Default Rate [Member] | Financial Guaranty Variable Interest Entities [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 23.50% 21.70%
Measurement Input, Default Rate [Member] | Financial Guaranty Variable Interest Entities [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 5.60% 5.40%
Measurement Input, Loss Severity [Member] | RMBS [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 40.00% 40.00%
Measurement Input, Loss Severity [Member] | RMBS [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 125.00% 125.00%
Measurement Input, Loss Severity [Member] | RMBS [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 82.20% 82.50%
Measurement Input, Loss Severity [Member] | Financial Guaranty Variable Interest Entities [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 60.00% 60.00%
Measurement Input, Loss Severity [Member] | Financial Guaranty Variable Interest Entities [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 100.00% 100.00%
Measurement Input, Loss Severity [Member] | Financial Guaranty Variable Interest Entities [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities, Prepayment Speed 79.80% 79.60%