XML 91 R79.htm IDEA: XBRL DOCUMENT v3.20.2
Fair Value Measurement - Quantitative Information - Assets (Details) - Valuation, Income Approach [Member] - Level 3 [Member] - USD ($)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Obligations of state and political subdivisions [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 97 $ 107
Obligations of state and political subdivisions [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 5.30% 4.50%
Obligations of state and political subdivisions [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 35.30% 31.10%
Obligations of state and political subdivisions [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 10.90% 8.50%
Corporate securities [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 29 $ 41
Yield (as a percent) 45.30% 35.90%
RMBS [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 254 $ 308
RMBS [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 4.50% 3.70%
RMBS [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 7.20% 6.10%
RMBS [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 5.50% 4.80%
Life Insurance Transaction [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 335 $ 350
Yield (as a percent) 5.50%  
Life Insurance Transaction [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent)   5.80%
Collateralized loan obligations (CLO) /TruPS [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 342 $ 256
Collateralized loan obligations (CLO) /TruPS [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 1.50% 2.50%
Collateralized loan obligations (CLO) /TruPS [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 4.20% 4.10%
Collateralized loan obligations (CLO) /TruPS [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 2.40% 2.90%
Other Asset Backed Securities [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 37 $ 52
Yield (as a percent) 13.30%  
Other Asset Backed Securities [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent)   2.30%
Other Asset Backed Securities [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent)   9.40%
Other Asset Backed Securities [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent)   9.30%
FG VIEs and other [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 318 $ 442
FG VIEs and other [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 2.90% 3.00%
FG VIEs and other [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 8.70% 8.40%
FG VIEs and other [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 5.90% 5.20%
Other Assets [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 75 $ 52
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) 4.00% 5.10%
Other Assets [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 4.80% 5.80%
Other Assets [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 4.40% 5.50%
Other invested assets [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 6 $ 6
Measurement Input, Prepayment Rate [Member] | RMBS [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 2.70% 2.00%
Measurement Input, Prepayment Rate [Member] | RMBS [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 15.00% 15.00%
Measurement Input, Prepayment Rate [Member] | RMBS [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 6.50% 6.30%
Measurement Input, Prepayment Rate [Member] | FG VIEs and other [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 0.40% 0.10%
Measurement Input, Prepayment Rate [Member] | FG VIEs and other [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 18.80% 18.60%
Measurement Input, Prepayment Rate [Member] | FG VIEs and other [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 8.60% 8.60%
Measurement Input, Default Rate [Member] | RMBS [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
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]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 7.50% 7.00%
Measurement Input, Default Rate [Member] | RMBS [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 5.40% 4.90%
Measurement Input, Default Rate [Member] | FG VIEs and other [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 1.20% 1.20%
Measurement Input, Default Rate [Member] | FG VIEs and other [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 26.50% 24.70%
Measurement Input, Default Rate [Member] | FG VIEs and other [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 5.30% 4.90%
Measurement Input, Loss Severity [Member] | RMBS [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 45.00% 40.00%
Measurement Input, Loss Severity [Member] | RMBS [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
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]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 83.40% 78.80%
Measurement Input, Loss Severity [Member] | FG VIEs and other [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 45.00% 40.00%
Measurement Input, Loss Severity [Member] | FG VIEs and other [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 100.00% 100.00%
Measurement Input, Loss Severity [Member] | FG VIEs and other [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed 79.70% 76.10%
Measurement Input, Discount Rate [Member] | Structured Products [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 11.60%  
Assets of Consolidated Investment Vehicles [Member] | Debt Securities [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 60  
Assets of Consolidated Investment Vehicles [Member] | Debt Securities [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 14.90%  
Assets of Consolidated Investment Vehicles [Member] | Debt Securities [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 23.40%  
Assets of Consolidated Investment Vehicles [Member] | Debt Securities [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 18.50%  
Assets of Consolidated Investment Vehicles [Member] | Equity Securities and Warrants [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 53 $ 17
Yield (as a percent) 10.10% 12.50%
Assets of Consolidated Investment Vehicles [Member] | Structured Products [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value $ 6  
Assets of Consolidated Investment Vehicles [Member] | Measurement Input, Discount Rate [Member] | Debt Securities [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Total assets carried at fair value   $ 47
Assets of Consolidated Investment Vehicles [Member] | Measurement Input, Discount Rate [Member] | Debt Securities [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed   16.00%
Assets of Consolidated Investment Vehicles [Member] | Measurement Input, Discount Rate [Member] | Debt Securities [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed   28.00%
Assets of Consolidated Investment Vehicles [Member] | Measurement Input, Discount Rate [Member] | Debt Securities [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Transferor's continuing involvement, servicing assets or liabilities, prepayment speed   21.50%
Assets of Consolidated Investment Vehicles [Member] | Measurement Input, Discount Rate [Member] | Equity Securities and Warrants [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 14.90% 16.00%
Assets of Consolidated Investment Vehicles [Member] | Measurement Input, Discount Rate [Member] | Equity Securities and Warrants [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 26.90% 28.00%
Assets of Consolidated Investment Vehicles [Member] | Measurement Input, Discount Rate [Member] | Equity Securities and Warrants [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 25.60% 20.80%
Assets of Consolidated Investment Vehicles [Member] | Measurement Input, Discount Rate [Member] | Structured Products [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 4.80%  
Assets of Consolidated Investment Vehicles [Member] | Measurement Input, Discount Rate [Member] | Structured Products [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Yield (as a percent) 7.40%