XML 96 R85.htm IDEA: XBRL DOCUMENT v3.22.2
Financial Guaranty Variable Interest Entities and Consolidated Investment Vehicles - Schedule of Assets and Liabilities (Details) - USD ($)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2022
Dec. 31, 2021
Variable Interest Entity [Line Items]    
Assets $ 16,960 $ 18,208
Liabilities 11,392 11,708
Variable Interest Entity, Primary Beneficiary | Fund investments: | Cash and cash equivalents    
Variable Interest Entity [Line Items]    
Assets 49 64
Variable Interest Entity, Primary Beneficiary | Fund investments: | Equity securities and warrants    
Variable Interest Entity [Line Items]    
Assets 394 252
Variable Interest Entity, Primary Beneficiary | Fund investments: | Obligations of state and political subdivisions    
Variable Interest Entity [Line Items]    
Assets 0 101
Variable Interest Entity, Primary Beneficiary | Fund investments: | Corporate securities    
Variable Interest Entity [Line Items]    
Assets 90 98
Variable Interest Entity, Primary Beneficiary | Fund investments: | Structured products    
Variable Interest Entity [Line Items]    
Assets 127 62
Variable Interest Entity, Primary Beneficiary | Fund investments: | Due from brokers and counterparties    
Variable Interest Entity [Line Items]    
Assets 6 49
Variable Interest Entity, Primary Beneficiary | Fund investments: | Other    
Variable Interest Entity [Line Items]    
Assets 0 1
Variable Interest Entity, Primary Beneficiary | CLOs and CLO warehouse assets: | Cash and cash equivalents    
Variable Interest Entity [Line Items]    
Assets 76 156
Variable Interest Entity, Primary Beneficiary | CLOs and CLO warehouse assets: | Due from brokers and counterparties    
Variable Interest Entity [Line Items]    
Assets 91 99
Variable Interest Entity, Primary Beneficiary | CLOs and CLO warehouse assets: | Loans in CLOs, FVO    
Variable Interest Entity [Line Items]    
Assets 4,160 3,913
Variable Interest Entity, Primary Beneficiary | CLOs and CLO warehouse assets: | Loans in CLO warehouses, FVO    
Variable Interest Entity [Line Items]    
Assets 233 331
Variable Interest Entity, Primary Beneficiary | CLOs and CLO warehouse assets: | Short-term investments    
Variable Interest Entity [Line Items]    
Assets 230 145
Variable Interest Entity, Primary Beneficiary | Assets of Consolidated Investment Vehicles    
Variable Interest Entity [Line Items]    
Assets 5,456 5,271
Variable Interest Entity, Primary Beneficiary | Assets of Consolidated Investment Vehicles | Investments in AssuredIM Funds and Other Affiliated Entities    
Variable Interest Entity [Line Items]    
Assets 358 223
Variable Interest Entity, Primary Beneficiary | Liabilities of CIVs    
Variable Interest Entity [Line Items]    
Liabilities 4,568 4,436
Variable Interest Entity, Primary Beneficiary | Liabilities of CIVs | CLO obligations of CFEs    
Variable Interest Entity [Line Items]    
Liabilities $ 3,947 $ 3,665
CLO's weighted average maturity 6 years 8 months 12 days 6 years 7 months 6 days
CLO's weighted average interest rate 2.80% 1.80%
Variable Interest Entity, Primary Beneficiary | Liabilities of CIVs | Warehouse financing debt    
Variable Interest Entity [Line Items]    
Liabilities $ 157 $ 126
CLO's weighted average maturity 1 year 2 months 12 days 1 year 9 months 18 days
CLO's weighted average interest rate 1.00% 1.10%
Variable Interest Entity, Primary Beneficiary | Liabilities of CIVs | Securities sold short, at fair value    
Variable Interest Entity [Line Items]    
Liabilities $ 0 $ 41
Variable Interest Entity, Primary Beneficiary | Liabilities of CIVs | Due to brokers and counterparties    
Variable Interest Entity [Line Items]    
Liabilities 424 570
Variable Interest Entity, Primary Beneficiary | Liabilities of CIVs | Other liabilities    
Variable Interest Entity [Line Items]    
Liabilities 40 34
Variable Interest Entity, Primary Beneficiary | Consolidated Investment Vehicles, Meeting Voting Interest Entity Criteria    
Variable Interest Entity [Line Items]    
Assets $ 60 $ 12