XML 107 R35.htm IDEA: XBRL DOCUMENT v3.10.0.1
Fair Value Measurements - Significant Unobservable Inputs - Securities (Details) - USD ($)
 1 Months Ended 2 Months Ended 3 Months Ended 5 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2018
May 31, 2018
Jun. 30, 2017
May 31, 2018
Jun. 30, 2018
Jun. 30, 2017
Dec. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities $ 14,409,000,000       $ 14,409,000,000   $ 22,799,000,000
Fair Value Inputs, Comparability Adjustments 0.00% 0.00%   0.00%      
Fair value assets level 1 to level 2 Transfer amount $ 58,000,000 $ 0 $ 264,000,000 $ 283,000,000   $ 494,000,000  
Fair value assets level 2 to level 1 transfer amount 0 $ 0 $ 0 $ 0   $ 0  
RMBS [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 1,058,000,000       1,058,000,000   1,427,000,000
US States and Political Subdivisions Debt Securities [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 776,000,000       776,000,000   1,266,000,000
Corporate              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 8,211,000,000       8,211,000,000   14,038,000,000
CMBS              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 1,423,000,000       1,423,000,000   2,084,000,000
Fair Value, Inputs, Level 1 [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 13,000,000       13,000,000   284,000,000
Fair Value, Inputs, Level 1 [Member] | RMBS [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 0       0   0
Fair Value, Inputs, Level 1 [Member] | US States and Political Subdivisions Debt Securities [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 0       0   0
Fair Value, Inputs, Level 1 [Member] | Corporate              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 0       0   0
Fair Value, Inputs, Level 1 [Member] | CMBS              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 0       0   0
Fair Value, Inputs, Level 3 [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 1,064,000,000       1,064,000,000   1,286,000,000
Fair Value, Inputs, Level 3 [Member] | RMBS [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 534,000,000       $ 534,000,000   $ 692,000,000
Fair Value Measurements, Valuation Techniques         Discounted cash flows   Discounted cash flows
Fair Value, Inputs, Level 3 [Member] | US States and Political Subdivisions Debt Securities [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 12,000,000       $ 12,000,000   $ 38,000,000
Fair Value Measurements, Valuation Techniques         Discounted cash flows   Discounted cash flows
Fair Value, Inputs, Level 3 [Member] | Corporate              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 396,000,000       $ 396,000,000   $ 443,000,000
Fair Value Measurements, Valuation Techniques         Discounted cash flows   Discounted cash flows
Fair Value, Inputs, Level 3 [Member] | CMBS              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 7,000,000       $ 7,000,000   $ 26,000,000
Fair Value Measurements, Valuation Techniques         Discounted cash flows   Discounted cash flows
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | RMBS [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 518,000,000       $ 518,000,000   $ 692,000,000
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | RMBS [Member] | Minimum [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Counterparty Credit Risk         17.00%   24.00%
Fair Value Inputs, Probability of Default         0.00%   0.00%
Fair Value Inputs, Loss Severity         0.00%   0.00%
Fair Value Inputs, Prepayment Rate         0.00%   0.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | RMBS [Member] | Maximum [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Counterparty Credit Risk         433.00%   463.00%
Fair Value Inputs, Probability of Default         8.00%   7.00%
Fair Value Inputs, Loss Severity         100.00%   100.00%
Fair Value Inputs, Prepayment Rate         25.00%   25.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | RMBS [Member] | Weighted Average [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Counterparty Credit Risk         76.00%   77.00%
Fair Value Inputs, Probability of Default         4.00%   4.00%
Fair Value Inputs, Loss Severity         58.00%   65.00%
Fair Value Inputs, Prepayment Rate         6.00%   6.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 4,000,000       $ 4,000,000   $ 22,000,000
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Minimum [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Treasury Yield         161.00%   192.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Maximum [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Treasury Yield         161.00%   250.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Weighted Average [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Treasury Yield         161.00%   228.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 175,000,000       $ 175,000,000   $ 190,000,000
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate | Minimum [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Counterparty Credit Risk         113.00%   103.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate | Maximum [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Counterparty Credit Risk         826.00%   1000.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate | Weighted Average [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Counterparty Credit Risk         304.00%   355.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | CMBS              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 6,000,000       $ 6,000,000   $ 15,000,000
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | CMBS | Minimum [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Counterparty Credit Risk         9.00%   9.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | CMBS | Maximum [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Counterparty Credit Risk         1816.00%   1816.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | CMBS | Weighted Average [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Inputs, Counterparty Credit Risk         252.00%   457.00%
Fair Value, Inputs, Level 2 [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 13,332,000,000       $ 13,332,000,000   $ 21,229,000,000
Fair Value, Inputs, Level 2 [Member] | RMBS [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 524,000,000       524,000,000   735,000,000
Fair Value, Inputs, Level 2 [Member] | US States and Political Subdivisions Debt Securities [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 764,000,000       764,000,000   1,228,000,000
Fair Value, Inputs, Level 2 [Member] | Corporate              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities 7,815,000,000       7,815,000,000   13,595,000,000
Fair Value, Inputs, Level 2 [Member] | CMBS              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Available-for-sale Securities, Debt Securities $ 1,416,000,000       $ 1,416,000,000   $ 2,058,000,000
CMBS | Fair Value, Inputs, Level 3 [Member] | CMBS              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Decrease   Decrease
CMBS | Fair Value, Inputs, Level 3 [Member] | CMBS | Spread [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Significant Assumptions         Spread (encompasses prepayment, default risk and loss severity)   Spread (encompasses prepayment, default risk and loss severity)
Corporate | Fair Value, Inputs, Level 3 [Member] | Corporate              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Decrease   Decrease
Corporate | Fair Value, Inputs, Level 3 [Member] | Corporate | Spread [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Significant Assumptions         Spread   Spread
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member] | US States and Political Subdivisions Debt Securities [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Decrease   Decrease
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member] | US States and Political Subdivisions Debt Securities [Member] | Spread [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Significant Assumptions         Spread   Spread
RMBS [Member] | Fair Value, Inputs, Level 3 [Member] | RMBS [Member] | Spread [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Decrease   Decrease
Fair Value Measurements, Significant Assumptions         Spread   Spread
RMBS [Member] | Fair Value, Inputs, Level 3 [Member] | RMBS [Member] | Prepayment Rate [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Decrease [5]   Decrease [5]
Fair Value Measurements, Significant Assumptions         Constant prepayment rate   Constant prepayment rate
RMBS [Member] | Fair Value, Inputs, Level 3 [Member] | RMBS [Member] | Probability of Default [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Decrease   Decrease
Fair Value Measurements, Significant Assumptions         Constant default rate   Constant default rate
RMBS [Member] | Fair Value, Inputs, Level 3 [Member] | RMBS [Member] | Loss Severity [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Decrease   Decrease
Fair Value Measurements, Significant Assumptions         Loss severity   Loss severity
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Withdrawal Utilization [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Increase   Increase
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Withdrawal Rates [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Increase   Increase
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Lapse Rates [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Decrease   Decrease
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Reset Elections [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Increase   Increase
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Withdrawal Utilization [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Unobservable Input Range         15.00%   15.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Withdrawal Rates [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Unobservable Input Range         0.00%   0.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Lapse Rates [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Unobservable Input Range         0.00%   0.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Reset Elections [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Unobservable Input Range         30.00%   30.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Withdrawal Utilization [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Unobservable Input Range         100.00%   100.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Withdrawal Rates [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Unobservable Input Range         8.00%   8.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Lapse Rates [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Unobservable Input Range         40.00%   40.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Reset Elections [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Unobservable Input Range         75.00%   75.00%
Other Contract [Member] | Fair Value, Inputs, Level 3 [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Increase   Increase
Fair Value Measurements, Valuation Techniques         Discounted  cash flows   Discounted  cash flows
Fair Value Measurements, Significant Assumptions         Equity volatility   Equity volatility
Other Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Volatility [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Measurements, Sensitivity Analysis, Description         Increase   Increase
Other Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Equity Volatility [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Unobservable Input Range         12.00%   7.00%
Other Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Equity Volatility [Member]              
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]              
Fair Value Unobservable Input Range         30.00%   30.00%