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Derivatives Instruments Level 3 (Tables) | 9 Months Ended
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Sep. 30, 2017
Derivative [Line Items] |
Schedule of Derivative Instruments [Table Text Block] |
GMWB Hedging Instruments
| Notional Amount | Fair Value
| Sep. 30, 2017 | Dec. 31, 2016 | Sep. 30, 2017 | Dec. 31, 2016
Customized swaps | $ | 5,035 |  | $ | 5,191 |  | $ | 62 |  | $ | 100 |
Equity swaps, options, and futures | 1,370 |  | 1,362 |  | (41 | ) | (27 | )
Interest rate swaps and futures | 2,986 |  | 3,703 |  | 44 |  | 21 |
Total | $ | 9,391 |  | $ | 10,256 |  | $ | 65 |  | $ | 94 |
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block] | Derivative Balance Sheet Classification For reporting purposes, the Company has elected to offset within assets or liabilities based upon the net of the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty under a master netting agreement, which provides the Company with the legal right of offset. The following fair value amounts do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivative fair value reported as liabilities after taking into account the master netting agreements was $809 and $963 as of September 30, 2017, and December 31, 2016, respectively. Derivatives in the Company’s separate accounts, where the associated gains and losses accrue directly to policyholders, are not included in the table below. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. The following tables exclude investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements of Notes to the Condensed Consolidated Financial Statements.
Derivative Balance Sheet Presentation
| Net Derivatives | Asset Derivatives | Liability Derivatives
| Notional Amount | Fair Value | Fair Value | Fair Value
Hedge Designation/ Derivative Type | Sep. 30, 2017 | Dec. 31, 2016 | Sep. 30, 2017 | Dec. 31, 2016 | Sep. 30, 2017 | Dec. 31, 2016 | Sep. 30, 2017 | Dec. 31, 2016
Cash flow hedges |  |  |  |  |  |  |  |
Interest rate swaps | $ | 3,855 |  | $ | 3,440 |  | $ | (1 | ) | $ | (79 | ) | $ | 79 |  | $ | 11 |  | $ | (80 | ) | $ | (90 | )
Foreign currency swaps | 299 |  | 239 |  | (18 | ) | (15 | ) | 6 |  | 11 |  | (24 | ) | (26 | )
Total cash flow hedges | 4,154 |  | 3,679 |  | (19 | ) | (94 | ) | 85 |  | 22 |  | (104 | ) | (116 | )
Non-qualifying strategies |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |
Interest rate swaps, swaptions, and futures | 11,228 |  | 11,743 |  | (476 | ) | (890 | ) | 634 |  | 264 |  | (1,110 | ) | (1,154 | )
Foreign exchange contracts |  |  |  |  |  |  |  |
Foreign currency swaps and forwards | 165 |  | 1,064 |  | (1 | ) | 68 |  | — |  | 70 |  | (1 | ) | (2 | )
Fixed payout annuity hedge | 804 |  | 804 |  | (255 | ) | (263 | ) | — |  | — |  | (255 | ) | (263 | )
Credit contracts |  |  |  |  |  |  |  |
Credit derivatives that purchase credit protection | 144 |  | 209 |  | (3 | ) | (4 | ) | — |  | — |  | (3 | ) | (4 | )
Credit derivatives that assume credit risk [1] | 1,105 |  | 1,309 |  | 4 |  | 10 |  | 23 |  | 15 |  | (19 | ) | (5 | )
Credit derivatives in offsetting positions | 1,842 |  | 3,317 |  | 4 |  | (1 | ) | 25 |  | 39 |  | (21 | ) | (40 | )
Equity contracts |  |  |  |  |  |  |  |
Equity index swaps and options | 167 |  | 105 |  | 2 |  | — |  | 2 |  | 33 |  | — |  | (33 | )
Variable annuity hedge program |  |  |  |  |  |  |  |
GMWB product derivatives [2] | 11,797 |  | 13,114 |  | (93 | ) | (241 | ) | — |  | — |  | (93 | ) | (241 | )
GMWB reinsurance contracts | 2,450 |  | 2,709 |  | 51 |  | 73 |  | 51 |  | 73 |  | — |  | — |
GMWB hedging instruments | 9,391 |  | 10,256 |  | 65 |  | 94 |  | 130 |  | 190 |  | (65 | ) | (96 | )
Macro hedge program | 8,157 |  | 6,532 |  | 166 |  | 178 |  | 192 |  | 201 |  | (26 | ) | (23 | )
Other |  |  |  |  |  |  |  |
Contingent capital facility put option | — |  | 500 |  | — |  | 1 |  | — |  | 1 |  | — |  | — |
Modified coinsurance reinsurance contracts | 882 |  | 875 |  | 57 |  | 68 |  | 57 |  | 68 |  | — |  | — |
Total non-qualifying strategies | 48,132 |  | 52,537 |  | (479 | ) | (907 | ) | 1,114 |  | 954 |  | (1,593 | ) | (1,861 | )
Total cash flow hedges and non-qualifying strategies | $ | 52,286 |  | $ | 56,216 |  | $ | (498 | ) | $ | (1,001 | ) | $ | 1,199 |  | $ | 976 |  | $ | (1,697 | ) | $ | (1,977 | )
Balance Sheet Location |  |  |  |  |  |  |  |
Fixed maturities, available-for-sale | $ | 156 |  | $ | 322 |  | $ | — |  | $ | 1 |  | $ | — |  | $ | 1 |  | $ | — |  | $ | — |
Other investments | 12,797 |  | 23,620 |  | 203 |  | (180 | ) | 281 |  | 377 |  | (78 | ) | (557 | )
Other liabilities | 24,203 |  | 15,526 |  | (716 | ) | (689 | ) | 810 |  | 457 |  | (1,526 | ) | (1,146 | )
Reinsurance recoverables | 3,333 |  | 3,584 |  | 108 |  | 141 |  | 108 |  | 141 |  | — |  | — |
Other policyholder funds and benefits payable | 11,797 |  | 13,164 |  | (93 | ) | (274 | ) | — |  | — |  | (93 | ) | (274 | )
Total derivatives | $ | 52,286 |  | $ | 56,216 |  | $ | (498 | ) | $ | (1,001 | ) | $ | 1,199 |  | $ | 976 |  | $ | (1,697 | ) | $ | (1,977 | )
[1] | The derivative instruments related to this strategy are held for other investment purposes.
[2] | These derivatives are embedded within liabilities and are not held for risk management purposes.
Offsetting Liabilities [Table Text Block] |
Offsetting Derivative Assets and Liabilities
| (i) |  | (ii) |  | (iii) = (i) - (ii) | (iv) |  | (v) = (iii) - (iv)
|  |  |  |  | Net Amounts Presented in the Statement of Financial Position |  | Collateral Disallowed for Offset in the Statement of Financial Position |  |
| Gross Amounts of Recognized Assets (Liabilities) |  | Gross Amounts Offset in the Statement of Financial Position |  | Derivative Assets [1] (Liabilities) [2] |  | Accrued Interest and Cash Collateral (Received) [3] Pledged [2] |  | Financial Collateral (Received) Pledged [4] |  | Net Amount
As of September 30, 2017 |  |  |  |  |  |  |  |  |  |  |
Other investments | $ | 1,091 |  |  | $ | 1,006 |  |  | $ | 203 |  |  | $ | (118 | ) |  | $ | 42 |  |  | $ | 43 |
Other liabilities | $ | (1,604 | ) |  | $ | (703 | ) |  | $ | (716 | ) |  | $ | (185 | ) |  | $ | (888 | ) |  | $ | (13 | )
As of December 31, 2016 |  |  |  |  |  |  |  |  |  |  |
Other investments | $ | 834 |  |  | $ | 670 |  |  | $ | (180 | ) |  | $ | 344 |  |  | $ | 103 |  |  | $ | 61 |
Other liabilities | $ | (1,703 | ) |  | $ | (884 | ) |  | $ | (689 | ) |  | $ | (130 | ) |  | $ | (763 | ) |  | $ | (56 | )
[1] | Included in other investments in the Company's Condensed Consolidated Balance Sheets.
[2] | Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty.
[3] | Included in other investments in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty.
[4] | Excludes collateral associated with exchange-traded derivative instruments.
Offsetting Assets [Table Text Block] |
Offsetting Derivative Assets and Liabilities
| (i) |  | (ii) |  | (iii) = (i) - (ii) | (iv) |  | (v) = (iii) - (iv)
|  |  |  |  | Net Amounts Presented in the Statement of Financial Position |  | Collateral Disallowed for Offset in the Statement of Financial Position |  |
| Gross Amounts of Recognized Assets (Liabilities) |  | Gross Amounts Offset in the Statement of Financial Position |  | Derivative Assets [1] (Liabilities) [2] |  | Accrued Interest and Cash Collateral (Received) [3] Pledged [2] |  | Financial Collateral (Received) Pledged [4] |  | Net Amount
As of September 30, 2017 |  |  |  |  |  |  |  |  |  |  |
Other investments | $ | 1,091 |  |  | $ | 1,006 |  |  | $ | 203 |  |  | $ | (118 | ) |  | $ | 42 |  |  | $ | 43 |
Other liabilities | $ | (1,604 | ) |  | $ | (703 | ) |  | $ | (716 | ) |  | $ | (185 | ) |  | $ | (888 | ) |  | $ | (13 | )
As of December 31, 2016 |  |  |  |  |  |  |  |  |  |  |
Other investments | $ | 834 |  |  | $ | 670 |  |  | $ | (180 | ) |  | $ | 344 |  |  | $ | 103 |  |  | $ | 61 |
Other liabilities | $ | (1,703 | ) |  | $ | (884 | ) |  | $ | (689 | ) |  | $ | (130 | ) |  | $ | (763 | ) |  | $ | (56 | )
[1] | Included in other investments in the Company's Condensed Consolidated Balance Sheets.
[2] | Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty.
[3] | Included in other investments in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty.
[4] | Excludes collateral associated with exchange-traded derivative instruments.
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block] |
[4] | Excludes collateral associated with exchange-traded derivative instruments.
Cash Flow Hedges For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each de
Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block] | Fair Value Hedges For derivative instruments that are designated and qualify as fair value hedges, the gain or loss on the derivatives as well as the offsetting loss or gain on the hedged items attributable to the hedged risk are recognized in current earnings. The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. For the three and nine months ended September 30, 2017, the Company did not hold any fair value hedges. For the three and nine months ended September 30, 2016, the Company recognized in income immaterial gains and (losses) for the ineffective portion of fair value hedges related to the derivative instrument and the hedged item.
Derivative Instruments, Gain (Loss) [Table Text Block] | Non-Qualifying Strategies For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains (losses).
Non-Qualifying Strategies Recognized within Net Realized Capital Gains (Losses)
| Three Months Ended September 30, |  | Nine Months Ended September 30,
| 2017 | 2016 |  | 2017 | 2016
Variable annuity hedge program |  |  |  |  |
GMWB product derivatives | $ | 58 |  | $ | 87 |  |  | $ | 198 |  | $ | (22 | )
GMWB reinsurance contracts | (9 | ) | (15 | ) |  | (33 | ) | (2 | )
GMWB hedging instruments | (34 | ) | (66 | ) |  | (112 | ) | 16 |
Macro hedge program | (65 | ) | (64 | ) |  | (189 | ) | (98 | )
Total variable annuity hedge program | (50 | ) | (58 | ) |  | (136 | ) | (106 | )
Foreign exchange contracts |  |  |  |  |
Foreign currency swaps and forwards | — |  | 4 |  |  | (17 | ) | 25 |
Fixed payout annuity hedge | (3 | ) | 13 |  |  | 8 |  | 109 |
Total foreign exchange contracts | (3 | ) | 17 |  |  | (9 | ) | 134 |
Other non-qualifying derivatives |  |  |  |  |
Interest rate contracts |  |  |  |  |
Interest rate swaps, swaptions, and futures | (9 | ) | (2 | ) |  | (3 | ) | (22 | )
Credit contracts |  |  |  |  |
Credit derivatives that purchase credit protection | 10 |  | (12 | ) |  | 40 |  | (19 | )
Credit derivatives that assume credit risk | (3 | ) | 24 |  |  | (19 | ) | 28 |
Equity contracts |  |  |  |  |
Equity index swaps and options | (3 | ) | (2 | ) |  | (7 | ) | 15 |
Other |  |  |  |  |
Contingent capital facility put option | — |  | (1 | ) |  | (1 | ) | (4 | )
Modified coinsurance reinsurance contracts | — |  | (1 | ) |  | (10 | ) | (48 | )
Total other non-qualifying derivatives | (5 | ) | 6 |  |  | — |  | (50 | )
Total [1] | $ | (58 | ) | $ | (35 | ) |  | $ | (145 | ) | $ | (22 | )
[1] | Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements
Disclosure of Credit Derivatives [Table Text Block] | Credit Risk Assumed through Credit Derivatives The Company enters into credit default swaps that assume credit risk of a single entity or referenced index in order to synthetically replicate investment transactions that are permissible under the Company's investment policies. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include standard diversified portfolios of corporate and CMBS issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings.
Credit Derivatives by Type
|  |  |  | Underlying Referenced Credit Obligation(s) [1] |  |
| Notional Amount [2] | Fair Value | Weighted Average Years to Maturity | Type | Average Credit Rating | Offsetting Notional Amount [3] | Offsetting Fair Value [3]
As of September 30, 2017
Single name credit default swaps |  |  |  |  |  |  |
Investment grade risk exposure | $ | 240 |  | $ | 5 |  | 4 years | Corporate Credit/ Foreign Gov. | A- | $ | 15 |  | $ | — |
Below investment grade risk exposure | 52 |  | — |  | Less than 1 year | Corporate Credit | B | 52 |  | — |
Basket credit default swaps [4] |  |  |  |  |  |  |
Investment grade risk exposure | 1,579 |  | 4 |  | 3 years | Corporate Credit | BBB+ | 719 |  | (3 | )
Below investment grade risk exposure | 50 |  | 4 |  | 4 years | Corporate Credit | B+ | 50 |  | — |
Investment grade risk exposure | 37 |  | (2 | ) | 4 years | CMBS Credit | A+ | 17 |  | 1 |
Below investment grade risk exposure | 68 |  | (13 | ) | Less than 1 year | CMBS Credit | CCC+ | 68 |  | 12 |
Total [5] | $ | 2,026 |  | $ | (2 | ) |  |  |  | $ | 921 |  | $ | 10 |
As of December 31, 2016
Single name credit default swaps |  |  |  |  |  |  |
Investment grade risk exposure | $ | 169 |  | $ | — |  | 4 years | Corporate Credit/ Foreign Gov. | A- | $ | 50 |  | $ | — |
Below investment grade risk exposure | 77 |  | — |  | 1 year | Corporate Credit | B+ | 77 |  | — |
Basket credit default swaps [4] |  |  |  |  |  |  |
Investment grade risk exposure | 2,065 |  | 22 |  | 3 years | Corporate Credit | BBB+ | 1,204 |  | (10 | )
Below investment grade risk exposure | 50 |  | 3 |  | 4 years | Corporate Credit | B | 50 |  | (3 | )
Investment grade risk exposure | 297 |  | (5 | ) | 4 years | CMBS Credit | AA | 167 |  | 1 |
Below investment grade risk exposure | 110 |  | (26 | ) | 1 year | CMBS Credit | CCC | 111 |  | 26 |
Embedded credit derivatives |  |  |  |  |  |  |
Investment grade risk exposure | 200 |  | 201 |  | Less than 1 year | Corporate Credit | A+ | — |  | — |
Total [5] | $ | 2,968 |  | $ | 195 |  |  |  |  | $ | 1,659 |  | $ | 14 |
[1] | The average credit ratings are based on availability and are generally the midpoint of the available ratings among Moody’s, S&P, Fitch and Morningstar. If no rating is available from a rating agency, then an internally developed rating is used.
[2] | Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements, clearing house rules and applicable law, which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses.
[3] | The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.
[4] | Includes $1.7 billion and $2.5 billion as of September 30, 2017, and December 31, 2016, respectively, of notional amount on swaps of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.
[5] | Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements

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- Definition Tabular disclosure of credit derivatives which includes information by sellers of credit derivatives, about each credit derivative, or each group of similar credit derivatives, including (a) the nature of the credit derivative - its term, how it arose, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative; (b) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative; (c) the current fair value of the credit derivative; and (d) the nature of any recourse provisions under the credit derivative, and any assets held either as collateral or by third parties. A credit derivative is a derivative instrument (1) in which one or more of its underlyings are related to the credit risk of a specified entity (or a group of entities) or an index based on the credit risk of a group of entities and (2) that exposes the seller to potential loss from credit-risk-related events specified in the contract. Examples of credit derivatives within the scope of this paragraph include, but are not limited to, credit default swaps, credit spread options, and credit index products; also includes a hybrid instrument that has an embedded credit derivative (for example, but not limited to, a credit-linked note). + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Glossary Credit Derivative -URI http://asc.fasb.org/extlink&oid=6854095 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4L -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5708777-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5708775-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4J -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5708773-113959 + Details
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- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41641-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41678-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41638-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5580258-113959 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5579245-113959 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5579240-113959 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41620-113959 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)(2)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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- Definition Tabular disclosure for fair value hedging instruments of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959 + Details
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