XML 99 R51.htm IDEA: XBRL DOCUMENT v3.21.2

Fair Value Measurements - Significant Unobservable Inputs Securities (Details) $ in Millions	Sep. 30, 2021 USD ($)	Dec. 31, 2020 USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	$ 43,942	$ 45,035
Collateralized Loan Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	3,011	2,780
CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	4,191	4,484
Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	18,861	20,273
RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	3,286	4,107
Significant Unobservable Inputs (Level 3)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	2,005	1,705
Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	354	360
Significant Unobservable Inputs (Level 3) | CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	101	77
Significant Unobservable Inputs (Level 3) | Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	1,254	881
Significant Unobservable Inputs (Level 3) | RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	268	381
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	$ 290	$ 340
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member] | Measurement Input, Credit Spread [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	2.27	3.04
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member] | Measurement Input, Credit Spread [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	2.51	3.05
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member] | Measurement Input, Credit Spread [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	2.48	3.04
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	$ 96	$ 20
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS | Measurement Input, Credit Spread [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	1.92	2.55
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS | Measurement Input, Credit Spread [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	4.83	9.75
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS | Measurement Input, Credit Spread [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	2.89	6.88
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	$ 1,178	$ 749
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate | Measurement Input, Credit Spread [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.94	1.10
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate | Measurement Input, Credit Spread [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	9.78	6.92
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate | Measurement Input, Credit Spread [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	2.72	2.93
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	$ 251	$ 364
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Credit Spread [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.43	0.07
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Credit Spread [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	2.33	9.37
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Credit Spread [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.84	1.19
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Constant Prepayment Rate [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.02	0
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Constant Prepayment Rate [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.14	0.10
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Constant Prepayment Rate [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.07	0.05
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Default Rate [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.01	0.02
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Default Rate [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.06	0.06
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Default Rate [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.03	0.03
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Loss Severity [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0	0
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Loss Severity [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	1	1
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Loss Severity [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.65	0.84

X

- Definition

Amount of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 210
-Section S99
-Paragraph 1
-Subparagraph (SX 210.9-03(6))
-URI http://asc.fasb.org/extlink&oid=120398452&loc=d3e534808-122878

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 326
-SubTopic 30
-Section 45
-Paragraph 1
-URI http://asc.fasb.org/extlink&oid=124258926&loc=SL82898722-210454

Reference 3: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 320
-SubTopic 10
-Section 45
-Paragraph 1
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=124260329&loc=d3e26610-111562

Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 320
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (aa)
-URI http://asc.fasb.org/extlink&oid=123581744&loc=d3e27161-111563

+ Details

Name:	us-gaap_AvailableForSaleSecuritiesDebtSecurities
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

X

- Definition

Value of input used to measure investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 820
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (bbb)(2)
-URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19207-110258

+ Details

Name:	us-gaap_DebtSecuritiesAvailableForSaleMeasurementInput
Namespace Prefix:	us-gaap_
Data Type:	xbrli:decimalItemType
Balance Type:	na
Period Type:	instant

X

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

Name:	us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- Details

Name:	us-gaap_FinancialInstrumentAxis=us-gaap_CollateralizedLoanObligationsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_FinancialInstrumentAxis=us-gaap_CorporateDebtSecuritiesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputCreditSpreadMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	srt_RangeAxis=srt_MinimumMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	srt_RangeAxis=srt_MaximumMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	srt_RangeAxis=srt_WeightedAverageMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputConstantPrepaymentRateMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputDefaultRateMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputLossSeverityMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: