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v3.22.2.2

Fair Value Measurements - Significant Unobservable Inputs Securities (Details) $ in Millions | Sep. 30, 2022 USD ($) | Dec. 31, 2021 USD ($)
--- | --- | ---
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |
Debt Securities, Available-for-sale | $ 35,717 | $ 42,847
Collateralized Loan Obligations [Member] |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |
Debt Securities, Available-for-sale | 2,919 | 3,025
CMBS |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |
Debt Securities, Available-for-sale | 3,278 | 4,119
Corporate |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |
Debt Securities, Available-for-sale | 14,888 | 18,707
RMBS |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |
Debt Securities, Available-for-sale | 3,724 | 3,643
Significant Unobservable Inputs (Level 3) |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |
Debt Securities, Available-for-sale | 2,089 | 2,404
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 | 155 | 257
Significant Unobservable Inputs (Level 3) | CMBS |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |
Debt Securities, Available-for-sale | 220 | 196
Significant Unobservable Inputs (Level 3) | Corporate |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |
Debt Securities, Available-for-sale | 1,602 | 1,618
Significant Unobservable Inputs (Level 3) | RMBS |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |
Debt Securities, Available-for-sale | 108 | 328
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 | $ 124 | $ 211
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 | 3.55 | 2.34
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 | 3.55 | 2.58
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 | 3.55 | 2.57
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 | $ 217 | $ 192
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 | 1.50 | 2.03
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 | 11.80 | 4.68
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 | 5.41 | 2.66
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 | $ 1,550 | $ 1,532
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 | 0.77 | 0.96
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 | 13.23 | 12.27
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 | 3.61 | 2.98
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 | $ 78 | $ 266
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 | 0.35 | 0.48
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 | 4.92 | 2.29
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 | 1.54 | 0.89
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 | 0.02
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 | 0.16
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 | 0.08 | 0.07
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 | 0.01
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 | 0.02 | 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 | 0.15 | 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 | 0.38 | 0.63

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