XML 37 R40.htm IDEA: XBRL DOCUMENT v3.20.1
Variable Interest Entities - Unconsolidated VIEs (Details) - USD ($)
$ in Millions
Mar. 31, 2020
Dec. 31, 2019
Money Market Funds    
Total assets of unconsolidated money market mutual funds $ 4,700.0 $ 4,000.0
Corporate debt securities | Available-for-sale    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 186.7 238.2
Maximum exposure to loss 177.6 225.7
Residential mortgage-backed pass-through securities | Available-for-sale    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 3,201.9 2,982.4
Maximum exposure to loss 3,063.8 2,913.9
Residential mortgage-backed pass-through securities | Trading    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 272.2 282.3
Maximum exposure to loss 272.2 282.3
Commercial mortgage-backed securities | Available-for-sale    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 4,493.7 4,850.2
Maximum exposure to loss 4,793.6 4,746.6
Commercial mortgage-backed securities | Trading    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 24.9 28.2
Maximum exposure to loss 24.9 28.2
Collateralized debt obligations | Available-for-sale    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 3,348.3 3,215.3
Maximum exposure to loss 3,555.6 3,226.7
Collateralized debt obligations | Trading    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 19.8 20.9
Maximum exposure to loss 19.8 20.9
Other debt obligations | Available-for-sale    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 7,786.3 8,191.1
Maximum exposure to loss 7,806.8 8,076.4
Other debt obligations | Trading    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 11.5 13.2
Maximum exposure to loss 11.5 13.2
Equity securities    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 97.1 123.2
Maximum exposure to loss 97.1 123.2
Other investments: Other limited partnership and fund interests    
Unconsolidated Variable Interest Entity disclosures    
Asset carrying value 915.3 911.9
Maximum exposure to loss 1,463.6 1,467.0
Fully secured debt of international real estate funds with recourse to the investment manager, included in maximum loss exposure $ 126.0 $ 129.1