XML 91 R44.htm IDEA: XBRL DOCUMENT v3.5.0.2
FAIR VALUE MEASUREMENTS (Details - Quantitative Information about Level 3 Fair Value Measurements, Assets)) - Discounted cash flow - Level 3 - USD ($)
$ in Millions
 6 Months Ended 12 Months Ended
Jun. 30, 2016
Dec. 31, 2015
Corporate debt    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value $ 386 $ 642
Corporate debt | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 3.80% 5.63%
Corporate debt | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 4.77% 12.45%
Corporate debt | Weighted-average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 4.29% 9.04%
Residential mortgage-backed securities    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value $ 17,238 $ 17,280
Residential mortgage-backed securities | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 2.78% 3.13%
Constant prepayment rate 1.26% 0.99%
Loss severity 46.90% 47.21%
Constant default rate 3.41% 3.49%
Residential mortgage-backed securities | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 6.07% 6.14%
Constant prepayment rate 8.84% 8.95%
Loss severity 80.26% 79.50%
Constant default rate 9.02% 9.04%
Residential mortgage-backed securities | Weighted-average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 4.43% 4.63%
Constant prepayment rate 5.05% 4.97%
Loss severity 63.58% 63.35%
Constant default rate 6.22% 6.26%
Certain CDO/ABS    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value $ 3,017 $ 3,338
Certain CDO/ABS | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 3.54% 3.41%
Certain CDO/ABS | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 5.55% 4.98%
Certain CDO/ABS | Weighted-average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 4.54% 4.19%
Commercial mortgage backed securities    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value $ 73 $ 2,388
Commercial mortgage backed securities | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 1.32% 0.00%
Commercial mortgage backed securities | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 2.73% 17.65%
Commercial mortgage backed securities | Weighted-average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 2.03% 6.62%
Obligations of states, municipalities and political subdivisions    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value $ 1,448 $ 1,217
Obligations of states, municipalities and political subdivisions | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 3.44% 4.32%
Obligations of states, municipalities and political subdivisions | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 4.29% 5.10%
Obligations of states, municipalities and political subdivisions | Weighted-average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield 3.86% 4.71%