F&G ANNUITIES & LIFE, INC., 10-Q filed on 5/9/2023
Quarterly Report
v3.23.1
Cover - shares
3 Months Ended
Mar. 31, 2023
Apr. 30, 2023
Cover [Abstract]    
Document Type 10-Q  
Document Quarterly Report true  
Document Period End Date Mar. 31, 2023  
Document Transition Report false  
Entity File Number 001-41490  
Entity Registrant Name F&G Annuities & Life, Inc.  
Entity Incorporation, State or Country Code DE  
Entity Tax Identification Number 85-2487422  
Entity Address, Address Line One 801 Grand Avenue  
Entity Address, Address Line Two Suite 2600  
Entity Address, Postal Zip Code 50309  
Entity Address, City or Town Des Moines  
Entity Address, State or Province IA  
City Area Code 515  
Local Phone Number 330-3340  
Title of 12(b) Security Common stock, par value $0.001 per share  
Trading Symbol F&G  
Security Exchange Name NYSE  
Entity Current Reporting Status Yes  
Entity Interactive Data Current Yes  
Entity Filer Category Non-accelerated Filer  
Entity Small Business false  
Entity Emerging Growth Company false  
Entity Shell Company false  
Entity Common Stock, Shares Outstanding   126,379,456
Amendment Flag false  
Document Fiscal Year Focus 2023  
Document Fiscal Period Focus Q1  
Entity Central Index Key 0001934850  
Current Fiscal Year End Date --12-31  
v3.23.1
CONDENSED CONSOLIDATED BALANCE SHEETS - USD ($)
Mar. 31, 2023
Dec. 31, 2022
Investments:    
Fixed maturity securities available for sale, at fair value, at March 31, 2023 and December 31, 2022, at an amortized cost of $38,226 and $35,723, respectively, net of allowance for credit losses of $16 and $31, respectively $ 34,197,000,000 $ 31,218,000,000
Derivative investments 432,000,000 244,000,000
Total residential mortgage loans, net of valuation allowance 4,984,000,000 4,554,000,000
Investments in unconsolidated affiliates 2,669,000,000 2,455,000,000
Other long-term investments 565,000,000 537,000,000
Short-term investments 776,000,000 1,556,000,000
Total investments 44,420,000,000 41,387,000,000
Cash and cash equivalents 1,584,000,000 960,000,000
Reinsurance recoverable, net of allowance for credit losses of $9 and $10 at March 31, 2023 and December 31, 2022, respectively 6,361,000,000 5,417,000,000
Goodwill 1,749,000,000 1,749,000,000
Prepaid expenses and other assets 948,000,000 941,000,000
Other intangible assets, net 3,677,000,000 3,429,000,000
Market risk benefits asset 106,000,000 117,000,000
Income taxes receivable 25,000,000 28,000,000
Deferred tax asset 544,000,000 600,000,000
Total assets 59,414,000,000 54,628,000,000
Liabilities:    
Contractholder funds 43,379,000,000 40,843,000,000
Future policy benefits 5,371,000,000 5,021,000,000
Market risk benefits liability 324,000,000 282,000,000
Accounts payable and accrued liabilities 1,453,000,000 1,260,000,000
Notes payable 1,572,000,000 1,114,000,000
Funds withheld for reinsurance liabilities 4,830,000,000 3,703,000,000
Total liabilities 56,929,000,000 52,223,000,000
Equity:    
F&G common stock, $0.001 par value; authorized 500,000,000 shares as of March 31, 2023 and December 31, 2022; outstanding of 126,379,456 and 126,409,904 as of March 31, 2023 and December 31, 2022, respectively, and issued of 126,387,218 and 126,409,904 as of March 31, 2023 and December 31, 2022, respectively 0 0
Additional paid-in capital 3,167,000,000 3,162,000,000
Retained earnings 1,866,000,000 2,061,000,000
Accumulated other comprehensive (loss) earnings (2,548,000,000) (2,818,000,000)
Treasury stock 0 0
Total equity 2,485,000,000 2,405,000,000
Liabilities and Equity 59,414,000,000 54,628,000,000
Preferred securities    
Investments:    
Preferred and equity securities, at fair value 691,000,000 722,000,000
Equity securities    
Investments:    
Preferred and equity securities, at fair value $ 106,000,000 $ 101,000,000
v3.23.1
CONDENSED CONSOLIDATED BALANCE SHEETS (Parenthetical) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Statement of Financial Position [Abstract]    
Fixed maturity securities, available-for-sale securities, amortized cost $ 38,226 $ 35,723
Fixed maturity securities, available-for-sale securities, allowance for credit losses 16 31
Allowance for credit losses 60 42
Allowance for doubtful accounts, reinsurance recoverables $ 9 $ 10
Common stock, par or stated value per share (in dollars per share) $ 0.001 $ 0.001
Common stock, shares authorized (in shares) 500,000,000 500,000,000
Common stock, outstanding (in shares) 126,379,456 126,409,904
Common stock, issued (in shares) 126,387,218 126,409,904
Treasury stock (in shares) 7,762 0
v3.23.1
CONDENSED CONSOLIDATED STATEMENTS OF OPERATIONS - USD ($)
shares in Thousands, $ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Revenues:    
Life insurance premiums and other fees $ 365 $ 596
Interest and investment income 519 451
Recognized gains and (losses), net (15) (297)
Total revenues 869 750
Costs and Expenses [Abstract]    
Benefits and other changes in policy reserves (Remeasurement gains (losses) 812 203
Change in market risk benefits, net 59 70
Personnel costs 53 30
Other operating expenses 36 18
Depreciation and amortization 90 76
Interest expense 22 8
Total expenses 1,072 405
Earnings (Loss) before income taxes (203) 345
Income tax expense (benefit) (8) 106
Net earnings (loss) $ (195) $ 239
Basic    
Net earnings (loss) per share, basic (in usd per share) $ (1.56) $ 2.28
Diluted    
Net earnings (loss) per share, diluted (in usd per share) $ (1.56) $ 2.28
Weighted average shares outstanding F&G common stock, basic basis (in shares) 125,000 105,000
Weighted average shares outstanding F&G common stock, diluted basis (in shares) 125,000 105,000
v3.23.1
CONDENSED CONSOLIDATED STATEMENTS OF OPERATIONS (Parenthetical) - USD ($)
$ in Millions
3 Months Ended
Jun. 24, 2022
Mar. 31, 2023
Mar. 31, 2022
Income Statement [Abstract]      
Remeasurement, (gains) losses   $ (4) $ (1)
Stock split, conversion ratio 105,000    
v3.23.1
CONDENSED CONSOLIDATED STATEMENTS OF COMPREHENSIVE EARNINGS - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Statement of Comprehensive Income [Abstract]    
Net earnings (loss) $ (195) $ 239
Change in current discount rate - liability for future policy benefits (100) 292
Changes in instrument-specific credit risk - market risk benefits 7 33
Unrealized (loss) gain on investments and other financial instruments, net of deferred income taxes 321 (1,853)
Unrealized (loss) gain on foreign currency translation 1 (2)
Reclassification adjustments for change in unrealized gains and losses included in net earnings 41 27
Other comprehensive (loss) earnings 270 (1,503)
Comprehensive (loss) earnings $ 75 $ (1,264)
v3.23.1
CONDENSED CONSOLIDATED STATEMENTS OF COMPREHENSIVE EARNINGS (Parenthetical) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Statement of Comprehensive Income [Abstract]    
Changes in current discount rate - future policy benefits tax (benefit) expense $ (27) $ 78
Changes in instrument-specific credit risk - market risk benefits, tax (benefit) expense 2 9
Unrealized (loss) gain on investments and other financial instruments, net of deferred income taxes, tax (benefit) expense 86 (372)
Unrealized (loss) gain on foreign currency translation, tax (benefit) expense 0 0
Reclassification adjustments for change in unrealized gains and losses included in net earnings tax (benefit) expense $ 11 $ 7
v3.23.1
CONDENSED CONSOLIDATED STATEMENTS OF EQUITY - USD ($)
$ in Millions
Total
Additional Paid-in Capital
Retained Earnings
AOCI Attributable to Parent
Balance, Beginning at Dec. 31, 2021 $ 5,034 $ 2,750 $ 1,451 $ 833
Other comprehensive earnings - unrealized gain on investments and other financial instruments (1,853)     (1,853)
Other comprehensive earnings - unrealized gain on foreign currency translation (2)     (2)
Reclassification adjustments for change in unrealized gains and losses included in net earnings 27     27
Stock-based compensation 3 3    
Change in instrument-specific credit risk - market risk benefits 33     33
Change in current discount rate - liability for future policy benefits 292     292
Net earnings (loss) 239   239  
Balance, Ending at Mar. 31, 2022 3,773 2,753 1,690 (670)
Balance, Beginning at Dec. 31, 2022 2,405 3,162 2,061 (2,818)
Other comprehensive earnings - unrealized gain on investments and other financial instruments 321     321
Other comprehensive earnings - unrealized gain on investments in unconsolidated affiliates 1     1
Reclassification adjustments for change in unrealized gains and losses included in net earnings 41     41
Stock-based compensation 5 5    
Change in instrument-specific credit risk - market risk benefits 7     7
Change in current discount rate - liability for future policy benefits (100)     (100)
Net earnings (loss) (195)   (195)  
Balance, Ending at Mar. 31, 2023 $ 2,485 $ 3,167 $ 1,866 $ (2,548)
v3.23.1
CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Cash Flows from Operating Activities:    
Net earnings (loss) $ (195) $ 239
Adjustments to reconcile net earnings to net cash provided (used) by operating activities:    
Depreciation and amortization 90 76
(Gain) loss on sales of investments and other assets and asset impairments, net 182 (15)
Interest credited/index credits to contractholder account balances 463 (386)
Change in market risk benefits, net 59 70
Deferred policy acquisition costs and deferred sales inducements (251) (169)
Charges assessed to contractholders for mortality and administration (58) (52)
Distributions from unconsolidated affiliates, return on investment 19 17
Stock-based compensation cost 5 3
Change in NAV of limited partnerships, net (57) (112)
Change in valuation of derivatives, equity and preferred securities, net (166) 312
Changes in assets and liabilities, net of effects from acquisitions:    
Change in reinsurance recoverable 0 35
Change in future policy benefits 224 428
Change in funds withheld from reinsurers 1,124 181
Net change in income taxes (13) 103
Net change in other assets and other liabilities 11 (307)
Net cash provided by (used in) operating activities 1,437 423
Cash Flows from Investing Activities:    
Proceeds from sales, calls and maturities of investment securities 915 1,801
Additions to property and equipment and capitalized software (6) (11)
Purchases of investment securities (3,900) (3,702)
Net proceeds from (purchases of) sales and maturities of short-term investment securities 785 (15)
Additional investments in unconsolidated affiliates (293) (290)
Distributions from unconsolidated affiliates, return of investment 91 29
Net cash used in investing activities (2,408) (2,188)
Cash Flows from Financing Activities:    
Borrowings 500 0
Debt issuance costs (10) 0
Net revolving credit facility (repayments) borrowings (35) 0
Dividends paid (25) 0
Contractholder account deposits 2,115 2,123
Contractholder account withdrawals (950) (723)
Net cash provided by (used in) financing activities 1,595 1,400
Net increase (decrease) in cash and cash equivalents 624 (365)
Cash and cash equivalents at beginning of period 960 1,533
Cash and cash equivalents at end of period $ 1,584 $ 1,168
v3.23.1
Basis of Financial Statements
3 Months Ended
Mar. 31, 2023
Organization, Consolidation and Presentation of Financial Statements [Abstract]  
Basis of Financial Statements Basis of Financial Statements
The financial information in this report presented for interim periods is unaudited and includes the accounts of F&G Annuities & Life, Inc. (“FGAL”) and its subsidiaries (collectively, “we”, “us”, “our”, the "Company" or “F&G”) prepared in accordance with U.S. generally accepted accounting principles (“GAAP”) and the instructions to Form 10-Q and Article 10 of Regulation S-X. In the opinion of management, all adjustments considered necessary for a fair presentation have been included. All adjustments made were of a normal, recurring nature. This report should be read in conjunction with our Annual Report on Form 10-K (our “Annual Report”) for the year ended December 31, 2022.
Description of the Business
F&G is a majority-owned subsidiary of Fidelity National Financial, Inc. (NYSE:FNF)("FNF"). We provide insurance solutions and market a broad portfolio of annuity and life insurance products, including deferred annuities (fixed indexed annuities (“FIA”) and fixed rate annuities including multi-year guarantee annuities (“MYGAs”)), immediate annuities, and indexed universal life ("IUL") insurance, through our retail distribution channels. We also provide funding agreements and pension risk transfer ("PRT") solutions through our institutional channels. F&G has one reporting segment, which is consistent with and reflects the manner by which our chief operating decision maker views and manages the business. For certain disclosures within this Quarterly Report on Form 10-Q, we have elected to aggregate business based on the applicable product type, the manner in which information is regularly reviewed by management and the nature of disclosures that exist outside the Company’s GAAP financial statements.
Recent Developments
Adoption of Accounting Standards Update (“ASU”) 2018-12, Financial Services-Insurance (Topic 944), Targeted Improvements to the Accounting for Long-Duration Contracts (“ASU 2018-12”)

F&G adopted ASU 2018-12 on January 1, 2023, with a transition date of January 1, 2021, or the beginning of the earliest period that will be presented in the annual December 31, 2023 Consolidated Financial Statements. We elected to adopt ASU 2018-12 using the full retrospective transition method and balances for liability for future policy benefits (“FPB”), deferred acquisition costs ("DAC”) and balances amortized on a basis consistent with DAC (value of business acquired ("VOBA”), deferred sales inducements (“DSI”), and unearned revenue liabilities (“URL”), and market risk benefits (“MRBs”) were adjusted to conform to ASU 2018-12 starting as of the FNF acquisition date, June 1, 2020 (the “FNF Acquisition Date”). The 2022 and 2021 financial information contained herein have been adjusted for our full retrospective adoption of this update. For more information, refer to Recent Accounting Pronouncements and Updates to Summary of significant accounting policies below and Note F —Intangibles, Note G - Market Risk Benefits, Note H - Income Taxes, Note I — Contractholder Funds, Note J — Future Policy Benefits, Note K - Accounts Payable and Accrued Liabilities, and Note P — ASU 2018-12 Transition.
Share Repurchase Program
On March 21, 2023, F&G’s Board of Directors approved a new three-year stock repurchase program, effective March 21, 2023, under which the Company may repurchase up to $25 million of FG common stock. The Company believes its shares are undervalued and the share repurchase program is an efficient means of returning cash to shareholders. Purchases may be made from time to time by the Company in the open market at prevailing market prices or in privately negotiated transactions through March 21, 2026 and all purchases are currently planned to be held as Treasury Stock.
Syncis Investment
On January 30, 2023, F&G purchased 49% minority ownership in Syncis Holdings, LLC (“Syncis”). Syncis is an approximately 1,200 agent Network Marketing Group (“NMG”) that focuses on cultural markets including Korean, African-American and Persian. We have elected the fair value option (“FVO”) to account for this
investment and have included it in Investments in unconsolidated affiliates on the accompanying unaudited Condensed Consolidated Balance Sheets. For the three months ended March 31, 2023, we paid approximately $9 million in commissions to Syncis, with the expense included in Other operating expenses on the accompanying unaudited Condensed Consolidated Statements of Operations.
7.40% F&G Senior Notes
On January 13, 2023, F&G completed its issuance and sale of $500 million aggregate principal amount of its 7.40% Senior Notes due 2028 (the "7.40% F&G Notes"). F&G intends to use the net proceeds from the offering for general corporate purposes, including to support the growth of assets under management and for F&G's future liquidity requirements.
Revolving Credit Facility
On November 22, 2022, F&G entered into a Credit Agreement (the “Credit Agreement”) with certain lenders (the “Lenders”) and Bank of America, N.A. as administrative agent (in such capacity, the “Administrative Agent”), swing line lender and an issuing bank, pursuant to which the Lenders have made available an unsecured revolving credit facility in an aggregate principal amount of $550 million to be used for working capital and general corporate purposes. As of December 31, 2022, the revolving credit facility was fully drawn with $550 million outstanding. A net partial revolver paydown of $35 million was made during the three months ended March 31, 2023 and, on February 21, 2023, we entered into an amendment with the Lenders to increase the available aggregate principal amount of the Credit Agreement by $115 million to $665 million. As of March 31, 2023, we had $515 million drawn on the revolving credit facility with $150 million of remaining borrowing availability.
Earnings Per Share
Basic earnings per share, as presented on the unaudited Condensed Consolidated Statements of Operations, is computed by dividing net earnings available to common shareholders in a given period by the weighted average number of common shares outstanding during such period. In periods when earnings are positive, diluted earnings per share is calculated by dividing net earnings available to common shareholders by the weighted average number of common shares outstanding plus assumed conversions of potentially dilutive securities. For periods when we recognize a net loss, diluted loss per share is equal to basic loss per share as the impact of assumed conversions of potentially dilutive securities is considered to be antidilutive.
Recent Accounting Pronouncements
Adopted Pronouncements
In August 2018, the Financial Accounting Standards Board (“FASB”) issued ASU 2018-12, as clarified and amended by ASU 2019-09, Financial Services-Insurance: Effective Date and ASU 2020-11, Financial Services-Insurance: Effective Date and Early Application, effective for fiscal years beginning after December 15, 2022 including interim periods within those fiscal years. This update introduced the following requirements: assumptions used to measure cash flows for traditional and limited-payment contracts must be reviewed at least annually with the effect of changes in those assumptions being recognized in the statement of operations; the discount rate applied to measure the liability for future policy benefits and limited-payment contracts must be updated at each reporting date with the effect of changes in the rate being recognized in accumulated other comprehensive income (loss) (“AOCI”); MRB associated with deposit contracts must be measured at fair value, with the effect of the change in the fair value recognized in earnings, except for the change attributable to instrument-specific credit risk which is recognized in AOCI; deferred acquisition costs are no longer required to be amortized in proportion to premiums, gross profits, or gross margins; instead, those balances must be amortized on a constant level basis over the expected term of the related contracts; deferred acquisition costs must be written off for unexpected contract terminations; and disaggregated roll forwards of beginning to ending balances of the liability for future policy benefits, policyholder account balances, MRBs, separate account liabilities and deferred acquisition costs, as well as information about significant inputs, judgments, assumptions, and methods used in measurement are required to be disclosed. We adopted this standard, which required the new guidance be applied as of the beginning of the earliest period that will be presented in our annual December 31, 2023 Consolidated Financial Statements or January 1, 2021, referred to as
the transition date, and elected the full retrospective transition method. As a result of adoption, the Company recorded a cumulative-effect adjustment, which increased opening 2021 retained earnings by $73 million, net of tax.

In December 2022, the FASB issued ASU 2022-06, Reference Rate Reform (Topic 848): Deferral of the Sunset Date of Topic 848. The amendments in this update defer the sunset provision within Topic 848 that provides a temporary, optional expedient and exception for contracts affected by reference rate reform by not applying certain modification accounting requirements and instead accounting for the modified contract as a continuation of the existing contract. This guidance eases the potential burden in accounting for (or recognizing the effects of) reference rate reform on financial reporting through December 31, 2024. We adopted this standard upon issuance and this standard had no impact on our Consolidated Financial Statements and related disclosures to date.
Updates to Summary of significant accounting policies
Since our Annual Report on Form 10-K for the year ended December 31, 2022, as a result of our adoption of ASU 2018-12, we have updated certain of the following significant accounting policies, which have been followed in preparing the accompanying Condensed Consolidated Financial Statements:
Investments
Fixed Maturity Securities Available-for-Sale
Fixed maturity securities are purchased to support our investment strategies, which are developed based on factors including rate of return, maturity, credit risk, duration, tax considerations and regulatory requirements. Our investments in fixed maturity securities have been designated as available-for-sale ("AFS") and are carried at fair value, net of allowance for expected credit losses, with unrealized gains and losses included within AOCI, net of deferred income taxes. Fair values for fixed maturity securities are principally a function of current market conditions and are primarily valued based on quoted prices in markets that are not active or model inputs that are observable or unobservable. We recognize investment income on fixed maturities based on the effective interest method, which results in the recognition of a constant rate of return on the investment equal to the prevailing rate at the time of purchase or at the time of subsequent adjustments of book value. Realized gains and losses on sales of our fixed maturity securities are determined on the first-in first-out cost basis. We generally record security transactions on a trade date basis except for private placements, which are recorded on a settlement date basis. Realized gains and losses on sales of fixed maturity securities are reported within Recognized gains and (losses), net in the accompanying unaudited Condensed Consolidated Statements of Operations. Fixed maturity securities AFS are subject to an allowance for credit loss and changes in the allowance are reported in net earnings as a component of Recognized gains and (losses), net. For details on our policy around allowance for expected credit losses on available-for-sale securities, refer to Note C - Investments.
VOBA, DAC, DSI and URL
Our intangible assets include the value of insurance and reinsurance contracts acquired (hereafter referred to as VOBA), DAC and DSI.
VOBA is an intangible asset that reflects the amount recorded as insurance contract liabilities less the estimated fair value of in-force contracts (“VIF”) in a life insurance company acquisition. It represents the portion of the purchase price that is allocated to the value of the rights to receive future cash flows from the business in force at the acquisition date. VOBA is a function of the VIF, current GAAP reserves, GAAP assets, and deferred tax liability. The VIF is determined by the present value of statutory distributable earnings less opening required capital. DAC consists principally of commissions and other acquisition costs that are related directly to the successful sale of new or renewal insurance contracts. Indirect or unsuccessful acquisition costs, maintenance, product development and overhead expenses are charged to expense as incurred. DSI represents up front bonus credits and persistency or vesting bonuses credited to policyholder account balances.
VOBA, DAC, and DSI are amortized on a constant level basis for the grouped contracts over the expected term of the related contracts to approximate straight-line amortization. Contracts are grouped by product type and feature and issue year into cohorts consistent with the grouping used in estimating the associated liability, where applicable. The constant level amortization bases of VOBA, DAC and DSI varies by product type. For universal life and IUL insurance products, the constant level basis used is face amount in force. For deferred annuities (FIA and fixed rate annuities), the constant level basis used is initial premium deposit for DAC and DSI and vested account value as of the acquisition date for VOBA. For immediate annuity contracts, the VOBA balance is amortized in alignment with the Company’s accounting policy of amortizing the deferred profit liability (“DPL”). All amortization bases are adjusted by full lapses, which includes deaths, full surrenders, annuitizations and maturities, where applicable.
The constant level bases used for amortization are projected using mortality and lapse assumptions that are based on Company’s experience, industry data, and other factors and are consistent with those used for the FPB, where applicable. If those projected assumptions change in future periods, they will be reflected in the cohort level amortization basis at that time. Unexpected contract terminations, due to higher mortality and/or lapse experience than expected, are recognized in the current period as a reduction of the capitalized balances. All balances are reduced for actual experience in excess of expected experience with changes in future estimates recognized prospectively over the remaining expected grouped contract term. The impact of changes in projected assumptions and the impact of actual experience that is different from expectations both impact the amortization of these intangible assets, which is reported within Depreciation and amortization in the accompanying unaudited Condensed Consolidated Statements of Operations.
Some of our IUL policies require payment of fees or other policyholder assessments in advance for services that will be rendered over the estimated lives of the policies or contracts. These payments are established as URL upon receipt and included in Accounts payable and other accrued liabilities in the Condensed Consolidated Balance Sheets. URL is amortized like DAC over the estimated lives of these policies.
Contractholder Funds
Contractholder funds include deferred annuities (FIAs and fixed rate annuities), IULs, funding agreements and non-life contingent (“NLC”) immediate annuities (which includes NLC PRT annuities). The liabilities for contractholder funds for fixed rate annuities, funding agreements and NLC immediate annuities (which includes NLC PRT annuities) consist of contract account balances that accrue to the benefit of the contractholders. The liabilities for FIA and IUL policies consist of the value of the host contract plus the fair value of the indexed crediting feature of the policy, which is accounted for as an embedded derivative. The embedded derivative liability is carried at fair value in Contractholder funds in the accompanying Condensed Consolidated Balance Sheets with changes in fair value reported in Benefits and other changes in policy reserves in the accompanying unaudited Condensed Consolidated Statements of Operations. See a description of the fair value methodology used in Note B - Fair Value of Financial Instruments.
Future Policy Benefits
The FPB is determined as the present value of future policy benefits and related claims expenses to be paid to or on behalf of the policyholder less the present value of future net premiums to be collected from policyholders. The FPB for traditional life policies and life-contingent immediate annuity policies (which includes life-contingent PRT annuities) are estimated using current assumptions that include discount rate, mortality and surrender/lapse terminations for traditional life insurance policies only, and expenses. The expense assumption is locked-in at contract issuance and not subsequently reviewed or updated. The initial assumptions are based on generally accepted actuarial methods and a combination of internal and industry experience. Policies are terminated through surrenders, lapses and maturities, where surrenders represent the voluntary terminations of policies by policyholders, lapses represent cancellations by us due to nonpayment of premiums, and maturities are determined by policy contract terms. Surrender assumptions are based upon policyholder behavior experience adjusted for expected future conditions.
For traditional life policies and life-contingent immediate annuity policies, contracts are grouped into cohorts by product type, legal entity, and issue year, or acquisition year for cohorts established as of the FNF Acquisition Date. Life-contingent PRT annuities are grouped into cohorts by deal and legal entity. At contract inception, a net premium ratio (“NPR”) is determined, which is calculated based on discounted future cash flows projected using best estimate assumptions and is capped at 100%, as net premiums cannot exceed gross premiums. Cohorts with NPRs less than 100% are not used to offset cohorts with NPRs greater than 100%.
The NPR is adjusted for changes in cash flow assumptions and for differences between actual and expected experience. We assess the appropriateness of all future cash flow assumptions, excluding the expense assumption, on a quarterly basis and perform an in-depth review of future cash flow assumptions in the third quarter of each year. Updates are made when evidence suggests a revision is necessary. Updates for actual experience, which includes actual cash flows and insurance in-force, are performed on a quarterly basis. These updated cash flows are used to calculate a revised NPR, which is used to derive an updated liability as of the beginning of the current reporting period, discounted at the original contract issuance date. The updated liability is compared with the carrying amount of the liability as of that same date before the revised NPR. The difference between these amounts is the remeasurement gain or loss, presented parenthetically within Benefits and other changes in policy reserves in the accompanying unaudited Condensed Consolidated Statements of Operations. In subsequent periods, the revised NPR, which is capped at 100%, is used to measure the FPB, subject to future revisions. If the NPR is greater than 100%, and therefore capped at 100%, the liability is increased and expensed immediately to reflect the amount necessary for net premiums to equal gross premiums. As the liability assumptions are reviewed and updated, if deemed necessary, at least annually, if conditions improve whereby the contracts are no longer expected to have net premiums in excess of gross premiums, the improvements would be captured in the remeasurement process and reflected in the accompanying unaudited Condensed Consolidated Statements of Operations in the period of improvement.
For traditional life policies and life-contingent immediate annuity policies (which includes life-contingent PRT annuities), the discount rate assumption is an equivalent single rate that is derived based on A-credit-rated fixed-income instruments with similar duration to the liability. We selected fixed-income instruments that have been A-rated by Bloomberg. In order to reflect the duration characteristics of the liability, we will use an implied forward yield curve and linear interpolation will be used for durations that have limited or no market observable points on the curve. The discount rate assumption is updated quarterly and used to remeasure the liability at the reporting date, with the resulting change reflected in the accompanying unaudited Condensed Consolidated Statements of Comprehensive Earnings.
Deferred Profit Liability
For life-contingent immediate annuity policies (which includes life-contingent PRT annuities), gross premiums received in excess of net premiums are deferred at initial recognition as a DPL. Gross premiums are measured using assumptions consistent with those used in the measurement of the related liability for future policy benefits, including discount rate, mortality, and expenses.
The DPL is amortized and recognized as premium revenue with the amount of expected future benefit payments, discounted using the same discount rate determined and locked-in at contract issuance that is used in the measurement of the related FPB. Interest is accreted on the balance of the DPL using this same discount rate. We periodically review and update our estimates of using the actual historical experience and updated cash flows for the DPL at the same time as the estimates of cash flows for the FPB. When cash flows are updated, the updated estimates are used to recalculate the initial DPL at contract issuance. The recalculated DPL as of the beginning of the current reporting period is compared to the carrying amount of the DPL as of the beginning of the current reporting period, with any differences recognized as a remeasurement gain or loss, presented parenthetically within Benefits and other changes in policy reserves in the accompanying unaudited Condensed Consolidated Statements of Operations. The DPL is recorded as a component of the Future policy benefits in the accompanying Condensed Consolidated Balance Sheets.
Market Risk Benefits
MRBs are contracts or contract features that both provide protection to the contract holder from other-than-nominal capital market risk (equity, interest rate and foreign exchange risk) and expose the Company to other-than-nominal capital market risk. MRBs include certain contract features primarily on FIA products that provide minimum guarantees to policyholders, such as guaranteed minimum death benefit (“GMDB”) and guaranteed minimum withdrawal benefit (“GMWB”) riders.
MRBs are measured at fair value using an attributed fee measurement approach where attributed fees are explicit rider charges collectible from the policyholder used to cover the excess benefits, which represent expected benefits in excess of the policyholder’s account value. At contract inception, an attributed fee ratio is calculated equal to rider charges over benefits paid in excess of the account value attributable to the MRB. The attributed fee ratio remains static over the life of the MRB and is capped at 100%. Each period subsequent to contract inception, the attributed fee ratio is used to calculate the fair value of the MRB using a risk neutral valuation method and is based on current net amounts at risk, market data, internal and industry experience, and other factors. The balances are computed using assumptions including mortality, full and partial surrender, GMWB utilization, risk-free rates including non-performance spread and risk margin, market value of options and economic scenarios. Policyholder behavior assumptions are reviewed at least annually, typically in the third quarter, for any revisions. MRBs can either be in an asset or liability position and are presented separately on the Condensed Consolidated Balance Sheets as the right of setoff criteria are not met. Changes in fair value are recognized in Market risk benefits gain (losses) in the unaudited Condensed Consolidated Statements of Operations, except for the change in fair value due to a change in the instrument-specific credit risk, which is recognized in the Condensed Consolidated Statements of Comprehensive Earnings. See a description of the fair value methodology used in Note B - Fair Value of Financial Instruments and Note G - Market Risk Benefits.
Benefits and Other Changes in Policy Reserves
Benefit expenses for deferred annuities (FIAs and fixed rate annuities), IUL policies and funding agreements include interest credited, fixed interest and/or indexed (specific to FIA and IUL policies), to contractholder account balances. Benefit claims in excess of contract account balances, net of reinsurance recoveries, are charged to expense in the period that they are earned by the policyholder based on their selected strategy or strategies. Other changes in policy reserves include the change in the fair value of the FIA embedded derivative.
Other changes in policy reserves also include the change in reserves for life insurance products. For traditional life and life-contingent immediate annuities (which includes PRT annuities with life contingencies), policy benefit claims are charged to expense in the period that the claims are incurred, net of reinsurance recoveries. Remeasurement gains or losses on the related FPB and DPL balances are presented parenthetically within Benefits and other changes in policy reserves in the accompanying unaudited Condensed Consolidated Statements of Operations
v3.23.1
Fair Value of Financial Instruments
3 Months Ended
Mar. 31, 2023
Fair Value Disclosures [Abstract]  
Fair Value of Financial Instruments Fair Value of Financial Instruments
Our measurement of fair value is based on assumptions used by market participants in pricing the asset or liability, which may include inherent risk, restrictions on the sale or use of an asset, or non-performance risk, which may include our own credit risk. We estimate an exchange price is the price in an orderly transaction between market participants to sell the asset or transfer the liability (“exit price”) in the principal market, or the most advantageous market for that asset or liability in the absence of a principal market as opposed to the price that would be paid to acquire the asset or assume a liability (“entry price”). We categorize financial instruments carried at fair value into a three-level fair value hierarchy, based on the priority of inputs to the respective valuation technique. The three-level hierarchy for fair value measurement is defined as follows:
Level 1 – Values are unadjusted quoted prices for identical assets and liabilities in active markets accessible at the measurement date.
Level 2 – Inputs include quoted prices for similar assets or liabilities in active markets, quoted prices from those willing to trade in markets that are not active, or other inputs that are observable or can be corroborated by market data for the term of the instrument. Such inputs include market interest rates and volatilities, spreads, and yield curves.
Level 3 – Certain inputs are unobservable (supported by little or no market activity) and significant to the fair value measurement. Unobservable inputs reflect the Company’s best estimate of what hypothetical market participants would use to determine a transaction price for the asset or liability at the reporting date based on the best information available in the circumstances.
NAV – Certain equity investments are measured using net asset value (“NAV”) as a practical expedient in determining fair value. In addition, our unconsolidated affiliates (primarily limited partnerships) are primarily accounted for using the equity method of accounting with fair value determined using NAV as a practical expedient. Our carrying value reflects our pro rata ownership percentage as indicated by NAV in the limited partnership financial statements, which we may adjust if we determine NAV is not calculated consistent with investment company fair value principles. The underlying investments of the limited partnerships may have significant unobservable inputs, which may include, but are not limited to, comparable multiples and weighted average cost of capital rates applied in valuation models or a discounted cash flow model. Additionally, management meets quarterly with the general partner to determine whether any credit or other market events have occurred since prior quarter financial statements to ensure any material events are properly included in current quarter valuation and investment income.
In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment’s level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. Our assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment and considers factors specific to the investment.
When a determination is made to classify an asset or liability within Level 3 of the fair value hierarchy, the determination is based upon the significance of the unobservable inputs to the overall fair value measurement. Because certain securities trade in less liquid or illiquid markets with limited or no pricing information, the determination of fair value for these securities is inherently more difficult. In addition to the unobservable inputs, Level 3 fair value investments may include observable components, which are components that are actively quoted or can be validated to market-based sources.
The carrying amounts and estimated fair values of our financial instruments for which the disclosure of fair values is required, including financial assets and liabilities measured and carried at fair value on a recurring basis, was summarized according to the hierarchy previously described, as follows (in millions):

March 31, 2023
Level 1Level 2Level 3NAVFair ValueCarrying Amount
Assets
Cash and cash equivalents$1,584 $— $— $— $1,584 $1,584 
Fixed maturity securities available-for-sale:
Asset-backed securities— 5,592 6,300 — 11,892 11,892 
Commercial mortgage-backed securities— 3,643 29 — 3,672 3,672 
Corporates— 12,859 1,532 — 14,391 14,391 
Hybrids97 657 — — 754 754 
Municipals— 1,549 32 — 1,581 1,581 
Residential mortgage-backed securities— 1,652 12 — 1,664 1,664 
U.S. Government71 — — — 71 71 
Foreign Governments— 156 16 — 172 172 
Preferred securities220 471 — — 691 691 
Equity securities64 — — 42 106 106 
Derivative investments— 432 — — 432 432 
Investment in unconsolidated affiliates— — 107 — 107 107 
Short term investments745 23 — 776 776 
Reinsurance related embedded derivative, included in other assets— 260 — — 260 260 
Other long-term investments— — 48 — 48 48 
Market risk benefits asset— — 106 — 106 106 
Total financial assets at fair value$2,781 $27,279 $8,205 $42 $38,307 $38,307 
Liabilities
Derivatives:
FIA/IUL embedded derivatives, included in contractholder funds— — 3,569 — 3,569 3,569 
Market risk benefits liability— — 324 — 324 324 
Total financial liabilities at fair value$— $— $3,893 $— $3,893 $3,893 
December 31, 2022
Level 1Level 2Level 3NAVFair ValueCarrying Amount
Assets
Cash and cash equivalents$960 $— $— $— $960 $960 
Fixed maturity securities available-for-sale:
Asset-backed securities— 5,204 6,263 — 11,467 11,467 
Commercial mortgage-backed securities— 2,999 37 — 3,036 3,036 
Corporates— 11,472 1,427 — 12,899 12,899 
Hybrids93 612 — — 705 705 
Municipals— 1,381 29 — 1,410 1,410 
Residential mortgage-backed securities— 1,219 302 — 1,521 1,521 
U.S. Government32 — — — 32 32 
Foreign Governments— 132 16 — 148 148 
Preferred securities248 474 — — 722 722 
Equity securities54 — — 47 101 101 
Derivative investments— 244 — — 244 244 
Investment in unconsolidated affiliates— — 23 — 23 23 
Short term investments1,556 — — — 1,556 1,556 
Reinsurance related embedded derivative, included in other assets— 279 — — 279 279 
Other long-term investments— — 48 — 48 48 
Market risk benefits asset— — 117 — 117 117 
Total financial assets at fair value$2,943 $24,016 $8,262 $47 $35,268 $35,268 
Liabilities
Derivatives:
FIA/IUL embedded derivatives, included in contractholder funds— — 3,115 — 3,115 3,115 
Market risk benefits liability— — 282 — 282 282 
Total financial liabilities at fair value$— $— $3,397 $— $3,397 $3,397 
Valuation Methodologies
Cash and Cash Equivalents
The carrying amounts reported in the Condensed Consolidated Balance Sheets for these instruments approximate fair value.
Fixed Maturity, Preferred and Equity Securities
We measure the fair value of our securities based on assumptions used by market participants in pricing the security. The most appropriate valuation methodology is selected based on the specific characteristics of the fixed maturity, preferred or equity security, and we will then consistently apply the valuation methodology to measure the security’s fair value. Our fair value measurement is based on a market approach, which utilizes prices and other relevant information generated by market transactions involving identical or comparable securities. Sources of inputs to the market approach include third-party pricing services, independent broker quotations, or pricing matrices. We use observable and unobservable inputs in our valuation methodologies. Observable inputs include benchmark yields, reported trades, broker-dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, offers, and reference data including market research publications. In addition, market indicators and industry and economic events are monitored and further market data will be acquired when certain thresholds are met.
For certain security types, additional inputs may be used, or some of the inputs described above may not be applicable. The significant input used in the fair value measurement of equity securities for which the market approach valuation technique is employed is yield for comparable securities. Increases or decreases in the yields would result in lower or higher, respectively, fair value measurements. For broker-quoted only securities, quotes from market makers or broker-dealers are obtained from sources recognized to be market participants. We believe the broker quotes are prices at which trades could be executed based on historical trades executed at broker-quoted or slightly higher prices.
We analyze the third-party valuation methodologies and related inputs to perform assessments to determine the appropriate level within the fair value hierarchy. However, we did not adjust prices received from third parties as of March 31, 2023 or December 31, 2022.
Certain equity investments are measured using NAV as a practical expedient in determining fair value.
Derivative Financial Instruments
The fair value of call options is based upon valuation pricing models, which represents what we would expect to receive or pay at the balance sheet date if we canceled the options, entered into offsetting positions, or exercised the options. Fair values for these instruments are determined internally, based on industry accepted valuation pricing models, which use market-observable inputs, including interest rates, yield curve volatilities, and other factors.
The fair value of futures contracts (specifically for FIA contracts) represents the cumulative unsettled variation margin (open trade equity, net of cash settlements), which represents what we would expect to receive or pay at the balance sheet date if we canceled the contracts or entered into offsetting positions. These contracts are classified as Level 1.
The fair value measurement of the FIA/IUL embedded derivatives included in contractholder funds is determined through a combination of market observable information and significant unobservable inputs using the option budget method. The market observable inputs are the market value of option and treasury rates. The significant unobservable inputs are the budgeted option cost (i.e., the expected cost to purchase call options in future periods to fund the equity indexed linked feature), surrender rates, mortality multiplier and non-performance spread. The mortality multiplier at March 31, 2023 and December 31, 2022 was applied to the 2012 Individual Annuity mortality tables. Increases or decreases in the market value of an option in isolation would result in a higher or lower, respectively, fair value measurement. Increases or decreases in treasury rates, mortality multiplier, surrender rates, or non-performance spread in isolation would result in a lower or higher fair value measurement, respectively. Generally, a change in any one unobservable input would not directly result in a change in any other unobservable input.
The fair value of the reinsurance-related embedded derivatives in the funds withheld reinsurance agreements with Somerset Reinsurance Ltd. (“Somerset”), a certified third party reinsurer, and ASPIDA Life Re Ltd (“Aspida Re”) are estimated based upon the fair value of the assets supporting the funds withheld from reinsurance liabilities. The fair value of the assets is based on a quoted market price of similar assets (Level 2), and therefore the fair value of the embedded derivative is based on market-observable inputs and classified as Level 2. See Note E - Reinsurance for further discussion on F&G reinsurance agreements.
Investments in Unconsolidated affiliates
The fair value of our investments in unconsolidated affiliates is determined using a multiple of the affiliates’ EBITDA, which is derived from market analysis of transactions involving comparable companies. The EBITDA used in this calculation is based on the affiliates’ financial information.
Short-term Investments
The carrying amounts reported in the Condensed Consolidated Balance Sheets for these instruments approximate fair value.
Other Long-term Investments
We hold a fund-linked note, which provides for an additional payment at maturity based on the value of an embedded derivative based on the actual return of a dedicated return fund. Fair value of the embedded derivative is based on an unobservable input, the NAV of the fund at the balance sheet date. The embedded derivative is similar to a call option on the net asset value of the fund with a strike price of zero since we will not be required to make any additional payments at maturity of the fund-linked note in order to receive the NAV of the fund on the maturity date. A Black-Scholes model determines the NAV of the fund as the fair value of the call option regardless of the values used for the other inputs to the option pricing model.  The NAV of the fund is provided by the fund manager at the end of each calendar month and represents the value an investor would receive if it withdrew its investment on the balance sheet date. Therefore, the key unobservable input used in the Black-Scholes model is the value of the fund. As the value of the fund increases or decreases, the fair value of the embedded derivative will increase or decrease. See further discussion on the available-for-sale embedded derivative in Note L - Derivative Financial Instruments.
The fair value of the credit-linked note is based on a weighted average of a broker quote and a discounted cash flow analysis. The discounted cash flow approach is based on the expected portfolio cash flows and amortization schedule reflecting investment expectations, adjusted for assumptions on the portfolio's default and recovery rates, and the note's discount rate. The fair value of the note is provided by the fund manager at the end of each quarter.
Market Risk Benefits
MRBs are measured at fair value using an attributed fee measurement approach where attributed fees are explicit rider charges collectible from the policyholder used to cover the excess benefits. The fair value is calculated using a risk neutral valuation method and is based on current net amounts at risk, market data, internal and industry experience, and other factors. The balances are computed using assumptions including mortality, full and partial surrender, rider benefit utilization, risk-free rates including non-performance spread and risk margin, market value of options and economic scenarios. Policyholder behavior assumptions are reviewed at least annually, typically in the third quarter, for any revisions. See further discussion on MRBs in Note G - Market Risk Benefits.
Quantitative information regarding significant unobservable inputs used for recurring Level 3 fair value measurements of financial instruments carried at fair value as of March 31, 2023 and December 31, 2022 are as follows (in millions):
Valuation TechniqueUnobservable Input(s)Range (Weighted average)
Fair Value at
March 31, 2023March 31, 2023
Assets
Asset-backed securities$6,019  Broker-quoted  Offered quotes
54.20% - 187.27%
(93.86%)
Asset-backed securities281  Third-Party Valuation  Offered quotes
39.43% - 102.60%
(62.83%)
Commercial mortgage-backed securities12  Broker-quoted  Offered quotes
95.34% - 101.25%
(99.34%)
Commercial mortgage-backed securities17  Third-Party Valuation  Offered quotes
73.36% - 88.60%
(82.26%)
Corporates682  Broker-quoted  Offered quotes
80.24% - 104.74%
(95.90%)
Corporates850  Third-Party Valuation  Offered quotes
0.00% - 105.32%
(90.85%)
Municipals32  Third-Party Valuation  Offered quotes
104.38% - 104.38%
(104.38%)
Valuation TechniqueUnobservable Input(s)Range (Weighted average)
Fair Value at
March 31, 2023March 31, 2023
Residential mortgage-backed securities Broker-quoted  Offered quotes
0.00% - 98.38%
(98.18%)
Residential mortgage-backed securities Third-Party Valuation  Offered quotes
94.93%-94.93%
(94.93%)
Foreign governments16  Third-Party Valuation  Offered quotes
99.20% - 99.44%
(99.28%)
Investment in unconsolidated affiliates107 Market Comparable Company AnalysisEBITDA multiple
5x-14x
(12.1x)
Short term investments23  Broker-quoted  Offered quotes
100.00% - 100.00%
(100.00%)
Other long-term investments:
Available-for-sale embedded derivative25 Black Scholes modelMarket value of fund 100%
Secured borrowing receivable10  Broker-quoted  Offered quotes
100.00% - 100.00%
(100.00%)
Credit Linked Note13  Broker-quoted  Offered quotes 96.23%
Market risk benefits asset106Discounted Cash FlowMortality
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 10.00%
(5.03%)
Partial withdrawal rates
2.00% - 21.74%
(2.49%)
Non-performance spread
0.48% - 1.42%
(1.31%)
GMWB utilization
50.00% - 60.00%
(50.89%)
Total financial assets at fair value$8,205 
Liabilities
Derivatives:
FIA/IUL embedded derivatives, included in contractholder funds$3,569 Discounted cash flowMarket value of option
0.00% - 28.31%
(1.54%)
Swap rates
3.48% - 4.97%
(4.23%)
Mortality multiplier
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 70.00%
(6.57%)
Partial withdrawals
2.00% - 32.26%
(2.74%)
Non-performance spread
0.48% - 1.42%
(1.31%)
Option cost
0.07% - 5.67%
(2.11%)
Market risk benefits liability324 Discounted cash flowMortality
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 10.00%
(5.03%)
Partial withdrawal rates
2.00% - 21.74%
(2.49%)
Non-performance spread
0.48% - 1.42%
(1.31%)
GMWB utilization
50.00% - 60.00%
(50.89%)
Total financial liabilities at fair value$3,893 
Valuation TechniqueUnobservable Input(s)Range (Weighted average)
Fair Value at
December 31, 2022December 31, 2022
Assets
Asset-backed securities$5,916 Broker-quotedOffered quotes
52.85% - 117.17%
94.18%
Asset-backed securities347 Third-Party ValuationOffered quotes
41.43% - 210.50%
67.99%
Commercial mortgage-backed securities20 Broker-quotedOffered quotes
109.02% - 109.02%
109.02%
Commercial mortgage-backed securities17 Third-Party ValuationOffered quotes
74.66% - 88.48%
82.74%
Corporates602 Broker-quotedOffered quotes
79.16% - 102.53%
94.16%
Corporates825 Third-Party ValuationOffered quotes
0.00% - 104.96%
89.69%
Municipals29 Third-Party ValuationOffered quotes
93.95% - 93.95%
93.95%
Residential mortgage-backed securities302 Broker-quotedOffered quotes
—% - 91.04%
(86.38%)
Foreign governments16 Third-Party ValuationOffered quotes
99.78% - 102.29%%
(100.56)%
Investment in unconsolidated affiliates23 Market Comparable Company AnalysisEBITDA multiple
5x-5.5x
Other long-term investments:
Available-for-sale embedded derivative23 Black Scholes modelMarket value of fund
100.00%
Secured borrowing receivable10 Broker-quotedOffered quotes
100.00% - 100.00%
(100.00%)
Credit linked note15 Broker-quotedOffered quotes
96.23%
Market risk benefits asset117 Discounted cash flowMortality
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 10.00%
(4.69%)
Partial withdrawal rates
2.00% - 21.74%
(2.49%)
Non-performance spread
0.48% - 1.44%
(1.30%)
GMWB utilization
50.00% - 60.00%
(50.94%)
Total financial assets at fair value$8,262 
Liabilities
Derivatives:
FIA/ IUL embedded derivatives, included in contractholder funds$3,115 Discounted cash flowMarket value of option
0.00% - 23.90%
(0.87%)
Swap rates
3.88% - 4.73%
(4.31%)
Mortality multiplier
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 70.00%
(6.57%)
Partial withdrawals
2.00% - 29.41%
(2.73%)
Non-performance spread
0.48% - 1.44%
(1.30%)
Option cost
0.07% - 4.97%
(1.89%)
Valuation TechniqueUnobservable Input(s)Range (Weighted average)
Fair Value at
December 31, 2022December 31, 2022
Market risk benefits liability282 Discounted cash flowMortality
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 10.00%
(4.69%)
Partial withdrawal rates
2.00% - 21.74%
(2.49%)
Non-performance spread
0.48% - 1.44%
(1.30%)
GMWB utilization
50.00% - 60.00%
(50.94%)
Total financial liabilities at fair value$3,397 
The following tables summarize changes to the Company’s financial instruments carried at fair value and classified within Level 3 of the fair value hierarchy for the three months ended March 31, 2023 and March 31, 2022 (in millions). The gains and losses below may include changes in fair value due in part to observable inputs that are a component of the valuation methodology.
Three months ended March 31, 2023
Balance at Beginning
of Period
Total Gains (Losses)PurchasesSalesSettlementsNet transfer In (Out) of
Level 3 (a)
Balance at End of
Period
Change in Unrealized Gains (Losses) Incl in OCI
Included in
Earnings
Included in
AOCI
Assets
Fixed maturity securities available-for-sale:
Asset-backed securities$6,263 $(8)$18 $416 $(83)$(235)$(71)$6,300 $18 
Commercial mortgage-backed securities37 — 12 — — (21)29 
Corporates1,427 (1)(23)134 — (5)— 1,532 (23)
Hybrids— — — — — — — — — 
Municipals29 — — — — — 32 
Residential mortgage-backed securities302 — (8)(299)12 
Foreign governments16 — — — — — — 16 — 
Investment in unconsolidated affiliates23 — — 84 — — — 107 — 
Short-term— — — 23 — — — 23 — 
Other long-term investments:
Available-for-sale embedded derivative23 — — — — — 25 
Credit linked note15 — — — — (2)— 13 — 
Secured borrowing receivable10 — — — — — — 10 — 
Subtotal assets at Level 3 fair value$8,145 $(8)$$677 $(83)$(250)$(391)$8,099 $
Market risk benefits asset (b)117 106 
Total assets at Level 3 fair value$8,262 $8,205 
Liabilities
FIA/ IUL embedded derivatives, included in contractholder funds3,115 385 — 96 — (27)— 3,569 — 
Subtotal liabilities at Level 3 fair value$3,115 $385 $— $96 $— $(27)$— $3,569 $— 
Market risk benefits liability (b)282 324 
Total liabilities at Level 3 fair value
$3,397 $3,893 
(a) The net transfers out of Level 3 during the three months ended March 31, 2023 were exclusively to Level 2.
(b) Refer to Note G - Market Risk Benefits for roll forward activity of the net Market Risk Asset and Liability.
Three months ended March 31, 2022
Balance at Beginning
of Period
Total Gains (Losses)PurchasesSalesSettlements
Net transfer In (Out) of
Level 3 (a)
Balance at End of
Period
Change in Unrealized Included in OCI
Included in
Earnings
Included in
AOCI
Assets
Fixed maturity securities available-for-sale:
Asset-backed securities$3,959 $— $(130)$400 $— $(152)$84 $4,161 $(138)
Commercial mortgage-backed securities35 — (2)— — — 40 (2)
Corporates1,121 — (73)78 — (26)26 1,126 (73)
Municipals43 — (6)— — — — 37 (5)
Foreign Governments18 — (1)— — — — 17 (1)
Investment in unconsolidated affiliates21 — — — — — — 21 — 
Short-term321 — (1)20 — — (321)19 (1)
Preferred securities— (1)— — — — — (1)
Other long-term investments:
Available-for-sale embedded derivative34 (4)— — — — — 30 — 
Credit linked note23 — (3)— — (1)— 19 — 
Subtotal assets at Level 3 fair value$5,576 $(4)$(217)$498 $— $(179)$(204)$5,470 $(221)
Market risk benefits asset (b)41 29 
Total assets at Level 3 fair value$5,617 $5,499 
Liabilities
FIA/IUL embedded derivatives, included in contractholder funds3,883 (584)— 126 — (30)— 3,395 — 
Subtotal liabilities at Level 3 fair value$3,883 $(584)$— $126 $— $(30)$— $3,395 $— 
Market risk benefits liability (b)469 486 
Total liabilities at Level 3 fair value
$4,352 $3,881 

(a)The net transfers out of Level 3 during the three months ended March 31, 2023 were to Level 2, except for the net transfers out related to our other long-term investment, which was to Level 1.
(b)Refer to Note G - Market Risk Benefits for roll forward activity of the net Market Risk Asset and Liability.
Valuation Methodologies and Associated Inputs for Financial Instruments Not Carried at Fair Value
The following discussion outlines the methodologies and assumptions used to determine the fair value of our financial instruments not carried at fair value. Considerable judgment is required to develop these assumptions used to measure fair value. Accordingly, the estimates shown are not necessarily indicative of the amounts that would be realized in a one-time, current market exchange of all of our financial instruments.
Mortgage Loans
The fair value of mortgage loans is established using a discounted cash flow method based on internal credit rating, maturity and future income. This yield-based approach is sourced from our third-party vendor. The internal ratings for mortgages in good standing are based on property type, location, market conditions, occupancy, debt
service coverage, loan-to-value, quality of tenancy, borrower, and payment record. The inputs used to measure the fair value of our mortgage loans are classified as Level 3 within the fair value hierarchy.
Investments in Unconsolidated affiliates
The fair value of investments in unconsolidated affiliates is primarily determined using NAV as a practical expedient.
Policy Loans (included within Other long-term investments)
Fair values for policy loans are estimated from a discounted cash flow analysis, using interest rates currently being offered for loans with similar credit risk.  Loans with similar characteristics are aggregated for purposes of the calculations.
Company Owned Life Insurance
Company owned life insurance (“COLI”) is a life insurance program used to finance certain employee benefit expenses. The fair value of COLI is based on net realizable value, which is generally cash surrender value. COLI is classified as Level 3 within the fair value hierarchy.
Other Invested Assets (included within Other long-term investments)
The fair value of bank loans is estimated using a discounted cash flow method with the discount rate based on weighted average cost of capital ("WACC"). This yield-based approach is sourced from a third-party vendor and the WACC establishes a market participant discount rate by determining the hypothetical capital structure for the asset should it be underwritten as of each period end. Other invested assets are classified as Level 3 within the fair value hierarchy.
Investment Contracts
Investment contracts include deferred annuities (FIAs and fixed rate annuities), IUL policies, funding agreements and PRT and immediate annuity contracts without life contingencies. The FIA/IUL embedded derivatives, included in contractholder funds, are excluded as they are carried at fair value. The fair value of the deferred annuities (FIA and fixed rate annuity) and IUL contracts is based on their cash surrender value (i.e., the cost the Company would incur to extinguish the liability) as these contracts are generally issued without an annuitization date. The fair value of funding agreements and PRT and immediate annuity contracts without life contingencies is derived by calculating a new fair value interest rate using the updated yield curve and treasury spreads as of the respective reporting date. The Company is not required to, and has not, estimated the fair value of the liabilities under contracts that involve significant mortality or morbidity risks, as these liabilities fall within the definition of insurance contracts that are exceptions from financial instruments that require disclosures of fair value.
Other
Federal Home Loan Bank of Atlanta (“FHLB”) common stock, Accounts receivable and Notes receivable are carried at cost, which approximates fair value. FHLB common stock is classified as Level 2 within the fair value hierarchy. Accounts receivable and Notes receivable are classified as Level 3 within the fair value hierarchy.
Debt
The fair value of the $500 million aggregate principal amount of its 7.40% Senior Notes due 2028 and the $550 million aggregate principal amount of 5.50% senior notes due 2025 are based on quoted market prices of debt with similar credit risk and tenor. The inputs used to measure the fair value of these debts results in a Level 2 classification within the fair value hierarchy.
The carrying value of the revolving credit facility approximates fair value as the rates are comparable to those at which we could currently borrow under similar terms. As such, the fair value of the revolving credit facility was classified as a Level 2 measurement.
The following tables provide the carrying value and estimated fair value of our financial instruments that are carried on the Condensed Consolidated Balance Sheets at amounts other than fair value, summarized according to the fair value hierarchy previously described (in millions).
March 31, 2023
Level 1Level 2Level 3NAVTotal Estimated Fair ValueCarrying Amount
Assets
FHLB common stock$— $106 $— $— $106 $106 
Commercial mortgage loans— — 2,178 — 2,178 2,458 
Residential mortgage loans— — 2,323 — 2,323 2,526 
Investments in unconsolidated affiliates— — 2,558 2,562 2,562 
Policy loans— — 55 — 55 55 
Other invested assets— — 10 — 10 10 
Company-owned life insurance— — 346 — 346 346 
Total
$— $106 $4,916 $2,558 $7,580 $8,063 
Liabilities
Investment contracts, included in contractholder funds— — 36,117 — 36,117 39,809 
Debt— 1,563 — — 1,563 1,572 
Total
$— $1,563 $36,117 $— $37,680 $41,381 
December 31, 2022
Level 1Level 2Level 3NAVTotal Estimated Fair ValueCarrying Amount
Assets
FHLB common stock$— $99 $— $— $99 $99 
Commercial mortgage loans— — 2,083 — 2,083 2,406 
Residential mortgage loans— — 1,892 — 1,892 2,148 
Investments in unconsolidated affiliates— — 2,427 2,432 2,432 
Policy loans— — 52 — 52 52 
Other invested assets— — 10 — 10 10 
Company-owned life insurance— — 328 — 328 328 
Total
$— $99 $4,370 $2,427 $6,896 $7,475 
Liabilities
Investment contracts, included in contractholder funds— — 34,464 — 34,464 38,412 
Debt— 1,092 — — 1,092 1,114 
Total
$— $1,092 $34,464 $— $35,556 $39,526 
For investments for which NAV is used, we do not have any significant restrictions in our ability to liquidate our positions in these investments, other than obtaining general partner approval, nor do we believe it is probable a price less than NAV would be received in the event of a liquidation.
We review the fair value hierarchy classifications each reporting period. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in and out of Level 3, or between other levels, at the beginning fair value for the reporting period in which the changes occur. The transfers into and out of Level 3 were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value.
v3.23.1
Investments
3 Months Ended
Mar. 31, 2023
Investments, Debt and Equity Securities [Abstract]  
Investments Investments
Our investments in fixed maturity securities have been designated as available-for-sale ("AFS") and are carried at fair value, net of allowance for expected credit losses, with unrealized gains and losses included within AOCI, net of deferred income taxes. Our preferred and equity securities investments are carried at fair value with unrealized gains and losses included in net earnings. The Company’s consolidated investments are summarized as follows (in millions):

March 31, 2023
Amortized CostAllowance for Expected Credit LossesGross Unrealized GainsGross Unrealized LossesFair ValueCarrying Value
Available-for-sale securities
Asset-backed securities$12,620 $(10)$43 $(761)$11,892 $11,892 
Commercial mortgage-backed securities4,004 — (336)3,672 3,672 
Corporates16,930 — 61 (2,600)14,391 14,391 
Hybrids828 — (82)754 754 
Municipals1,797 — 13 (229)1,581 1,581 
Residential mortgage-backed securities1,764 (6)13 (107)1,664 1,664 
U.S. Government72 — — (1)71 71 
Foreign Governments211 — — (39)172 172 
Total available-for-sale securities$38,226 $(16)$142 $(4,155)$34,197 $34,197 
December 31, 2022
Amortized CostAllowance for Expected Credit LossesGross Unrealized GainsGross Unrealized LossesFair ValueCarrying Value
Available-for-sale securities
Asset-backed securities$12,209 $(8)$36 $(770)$11,467 $11,467 
Commercial mortgage-backed securities3,309 (1)12 (284)3,036 3,036 
Corporates15,879 (15)30 (2,995)12,899 12,899 
Hybrids781 — (84)705 705 
Municipals1,695 — (289)1,410 1,410 
Residential mortgage-backed securities1,631 (7)(109)1,521 1,521 
U.S. Government34 — — (2)32 32 
Foreign Governments185 — — (37)148 148 
Total available-for-sale securities$35,723 $(31)$96 $(4,570)$31,218 $31,218 
Securities held on deposit with various state regulatory authorities had a fair value of $18,746 million and $17,751 million at March 31, 2023 and December 31, 2022, respectively.
As of March 31, 2023 and December 31, 2022, the Company held $31 million and $27 million, respectively, of investments that were non-income producing for a period greater than twelve months.
As of March 31, 2023 and December 31, 2022, the Company's accrued interest receivable balance was $407 million and $358 million, respectively. Accrued interest receivable is classified within Prepaid expenses and other assets within the Condensed Consolidated Balance Sheets.
In accordance with our FHLB agreements, the investments supporting the funding agreement liabilities are pledged as collateral to secure the FHLB funding agreement liabilities and are not available to us for general purposes. The collateral investments had a fair value of $3,830 million and $3,387 million as of March 31, 2023 and December 31, 2022, respectively.
The amortized cost and fair value of fixed maturity securities by contractual maturities, as applicable, are shown below (in millions). Actual maturities may differ from contractual maturities because issuers may have the right to call or prepay obligations.
March 31, 2023December 31, 2022
Amortized Cost Fair ValueAmortized Cost Fair Value
Corporates, Non-structured Hybrids, Municipal and U.S. Government Securities:
Due in one year or less$170 $166 $124 $123 
Due after one year through five years2,853 2,724 2,193 2,059 
Due after five years through ten years1,922 1,750 1,840 1,633 
Due after ten years14,893 12,329 14,417 11,379 
Subtotal19,838 16,969 18,574 15,194 
Other securities, which provide for periodic payments:
Asset-backed securities12,620 11,892 12,209 11,467 
Commercial mortgage-backed securities4,004 3,672 3,309 3,036 
Residential mortgage-backed securities1,764 1,664 1,631 1,521 
Subtotal18,388 17,228 17,149 16,024 
Total fixed maturity available-for-sale securities$38,226 $34,197 $35,723 $31,218 
Allowance for Current Expected Credit Loss
We regularly review AFS securities for declines in fair value that we determine to be credit related. For our fixed maturity securities, we generally consider the following in determining whether our unrealized losses are credit related, and if so, the magnitude of the credit loss:
The extent to which the fair value is less than the amortized cost basis;
The reasons for the decline in value (credit event, currency or interest-rate related, including general credit spread widening);
The financial condition of and near-term prospects of the issuer (including issuer's current credit rating and the probability of full recovery of principal based upon the issuer's financial strength);
Current delinquencies and nonperforming assets of underlying collateral;
Expected future default rates;
Collateral value by vintage, geographic region, industry concentration or property type;
Subordination levels or other credit enhancements as of the balance sheet date as compared to origination; and
Contractual and regulatory cash obligations and the issuer's plans to meet such obligations.
We recognize an allowance for current expected credit losses on fixed maturity securities in an unrealized loss position when it is determined, using the factors discussed above, a component of the unrealized loss is related to credit. We measure the credit loss using a discounted cash flow model that utilizes the single best estimate cash flow and the recognized credit loss is limited to the total unrealized loss on the security (i.e., the fair value floor). Cash flows are discounted using the implicit yield of bonds at their time of purchase and the current book yield for asset and mortgage-backed securities as well as variable rate securities. We recognize the expected credit losses in Recognized gains and (losses), net in the unaudited Condensed Consolidated Statements of Operations, with an offset for the amount of non-credit impairments recognized in AOCI. We do not measure a credit loss allowance on accrued investment income because we write-off accrued interest through Interest and investment income when collectability concerns arise.
We consider the following in determining whether write-offs of a security’s amortized cost is necessary:
We believe amounts related to securities have become uncollectible;
We intend to sell a security; or
It is more likely than not that we will be required to sell a security prior to recovery.
If we intend to sell a fixed maturity security or it is more likely than not that we will be required to sell the security before recovery of its amortized cost basis and the fair value of the security is below amortized cost, we will write down the security to current fair value, with a corresponding charge, net of any amount previously recognized as an allowance for expected credit loss, to Recognized gains and (losses), net in the accompanying unaudited Condensed Consolidated Statements of Operations. If we do not intend to sell a fixed maturity security or it is more likely than not that we will not be required to sell a fixed maturity security before recovery of its amortized cost basis but believe amounts related to a security are uncollectible (generally based on proximity to expected credit loss), an impairment is deemed to have occurred and the amortized cost is written down to the estimated recovery value with a corresponding charge, net of any amount previously recognized as an allowance for expected credit loss, to Recognized gains and (losses), net in the accompanying unaudited Condensed Consolidated Statements of Operations. The remainder of unrealized loss is held in other comprehensive income in the unaudited Condensed Consolidated Statements of Equity.

The activity in the allowance for expected credit losses of available-for-sale securities aggregated by investment category was as follows (in millions):
Three months ended March 31, 2023
AdditionsReductions
Balance at Beginning of PeriodFor credit losses on securities for which losses were not previously recorded
For initial credit losses on purchased securities accounted for as PCD financial assets (a)
(Additions) reductions in allowance recorded on previously impaired securitiesFor securities sold during the periodFor securities intended/required to be sold prior to recovery of amortized cost basisWrite offs charged against the allowanceRecoveries of amounts previously written offBalance at End of Period
Available-for-sale securities
Asset-backed securities$(8)$(7)$— $$— $— $— $— $(10)
Commercial mortgage-backed securities(1)— — — — — — — 
Corporates(15)— — — 15 — — — — 
Residential mortgage-backed securities(7)— — — — — — (6)
Total available-for-sale securities$(31)$(7)$— $$15 $— $— $— $(16)
Three months ended March 31, 2022
AdditionsReductions
Balance at Beginning of PeriodFor credit losses on securities for which losses were not previously recorded
For initial credit losses on purchased securities accounted for as PCD financial assets (a)
(Additions) reductions in allowance recorded on previously impaired securitiesFor securities sold during the periodFor securities intended/required to be sold prior to recovery of amortized cost basisWrite offs charged against the allowanceRecoveries of amounts previously written offBalance at End of Period
Available-for-sale securities
Asset-backed securities$(3)$— $— $— $$— $— — $(1)
Commercial mortgage-backed securities(2)— — — — — — — (2)
Corporates— — — — — — — — — 
Residential mortgage-backed securities(3)— — (1)— — — — (4)
Total available-for-sale securities$(8)$— $— $(1)$$— $— $— $(7)
(a) Purchased credit deteriorated financial assets (“PCD”)
PCDs are AFS securities purchased at a discount, where part of that discount is attributable to credit. Credit loss allowances are calculated for these securities as of the date of their acquisition, with the initial allowance serving to increase amortized cost. There were no purchases of PCD AFS securities during the three months ended March 31, 2023 or for the year ended December 31, 2022.
The fair value and gross unrealized losses of AFS securities, excluding securities in an unrealized loss position with an allowance for expected credit loss, aggregated by investment category and duration of fair value below amortized cost as of March 31, 2023 and December 31, 2022 were as follows (dollars in millions):
March 31, 2023
Less than 12 months12 months or longerTotal
Fair ValueGross Unrealized
Losses
Fair ValueGross Unrealized
Losses
Fair ValueGross Unrealized
Losses
Available-for-sale securities
Asset-backed securities$5,347 $(307)$4,520 $(448)$9,867 $(755)
Commercial mortgage-backed securities2,226 (122)1,234 (214)3,460 (336)
Corporates4,788 (372)7,931 (2,228)12,719 (2,600)
Hybrids341 (29)321 (53)662 (82)
Municipals480 (37)866 (192)1,346 (229)
Residential mortgage-backed securities705 (22)539 (81)1,244 (103)
U.S. Government— 21 (1)26 (1)
Foreign Government23 (2)137 (37)160 (39)
Total available-for-sale securities
$13,915 $(891)$15,569 $(3,254)$29,484 $(4,145)
Total number of available-for-sale securities in an unrealized loss position less than twelve months2,182 
Total number of available-for-sale securities in an unrealized loss position twelve months or longer2,096
Total number of available-for-sale securities in an unrealized loss position 4,278 
December 31, 2022
Less than 12 months12 months or longerTotal
Fair ValueGross Unrealized
Losses
Fair ValueGross Unrealized
Losses
Fair ValueGross Unrealized
Losses
Available-for-sale securities
Asset-backed securities$7,001 $(410)$3,727 $(360)$10,728 $(770)
Commercial mortgage-backed securities2,065 (168)475 (116)2,540 (284)
Corporates8,780 (1,679)3,231 (1,312)12,011 (2,991)
Hybrids619 (83)(1)622 (84)
Municipals948 (176)352 (113)1,300 (289)
Residential mortgage-backed securities990 (51)184 (22)1,174 (73)
U.S. Government11 (1)21 (1)32 (2)
Foreign Government119 (32)14 (5)133 (37)
Total available-for-sale securities
$20,533 $(2,600)$8,007 $(1,930)$28,540 $(4,530)
Total number of available-for-sale securities in an unrealized loss position less than twelve months2,774
Total number of available-for-sale securities in an unrealized loss position twelve months or longer1,212
Total number of available-for-sale securities in an unrealized loss position 3,986 
We determined the decrease in unrealized losses as of March 31, 2023, compared to December 31, 2022, was caused by lower treasury rates as well as spread compression. For securities in an unrealized loss position as of March 31, 2023, our allowance for expected credit loss was $16 million. We believe the unrealized loss position for which we have not recorded an allowance for expected credit loss as of March 31, 2023 was primarily attributable to interest rate increases, near-term illiquidity, and other macroeconomic uncertainties as opposed to issuer specific credit concerns.
Mortgage Loans
Our mortgage loans are collateralized by commercial and residential properties.
Commercial Mortgage Loans
Commercial mortgage loans (“CMLs”) represented approximately 6% of our total investments as of March 31, 2023 and December 31, 2022. The mortgage loans in our investment portfolio, are generally comprised of high quality commercial first lien and mezzanine real estate loans. Mortgage loans are primarily on income producing properties including industrial properties, retail buildings, multifamily properties and office buildings. We diversify our CML portfolio by geographic region and property type to attempt to reduce concentration risk. We continuously evaluate CMLs based on relevant current information to ensure properties are performing at a consistent and acceptable level to secure the related debt. The distribution of CMLs, gross of valuation allowances, by property type and geographic region is reflected in the following tables (dollars in millions):
March 31, 2023December 31, 2022
Gross Carrying Value% of TotalGross Carrying Value% of Total
Property Type:
Hotel$18 %$18 %
Industrial538 22 %520 22 %
Mixed Use12 %12 %
Multifamily1,013 41 %1,013 42 %
Office329 13 %330 14 %
Retail104 %105 %
Student Housing 83 %83 %
Other373 15 %335 13 %
Total commercial mortgage loans, gross of valuation allowance
$2,470 100 %$2,416 100 %
Allowance for expected credit loss(12)(10)
Total commercial mortgage loans, net of valuation allowance
$2,458 $2,406 
U.S. Region:
East North Central$177 %$151 %
East South Central76 %76 %
Middle Atlantic325 13 %326 13 %
Mountain354 14 %355 15 %
New England164 %158 %
Pacific700 28 %708 28 %
South Atlantic553 22 %521 22 %
West North Central%%
West South Central117 %117 %
Total commercial mortgage loans, gross of valuation allowance
$2,470 100 %$2,416 100 %
Allowance for expected credit loss(12)(10)
Total commercial mortgage loans, net of valuation allowance
$2,458 $2,406 
Commercial mortgage loans segregated by risk rating exposure as of March 31, 2023 and December 31, 2022, were as follows, gross of valuation allowances (in millions):
March 31, 2023
Amortized Cost by Origination Year
20232022202120202019PriorTotal
Commercial mortgages
Current (less than 30 days past due)$53 $354 $1,301 $486 $— $267 $2,461 
30-89 days past due— — — — — — — 
90 days or more past due— — — — — 
Total commercial mortgages$53 $354 $1301 $486 $— $276 $2,470 
December 31, 2022
Amortized Cost by Origination Year
20222021202020192018PriorTotal
Commercial mortgages
Current (less than 30 days past due)$350 $1,300 $488 $— $— $269 $2,407 
30-89 days past due— — — — — — — 
90 days or more past due— — — — — 
Total commercial mortgages$350 $1,300 $488 $— $— $278 $2,416 
Loan-to-value (“LTV”) and debt service coverage (“DSC”) ratios are measures commonly used to assess the risk and quality of mortgage loans. The LTV ratio is expressed as a percentage of the amount of the loan relative to the value of the underlying property. A LTV ratio in excess of 100% indicates the unpaid loan amount exceeds the underlying collateral. The DSC ratio, based upon the most recently received financial statements, is expressed as a percentage of the amount of a property’s net income to its debt service payments. A DSC ratio of less than 1.00 indicates that a property’s operations do not generate sufficient income to cover debt payments. We normalize our DSC ratios to a 25-year amortization period for purposes of our general loan allowance evaluation.
The following tables present the recorded investment in CMLs by LTV and DSC ratio categories and estimated fair value by the indicated loan-to-value ratios, gross of valuation allowances at March 31, 2023 and December 31, 2022 (dollars in millions):
Debt-Service Coverage RatiosTotal Amount% of TotalEstimated Fair Value% of Total
>1.251.00 - 1.25<1.00
March 31, 2023
LTV Ratios:
Less than 50.00%$511 $$11 $526 21 %$493 23 %
50.00% to 59.99%732 — — 732 30 %653 30 %
60.00% to 74.99%1,170 — 1,178 48 %1,002 46 %
75.00% to 84.99%— 18 20 %17 %
Commercial mortgage loans (a)$2,413 $14 $29 $2,456 100 %$2,165 100 %
December 31, 2022
LTV Ratios:
Less than 50.00%$511 $$11 $526 22 %$490 24 %
50.00% to 59.99%706 — — 706 29 %615 30 %
60.00% to 74.99%1,154 — 1,157 48 %955 45 %
75.00% to 84.99%— — 18 18 %14 %
Commercial mortgage loans (a)$2,371 $$29 $2,407 100 %$2,074 100 %
(a) Excludes loans under development with an amortized cost and estimated fair value of $14 million for March 31, 2023 and an amortized cost and estimated fair value of $9 million for December 31, 2022.
March 31, 2023
Amortized Cost by Origination Year
20232022202120202019PriorTotal
Commercial mortgages
LTV
Less than 50.00%$$69 $120 $206 $— $127 $526 
50.00% to 59.99%27 149 268 158 — 130 732 
60.00% to 74.99%20 113 913 122 — 10 1,178 
75.00% to 84.99%— — — 20 
Total commercial mortgages (a)$54 $340 $1,301 $486 $— $275 $2,456 
Commercial mortgages
DSCR
Greater than 1.25x$47 $328 $1,301 $486 $— $251 $2,413 
1.00x - 1.25x— — — 14 
Less than 1.00x— — — — 20 29 
Total commercial mortgages (a)$54 $340 $1,301 $486 $— $275 $2,456 
December 31, 2022
Amortized Cost by Origination Year
20222021202020192017PriorTotal
Commercial mortgages
LTV
Less than 50.00%$70 $120 $207 $— $— $129 $526 
50.00% to 59.99%149 268 158 — — 131 706 
60.00% to 74.99%113 912 123 — — 1,157 
75.00% to 84.99%— — — — 18 
Total commercial mortgages (a)$341 $1,300 $488 $— $— $278 $2,407 
Commercial mortgages
DSCR
Greater than 1.25x$329 $1,300 $488 $— $— $254 $2,371 
1.00x - 1.25x— — — — 
Less than 1.00x— — — — 20 29 
Total commercial mortgages (a)$341 $1,300 $488 $— $— $278 $2,407 
(a) Excludes loans under development with an amortized cost and estimated fair value of $14 million for March 31, 2023 and an amortized cost and estimated fair value of $9 million for December 31, 2022.

We recognize a mortgage loan as delinquent when payments on the loan are greater than 30 days past due. At March 31, 2023 and December 31, 2022 we had one CML that was delinquent in principal or interest payments as shown in the risk rating exposure table above.
Residential Mortgage Loans
Residential mortgage loans (“RMLs”) represented approximately 6% and 5% of our total investments as of March 31, 2023 and December 31, 2022, respectively. Our residential mortgage loans are closed end, amortizing loans and 100% of the properties are located in the United States. We diversify our RML portfolio by state to attempt to reduce concentration risk. The distribution of RMLs by state with highest-to-lowest concentration are reflected in the following tables, gross of valuation allowances (dollars in millions):
March 31, 2023
U.S. State:Amortized Cost% of Total
Florida$236 %
Texas181 %
New Jersey167 %
California157 %
New York155 %
All other states (a)1,678 66 %
Total residential mortgage loans$2,574 100 %
(a)The individual concentration of each state is equal to or less than 5% as of March 31, 2023.

December 31, 2022
U.S. State:Amortized Cost% of Total
Florida$324 15 %
Texas215 10 %
New Jersey172 %
Pennsylvania153 %
California139 %
New York138 %
Georgia125 %
All other states (a)914 42 %
Total residential mortgage loans$2,180 100 %
(a)The individual concentration of each state is equal to or less than 5% as of December 31, 2022.
Residential mortgage loans have a primary credit quality indicator of either a performing or nonperforming loan. We define non-performing residential mortgage loans as those that are 90 or more days past due or in non-accrual status, which is assessed monthly. The credit quality of RMLs as of March 31, 2023 and December 31, 2022, was as follows (dollars in millions):
March 31, 2023December 31, 2022
Performance indicators:Amortized Cost% of TotalAmortized Cost% of Total
Performing$2,511 98 %$2,118 97 %
Non-performing63 %62 %
Total residential mortgage loans, gross of valuation allowance$2,574 100 %$2,180 100 %
Allowance for expected loan loss(48)— %(32)— %
Total residential mortgage loans, net of valuation allowance$2,526 100 %$2,148 100 %
Residential mortgage loans segregated by risk rating exposure as of March 31, 2023 and December 31, 2022, were as follows, gross of valuation allowances (in millions):
March 31, 2023
Amortized Cost by Origination Year
20232022202120202019PriorTotal
Residential mortgages
Current (less than 30 days past due)$35 $950 $889 $209 $199 $209 $2,491 
30-89 days past due— 20 
90 days or more past due— 18 13 28 63 
Total residential mortgages$35 $956 $915 $225 $231 $212 $2,574 
December 31, 2022
Amortized Cost by Origination Year
20222021202020192018PriorTotal
Residential mortgages
Current (less than 30 days past due)$766 $884 $214 $185 $23 $33 $2,105 
30-89 days past due— — — 13 
90 days or more past due15 34 — 62 
Total residential mortgages$771 $900 $229 $223 $24 $33 $2,180 
    Non-accrual loans by amortized cost as of March 31, 2023 and December 31, 2022, were as follows (in millions):
Amortized cost of loans on non-accrualMarch 31, 2023December 31, 2022
Residential mortgage:$63 $62 
Commercial mortgage:
Total non-accrual mortgages$72 $71 
Immaterial interest income was recognized on non-accrual financing receivables for the three months ended March 31, 2023 and March 31, 2022.
It is our policy to cease to accrue interest on loans that are delinquent for 90 days or more. For loans less than 90 days delinquent, interest is accrued unless it is determined that the accrued interest is not collectible. If a loan becomes 90 days or more delinquent, it is our general policy to initiate foreclosure proceedings unless a workout arrangement to bring the loan current is in place. As of March 31, 2023 and December 31, 2022, we had $72 million and $71 million, respectively, of residential mortgage loans that were over 90 days past due, of which $32 million and $38 million were in the process of foreclosure as of March 31, 2023 and December 31, 2022, respectively.
Allowance for Expected Credit Loss
We estimate expected credit losses for our commercial and residential mortgage loan portfolios using a probability of default/loss given default model. Significant inputs to this model include, where applicable, the loans' current performance, underlying collateral type, location, contractual life, LTV, DSC and Debt to Income or FICO. The model projects losses using a two-year reasonable and supportable forecast and then reverts over a three-year period to market-wide historical loss experience. Changes in our allowance for expected credit losses on mortgage loans are recognized in Recognized gains and (losses), net in the accompanying unaudited Condensed Consolidated Statements of Operations.
The allowances for our mortgage loan portfolio are summarized as follows (in millions):
Three months ended March 31, 2023
Residential MortgageCommercial MortgageTotal
Beginning Balance$32 $10 $42 
Provision for loan losses16 18 
Ending Balance$48 $12 $60 
Three months ended March 31, 2022
Residential MortgageCommercial MortgageTotal
Beginning Balance
$25 $$31 
Provision for loan losses— 
Ending Balance
$26 $$32 
An allowance for expected credit loss is not measured on accrued interest income for commercial mortgage loans as we have a process to write-off interest on loans that enter into non-accrual status (90 days or more past due). Allowances for expected credit losses are measured on accrued interest income for residential mortgage loans and were immaterial as of March 31, 2023 and March 31, 2022.
Interest and Investment Income
The major sources of Interest and investment income reported on the accompanying unaudited Condensed Consolidated Statements of Operations were as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Fixed maturity securities, available-for-sale$432 $319 
Equity securities
Preferred securities10 11 
Mortgage loans51 39 
Invested cash and short-term investments16 
Limited partnerships57 113 
Other investments
Gross investment income580 496 
Investment expense(61)(45)
Interest and investment income$519 $451 
Interest and investment income is shown net of amounts attributable to certain funds withheld reinsurance agreements which is passed along to the reinsurer in accordance with the terms of these agreements. Interest and investment income attributable to these agreements, and thus excluded from the totals in the table above, was $(58) million and $(18) million for the three months ended March 31, 2023 and March 31, 2022, respectively.
Recognized Gains and (Losses), net
Details underlying Recognized gains and (losses), net reported on the accompanying unaudited Condensed Consolidated Statements of Operations were as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Net realized (losses) gains on fixed maturity available-for-sale securities$(44)$(34)
Net realized/unrealized (losses) gains on equity securities (a)(2)
Net realized/unrealized (losses) gains on preferred securities (b)(9)(67)
Realized (losses) gains on other invested assets— (4)
Change in allowance for expected credit losses(8)(1)
Derivatives and embedded derivatives:
Realized (losses) gains on certain derivative instruments(89)50 
Unrealized (losses) gains on certain derivative instruments147 (358)
Change in fair value of reinsurance related embedded derivatives (c)(19)122 
Change in fair value of other derivatives and embedded derivatives(3)
Realized (losses) gains on derivatives and embedded derivatives41 (189)
Recognized gains and (losses), net$(15)$(297)

(a)Includes net valuation (losses) gains of $5 million and $(2) million for the three months ended March 31, 2023 and March 31, 2022, respectively.
(b)Includes net valuation (losses) gains of $26 million and $(66) million for the three months ended March 31, 2023 and March 31, 2022, respectively.
(c)Change in fair value of reinsurance related embedded derivatives is due to activity related to the reinsurance treaties with Somerset and Aspida Re.

Recognized gains and (losses), net is shown net of amounts attributable to certain funds withheld reinsurance agreements which is passed along to the reinsurer in accordance with the terms of these agreements. Recognized gains (losses) attributable to these agreements, and thus excluded from the totals in the table above, was $(22) million and $128 million for the three months ended March 31, 2023 and March 31, 2022, respectively.
The proceeds from the sale of fixed-maturity securities and the gross gains and losses associated with those transactions were as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Proceeds$445 $1,032 
Gross gains
Gross losses(49)(37)
Unconsolidated Variable Interest Entities
We own investments in VIEs that are not consolidated within our financial statements. A VIE is an entity that does not have sufficient equity to finance its own activities without additional financial support, where investors lack certain characteristics of a controlling financial interest, or where the entity is structured with non-substantive voting rights. VIEs are consolidated by their ‘primary beneficiary’, a designation given to an entity that receives both the benefits from the VIE as well as the substantive power to make its key economic decisions. While we participate in the benefits from VIEs in which we invest, but do not consolidate, the substantive power to make the key economic
decisions for each respective VIE resides with entities not under our common control. It is for this reason that we are not considered the primary beneficiary for the VIE investments that are not consolidated.
We invest in various limited partnerships and limited liability companies primarily as a passive investor. These investments are primarily in credit funds with a bias towards current income, real assets, or private equity. Limited partnership and limited liability company interests are accounted for under the equity method and are included in Investments in unconsolidated affiliates on our Condensed Consolidated Balance Sheets. In addition, we invest in structured investments, which may be VIEs, but for which we are not the primary beneficiary. These structured investments typically invest in fixed income investments and are managed by third parties and include asset-backed securities, commercial mortgage-backed securities and residential mortgage-backed securities included in fixed maturity securities available for sale on our Condensed Consolidated Balance Sheets.
Our maximum exposure to loss with respect to these VIEs is limited to the investment carrying amounts reported in our Condensed Consolidated Balance Sheets for limited partnerships and the amortized costs of our fixed maturity securities, in addition to any required unfunded commitments (also refer to Note N - Commitments and Contingencies).
The following table summarizes the carrying value and the maximum loss exposure of our unconsolidated VIEs as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
Carrying ValueMaximum Loss ExposureCarrying ValueMaximum Loss Exposure
Investment in unconsolidated affiliates$2,558 $4,268 $2,427 $4,030 
Fixed maturity securities16,890 18,590 15,680 17,404 
Total unconsolidated VIE investments$19,448 $22,858 $18,107 $21,434 
Concentrations
Our underlying investment concentrations that exceed 10% of shareholders equity are as follows (in millions):
March 31, 2023December 31, 2022
Blackstone Wave Asset Holdco (a)$760 $741 
 ELBA (b)473 470 
 COLI 313 308 
 Verus Securitization Trust (c)299 302 
 Jade 1 (d)280 271 
 Jade 2 (d)280 271 
 Jade 3 (d)280 271 
 Jade 4 (d)280 271 

(a)Represents a special purpose vehicle that holds investments in numerous limited partnership investments whose underlying investments are further diversified by holding interest in multiple individual investments and industries.
(b)Represents special purpose vehicles that hold an underlying minority ownership interest in a single operating liquified natural gas export facility.
(c)Represents special purpose vehicles that hold investments backed by the interest paid on loans for residencies.
(d)Represents special purpose vehicles that hold numerous underlying corporate loans across various industries.
v3.23.1
Derivative Financial Instruments
3 Months Ended
Mar. 31, 2023
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Derivative Financial Instruments Derivative Financial Instruments
The carrying amounts of derivative instruments, including derivative instruments embedded in FIA and IUL contracts, and reinsurance is as follows (in millions):
March 31, 2023December 31, 2022
Assets:
Derivative investments:
Call options$432 $244 
Other long-term investments:
Other embedded derivatives25 23 
Prepaid expenses and other assets:
Reinsurance related embedded derivatives260 279 
$717 $546 
Liabilities:
Contractholder funds:
FIA/ IUL embedded derivatives$3,569 $3,115 
$3,569 $3,115 
The change in fair value of derivative instruments in the accompanying unaudited Condensed Consolidated Statements of Operations is as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Recognized gains and (losses), net
Net investment gains (losses):
Call options$55 $(314)
Futures contracts
Foreign currency forwards(1)
Other derivatives and embedded derivatives(3)
Reinsurance related embedded derivatives (19)122 
Total net investment gains (losses)
$41 $(189)
Benefits and other changes in policy reserves:
FIA/ IUL embedded derivatives (decrease) increase$454 $(488)
Additional Disclosures
FIA/IUL Embedded Derivative, Call Options and Futures
We have FIA and IUL contracts that permit the holder to elect an interest rate return or an equity index linked component, where interest credited to the contracts is linked to the performance of various equity indices, primarily the S&P 500 Index. This feature represents an embedded derivative under GAAP. The FIA/IUL embedded derivatives are valued at fair value and included in the liability for Contractholder funds in the accompanying Condensed Consolidated Balance Sheets with changes in fair value included as a component of Benefits and other changes in policy reserves in the unaudited Condensed Consolidated Statements of Operations. See a description of the fair value methodology used in Note B - Fair Value of Financial Instruments.
We purchase derivatives consisting of a combination of call options and futures contracts (specifically for FIA contracts) on the applicable market indices to fund the index credits due to FIA/IUL contractholders. The call options are one, two, three, and five - year options purchased to match the funding requirements of the underlying policies. On the respective anniversary dates of the indexed policies, the index used to compute the interest credit is reset and we purchase new call options to fund the next index credit. We manage the cost of these purchases through the terms of our FIA/IUL contracts, which permit us to change caps, spreads or participation rates, subject to guaranteed minimums, on each contract’s anniversary date. The change in the fair value of the call options and futures contracts is generally designed to offset the portion of the change in the fair value of the FIA/IUL embedded derivatives related to index performance through the current credit period. The call options and futures contracts are marked to fair value with the change in fair value included as a component of Recognized gains and (losses), net, in the accompanying unaudited Condensed Consolidated Statements of Operations. The change in fair value of the call options and futures contracts includes the gains and losses recognized at the expiration of the instrument term or upon early termination and the changes in fair value of open positions.
Other market exposures are hedged periodically depending on market conditions and our risk tolerance. Our FIA/IUL hedging strategy economically hedges the equity returns and exposes us to the risk that unhedged market exposures result in divergence between changes in the fair value of the liabilities and the hedging assets. We use a variety of techniques, including direct estimation of market sensitivities, to monitor this risk daily. We intend to continue to adjust the hedging strategy as market conditions and our risk tolerance changes.
Reinsurance Related Embedded Derivatives
The Company entered into a reinsurance agreement with Kubera Insurance (SAC) Ltd. (“Kubera”) effective December 31, 2018, to cede certain fixed rate and deferred annuity business, including MYGA, on a coinsurance funds withheld basis, net of applicable existing reinsurance. Effective October 31, 2021, this agreement was novated from Kubera to Somerset, a certified third-party reinsurer. Additionally, F&G entered into a reinsurance agreement with Aspida Re effective January 1, 2021, and amended in August 2021 and September 2022, to cede a quota share of MYGA business on a coinsurance funds withheld basis. Fair value movements in the funds withheld balances associated with these arrangements creates an obligation for F&G to pay Somerset and Aspida Re at a later date, which results in embedded derivatives. These embedded derivatives are considered total return swaps with contractual returns that are attributable to the assets and liabilities associated with the reinsurance arrangements. The fair value of the total return swap is based on the change in fair value of the underlying assets held in the funds withheld portfolio. Investment results for the assets that support the coinsurance with funds withheld reinsurance arrangements, including gains and losses from sales, were passed directly to the reinsurers pursuant to contractual terms of the reinsurance arrangements. The reinsurance related embedded derivatives are reported in Prepaid expenses and other assets if in a net gain position, or Accounts payable and accrued liabilities, if in a net loss position, on the unaudited Condensed Consolidated Balance Sheets and the related gains or losses are reported in Recognized gains and losses, net on the unaudited Condensed Consolidated Statements of Operations.
Credit Risk
We are exposed to credit loss in the event of non-performance by our counterparties on the call options and reflect assumptions regarding this non-performance risk in the fair value of the call options. The non-performance risk is the net counterparty exposure based on the fair value of the open contracts less collateral held. We maintain a policy of requiring all derivative contracts to be governed by an International Swaps and Derivatives Association (“ISDA”) Master Agreement.
Information regarding our exposure to credit loss on the call options we hold is presented in the following table (in millions):
March 31, 2023
CounterpartyCredit Rating (Fitch/Moody's/S&P) (a)Notional AmountFair ValueCollateralNet Credit Risk
Merrill Lynch AA/*/A+ $3,834 $44 $— $44 
Morgan Stanley */Aa3/A+ 2,038 22 24 — 
Barclay's Bank A+/A1/A 5,939 106 95 11 
Canadian Imperial Bank of Commerce AA/Aa2/A+ 6,006 129 113 16 
Wells Fargo A+/A1/BBB+ 1,270 31 29 
Goldman Sachs A/A2/BBB+ 1,178 16 14 
Credit Suisse BBB+/A3/A- 672 — 
Truist A+/A2/A 2,204 60 54 
Citibank A+/Aa3/A+ 1,207 17 15 
Total
$24,348 $432 $351 $83 
December 31, 2022
CounterpartyCredit Rating (Fitch/Moody's/S&P) (a)Notional AmountFair ValueCollateralNet Credit Risk
Merrill Lynch AA/*/A+ $3,563 $23 $— $23 
Morgan Stanley */Aa3/A+ 1,699 14 19 — 
Barclay's Bank A+/A1/A 6,049 65 59 
Canadian Imperial Bank of Commerce AA/Aa2/A+ 5,169 68 64 
Wells Fargo A+/A1/BBB+ 1,361 17 17 — 
Goldman Sachs A/A2/BBB+ 1,133 10 — 
Credit Suisse BBB+/A3/A- 1,039 — 
Truist A+/A2/A 2,489 35 36 — 
Citibank A+/Aa3/A+ 795 — 
Total$23,297 $244 $219 $33 
(a)An * represents credit ratings that were not available.
Collateral Agreements
We are required to maintain minimum ratings as a matter of routine practice as part of our over-the-counter derivative agreements on ISDA forms. Under some ISDA agreements, we have agreed to maintain certain financial strength ratings. A downgrade below these levels provides the counterparty under the agreement the right to terminate the open option contracts between the parties, at which time any amounts payable by us or the counterparty would be dependent on the market value of the underlying option contracts. Our current rating does not allow any counterparty the right to terminate ISDA agreements. In certain transactions, both us and the counterparty have entered into a collateral support agreement requiring either party to post collateral when the net exposures exceed pre-determined thresholds. For all counterparties, except Merrill Lynch, this threshold is set to zero. As of March 31, 2023 and December 31, 2022 counterparties posted $351 million and $219 million, respectively, of collateral of which $290 million and $178 million, respectively, is included in cash and cash equivalents with an associated payable for this collateral included in accounts payable and accrued liabilities on the Condensed Consolidated Balance Sheets. Accordingly, the maximum amount of loss due to credit risk that we would incur if
parties to the call options failed completely to perform according to the terms of the contracts was $83 million at March 31, 2023 and $33 million at December 31, 2022.
We are required to pay counterparties the effective federal funds rate each day for cash collateral posted to F&G for daily mark to market margin changes. We reinvest derivative cash collateral to reduce the interest cost. Cash collateral is invested in overnight investment sweep products, which are included in cash and cash equivalents in the accompanying Condensed Consolidated Balance Sheets.
We held 404 and 409 futures contracts at March 31, 2023 and December 31, 2022, respectively. The fair value of the futures contracts represents the cumulative unsettled variation margin (open trade equity, net of cash settlements). We provide cash collateral to the counterparties for the initial and variation margin on the futures contracts, which is included in cash and cash equivalents in the accompanying Condensed Consolidated Balance Sheets. The amount of cash collateral held by the counterparties for such contracts was $4 million and $3 million at March 31, 2023 and December 31, 2022, respectively.
v3.23.1
Notes Payable
3 Months Ended
Mar. 31, 2023
Debt Disclosure [Abstract]  
Notes Payable Notes Payable
The carrying amounts of notes payable are summarized as follows (in millions):
March 31, 2023December 31, 2022
Revolving Credit Facility - Short-term$511 $547 
7.40% F&G Notes
494 — 
5.50% F&G Notes
567 567 
$1,572 $1,114 
On January 13, 2023, F&G completed its issuance and sale of $500 million aggregate principal amount of its 7.40% Senior Notes due 2028 (as defined above, the "7.40% F&G Notes"). F&G intends to use the net proceeds from the offering for general corporate purposes, including to support the growth of assets under management and for F&G's future liquidity requirements.
On November 22, 2022, we entered into a Credit Agreement (as defined above, the “Credit Agreement”) with certain lenders (the “Lenders”) and Bank of America, N.A. as administrative agent (in such capacity, the “Administrative Agent”), swing line lender and an issuing bank, pursuant to which the Lenders have made available an unsecured revolving credit facility in an aggregate principal amount of $550 million to be used for working capital and general corporate purposes. As of December 31, 2022, the revolving credit facility was fully drawn with $550 million outstanding. A net partial revolver paydown of $35 million was made on January 6, 2023 and, on February 21, 2023, we entered into an amendment with the Lenders to increase the available aggregate principal amount of the Credit Agreement by $115 million to $665 million.
On April 20, 2018, Fidelity & Guaranty Life Holdings, Inc. (“FGLH”), our indirect wholly owned subsidiary, completed a debt offering of $550 million aggregate principal amount of 5.50% senior notes due May 1, 2025 (the "5.50% F&G Notes"), at 99.5% of face value for proceeds of $547 million. As a result of the FNF Acquisition, a premium of $39 million was established for these notes and is being amortized over the remaining life of the debt through 2025. In conjunction with the acquisition, FNF became a guarantor of FGLH’s obligations under the 5.50% F&G Notes and agreed to fully and unconditionally guarantee the F&G 5.50% Notes, on a joint and several basis.
Gross principal maturities of notes payable at March 31, 2023 are as follows (in millions):
2023$515 
2024— 
2025550 
2026— 
2027— 
Thereafter500 
$1,565 
v3.23.1
Commitments and Contingencies
3 Months Ended
Mar. 31, 2023
Commitments and Contingencies Disclosure [Abstract]  
Commitments and Contingencies Commitments and Contingencies
Legal and Regulatory Contingencies
In the ordinary course of business, we are involved in various pending and threatened litigation matters related to our operations, some of which include claims for punitive or exemplary damages. Like other companies, our ordinary course litigation includes a number of class action and purported class action lawsuits, which make allegations related to aspects of our operations. We believe that no actions, other than the matters discussed below, if any, depart from customary litigation incidental to our business.
We review lawsuits and other legal and regulatory matters (collectively “legal proceedings”) on an ongoing basis when making accrual and disclosure decisions. When assessing reasonably possible and probable outcomes, management bases its decision on its assessment of the ultimate outcome assuming all appeals have been exhausted. For legal proceedings in which it has been determined that a loss is both probable and reasonably estimable, a liability based on known facts and that represents our best estimate has been recorded. Our accrual for legal and regulatory matters was insignificant as of March 31, 2023 and December 31, 2022. We do not consider (i) the amounts we have currently recorded for all legal proceedings in which it has been determined that a loss is both probable and reasonably estimable and (ii) reasonably possible losses for all pending legal proceedings to be material to our financial statements either individually or in the aggregate. Actual losses may materially differ from the amounts recorded and the ultimate outcome of our pending legal proceedings is generally not yet determinable. While some of these matters could be material to our operating results or cash flows for any particular period if an unfavorable outcome results, at present we do not believe that the ultimate resolution of currently pending legal proceedings, either individually or in the aggregate, will have a material adverse effect on our financial condition.
In August 2020, a lawsuit styled, In the Matter of FGL Holdings, was filed in the Grand Court of the Cayman Islands related to FNF's acquisition of F&G where dissenting shareholders, Kingfishers LP, Kingstown 1740 Fund LP, Kingstown Partners II LP, Kingstown Partners Master Ltd., and Ktown LP, asserted statutory appraisal rights relative to their ownership of 12,000,000 shares of F&G stock. They sought a judicial determination of the fair value of their shares of F&G stock as of the date of valuation under the law of the Cayman Islands, together with interest. On September 5, 2022 the Grand Court of the Cayman Islands decided in favor of F&G. Kingstown Capital Management LP failed to appeal, and its appeal period expired on October 20, 2022. The result in this case had no material adverse effect on our financial condition.
From time to time we receive inquiries and requests for information from state insurance departments, attorneys general and other regulatory agencies about various matters relating to our business. Sometimes these take the form of civil investigative demands or subpoenas. We cooperate with all such inquiries and we have responded to or are currently responding to inquiries from multiple governmental agencies. From time to time, we are assessed fines for violations of regulations or other matters or enter into settlements with such authorities, which may require us to pay fines or claims or take other actions. We do not anticipate such fines and settlements, either individually or in the aggregate, will have a material adverse effect on our financial condition.
Commitments
We have unfunded investment commitments as of March 31, 2023 based upon the timing of when investments are executed compared to when the actual investments are funded, as some investments require that funding occur over a period of months or years. A summary of unfunded commitments by invested asset class as of March 31, 2023 is included below (in millions):
March 31, 2023
Asset Type
Unconsolidated VIEs:
Limited partnerships$1,710 
Whole loans743 
Fixed maturity securities, ABS212 
Direct Lending1,000 
Other fixed maturity securities, AFS28 
Commercial mortgage loans29 
Other assets142 
Residential mortgage loans
Committed amounts included in liabilities
Total
$3,866 
v3.23.1
Supplemental Cash Flow Information
3 Months Ended
Mar. 31, 2023
Supplemental Cash Flow Elements [Abstract]  
Supplemental Cash Flow Information Supplemental Cash Flow Information
The following supplemental cash flow information is provided with respect to certain cash payment and non-cash investing and financing activities.
 Three months ended March 31,
20232022
Cash paid for:
Interest$$— 
Deferred sales inducements29 16 
Non-cash investing and financing activities:
Change in proceeds of sales of investments available for sale receivable in period22 81 
Change in purchases of investments available for sale payable in period79 204 
v3.23.1
Intangibles
3 Months Ended
Mar. 31, 2023
Goodwill and Intangible Assets Disclosure [Abstract]  
Intangibles Intangibles
The following table reconciles to Other intangible assets, net, on the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
VOBA$1,572 $1,615 
DAC1,676 1,411 
DSI225 200 
Value of distribution asset97 100 
Computer software65 61 
Definite lived trademarks, tradenames, and other21 22 
Indefinite lived tradenames and other21 20 
Total Other intangible assets, net$3,677 $3,429 
The following tables roll forward VOBA by product for the three months ended March 31, 2023 and March 31, 2022 (in millions):
FIAFixed Rate AnnuitiesImmediate AnnuitiesUniversal LifeTraditional LifeTotal
Balance at January 1, 2023
$1,166 $32 $201 $143 $73 $1,615 
Amortization(36)(1)(3)(2)(1)(43)
Balance at March 31, 2023
$1,130 $31 $198 $141 $72 $1,572 
FIAFixed Rate AnnuitiesImmediate AnnuitiesUniversal LifeTraditional LifeTotal
Balance at January 1, 2022
$1,314 $39 $212 $153 $25 $1,743 
Amortization(38)(2)(3)(3)(1)(47)
Shadow Premium Deficiency Testing (“PDT”)— — — — 53 53 
Balance at March 31, 2022
$1,276 $37 $209 $150 $77 $1,749 

The following table presents a reconciliation of VOBA to the table above which is reconciled to the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
FIA$1,130 $1,166 
Fixed Rate Annuities31 32 
Immediate Annuities198 201 
Universal Life141 143 
Traditional Life72 73 
Total$1,572 $1,615 
The following tables roll forward DAC for the three months ended March 31, 2023 and March 31, 2022 (in millions):
FIAFixed Rate AnnuitiesUniversal LifeTotal (a)
Balance at January 1, 2023
$971 $83 $348 $1,402 
Capitalization113 52 56 221 
Amortization(22)(5)(8)(35)
Reinsurance related adjustments— 79 — 79 
Balance at March 31, 2023
$1,062 $209 $396 $1,667 
FIAFixed Rate AnnuitiesUniversal LifeTotal (a)
Balance at January 1, 2022
$564 $38 $173 $775 
Capitalization98 47 153 
Amortization(13)(2)(4)(19)
Balance at March 31, 2022
$649 $44 $216 $909 
(a) Excludes insignificant amounts of DAC related to Funding Agreement Backed Note (“FABN”)
The following table presents a reconciliation of DAC to the table above which is reconciled to the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
FIA$1,062 $971 
Fixed Rate Annuities209 83 
Universal Life396 348 
Funding Agreements
Total$1,676 $1,411 
The following tables roll forward DSI for the three months ended March 31, 2023 and March 31, 2022 (in millions):
FIATotal
Balance at January 1, 2023
$200 $200 
Capitalization29 29 
Amortization(4)(4)
Balance at March 31, 2023
$225 $225 
FIATotal
Balance at January 1, 2022
$127 $127 
Capitalization16 16 
Amortization(3)(3)
Balance at March 31, 2022
$140 $140 
The following table presents a reconciliation of DSI to the table above which is reconciled to the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
FIA$225 $200 
Total$225 $200 
The cash flow assumptions used to amortize VOBA and DAC were consistent with the assumptions used to estimate the FPB for life contingent immediate annuity and PRT contracts, and will be reviewed and unlocked, if applicable, in the same period as those balances. For nonparticipating traditional life contracts, the VOBA amortization is straight-line, without the use of cash flow assumptions. For FIA contracts, the cash flow assumptions used to amortize VOBA, DAC, and DSI were consistent with the assumptions used to estimate the value of the embedded derivative and MRBs, and will be reviewed and unlocked, if applicable, in the same period as those balances. For fixed rate annuities and IUL the cash flow assumptions used to amortize VOBA, DAC and DSI reflect the company’s best estimates for policyholder behavior, consistent with the development of assumptions for FIA, immediate annuity, and PRT.
We review cash flow assumptions annually, generally in the third quarter. In 2022, F&G undertook a review of all significant assumptions and revised GMWB utilization for our deferred annuity contracts (FIA and fixed rate annuities) to reflect internal and industry experience in the first several contract years.
For the in-force liabilities as of March 31, 2023, the estimated amortization expense for VOBA in future fiscal periods is as follows (in millions):
Estimated Amortization Expense
Fiscal Year
2023$122 
2024151 
2025139 
2026128 
2027117 
Thereafter915 
v3.23.1
Reinsurance
3 Months Ended
Mar. 31, 2023
Insurance [Abstract]  
Reinsurance Reinsurance
The Company reinsures portions of its policy risks with other insurance companies. The use of indemnity reinsurance does not discharge an insurer from liability on the insurance ceded. The insurer is required to pay in full the amount of its insurance liability regardless of whether it is entitled to or able to receive payment from the reinsurer. The portion of risks exceeding the Company's retention limit is reinsured. The Company primarily seeks reinsurance coverage in order to limit its exposure to mortality losses and enhance capital management. The Company follows reinsurance accounting when there is adequate risk transfer or deposit accounting if there is inadequate risk transfer. If the underlying policy being reinsured is an investment contract, the effects of the agreement are accounted for as a separate investment contract.
The effects of reinsurance on net premiums earned and net benefits incurred (benefits paid and reserve changes) for the three months ended March 31, 2023 and March 31, 2022 were as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Net Premiums EarnedNet Benefits IncurredNet Premiums EarnedNet Benefits Incurred
Direct$301 $872 $567 $505 
Ceded(26)(60)(32)(302)
Net$275 $812 $535 $203 
Amounts payable or recoverable for reinsurance on paid and unpaid claims are not subject to periodic or maximum limits. The Company did not write off any significant reinsurance balances during the three months ended March 31, 2023 and March 31, 2022. The Company did not commute any ceded reinsurance treaties during the three months ended March 31, 2023 and March 31, 2022.
The Company estimates expected credit losses on reinsurance recoverables using a probability of default/loss given default model. Significant inputs to the model include the reinsurer's credit risk, expected timing of recovery, industry-wide historical default experience, senior unsecured bond recovery rates, and credit enhancement features. The expected credit loss reserves were as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Balance at Beginning of Period$(10)$(20)
Changes in the expected credit loss reserve— 
Balance at End of Period$(9)$(20)
No policies issued by the Company have been reinsured with any foreign company, which is controlled, either directly or indirectly, by a party not primarily engaged in the business of insurance.
The Company has not entered into any reinsurance agreements in which the reinsurer may unilaterally cancel any reinsurance for reasons other than non-payment of premiums or other similar credit issues.
Aspida Reinsurance Transaction. F&G executed a Funds Withheld Coinsurance Agreement with Aspida Re, a Bermuda reinsurer. In accordance with the terms of this agreement, F&G cedes to the reinsurer, on a fifty percent (50%) funds withheld coinsurance basis, certain MYGA business written effective January 1, 2021. The agreement was originally executed January 15, 2021 and amended in August 2021 and September 2022. For reinsured policies issued prior to September 1, 2022, the policies are ceded on a fifty percent (50%) quota share basis.  For reinsured policies issued on or after September 1, 2022, the policies are ceded on a seventy-five percent (75%) quota share basis, capped at $350 million cession per month. For the month of March 2023 only, the premiums cap increased to $450 million. As the policies ceded to Aspida are investment contracts, there is no significant insurance risk present and therefore the effects of this agreement are accounted for as a separate investment contract.
There have been no other significant changes to reinsurance contracts for the three months ended March 31, 2023.
Concentration of Reinsurance Risk
The Company has a significant concentration of reinsurance risk with third party reinsurers, Aspida Re, Wilton Reassurance Company (“Wilton Re”), and Somerset that could have a material impact on our financial position in the event that any of these reinsurers fails to perform its obligations under the various reinsurance treaties. Aspida Re has an A- issuer credit rating from AM Best as of March 31, 2023, and the risk of non-performance is further mitigated through the funds withheld arrangement. Wilton Re has an A+ issuer credit rating from AM Best and an A issuer credit rating from Fitch as of March 31, 2023. Somerset has an A- issuer credit rating from AM Best and a BBB+ issuer credit rating from S&P as of March 31, 2023, and the risk of non-performance is further mitigated through the funds withheld arrangement. On March 31, 2023, the net amounts recoverable from Aspida Re, Wilton Re, and Somerset were $4,073 million, $1,184 million, and $553 million, respectively. We monitor both the financial condition of individual reinsurers and risk concentration arising from similar activities and economic characteristics of reinsurers to attempt to reduce the risk of default by such reinsurers. We believe that all amounts due from Aspida Re, Wilton Re, and Somerset for periodic treaty settlements are collectible as of March 31, 2023.
There have been no other material changes in the reinsurance and the intercompany reinsurance agreements described in our Form 10-K for the year ended December 31, 2022.
v3.23.1
F&G Insurance Subsidiary Financial Information and Regulatory Matters
3 Months Ended
Mar. 31, 2023
Insurance [Abstract]  
F&G Insurance Subsidiary Financial Information and Regulatory Matters F&G Insurance Subsidiary Financial Information and Regulatory Matters
Our U.S. insurance subsidiaries, FGL Insurance, FGL NY Insurance, and Raven Re, file financial statements with state insurance regulatory authorities and the National Association of Insurance Commissioners (“NAIC”) that are prepared in accordance with Statutory Accounting Principles (“SAP”) prescribed or permitted by such authorities, which may vary materially from GAAP. Prescribed SAP includes the Accounting Practices and Procedures Manual of the NAIC as well as state laws, regulations and administrative rules. Permitted SAP encompasses all accounting practices not so prescribed. The principal differences between SAP financial statements and financial statements prepared in accordance with GAAP are that SAP financial statements do not reflect VOBA, DAC, and DSI, some bond portfolios may be carried at amortized cost, assets and liabilities are presented net of reinsurance, contractholder liabilities are generally valued using more conservative assumptions and certain assets are non-admitted. Accordingly, SAP operating results and SAP capital and surplus may differ substantially from amounts reported in the GAAP basis financial statements for comparable items.
F&G Cayman Re Ltd and F&G Life Re Ltd (Bermuda) file financial statements with their respective regulators that are based on U.S. GAAP.
FGL Insurance applies Iowa-prescribed accounting practices that permit Iowa-domiciled insurers to report equity call options used to economically hedge FIA index credits at amortized cost for statutory accounting purposes and to calculate FIA statutory reserves such that index credit returns will be included in the reserve only after crediting to the annuity contract. Effective October 1, 2022, the Company incorporated IUL products under these Iowa-prescribed accounting practices. This resulted in a $3 million and $152 million decrease to statutory capital and surplus at March 31, 2023 and December 31, 2022, respectively.
FGL Insurance’s statutory carrying value of Raven Reinsurance Company ("Raven Re") reflects the effect of permitted practices Raven Re received to treat the available amount of a letter of credit as an admitted asset, which increased Raven Re’s statutory capital and surplus by $200 million and $200 million at March 31, 2023 and December 31, 2022, respectively.
Raven Re is also permitted to follow Iowa prescribed statutory accounting practice for its reserves on reinsurance assumed from FGL Insurance. Without such permitted statutory accounting practices, Raven Re’s statutory capital and surplus (deficit) and its risk-based capital would fall below the minimum regulatory requirements. The letter of credit facility is collateralized by NAIC 1 rated debt securities. If the permitted practice was revoked, the letter of credit could be replaced by the collateral assets with Nomura’s consent. FGL Insurance’s
statutory carrying value of Raven Re was $93 million and $121 million at March 31, 2023 and December 31, 2022, respectively.
As of March 31, 2023, FGL NY Insurance did not follow any prescribed or permitted statutory accounting practices that differ from the NAIC's statutory accounting practices.
The prescribed and permitted statutory accounting practices have no impact on our unaudited Condensed Consolidated Financial Statements, which are prepared in accordance with GAAP.
v3.23.1
Income Taxes
3 Months Ended
Mar. 31, 2023
Income Tax Disclosure [Abstract]  
Income Taxes Income Taxes
The effective tax rate for the three months ended March 31, 2023 was 4%. The effective tax rate for the three months ended March 31, 2022 was 31% The effective tax rate on pre-tax income for the three months ended March 31, 2023 differs from the U.S Federal statutory rate of 21% primarily due to the valuation allowance recorded on capital deferred tax assets for US Life companies, partially offset by favorable permanent adjustments, including low income housing tax credits (“LIHTC”), the dividends received deduction (“DRD”) and COLI. The effective tax rate on pre-tax income for the three months ended March 31, 2022 differed from the U.S. Federal statutory rate of 21% primarily due to the valuation allowance recorded on the capital loss carryforwards for the US Non-life companies, partially offset by favorable permanent adjustments, including LIHTC, DRD, and COLI.

As of December 31, 2022, the Company had a partial valuation allowance of $30 million. As of March 31, 2023, the Company had a partial valuation allowance of $67 million against its deferred tax assets of $611 million. There was a $37 million increase in the valuation allowance for the three months ended March 31, 2023. The valuation allowance consisted of a full valuation allowance on the unrealized capital loss deferred tax assets for F&G Life Re, F&G Cayman Re, and the US non-life companies, a full valuation allowance on the US non-life companies’ remaining capital loss carryforwards, and a partial valuation allowance on the capital loss deferred tax assets on the U.S. life insurance companies.
The valuation allowance is reviewed quarterly and will be maintained until there is sufficient positive evidence, if any, to support a release. At each reporting date, management considers new evidence, both positive and negative, that could impact the future realization of deferred tax assets. Management will consider a release of the valuation allowance once there is sufficient positive evidence that it is more likely than not that the deferred tax assets will be realized.

All other deferred tax assets are more likely than not to be realized based on expectations as to our future taxable income and considering all other available evidence, both positive and negative.
The Inflation Reduction Act of 2022 (the “IRA”) was signed into law on August 16, 2022. Among other changes, the IRA introduced a 15% corporate alternative minimum tax (“CAMT”) on adjusted financial statement income and a 1% excise tax on treasury stock repurchases. The effective date of these provisions is January 1, 2023. Though the Company will likely be subject to the minimum tax, the Company does not expect to be in a perpetual CAMT position. The life companies will join the consolidated tax return group with FNF and file a life/non-life consolidated return once the five-year waiting period has completed in 2026, which should strengthen that position as FNF is not anticipating owing CAMT on its future returns. As a result, the Company has assessed that there is no material impact of the CAMT to tax for the three months ended March 31, 2023.
As a result of the adoption of ASU 2018-12, the changes required resulted in changes to deferred tax for the prior periods. The decrease in the deferred tax asset as of December 31, 2022 due to ASU 2018-12 was $163 million. See Note A - Basis of Financial Statements for details on the changes required for the new accounting standard.
v3.23.1
Future Policy Benefits
3 Months Ended
Mar. 31, 2023
Insurance [Abstract]  
Future Policy Benefits Future Policy Benefits
The following table summarizes balances and changes in the present value of expected net premiums and the present value of the expected FPB for nonparticipating traditional contracts (in millions):
March 31, 2023December 31, 2022December 31, 2021
Expected net premiums
Balance, beginning of year$797 $1,020 $1,152 
Beginning balance of original discount rate974 1,045 1,131 
     Effect of actual variances from expected experience33 25 
Balance adjusted for variances from expectation977 1,078 1,156 
     Interest accrual20 22 
     Net premiums collected(30)(124)(133)
Ending Balance at original discount rate952 974 1,045 
     Effect of changes in discount rate assumptions(158)(177)(25)
Balance, end of year$794 $797 $1,020 
Expected FPB
Balance, beginning of year$2,151 $2,772 $3,105 
Beginning balance of original discount rate2,665 2,806 2,995 
     Effect of actual variances from expected experience(7)13 (14)
Balance adjusted for variances from expectation2,658 $2,819 $2,981 
     Interest accrual14 59 62 
     Benefits payments(48)(213)(237)
Ending Balance at original discount rate2,624 $2,665 $2,806 
     Effect of changes in discount rate assumptions(448)(514)(34)
Balance, end of year$2,176 $2,151 $2,772 
Net liability for future policy benefits$1,382 $1,354 $1,752 
Less: Reinsurance recoverable510 515 670 
Net liability for future policy benefits, after reinsurance recoverable$872 $839 $1,082 
Weighted-average duration of liability for future policyholder benefits (years)7.537.588.54
The following tables summarize balances and changes in the present value of the expected FPB for limited-payment contracts (in millions):
March 31, 2023
Immediate annuitiesPRT
Balance, beginning of year$1,429 $2,165 
Beginning balance of original discount rate1,858 2,475 
     Effect of changes in cash flow assumptions— (1)
     Effect of actual variances from expected experience(7)(3)
Balance adjusted for variances from expectation1,851 2,471 
     Issuances268 
     Interest accrual16 23 
     Benefits payments(31)(55)
Ending Balance at original discount rate1,841 2,707 
     Effect of changes in discount rate assumptions(389)(251)
Balance, end of year$1,452 $2,456 
Net liability for future policy benefits$1,452 $2,456 
Less: Reinsurance recoverable204 — 
Net liability for future policy benefits, after reinsurance recoverable$1,248 $2,456 
Weighted-average duration of liability for future policyholder benefits (years)12.188.07
December 31, 2022
Immediate annuitiesPRT
Balance, beginning of year$1,954 $1,148 
Beginning balance of original discount rate1,935 1,151 
     Effect of changes in cash flow assumptions— (20)
     Effect of actual variances from expected experience(26)
Balance adjusted for variances from expectation$1,909 $1,133 
     Issuances26 1,418 
     Interest accrual60 50 
     Benefits payments(137)(126)
Ending Balance at original discount rate$1,858 $2,475 
     Effect of changes in discount rate assumptions(429)(310)
Balance, end of year$1,429 $2,165 
Net liability for future policy benefits$1,429 $2,165 
Less: Reinsurance recoverable218 — 
Net liability for future policy benefits, after reinsurance recoverable$1,211 $2,165 
Weighted-average duration of liability for future policyholder benefits (years)11.768.09
December 31, 2021
Immediate annuitiesPRT
Balance, beginning of year$2,153 $— 
Beginning balance of original discount rate2,040 — 
     Effect of actual variances from expected experience(47)— 
Balance adjusted for variances from expectation$1,993 $— 
     Issuances18 1,155 
     Interest accrual60 
     Benefits payments(136)(6)
Ending Balance at original discount rate$1,935 $1,151 
     Effect of changes in discount rate assumptions19 (3)
Balance, end of year$1,954 $1,148 
Net liability for future policy benefits$1,954 $1,148 
Less: Reinsurance recoverable293 — 
Net liability for future policy benefits, after reinsurance recoverable$1,661 $1,148 
Weighted-average duration of liability for future policyholder benefits (years)13.618.75
The following tables summarize balances and changes in the liability for DPL for limited-payment contracts (in millions):
March 31, 2023December 31, 2022December 31, 2021
Immediate annuitiesPRTImmediate annuitiesPRTImmediate annuitiesPRT
Balance, beginning of year$69 $$57 $$22 $— 
Effect of modeling changes— — — — — 
Effect of changes in cash flow assumptions— — — (2)— — 
Effect of actual variances from expected experience— 16 — 39 — 
Balance adjusted for variances from expectation77 73 61 — 
     Issuances— — $— $
     Interest accrual— — — 
     Amortization(2)— (7)(1)(6)— 
Balance, end of year$77 $$69 $$57 $
The following table reconciles the net FPB to the FPB in the Condensed Consolidated Balance Sheets (in millions). The DPL for Immediate Annuities and PRT is presented together with the FPB in the Condensed Consolidated Balance Sheets and has been included as a reconciling item in the table below:
March 31, 2023December 31, 2022December 31, 2021
Traditional Life$1,382 $1,354 $1,752 
Immediate annuities 1,452 1,429 1,954 
PRT2,456 2,165 1,148 
Immediate annuities DPL77 69 57 
PRT DPL
Total$5,371 $5,021 $4,918 
The following table provides the amount of undiscounted and discounted expected gross premiums and expected future benefits and expenses for nonparticipating traditional and limited-payment contracts (in millions):
UndiscountedDiscounted
March 31, 2023March 31, 2022March 31, 2023March 31, 2022
Traditional Life
Expected future benefit payments$3,073 $3,265 $2,155 $2,734 
Expected future gross premiums1,142 1,289 839 1,129 
Immediate annuities
Expected future benefit payments$3,402 $3,545 $1,452 $1,923 
Expected future gross premiums— — — — 
PRT
Expected future benefit payments$3,916 $2,289 $2,708 $1,665 
Expected future gross premiums— — — — 
The following table summarizes the amount of revenue and interest related to nonparticipating traditional and limited-payment contracts recognized in the unaudited Condensed Consolidated Statements of Operations (in millions):
Gross Premiums (a)Interest Expense (b)
March 31, 2023March 31, 2022March 31, 2023March 31, 2022
Traditional Life$32 $36 $$10 
Immediate annuities16 15 
PRT263 525 23 
Total$301 $568 $48 $32 
(a) Included in Life insurance premiums and other fees on the unaudited Condensed Consolidated Statements of Operations.
(b Included in Benefits and other changes in policy reserves (Remeasurement gains (losses) (a)) on the unaudited Condensed Consolidated Statements of Operations.
The following table presents the weighted-average interest rate:
March 31, 2023December 31, 2022December 31, 2021
Traditional Life
Interest accretion rate2.33 %2.32 %2.29 %
Current discount rate4.96 %5.37 %2.41 %
Immediate annuities
Interest accretion rate3.11 %3.07 %3.04 %
Current discount rate5.02 %5.21 %3.07 %
PRT
Interest accretion rate3.82 %3.20 %1.20 %
Current discount rate5.08 %5.40 %2.79 %
The following tables summarize the actual experience and expected experience for mortality and lapses of the FPB:
March 31, 2023
Traditional LifeImmediate annuities PRT
Mortality
Actual experience1.4 %3.2 %2.7 %
Expected experience1.4 %1.7 %2.1 %
Lapses
Actual experience0.1 %— %— %
Expected experience0.2 %— %— %
December 31, 2022
Traditional LifeImmediate annuities PRT
Mortality
Actual experience1.5 %3.0 %1.9 %
Expected experience1.3 %1.9 %2.5 %
Lapses
Actual experience— %— %— %
Expected experience0.3 %— %— %
December 31, 2021
Traditional LifeImmediate annuities PRT
Mortality
Actual experience1.7 %4.2 %— %
Expected experience1.3 %2.0 %— %
Lapses
Actual experience0.1 %— %— %
Expected experience0.3 %— %— %
The following table provides additional information for periods in which a cohort has an NPR > 100% (and therefore capped at 100%) (dollars in millions):
March 31, 2023December 31, 2022
Cohort XDescriptionCohort XDescription
Net Premium Ratio before capping101 %Term with ROP Non-NY Cohort100 %Term with ROP Non-NY Cohort
Reserves before NP Ratio capping$1,208 Term with ROP Non-NY Cohort$1,172 Term with ROP Non-NY Cohort
Reserves after NP Ratio capping$1,211 Term with ROP Non-NY Cohort$1,173 Term with ROP Non-NY Cohort
Loss Expense$Term with ROP Non-NY Cohort— Term with ROP Non-NY Cohort
F&G realized actual-to-expected experience variances and made changes to assumptions during the three months ended March 31, 2023 and the year ended December 31, 2022 as follows:

Traditional life

Significant assumption inputs to the calculation of the FPB for traditional life include mortality, lapses (including lapses due to nonpayment of premium and surrenders for cash surrender value), and discount rates (both accretion and current). We review the cash flow assumptions annually, typically in the third quarter. Market data that underlies current discount rates was updated in the first quarter of 2023 from that utilized in 2022 resulting in decreased discount rates that drove a material increase to the FPB.
In 2022, F&G similarly undertook a review in the third quarter of the significant cash flow assumptions and did not make any changes to mortality or lapses.

Market data that underlies current discount rates was updated from 2021 and increased significantly year-over-year, resulting in a material decrease to the FPB. Impacts to expected net premiums and expected future policy benefits due to discount rate changes in 2022 can be observed in the FPB roll forward tables at December 31, 2022.

Immediate annuities (life contingent)

Significant assumption inputs to the calculation of the FPB for immediate annuities (life contingent) include mortality and discount rates (both accretion and current). We review the cash flow assumptions annually, typically in the third quarter. Market data that underlies current discount rates was updated in the first quarter of 2023 from that utilized in 2022, resulting in decreased discount rates that drove a material increase to the FPB.

In 2022, F&G similarly undertook a review of the significant cash flow assumptions and did not make any changes to mortality. Market data that underlies current discount rates was updated from 2021 and increased significantly year-over-year, resulting in a material decrease to the FPB. Impacts to expected future policy benefits due to assumption changes in 2022 can be observed in the FPB roll forward tables at December 31, 2022.

PRT (life contingent)

Significant assumption inputs to the calculation of the FPB for PRT (life contingent) include mortality and discount rates (both accretion and current). We review the cash flow assumptions annually, typically in the third quarter. Market data that underlies current discount rates was updated in the first quarter of 2023 from 2022 resulting in decreased discount rates that drove a material increase to the FPB.

In 2022, F&G similarly undertook a review of the significant cash flow assumption and did not make any changes to mortality. Market data that underlies current discount rates was updated from 2021 and increased significantly year-over-year, resulting in a material decrease to the FPB. Impacts to expected future policy benefits due to assumption changes in 2022 can be observed in the FPB roll forward tables at December 31, 2022.

Premium deficiency testing
F&G conducts annual premium deficiency testing for its long-duration contracts except for the FPB for nonparticipating traditional and limited-payment contracts. F&G also conducts annual premium deficiency testing for the VOBA of all long-duration contracts. Premium deficiency testing is performed by reviewing assumptions used to calculate the insurance liabilities and determining whether the sum of the existing contract liabilities and the present value of future gross premiums is sufficient to cover the present value of future benefits to be paid to or on behalf of policyholders and settlement costs and recover unamortized present value of future profits. Anticipated investment income, based on F&G’s experience, is considered when performing premium deficiency testing for long-duration contracts. During 2023 and 2022, F&G was not required to establish any additional liabilities as a result of premium deficiency testing.
v3.23.1
Contractholder Funds
3 Months Ended
Mar. 31, 2023
Accounting Standards Update 2018-12 [Abstract]  
Contractholder Funds Market Risk Benefits
The following table presents the balances of and changes in MRBs associated with FIAs and fixed rate annuities for the three months ended March 31, 2023 and the years ended December 31, 2022 and December 31, 2021 (in millions):

March 31, 2023December 31, 2022December 31, 2021
FIAFixed rate annuitiesFIAFixed rate annuitiesFIAFixed rate annuities
Balance, beginning of period$164 $$426 $$478 $
Balance, beginning of period, before effect of changes in the instrument-specific credit risk$104 $$280 $$320 $
Issuances and benefit payments(4)— (21)— (9)— 
Attributed fees collected and interest accrual30 — 107 99 
Actual policyholder behavior different from expected — 43 — (22)— 
Changes in assumptions and other— (76)— — — 
Effects of market related movements26 — (231)(1)(108)— 
Balance, end of period, before effect of changes in the instrument-specific credit risk$164 $$102 $$280 $
Effect of changes in the instrument-specific credit risk53 — 62 — 146 — 
Balance, end of period$217 $$164 $$426 $
Weighted-average attained age of policyholders weighted by total AV (years)68.4972.6468.5972.8868.9573.10
Weighted-average attained age of policyholders weighted by Unlocked MRB (years)78.3377.7380.8477.5668.7773.72
Net amount at risk$1,031 $$952 $$1,304 $

The following table reconciles MRBs by amounts in an asset position and amounts in a liability position to the MRB amounts in the Condensed Consolidated Balance Sheets (in millions):
March 31, 2023December 31, 2022December 31, 2021
AssetLiabilityNetAssetLiabilityNetAssetLiabilityNet
FIA$106 $323 $217 $117 $281 $164 $41 $467 $426 
Fixed rate annuities— — — 
Total$106 $324 $218 $117 $282 $165 $41 $469 $428 
In the first quarter of 2023, the following notable changes were made to the inputs to the fair value estimates of MRB calculations:

Risk-free rates decreased slightly, leading to an increase in the MRB associated with FIA and fixed rate annuities.

Decreases in the equity market related projections resulted in an increase in the net amount of risk associated with FIAs, leading to an increase in the value of the associated MRBs.

F&G’s credit spread increased, leading to a corresponding decrease in the MRBs associated with both FIA and fixed rate annuities.
In 2022, the following notable changes were made to the inputs to the fair value estimates of MRB calculations:

Risk-free rates increased moderately, leading to a decrease in the MRBs associated with both FIA and fixed rate annuities.

Increases in the equity markets resulted in a decrease in the net amount at risk associated with FIA and fixed rate annuities, leading to a decrease in the value of the associated MRBs.

Volatility indices decreased, leading to a decrease in the MRBs associated with both FIA and fixed rate annuities.

Cash flow assumptions for mortality and full and partial surrenders were unchanged during the annual third quarter review. The GMWB utilization assumption was revised in the second quarter of 2022 to reflect additional internal and industry experience for the first several contract years. This assumption update led to a decrease in the MRBs.

F&G’s credit spread increased during the year, leading to a corresponding decrease in the MRBs value. Credit spreads on the block of business remain lower than the at-issue or at-purchase credit spreads, but the level has decreased since the beginning of 2022.

In 2021, the following notable changes were made to the inputs to the fair value estimates of MRB calculations:

•    Risk-free rates increased moderately, leading to a decrease in the MRBs associated with both FIA and fixed rate annuities.

Increases in the equity markets resulted in a decrease in the net amount at risk associated with FIA and fixed rate annuities, leading to a decrease in the value of the associated MRBs.
Contractholder Funds
The following tables summarize balances of and changes in contractholder funds’ account balances (in millions):
March 31, 2023
FIAFixed rate annuitiesUniversal LifeFABN (b)FHLB (b)
Balance, beginning of year$24,766 $9,358 $2,112 $2,613 $1,982 
     Issuances1,186 1,522 49 — 256 
     Premiums received25 87 — — 
     Policy charges (a)(42)— (60)— — 
     Surrenders and withdrawals(403)(257)(21)— — 
     Benefit payments(121)(59)(10)(15)(110)
     Interest credited21 81 13 11 
     Other23 (1)— — — 
Balance, end of year$25,455 $10,645 $2,162 $2,611 $2,139 
Embedded derivative adjustment (c)(12)— 45 — — 
Gross Liability, end of period$25,443 $10,645 $2,207 $2,611 $2,139 
Less: Reinsurance(17)(4,691)(933)— — 
Net Liability, after Reinsurance$25,426 $5,954 $1,274 $2,611 $2,139 
Weighted-average crediting rate0.33 %— %1.00 %N/AN/A
Net amount at risk (d)N/AN/A49,426 N/AN/A
Cash surrender value23,726 9,929 1,724 N/AN/A
(a) Contracts included in the contractholder funds are generally charged a premium and/or monthly assessments on the basis of the account balance.
(b) FABN and FHLB are considered funding agreements that are investment contracts which follow the interest method of accounting, and therefore are not subject to ASU 2018-12 disclosure requirements. However, the Company has elected to present the liability for these agreements within the disaggregated roll forward as we believe it will provide meaningful information for users of the financials.
(c) The embedded derivative adjustment reconciles the account balance to the gross GAAP liability and represents the combination of the host contract and the fair value of the embedded derivatives.
(d) For those guarantees of benefits that are payable in the event of death, the net amount at risk is generally defined as the current guaranteed minimum death benefit in excess of the current account balance at the balance sheet date.
December 31, 2022
FIAFixed rate annuitiesUniversal LifeFABN (b)FHLB (b)
Balance, beginning of year21,997 6,367 1,907 1,904 1,543 
     Issuances4,462 3,758 167 700 1,192 
     Premiums received106 295 — — 
     Policy charges (a)(166)(1)(209)— — 
     Surrenders and withdrawals(1,322)(797)(74)— — 
     Benefit payments(485)(192)(22)(35)(789)
     Interest credited198 220 48 45 36 
     Other(24)— — (1)— 
Balance, end of year$24,766 $9,358 $2,112 $2,613 $1,982 
Embedded derivative adjustment (c)(343)— 15 — — 
Gross Liability, end of period$24,423 $9,358 $2,127 $2,613 $1,982 
Less: Reinsurance(17)(3,723)(947)— — 
Net Liability, after Reinsurance$24,406 $5,635 $1,180 $2,613 $1,982 
Weighted-average crediting rate0.85 %— 2.39 %N/AN/A
Net amount at risk (d)N/AN/A53,348 N/AN/A
Cash surrender value188 5,992 1,698 N/AN/A
(a) Contracts included in the contractholder funds are generally charged a premium and/or monthly assessments on the basis of the account balance.
(b) FABN and FHLB are considered funding agreements that are investment contracts which follow the interest method of accounting, and therefore are not subject to ASU 2018-12 disclosure requirements. However, the Company has elected to present the liability for these agreements within the disaggregated roll forward as we believe it will provide meaningful information for users of the financials.
(c) The embedded derivative adjustment reconciles the account balance to the gross GAAP liability and represents the combination of the host contract and the fair value of the embedded derivatives.
(d) For those guarantees of benefits that are payable in the event of death, the net amount at risk is generally defined as the current guaranteed minimum death benefit in excess of the current account balance at the balance sheet date.
December 31, 2021
FIAFixed rate annuitiesUniversal LifeFABN (b)FHLB (b)
Balance, beginning of year$18,703 $5,142 $1,696 $— $1,203 
     Issuances4,400 1,743 114 1,899 759 
     Premiums received103 233 — — 
     Policy charges (a)(148)(1)(167)— — 
     Surrenders and withdrawals(1,303)(543)(68)— — 
     Benefit payments(440)(145)(19)(7)(447)
     Interest credited686 167 118 12 30 
     Other(4)— — (2)
Balance, end of year$21,997 $6,367 $1,907 $1,904 $1,543 
Embedded derivative adjustment (c)603 — 74 — — 
Gross Liability, end of period$22,600 $6,367 $1,981 $1,904 $1,543 
Less: Reinsurance(17)(1,692)(984)— — 
Net Liability, after Reinsurance$22,583 $4,675 $997 $1,904 $1,543 
Weighted-average crediting rate3.43 %— 6.77 %N/AN/A
Net amount at risk (d)N/AN/A41,326 N/AN/A
Cash surrender value20,455 5,992 1,572 N/AN/A
(a) Contracts included in the contractholder funds are generally charged a premium and/or monthly assessments on the basis of the account balance.
(b) FABN and FHLB are considered funding agreements that are investment contracts which follow the interest method of accounting, and therefore are not subject to ASU 2018-12 disclosure requirements. However, the Company has elected to present the liability for these agreements within the disaggregated roll forward as we believe it will provide meaningful information for users of the financials.
(c) The embedded derivative adjustment reconciles the account balance to the gross GAAP liability and represents the combination of the host contract and the fair value of the embedded derivatives.
(d) For those guarantees of benefits that are payable in the event of death, the net amount at risk is generally defined as the current guaranteed minimum death benefit in excess of the current account balance at the balance sheet date.
The following table reconciles contractholder funds’ account balances to the contractholder funds liability in the Condensed Consolidated Balance Sheet (in millions):
March 31, 2023December 31, 2022December 31, 2021
FIA$25,443 $24,423 $22,600 
Fixed rate annuities10,645 9,358 6,367 
Immediate annuities326 332 352 
Universal life2,207 2,127 1,981 
Traditional life
Funding Agreement-FABN2,611 2,613 1,904 
FHLB2,139 1,982 1,543 
PRT
Total$43,379 $40,843 $34,753 

The following tables present the account values by range of guaranteed minimum crediting rates and the related range of difference, in basis points, between rates being credited to policyholders and the respective guaranteed minimums (in millions):
March 31, 2023
At Guaranteed Minimum
 1 Basis Point-50 Basis Points Above
51 Basis Points-150 Basis Points Above
 Greater Than 150 Basis Points Above
 Total
FIA
0.00%-1.50%$23,348 $806 $406 $370 $24,930 
1.51%-2.50%149 — — 150 
Greater than 2.50%373 — — 375 
Total$23,870 $806 $409 $370 $25,455 
Fixed Rate Annuities
0.00%-1.50%$12 $31 $1,867 $7,522 $9,432 
1.51%-2.50%13 28 187 236 
Greater than 2.50%962 977 
Total$982 $47 $1,899 $7,717 $10,645 
Universal Life
0.00%-1.50%$1,752 $$— $18 $1,774 
1.51%-2.50%— — — — — 
Greater than 2.50%344 43 — 388 
Total$2,096 $47 $$18 $2,162 
December 31, 2022
At Guaranteed Minimum
 1 Basis Point-50 Basis Points Above
51 Basis Points-150 Basis Points Above
 Greater Than 150 Basis Points Above
 Total
FIA
0.00%-1.50%$22,848 $801 $410 $151 $24,210 
1.51%-2.50%162 — — 163 
Greater than 2.50%390 — — 393 
Total$23,400 $801 $414 $151 $24,766 
Fixed Rate Annuities
0.00%-1.50%$10 $32 $1,871 $6,379 $8,292 
1.51%-2.50%14 30 54 
Greater than 2.50%997 1,012 
Total$1,016 $50 $1,905 $6,387 $9,358 
Universal Life
0.00%-1.50%$1,701 $$— $17 $1,721 
1.51%-2.50%— — — — — 
Greater than 2.50%346 44 — 391 
Total$2,047 $47 $$17 $2,112 
December 31, 2021
At Guaranteed Minimum
 1 Basis Point-50 Basis Points Above
51 Basis Points-150 Basis Points Above
 Greater Than 150 Basis Points Above
 Total
FIA
0.00%-1.50%$20,162 $803 $388 $— $21,353 
1.51%-2.50%171 11 25 — 207 
Greater than 2.50%431 — 437 
Total$20,764 $817 $416 $— $21,997 
Fixed Rate Annuities
0.00%-1.50%$$28 $1,928 $3,219 $5,177 
1.51%-2.50%15 37 62 
Greater than 2.50%954 142 25 1,128 
Total$965 $185 $1,990 $3,227 $6,367 
Universal Life
0.00%-1.50%$1,486 $$— $13 $1,501 
1.51%-2.50%— — — — — 
Greater than 2.50%359 46 — 406 
Total$1,845 $48 $$13 $1,907 
v3.23.1
Market Risk Benefits
3 Months Ended
Mar. 31, 2023
Accounting Standards Update 2018-12 [Abstract]  
Market Risk Benefits Market Risk Benefits
The following table presents the balances of and changes in MRBs associated with FIAs and fixed rate annuities for the three months ended March 31, 2023 and the years ended December 31, 2022 and December 31, 2021 (in millions):

March 31, 2023December 31, 2022December 31, 2021
FIAFixed rate annuitiesFIAFixed rate annuitiesFIAFixed rate annuities
Balance, beginning of period$164 $$426 $$478 $
Balance, beginning of period, before effect of changes in the instrument-specific credit risk$104 $$280 $$320 $
Issuances and benefit payments(4)— (21)— (9)— 
Attributed fees collected and interest accrual30 — 107 99 
Actual policyholder behavior different from expected — 43 — (22)— 
Changes in assumptions and other— (76)— — — 
Effects of market related movements26 — (231)(1)(108)— 
Balance, end of period, before effect of changes in the instrument-specific credit risk$164 $$102 $$280 $
Effect of changes in the instrument-specific credit risk53 — 62 — 146 — 
Balance, end of period$217 $$164 $$426 $
Weighted-average attained age of policyholders weighted by total AV (years)68.4972.6468.5972.8868.9573.10
Weighted-average attained age of policyholders weighted by Unlocked MRB (years)78.3377.7380.8477.5668.7773.72
Net amount at risk$1,031 $$952 $$1,304 $

The following table reconciles MRBs by amounts in an asset position and amounts in a liability position to the MRB amounts in the Condensed Consolidated Balance Sheets (in millions):
March 31, 2023December 31, 2022December 31, 2021
AssetLiabilityNetAssetLiabilityNetAssetLiabilityNet
FIA$106 $323 $217 $117 $281 $164 $41 $467 $426 
Fixed rate annuities— — — 
Total$106 $324 $218 $117 $282 $165 $41 $469 $428 
In the first quarter of 2023, the following notable changes were made to the inputs to the fair value estimates of MRB calculations:

Risk-free rates decreased slightly, leading to an increase in the MRB associated with FIA and fixed rate annuities.

Decreases in the equity market related projections resulted in an increase in the net amount of risk associated with FIAs, leading to an increase in the value of the associated MRBs.

F&G’s credit spread increased, leading to a corresponding decrease in the MRBs associated with both FIA and fixed rate annuities.
In 2022, the following notable changes were made to the inputs to the fair value estimates of MRB calculations:

Risk-free rates increased moderately, leading to a decrease in the MRBs associated with both FIA and fixed rate annuities.

Increases in the equity markets resulted in a decrease in the net amount at risk associated with FIA and fixed rate annuities, leading to a decrease in the value of the associated MRBs.

Volatility indices decreased, leading to a decrease in the MRBs associated with both FIA and fixed rate annuities.

Cash flow assumptions for mortality and full and partial surrenders were unchanged during the annual third quarter review. The GMWB utilization assumption was revised in the second quarter of 2022 to reflect additional internal and industry experience for the first several contract years. This assumption update led to a decrease in the MRBs.

F&G’s credit spread increased during the year, leading to a corresponding decrease in the MRBs value. Credit spreads on the block of business remain lower than the at-issue or at-purchase credit spreads, but the level has decreased since the beginning of 2022.

In 2021, the following notable changes were made to the inputs to the fair value estimates of MRB calculations:

•    Risk-free rates increased moderately, leading to a decrease in the MRBs associated with both FIA and fixed rate annuities.

Increases in the equity markets resulted in a decrease in the net amount at risk associated with FIA and fixed rate annuities, leading to a decrease in the value of the associated MRBs.
Contractholder Funds
The following tables summarize balances of and changes in contractholder funds’ account balances (in millions):
March 31, 2023
FIAFixed rate annuitiesUniversal LifeFABN (b)FHLB (b)
Balance, beginning of year$24,766 $9,358 $2,112 $2,613 $1,982 
     Issuances1,186 1,522 49 — 256 
     Premiums received25 87 — — 
     Policy charges (a)(42)— (60)— — 
     Surrenders and withdrawals(403)(257)(21)— — 
     Benefit payments(121)(59)(10)(15)(110)
     Interest credited21 81 13 11 
     Other23 (1)— — — 
Balance, end of year$25,455 $10,645 $2,162 $2,611 $2,139 
Embedded derivative adjustment (c)(12)— 45 — — 
Gross Liability, end of period$25,443 $10,645 $2,207 $2,611 $2,139 
Less: Reinsurance(17)(4,691)(933)— — 
Net Liability, after Reinsurance$25,426 $5,954 $1,274 $2,611 $2,139 
Weighted-average crediting rate0.33 %— %1.00 %N/AN/A
Net amount at risk (d)N/AN/A49,426 N/AN/A
Cash surrender value23,726 9,929 1,724 N/AN/A
(a) Contracts included in the contractholder funds are generally charged a premium and/or monthly assessments on the basis of the account balance.
(b) FABN and FHLB are considered funding agreements that are investment contracts which follow the interest method of accounting, and therefore are not subject to ASU 2018-12 disclosure requirements. However, the Company has elected to present the liability for these agreements within the disaggregated roll forward as we believe it will provide meaningful information for users of the financials.
(c) The embedded derivative adjustment reconciles the account balance to the gross GAAP liability and represents the combination of the host contract and the fair value of the embedded derivatives.
(d) For those guarantees of benefits that are payable in the event of death, the net amount at risk is generally defined as the current guaranteed minimum death benefit in excess of the current account balance at the balance sheet date.
December 31, 2022
FIAFixed rate annuitiesUniversal LifeFABN (b)FHLB (b)
Balance, beginning of year21,997 6,367 1,907 1,904 1,543 
     Issuances4,462 3,758 167 700 1,192 
     Premiums received106 295 — — 
     Policy charges (a)(166)(1)(209)— — 
     Surrenders and withdrawals(1,322)(797)(74)— — 
     Benefit payments(485)(192)(22)(35)(789)
     Interest credited198 220 48 45 36 
     Other(24)— — (1)— 
Balance, end of year$24,766 $9,358 $2,112 $2,613 $1,982 
Embedded derivative adjustment (c)(343)— 15 — — 
Gross Liability, end of period$24,423 $9,358 $2,127 $2,613 $1,982 
Less: Reinsurance(17)(3,723)(947)— — 
Net Liability, after Reinsurance$24,406 $5,635 $1,180 $2,613 $1,982 
Weighted-average crediting rate0.85 %— 2.39 %N/AN/A
Net amount at risk (d)N/AN/A53,348 N/AN/A
Cash surrender value188 5,992 1,698 N/AN/A
(a) Contracts included in the contractholder funds are generally charged a premium and/or monthly assessments on the basis of the account balance.
(b) FABN and FHLB are considered funding agreements that are investment contracts which follow the interest method of accounting, and therefore are not subject to ASU 2018-12 disclosure requirements. However, the Company has elected to present the liability for these agreements within the disaggregated roll forward as we believe it will provide meaningful information for users of the financials.
(c) The embedded derivative adjustment reconciles the account balance to the gross GAAP liability and represents the combination of the host contract and the fair value of the embedded derivatives.
(d) For those guarantees of benefits that are payable in the event of death, the net amount at risk is generally defined as the current guaranteed minimum death benefit in excess of the current account balance at the balance sheet date.
December 31, 2021
FIAFixed rate annuitiesUniversal LifeFABN (b)FHLB (b)
Balance, beginning of year$18,703 $5,142 $1,696 $— $1,203 
     Issuances4,400 1,743 114 1,899 759 
     Premiums received103 233 — — 
     Policy charges (a)(148)(1)(167)— — 
     Surrenders and withdrawals(1,303)(543)(68)— — 
     Benefit payments(440)(145)(19)(7)(447)
     Interest credited686 167 118 12 30 
     Other(4)— — (2)
Balance, end of year$21,997 $6,367 $1,907 $1,904 $1,543 
Embedded derivative adjustment (c)603 — 74 — — 
Gross Liability, end of period$22,600 $6,367 $1,981 $1,904 $1,543 
Less: Reinsurance(17)(1,692)(984)— — 
Net Liability, after Reinsurance$22,583 $4,675 $997 $1,904 $1,543 
Weighted-average crediting rate3.43 %— 6.77 %N/AN/A
Net amount at risk (d)N/AN/A41,326 N/AN/A
Cash surrender value20,455 5,992 1,572 N/AN/A
(a) Contracts included in the contractholder funds are generally charged a premium and/or monthly assessments on the basis of the account balance.
(b) FABN and FHLB are considered funding agreements that are investment contracts which follow the interest method of accounting, and therefore are not subject to ASU 2018-12 disclosure requirements. However, the Company has elected to present the liability for these agreements within the disaggregated roll forward as we believe it will provide meaningful information for users of the financials.
(c) The embedded derivative adjustment reconciles the account balance to the gross GAAP liability and represents the combination of the host contract and the fair value of the embedded derivatives.
(d) For those guarantees of benefits that are payable in the event of death, the net amount at risk is generally defined as the current guaranteed minimum death benefit in excess of the current account balance at the balance sheet date.
The following table reconciles contractholder funds’ account balances to the contractholder funds liability in the Condensed Consolidated Balance Sheet (in millions):
March 31, 2023December 31, 2022December 31, 2021
FIA$25,443 $24,423 $22,600 
Fixed rate annuities10,645 9,358 6,367 
Immediate annuities326 332 352 
Universal life2,207 2,127 1,981 
Traditional life
Funding Agreement-FABN2,611 2,613 1,904 
FHLB2,139 1,982 1,543 
PRT
Total$43,379 $40,843 $34,753 

The following tables present the account values by range of guaranteed minimum crediting rates and the related range of difference, in basis points, between rates being credited to policyholders and the respective guaranteed minimums (in millions):
March 31, 2023
At Guaranteed Minimum
 1 Basis Point-50 Basis Points Above
51 Basis Points-150 Basis Points Above
 Greater Than 150 Basis Points Above
 Total
FIA
0.00%-1.50%$23,348 $806 $406 $370 $24,930 
1.51%-2.50%149 — — 150 
Greater than 2.50%373 — — 375 
Total$23,870 $806 $409 $370 $25,455 
Fixed Rate Annuities
0.00%-1.50%$12 $31 $1,867 $7,522 $9,432 
1.51%-2.50%13 28 187 236 
Greater than 2.50%962 977 
Total$982 $47 $1,899 $7,717 $10,645 
Universal Life
0.00%-1.50%$1,752 $$— $18 $1,774 
1.51%-2.50%— — — — — 
Greater than 2.50%344 43 — 388 
Total$2,096 $47 $$18 $2,162 
December 31, 2022
At Guaranteed Minimum
 1 Basis Point-50 Basis Points Above
51 Basis Points-150 Basis Points Above
 Greater Than 150 Basis Points Above
 Total
FIA
0.00%-1.50%$22,848 $801 $410 $151 $24,210 
1.51%-2.50%162 — — 163 
Greater than 2.50%390 — — 393 
Total$23,400 $801 $414 $151 $24,766 
Fixed Rate Annuities
0.00%-1.50%$10 $32 $1,871 $6,379 $8,292 
1.51%-2.50%14 30 54 
Greater than 2.50%997 1,012 
Total$1,016 $50 $1,905 $6,387 $9,358 
Universal Life
0.00%-1.50%$1,701 $$— $17 $1,721 
1.51%-2.50%— — — — — 
Greater than 2.50%346 44 — 391 
Total$2,047 $47 $$17 $2,112 
December 31, 2021
At Guaranteed Minimum
 1 Basis Point-50 Basis Points Above
51 Basis Points-150 Basis Points Above
 Greater Than 150 Basis Points Above
 Total
FIA
0.00%-1.50%$20,162 $803 $388 $— $21,353 
1.51%-2.50%171 11 25 — 207 
Greater than 2.50%431 — 437 
Total$20,764 $817 $416 $— $21,997 
Fixed Rate Annuities
0.00%-1.50%$$28 $1,928 $3,219 $5,177 
1.51%-2.50%15 37 62 
Greater than 2.50%954 142 25 1,128 
Total$965 $185 $1,990 $3,227 $6,367 
Universal Life
0.00%-1.50%$1,486 $$— $13 $1,501 
1.51%-2.50%— — — — — 
Greater than 2.50%359 46 — 406 
Total$1,845 $48 $$13 $1,907 
v3.23.1
Accounts Payable and Accrued Liabilities
3 Months Ended
Mar. 31, 2023
Payables and Accruals [Abstract]  
Accounts Payable and Accrued Liabilities Accounts Payable and Accrued Liabilities
As of March 31, 2023 and December 31, 2022, the total URL balance of $190 million and $166 million, respectively, is included in Accounts payable and accrued liabilities on the Condensed Consolidated Balance Sheets. The following table presents a reconciliation of Accounts payable and accrued liabilities to the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
Salaries and incentives$38 $72 
Accrued benefits56 58 
URL190 166 
Trade accounts payable132 114 
Accrued premium taxes
Liability for policy and contract claims109 109 
Retained asset account105 117 
Remittances and items not allocated278 225 
Option collateral liabilities290 178 
Lease liability13 13 
Other accrued liabilities239 203 
Accounts payable and other accrued liabilities
$1,453 $1,260 
The following tables roll forward URL for the three months ended March 31, 2023 and March 31, 2022 (in millions):
Universal LifeTotal
Balance at January 1, 2023
$166 $166 
Capitalization27 27 
Amortization(3)(3)
Balance at March 31, 2023
$190 $190 
Universal LifeTotal
Balance at January 1, 2022
$87 $87 
Capitalization20 20 
Amortization(2)(2)
Balance at March 31, 2022
$105 $105 
For IUL the cash flow assumptions used to amortize URL reflect the company’s best estimates for policyholder behavior. We review cash flow assumptions annually, generally in the third quarter. In 2022, F&G undertook a review of all significant assumptions and there were no significant changes.
v3.23.1
Transition
3 Months Ended
Mar. 31, 2023
Accounting Changes and Error Corrections [Abstract]  
Transition ASU 2018-12 Transition
F&G adopted ASU 2018-12 on January 1, 2023 with a transition date of January 1, 2021, or the beginning of the earliest period that will be presented in the annual December 31, 2023 Consolidated Financial Statements. We elected to adopt ASU 2018-12 using the full retrospective transition method and balances for FPB, DAC and balances amortized on a basis consistent with DAC (VOBA, DSI, and URL), and MRBs were adjusted to conform to ASU 2018-12 starting as of the FNF Acquisition Date. No hindsight was used for the full retrospective adoption of MRBs. As a result of adoption, the Company recorded a cumulative-effect adjustment, which increased opening 2021 retained earnings by $73 million, net of tax.
The following table summarizes the balance of and changes in the FPB on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
Immediate annuitiesTraditional LifeTotal (3)
Balance, December 31, 2020$1,861 $2,144 $4,005 
     Cumulative effect of retrospective adoption (1)201 (279)(78)
     Effect of remeasurement of liability at current discount rate (2)113 88 201 
Balance, January 1, 2021$2,175 $1,953 $4,128 
Less: Reinsurance Recoverable322 793 1,115 
Balance, January 1, 2021, net of reinsurance$1,853 $1,160 $3,013 
(1) Adjustments for the cumulative effect of adoption of the new measurement guidance under the full retrospective method for contract issue years from the FNF Acquisition Date through December 31, 2020, net of the effects of any change in the DPL.
(2) The remeasurement of the liability at the current discount rate is reflected as an adjustment to opening AOCI upon the adoption of ASU 2018-12.
(3) PRT was not written as of the transition date, January 1, 2021, and as a result is not presented in the transition adjustment roll forward.
The following table summarizes the balance of and changes in VOBA on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
FIAFixed rate annuitiesImmediate annuitiesUniversal LifeTraditional LifeTotal
Balance, December 31, 2020$1,208 $15 $86 $139 $18 $1,466 
Adjustment for reversal of AOCI adjustments (1)208 24 — 29 22 283 
Cumulative effect of retrospective adoption (2)(14)(5)(9)(1)(22)
Transition opening balance adjustment (3)69 144 43 263 
Balance, January 1, 2021$1,471 $48 $225 $164 $82 $1,990 
(1) Prior period "shadow" adjustments in AOCI have been reversed upon the adoption of ASU 2018-12 from opening AOCI.
(2) Adjustments for the cumulative effect of adoption of the simplified amortization methodology under the full retrospective method for contract issue years from the FNF acquisition date through December 31, 2020
(3) Adjustments for the change in VOBA due to the full retrospective adjustment of carrying amounts of acquired contracts as of the FNF Acquisition Date due to the adoption of ASU 2018-12.
The following table summarizes the balance of and changes in DAC on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
FIAFixed rate annuitiesUniversal LifeTotal
Balance, December 31, 2020$167 $14 $41 $222 
     Adjustment for reversal of AOCI adjustments (1)15 25 
     Cumulative effect of retrospective adoption (2)(1)— (1)(2)
Balance, January 1, 2021$181 $16 $48 $245 
(1) Prior period "shadow" adjustments in AOCI have been reversed upon the adoption of ASU 2018-12 from opening AOCI.
(2) Adjustments for the cumulative effect of adoption of the simplified amortization methodology under the full retrospective method for contract issue years from the FNF Acquisition Date through December 31, 2020
The following table summarizes the balance of and changes in DSI on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
FIATotal
Balance, December 31, 2020$36 $36 
     Adjustment for reversal of AOCI adjustments (1)
     Cumulative effect of retrospective adoption (2)
Balance, January 1, 2021$45 $45 
(1) Prior period "shadow" adjustments in AOCI have been reversed upon the adoption of ASU 2018-12 from opening AOCI.
(2) Adjustments for the cumulative effect of adoption of the simplified amortization methodology under the full retrospective method for contract issue years from the FNF Acquisition Date through December 31, 2020
The following table summarizes the balance of and changes in URL on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
Universal LifeTotal
Balance, December 31, 2020$$
     Adjustment for reversal of AOCI adjustments (1)25 25 
     Cumulative effect of retrospective adoption (2)
Balance, January 1, 2021$29 $29 
(1) Prior period "shadow" adjustments in AOCI have been reversed upon the adoption of ASU 2018-12 from opening AOCI.
(2) Adjustments for the cumulative effect of adoption of the simplified amortization methodology under the full retrospective method for contract issue years from the FNF Acquisition Date through December 31, 2020
The following table summarizes the balance of and changes in the asset and liability position of MRBs on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
FIAFixed rate annuitiesTotal
Balance, December 31, 2020 - Carrying amount of MRBs under prior guidance (1) $531 $— $531 
     Adjustment for reversal of AOCI adjustments (2)(116)— (116)
Cumulative effect of the changes in the instrument-specific credit risk between the original contract issuance date and the transition date (3)159 — 159 
Remaining cumulative difference (exclusive of the instrument specific credit risk change) between June 1, 2020 carrying amount and fair value measurement for the MRBs (4)(96)(95)
Balance, January 1, 2021 - Market risk benefits at fair value$478 $$479 
Less: Reinsurance Recoverable— — — 
Balance, January 1, 2021, net of reinsurance$478 $$479 
(1) The pre-adoption balance as of December 31, 2020 balance for MRBs represents the contract features that meet the definition of an MRB under ASU 2018-12 and the related carrying amount of those features prior to the ASU. Those contract features were previously accounted for at fair value as a derivative or embedded derivative under ASC 815 or as an additional liability for annuitization benefits or death or other insurance benefits under ASC 944.
(2) Prior period "shadow" adjustments in AOCI have been reversed upon the adoption of ASU 2018-12 from opening AOCI.
(3) The cumulative effective of the change in instrument-specific credit risk between the FNF Acquisition Date or, if later, the original contract issuance date and the transition date to ASU 2018-12, which is recorded as an adjustment to opening AOCI.
(4) The cumulative difference (exclusive of instrument-specific credit risk change) between the pre-adoption carrying amount and the fair value measurement for MRBs is recorded as an adjustment to opening retained earnings.
The following table presents the effect of transition adjustments on Equity on January 1, 2021 due to the adoption of ASU 2018-12 (in millions):
January 1, 2021
Retained EarningsAOCI
Contractholder funds$100 $115 
MRB29 (159)
FPB(15)(159)
VOBA(21)233 
DAC(1)
Increase to Equity, gross of tax$92 $35 
Tax impact199
Increase to Equity, net of tax$73 $26 
For MRBs, the transition adjustment reflected within the Condensed Consolidated Statements of Comprehensive Earnings relates to the cumulative effect of changes in the instrument-specific credit risk between contract issue date and transition date. The remaining difference between the fair value and carrying amount of the MRBs at transition, excluding the amounts recorded in the Condensed Consolidated Statements of Comprehensive Earnings, was recorded as an adjustment to Retained Earnings as of the transition date.
For the FPB, the net transition adjustment is primarily related to the difference in the discount rate used pre-transition and the discount rate at January 1, 2021, partially offset by the removal of provisions for adverse deviation from the cash flow assumptions used in the FPB calculation. At transition, we did not identify any instances, at the cohort level, where net premiums exceeded gross premiums.
Before the adoption of ASU 2018-12, VOBA was amortized consistent with DAC, which was amortized over the lives of the policies in relation to the expected emergence of estimated gross profits (“EGPs”). Based on our historical practice of using consistent amortization methods for VOBA and DAC, we elected to change the amortization method for VOBA associated with fixed rate annuities, FIAs, and IUL/Universal Life (“UL”) products to maintain consistency with the amortization method for DAC. At transition, VOBA associated with these product types is amortized on a constant level basis for the grouped contracts over the expected term of the related contracts to approximate straight-line amortization. Additionally, at transition, shadow adjustments previously recorded in the Condensed Consolidated Statements of Comprehensive Earnings, consistent with the historic amortization of DAC, have been removed.
For DAC, DSI and URL, we removed shadow adjustments previously recorded in the Condensed Consolidated Statements of Comprehensive Earnings for the impact of unrealized gains and losses that were included in the pre-transition expected gross profits amortization calculation as of the transition date.
v3.23.1
Basis of Financial Statements (Policies)
3 Months Ended
Mar. 31, 2023
Organization, Consolidation and Presentation of Financial Statements [Abstract]  
Basis of Financial Statements The financial information in this report presented for interim periods is unaudited and includes the accounts of F&G Annuities & Life, Inc. (“FGAL”) and its subsidiaries (collectively, “we”, “us”, “our”, the "Company" or “F&G”) prepared in accordance with U.S. generally accepted accounting principles (“GAAP”) and the instructions to Form 10-Q and Article 10 of Regulation S-X. In the opinion of management, all adjustments considered necessary for a fair presentation have been included. All adjustments made were of a normal, recurring nature. This report should be read in conjunction with our Annual Report on Form 10-K (our “Annual Report”) for the year ended December 31, 2022.
Recent Accounting Pronouncements
Adoption of Accounting Standards Update (“ASU”) 2018-12, Financial Services-Insurance (Topic 944), Targeted Improvements to the Accounting for Long-Duration Contracts (“ASU 2018-12”)

F&G adopted ASU 2018-12 on January 1, 2023, with a transition date of January 1, 2021, or the beginning of the earliest period that will be presented in the annual December 31, 2023 Consolidated Financial Statements. We elected to adopt ASU 2018-12 using the full retrospective transition method and balances for liability for future policy benefits (“FPB”), deferred acquisition costs ("DAC”) and balances amortized on a basis consistent with DAC (value of business acquired ("VOBA”), deferred sales inducements (“DSI”), and unearned revenue liabilities (“URL”), and market risk benefits (“MRBs”) were adjusted to conform to ASU 2018-12 starting as of the FNF acquisition date, June 1, 2020 (the “FNF Acquisition Date”). The 2022 and 2021 financial information contained herein have been adjusted for our full retrospective adoption of this update. For more information, refer to Recent Accounting Pronouncements and Updates to Summary of significant accounting policies below and Note F —Intangibles, Note G - Market Risk Benefits, Note H - Income Taxes, Note I — Contractholder Funds, Note J — Future Policy Benefits, Note K - Accounts Payable and Accrued Liabilities, and Note P — ASU 2018-12 Transition.
Recent Accounting Pronouncements
Adopted Pronouncements
In August 2018, the Financial Accounting Standards Board (“FASB”) issued ASU 2018-12, as clarified and amended by ASU 2019-09, Financial Services-Insurance: Effective Date and ASU 2020-11, Financial Services-Insurance: Effective Date and Early Application, effective for fiscal years beginning after December 15, 2022 including interim periods within those fiscal years. This update introduced the following requirements: assumptions used to measure cash flows for traditional and limited-payment contracts must be reviewed at least annually with the effect of changes in those assumptions being recognized in the statement of operations; the discount rate applied to measure the liability for future policy benefits and limited-payment contracts must be updated at each reporting date with the effect of changes in the rate being recognized in accumulated other comprehensive income (loss) (“AOCI”); MRB associated with deposit contracts must be measured at fair value, with the effect of the change in the fair value recognized in earnings, except for the change attributable to instrument-specific credit risk which is recognized in AOCI; deferred acquisition costs are no longer required to be amortized in proportion to premiums, gross profits, or gross margins; instead, those balances must be amortized on a constant level basis over the expected term of the related contracts; deferred acquisition costs must be written off for unexpected contract terminations; and disaggregated roll forwards of beginning to ending balances of the liability for future policy benefits, policyholder account balances, MRBs, separate account liabilities and deferred acquisition costs, as well as information about significant inputs, judgments, assumptions, and methods used in measurement are required to be disclosed. We adopted this standard, which required the new guidance be applied as of the beginning of the earliest period that will be presented in our annual December 31, 2023 Consolidated Financial Statements or January 1, 2021, referred to as
the transition date, and elected the full retrospective transition method. As a result of adoption, the Company recorded a cumulative-effect adjustment, which increased opening 2021 retained earnings by $73 million, net of tax.

In December 2022, the FASB issued ASU 2022-06, Reference Rate Reform (Topic 848): Deferral of the Sunset Date of Topic 848. The amendments in this update defer the sunset provision within Topic 848 that provides a temporary, optional expedient and exception for contracts affected by reference rate reform by not applying certain modification accounting requirements and instead accounting for the modified contract as a continuation of the existing contract. This guidance eases the potential burden in accounting for (or recognizing the effects of) reference rate reform on financial reporting through December 31, 2024. We adopted this standard upon issuance and this standard had no impact on our Consolidated Financial Statements and related disclosures to date.
Earnings Per Share Earnings Per ShareBasic earnings per share, as presented on the unaudited Condensed Consolidated Statements of Operations, is computed by dividing net earnings available to common shareholders in a given period by the weighted average number of common shares outstanding during such period. In periods when earnings are positive, diluted earnings per share is calculated by dividing net earnings available to common shareholders by the weighted average number of common shares outstanding plus assumed conversions of potentially dilutive securities. For periods when we recognize a net loss, diluted loss per share is equal to basic loss per share as the impact of assumed conversions of potentially dilutive securities is considered to be antidilutive.
Investments
Investments
Fixed Maturity Securities Available-for-Sale
Fixed maturity securities are purchased to support our investment strategies, which are developed based on factors including rate of return, maturity, credit risk, duration, tax considerations and regulatory requirements. Our investments in fixed maturity securities have been designated as available-for-sale ("AFS") and are carried at fair value, net of allowance for expected credit losses, with unrealized gains and losses included within AOCI, net of deferred income taxes. Fair values for fixed maturity securities are principally a function of current market conditions and are primarily valued based on quoted prices in markets that are not active or model inputs that are observable or unobservable. We recognize investment income on fixed maturities based on the effective interest method, which results in the recognition of a constant rate of return on the investment equal to the prevailing rate at the time of purchase or at the time of subsequent adjustments of book value. Realized gains and losses on sales of our fixed maturity securities are determined on the first-in first-out cost basis. We generally record security transactions on a trade date basis except for private placements, which are recorded on a settlement date basis. Realized gains and losses on sales of fixed maturity securities are reported within Recognized gains and (losses), net in the accompanying unaudited Condensed Consolidated Statements of Operations. Fixed maturity securities AFS are subject to an allowance for credit loss and changes in the allowance are reported in net earnings as a component of Recognized gains and (losses), net. For details on our policy around allowance for expected credit losses on available-for-sale securities, refer to Note C - Investments.
VOBA, DAC, DSI and URL
VOBA, DAC, DSI and URL
Our intangible assets include the value of insurance and reinsurance contracts acquired (hereafter referred to as VOBA), DAC and DSI.
VOBA is an intangible asset that reflects the amount recorded as insurance contract liabilities less the estimated fair value of in-force contracts (“VIF”) in a life insurance company acquisition. It represents the portion of the purchase price that is allocated to the value of the rights to receive future cash flows from the business in force at the acquisition date. VOBA is a function of the VIF, current GAAP reserves, GAAP assets, and deferred tax liability. The VIF is determined by the present value of statutory distributable earnings less opening required capital. DAC consists principally of commissions and other acquisition costs that are related directly to the successful sale of new or renewal insurance contracts. Indirect or unsuccessful acquisition costs, maintenance, product development and overhead expenses are charged to expense as incurred. DSI represents up front bonus credits and persistency or vesting bonuses credited to policyholder account balances.
VOBA, DAC, and DSI are amortized on a constant level basis for the grouped contracts over the expected term of the related contracts to approximate straight-line amortization. Contracts are grouped by product type and feature and issue year into cohorts consistent with the grouping used in estimating the associated liability, where applicable. The constant level amortization bases of VOBA, DAC and DSI varies by product type. For universal life and IUL insurance products, the constant level basis used is face amount in force. For deferred annuities (FIA and fixed rate annuities), the constant level basis used is initial premium deposit for DAC and DSI and vested account value as of the acquisition date for VOBA. For immediate annuity contracts, the VOBA balance is amortized in alignment with the Company’s accounting policy of amortizing the deferred profit liability (“DPL”). All amortization bases are adjusted by full lapses, which includes deaths, full surrenders, annuitizations and maturities, where applicable.
The constant level bases used for amortization are projected using mortality and lapse assumptions that are based on Company’s experience, industry data, and other factors and are consistent with those used for the FPB, where applicable. If those projected assumptions change in future periods, they will be reflected in the cohort level amortization basis at that time. Unexpected contract terminations, due to higher mortality and/or lapse experience than expected, are recognized in the current period as a reduction of the capitalized balances. All balances are reduced for actual experience in excess of expected experience with changes in future estimates recognized prospectively over the remaining expected grouped contract term. The impact of changes in projected assumptions and the impact of actual experience that is different from expectations both impact the amortization of these intangible assets, which is reported within Depreciation and amortization in the accompanying unaudited Condensed Consolidated Statements of Operations.
Some of our IUL policies require payment of fees or other policyholder assessments in advance for services that will be rendered over the estimated lives of the policies or contracts. These payments are established as URL upon receipt and included in Accounts payable and other accrued liabilities in the Condensed Consolidated Balance Sheets. URL is amortized like DAC over the estimated lives of these policies.
Contractholder Funds
Contractholder Funds
Contractholder funds include deferred annuities (FIAs and fixed rate annuities), IULs, funding agreements and non-life contingent (“NLC”) immediate annuities (which includes NLC PRT annuities). The liabilities for contractholder funds for fixed rate annuities, funding agreements and NLC immediate annuities (which includes NLC PRT annuities) consist of contract account balances that accrue to the benefit of the contractholders. The liabilities for FIA and IUL policies consist of the value of the host contract plus the fair value of the indexed crediting feature of the policy, which is accounted for as an embedded derivative. The embedded derivative liability is carried at fair value in Contractholder funds in the accompanying Condensed Consolidated Balance Sheets with changes in fair value reported in Benefits and other changes in policy reserves in the accompanying unaudited Condensed Consolidated Statements of Operations. See a description of the fair value methodology used in Note B - Fair Value of Financial Instruments.
Future Policy Benefit
Future Policy Benefits
The FPB is determined as the present value of future policy benefits and related claims expenses to be paid to or on behalf of the policyholder less the present value of future net premiums to be collected from policyholders. The FPB for traditional life policies and life-contingent immediate annuity policies (which includes life-contingent PRT annuities) are estimated using current assumptions that include discount rate, mortality and surrender/lapse terminations for traditional life insurance policies only, and expenses. The expense assumption is locked-in at contract issuance and not subsequently reviewed or updated. The initial assumptions are based on generally accepted actuarial methods and a combination of internal and industry experience. Policies are terminated through surrenders, lapses and maturities, where surrenders represent the voluntary terminations of policies by policyholders, lapses represent cancellations by us due to nonpayment of premiums, and maturities are determined by policy contract terms. Surrender assumptions are based upon policyholder behavior experience adjusted for expected future conditions.
For traditional life policies and life-contingent immediate annuity policies, contracts are grouped into cohorts by product type, legal entity, and issue year, or acquisition year for cohorts established as of the FNF Acquisition Date. Life-contingent PRT annuities are grouped into cohorts by deal and legal entity. At contract inception, a net premium ratio (“NPR”) is determined, which is calculated based on discounted future cash flows projected using best estimate assumptions and is capped at 100%, as net premiums cannot exceed gross premiums. Cohorts with NPRs less than 100% are not used to offset cohorts with NPRs greater than 100%.
The NPR is adjusted for changes in cash flow assumptions and for differences between actual and expected experience. We assess the appropriateness of all future cash flow assumptions, excluding the expense assumption, on a quarterly basis and perform an in-depth review of future cash flow assumptions in the third quarter of each year. Updates are made when evidence suggests a revision is necessary. Updates for actual experience, which includes actual cash flows and insurance in-force, are performed on a quarterly basis. These updated cash flows are used to calculate a revised NPR, which is used to derive an updated liability as of the beginning of the current reporting period, discounted at the original contract issuance date. The updated liability is compared with the carrying amount of the liability as of that same date before the revised NPR. The difference between these amounts is the remeasurement gain or loss, presented parenthetically within Benefits and other changes in policy reserves in the accompanying unaudited Condensed Consolidated Statements of Operations. In subsequent periods, the revised NPR, which is capped at 100%, is used to measure the FPB, subject to future revisions. If the NPR is greater than 100%, and therefore capped at 100%, the liability is increased and expensed immediately to reflect the amount necessary for net premiums to equal gross premiums. As the liability assumptions are reviewed and updated, if deemed necessary, at least annually, if conditions improve whereby the contracts are no longer expected to have net premiums in excess of gross premiums, the improvements would be captured in the remeasurement process and reflected in the accompanying unaudited Condensed Consolidated Statements of Operations in the period of improvement.
For traditional life policies and life-contingent immediate annuity policies (which includes life-contingent PRT annuities), the discount rate assumption is an equivalent single rate that is derived based on A-credit-rated fixed-income instruments with similar duration to the liability. We selected fixed-income instruments that have been A-rated by Bloomberg. In order to reflect the duration characteristics of the liability, we will use an implied forward yield curve and linear interpolation will be used for durations that have limited or no market observable points on the curve. The discount rate assumption is updated quarterly and used to remeasure the liability at the reporting date, with the resulting change reflected in the accompanying unaudited Condensed Consolidated Statements of Comprehensive Earnings.
Deferred Profit Liability
Deferred Profit Liability
For life-contingent immediate annuity policies (which includes life-contingent PRT annuities), gross premiums received in excess of net premiums are deferred at initial recognition as a DPL. Gross premiums are measured using assumptions consistent with those used in the measurement of the related liability for future policy benefits, including discount rate, mortality, and expenses.
The DPL is amortized and recognized as premium revenue with the amount of expected future benefit payments, discounted using the same discount rate determined and locked-in at contract issuance that is used in the measurement of the related FPB. Interest is accreted on the balance of the DPL using this same discount rate. We periodically review and update our estimates of using the actual historical experience and updated cash flows for the DPL at the same time as the estimates of cash flows for the FPB. When cash flows are updated, the updated estimates are used to recalculate the initial DPL at contract issuance. The recalculated DPL as of the beginning of the current reporting period is compared to the carrying amount of the DPL as of the beginning of the current reporting period, with any differences recognized as a remeasurement gain or loss, presented parenthetically within Benefits and other changes in policy reserves in the accompanying unaudited Condensed Consolidated Statements of Operations. The DPL is recorded as a component of the Future policy benefits in the accompanying Condensed Consolidated Balance Sheets.
Market Risk Benefits
Market Risk Benefits
MRBs are contracts or contract features that both provide protection to the contract holder from other-than-nominal capital market risk (equity, interest rate and foreign exchange risk) and expose the Company to other-than-nominal capital market risk. MRBs include certain contract features primarily on FIA products that provide minimum guarantees to policyholders, such as guaranteed minimum death benefit (“GMDB”) and guaranteed minimum withdrawal benefit (“GMWB”) riders.
MRBs are measured at fair value using an attributed fee measurement approach where attributed fees are explicit rider charges collectible from the policyholder used to cover the excess benefits, which represent expected benefits in excess of the policyholder’s account value. At contract inception, an attributed fee ratio is calculated equal to rider charges over benefits paid in excess of the account value attributable to the MRB. The attributed fee ratio remains static over the life of the MRB and is capped at 100%. Each period subsequent to contract inception, the attributed fee ratio is used to calculate the fair value of the MRB using a risk neutral valuation method and is based on current net amounts at risk, market data, internal and industry experience, and other factors. The balances are computed using assumptions including mortality, full and partial surrender, GMWB utilization, risk-free rates including non-performance spread and risk margin, market value of options and economic scenarios. Policyholder behavior assumptions are reviewed at least annually, typically in the third quarter, for any revisions. MRBs can either be in an asset or liability position and are presented separately on the Condensed Consolidated Balance Sheets as the right of setoff criteria are not met. Changes in fair value are recognized in Market risk benefits gain (losses) in the unaudited Condensed Consolidated Statements of Operations, except for the change in fair value due to a change in the instrument-specific credit risk, which is recognized in the Condensed Consolidated Statements of Comprehensive Earnings. See a description of the fair value methodology used in Note B - Fair Value of Financial Instruments and Note G - Market Risk Benefits.
Benefits And Other Changes In Policy Reserves
Benefits and Other Changes in Policy Reserves
Benefit expenses for deferred annuities (FIAs and fixed rate annuities), IUL policies and funding agreements include interest credited, fixed interest and/or indexed (specific to FIA and IUL policies), to contractholder account balances. Benefit claims in excess of contract account balances, net of reinsurance recoveries, are charged to expense in the period that they are earned by the policyholder based on their selected strategy or strategies. Other changes in policy reserves include the change in the fair value of the FIA embedded derivative.
Other changes in policy reserves also include the change in reserves for life insurance products. For traditional life and life-contingent immediate annuities (which includes PRT annuities with life contingencies), policy benefit claims are charged to expense in the period that the claims are incurred, net of reinsurance recoveries. Remeasurement gains or losses on the related FPB and DPL balances are presented parenthetically within Benefits and other changes in policy reserves in the accompanying unaudited Condensed Consolidated Statements of Operations
v3.23.1
Fair Value of Financial Instruments (Tables)
3 Months Ended
Mar. 31, 2023
Fair Value Disclosures [Abstract]  
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis
The carrying amounts and estimated fair values of our financial instruments for which the disclosure of fair values is required, including financial assets and liabilities measured and carried at fair value on a recurring basis, was summarized according to the hierarchy previously described, as follows (in millions):

March 31, 2023
Level 1Level 2Level 3NAVFair ValueCarrying Amount
Assets
Cash and cash equivalents$1,584 $— $— $— $1,584 $1,584 
Fixed maturity securities available-for-sale:
Asset-backed securities— 5,592 6,300 — 11,892 11,892 
Commercial mortgage-backed securities— 3,643 29 — 3,672 3,672 
Corporates— 12,859 1,532 — 14,391 14,391 
Hybrids97 657 — — 754 754 
Municipals— 1,549 32 — 1,581 1,581 
Residential mortgage-backed securities— 1,652 12 — 1,664 1,664 
U.S. Government71 — — — 71 71 
Foreign Governments— 156 16 — 172 172 
Preferred securities220 471 — — 691 691 
Equity securities64 — — 42 106 106 
Derivative investments— 432 — — 432 432 
Investment in unconsolidated affiliates— — 107 — 107 107 
Short term investments745 23 — 776 776 
Reinsurance related embedded derivative, included in other assets— 260 — — 260 260 
Other long-term investments— — 48 — 48 48 
Market risk benefits asset— — 106 — 106 106 
Total financial assets at fair value$2,781 $27,279 $8,205 $42 $38,307 $38,307 
Liabilities
Derivatives:
FIA/IUL embedded derivatives, included in contractholder funds— — 3,569 — 3,569 3,569 
Market risk benefits liability— — 324 — 324 324 
Total financial liabilities at fair value$— $— $3,893 $— $3,893 $3,893 
December 31, 2022
Level 1Level 2Level 3NAVFair ValueCarrying Amount
Assets
Cash and cash equivalents$960 $— $— $— $960 $960 
Fixed maturity securities available-for-sale:
Asset-backed securities— 5,204 6,263 — 11,467 11,467 
Commercial mortgage-backed securities— 2,999 37 — 3,036 3,036 
Corporates— 11,472 1,427 — 12,899 12,899 
Hybrids93 612 — — 705 705 
Municipals— 1,381 29 — 1,410 1,410 
Residential mortgage-backed securities— 1,219 302 — 1,521 1,521 
U.S. Government32 — — — 32 32 
Foreign Governments— 132 16 — 148 148 
Preferred securities248 474 — — 722 722 
Equity securities54 — — 47 101 101 
Derivative investments— 244 — — 244 244 
Investment in unconsolidated affiliates— — 23 — 23 23 
Short term investments1,556 — — — 1,556 1,556 
Reinsurance related embedded derivative, included in other assets— 279 — — 279 279 
Other long-term investments— — 48 — 48 48 
Market risk benefits asset— — 117 — 117 117 
Total financial assets at fair value$2,943 $24,016 $8,262 $47 $35,268 $35,268 
Liabilities
Derivatives:
FIA/IUL embedded derivatives, included in contractholder funds— — 3,115 — 3,115 3,115 
Market risk benefits liability— — 282 — 282 282 
Total financial liabilities at fair value$— $— $3,397 $— $3,397 $3,397 
The following tables provide the carrying value and estimated fair value of our financial instruments that are carried on the Condensed Consolidated Balance Sheets at amounts other than fair value, summarized according to the fair value hierarchy previously described (in millions).
March 31, 2023
Level 1Level 2Level 3NAVTotal Estimated Fair ValueCarrying Amount
Assets
FHLB common stock$— $106 $— $— $106 $106 
Commercial mortgage loans— — 2,178 — 2,178 2,458 
Residential mortgage loans— — 2,323 — 2,323 2,526 
Investments in unconsolidated affiliates— — 2,558 2,562 2,562 
Policy loans— — 55 — 55 55 
Other invested assets— — 10 — 10 10 
Company-owned life insurance— — 346 — 346 346 
Total
$— $106 $4,916 $2,558 $7,580 $8,063 
Liabilities
Investment contracts, included in contractholder funds— — 36,117 — 36,117 39,809 
Debt— 1,563 — — 1,563 1,572 
Total
$— $1,563 $36,117 $— $37,680 $41,381 
December 31, 2022
Level 1Level 2Level 3NAVTotal Estimated Fair ValueCarrying Amount
Assets
FHLB common stock$— $99 $— $— $99 $99 
Commercial mortgage loans— — 2,083 — 2,083 2,406 
Residential mortgage loans— — 1,892 — 1,892 2,148 
Investments in unconsolidated affiliates— — 2,427 2,432 2,432 
Policy loans— — 52 — 52 52 
Other invested assets— — 10 — 10 10 
Company-owned life insurance— — 328 — 328 328 
Total
$— $99 $4,370 $2,427 $6,896 $7,475 
Liabilities
Investment contracts, included in contractholder funds— — 34,464 — 34,464 38,412 
Debt— 1,092 — — 1,092 1,114 
Total
$— $1,092 $34,464 $— $35,556 $39,526 
Fair Value Measurement Inputs and Valuation Techniques
Quantitative information regarding significant unobservable inputs used for recurring Level 3 fair value measurements of financial instruments carried at fair value as of March 31, 2023 and December 31, 2022 are as follows (in millions):
Valuation TechniqueUnobservable Input(s)Range (Weighted average)
Fair Value at
March 31, 2023March 31, 2023
Assets
Asset-backed securities$6,019  Broker-quoted  Offered quotes
54.20% - 187.27%
(93.86%)
Asset-backed securities281  Third-Party Valuation  Offered quotes
39.43% - 102.60%
(62.83%)
Commercial mortgage-backed securities12  Broker-quoted  Offered quotes
95.34% - 101.25%
(99.34%)
Commercial mortgage-backed securities17  Third-Party Valuation  Offered quotes
73.36% - 88.60%
(82.26%)
Corporates682  Broker-quoted  Offered quotes
80.24% - 104.74%
(95.90%)
Corporates850  Third-Party Valuation  Offered quotes
0.00% - 105.32%
(90.85%)
Municipals32  Third-Party Valuation  Offered quotes
104.38% - 104.38%
(104.38%)
Valuation TechniqueUnobservable Input(s)Range (Weighted average)
Fair Value at
March 31, 2023March 31, 2023
Residential mortgage-backed securities Broker-quoted  Offered quotes
0.00% - 98.38%
(98.18%)
Residential mortgage-backed securities Third-Party Valuation  Offered quotes
94.93%-94.93%
(94.93%)
Foreign governments16  Third-Party Valuation  Offered quotes
99.20% - 99.44%
(99.28%)
Investment in unconsolidated affiliates107 Market Comparable Company AnalysisEBITDA multiple
5x-14x
(12.1x)
Short term investments23  Broker-quoted  Offered quotes
100.00% - 100.00%
(100.00%)
Other long-term investments:
Available-for-sale embedded derivative25 Black Scholes modelMarket value of fund 100%
Secured borrowing receivable10  Broker-quoted  Offered quotes
100.00% - 100.00%
(100.00%)
Credit Linked Note13  Broker-quoted  Offered quotes 96.23%
Market risk benefits asset106Discounted Cash FlowMortality
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 10.00%
(5.03%)
Partial withdrawal rates
2.00% - 21.74%
(2.49%)
Non-performance spread
0.48% - 1.42%
(1.31%)
GMWB utilization
50.00% - 60.00%
(50.89%)
Total financial assets at fair value$8,205 
Liabilities
Derivatives:
FIA/IUL embedded derivatives, included in contractholder funds$3,569 Discounted cash flowMarket value of option
0.00% - 28.31%
(1.54%)
Swap rates
3.48% - 4.97%
(4.23%)
Mortality multiplier
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 70.00%
(6.57%)
Partial withdrawals
2.00% - 32.26%
(2.74%)
Non-performance spread
0.48% - 1.42%
(1.31%)
Option cost
0.07% - 5.67%
(2.11%)
Market risk benefits liability324 Discounted cash flowMortality
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 10.00%
(5.03%)
Partial withdrawal rates
2.00% - 21.74%
(2.49%)
Non-performance spread
0.48% - 1.42%
(1.31%)
GMWB utilization
50.00% - 60.00%
(50.89%)
Total financial liabilities at fair value$3,893 
Valuation TechniqueUnobservable Input(s)Range (Weighted average)
Fair Value at
December 31, 2022December 31, 2022
Assets
Asset-backed securities$5,916 Broker-quotedOffered quotes
52.85% - 117.17%
94.18%
Asset-backed securities347 Third-Party ValuationOffered quotes
41.43% - 210.50%
67.99%
Commercial mortgage-backed securities20 Broker-quotedOffered quotes
109.02% - 109.02%
109.02%
Commercial mortgage-backed securities17 Third-Party ValuationOffered quotes
74.66% - 88.48%
82.74%
Corporates602 Broker-quotedOffered quotes
79.16% - 102.53%
94.16%
Corporates825 Third-Party ValuationOffered quotes
0.00% - 104.96%
89.69%
Municipals29 Third-Party ValuationOffered quotes
93.95% - 93.95%
93.95%
Residential mortgage-backed securities302 Broker-quotedOffered quotes
—% - 91.04%
(86.38%)
Foreign governments16 Third-Party ValuationOffered quotes
99.78% - 102.29%%
(100.56)%
Investment in unconsolidated affiliates23 Market Comparable Company AnalysisEBITDA multiple
5x-5.5x
Other long-term investments:
Available-for-sale embedded derivative23 Black Scholes modelMarket value of fund
100.00%
Secured borrowing receivable10 Broker-quotedOffered quotes
100.00% - 100.00%
(100.00%)
Credit linked note15 Broker-quotedOffered quotes
96.23%
Market risk benefits asset117 Discounted cash flowMortality
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 10.00%
(4.69%)
Partial withdrawal rates
2.00% - 21.74%
(2.49%)
Non-performance spread
0.48% - 1.44%
(1.30%)
GMWB utilization
50.00% - 60.00%
(50.94%)
Total financial assets at fair value$8,262 
Liabilities
Derivatives:
FIA/ IUL embedded derivatives, included in contractholder funds$3,115 Discounted cash flowMarket value of option
0.00% - 23.90%
(0.87%)
Swap rates
3.88% - 4.73%
(4.31%)
Mortality multiplier
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 70.00%
(6.57%)
Partial withdrawals
2.00% - 29.41%
(2.73%)
Non-performance spread
0.48% - 1.44%
(1.30%)
Option cost
0.07% - 4.97%
(1.89%)
Valuation TechniqueUnobservable Input(s)Range (Weighted average)
Fair Value at
December 31, 2022December 31, 2022
Market risk benefits liability282 Discounted cash flowMortality
100.00% - 100.00%
(100.00%)
Surrender rates
0.25% - 10.00%
(4.69%)
Partial withdrawal rates
2.00% - 21.74%
(2.49%)
Non-performance spread
0.48% - 1.44%
(1.30%)
GMWB utilization
50.00% - 60.00%
(50.94%)
Total financial liabilities at fair value$3,397 
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation
The following tables summarize changes to the Company’s financial instruments carried at fair value and classified within Level 3 of the fair value hierarchy for the three months ended March 31, 2023 and March 31, 2022 (in millions). The gains and losses below may include changes in fair value due in part to observable inputs that are a component of the valuation methodology.
Three months ended March 31, 2023
Balance at Beginning
of Period
Total Gains (Losses)PurchasesSalesSettlementsNet transfer In (Out) of
Level 3 (a)
Balance at End of
Period
Change in Unrealized Gains (Losses) Incl in OCI
Included in
Earnings
Included in
AOCI
Assets
Fixed maturity securities available-for-sale:
Asset-backed securities$6,263 $(8)$18 $416 $(83)$(235)$(71)$6,300 $18 
Commercial mortgage-backed securities37 — 12 — — (21)29 
Corporates1,427 (1)(23)134 — (5)— 1,532 (23)
Hybrids— — — — — — — — — 
Municipals29 — — — — — 32 
Residential mortgage-backed securities302 — (8)(299)12 
Foreign governments16 — — — — — — 16 — 
Investment in unconsolidated affiliates23 — — 84 — — — 107 — 
Short-term— — — 23 — — — 23 — 
Other long-term investments:
Available-for-sale embedded derivative23 — — — — — 25 
Credit linked note15 — — — — (2)— 13 — 
Secured borrowing receivable10 — — — — — — 10 — 
Subtotal assets at Level 3 fair value$8,145 $(8)$$677 $(83)$(250)$(391)$8,099 $
Market risk benefits asset (b)117 106 
Total assets at Level 3 fair value$8,262 $8,205 
Liabilities
FIA/ IUL embedded derivatives, included in contractholder funds3,115 385 — 96 — (27)— 3,569 — 
Subtotal liabilities at Level 3 fair value$3,115 $385 $— $96 $— $(27)$— $3,569 $— 
Market risk benefits liability (b)282 324 
Total liabilities at Level 3 fair value
$3,397 $3,893 
(a) The net transfers out of Level 3 during the three months ended March 31, 2023 were exclusively to Level 2.
(b) Refer to Note G - Market Risk Benefits for roll forward activity of the net Market Risk Asset and Liability.
Three months ended March 31, 2022
Balance at Beginning
of Period
Total Gains (Losses)PurchasesSalesSettlements
Net transfer In (Out) of
Level 3 (a)
Balance at End of
Period
Change in Unrealized Included in OCI
Included in
Earnings
Included in
AOCI
Assets
Fixed maturity securities available-for-sale:
Asset-backed securities$3,959 $— $(130)$400 $— $(152)$84 $4,161 $(138)
Commercial mortgage-backed securities35 — (2)— — — 40 (2)
Corporates1,121 — (73)78 — (26)26 1,126 (73)
Municipals43 — (6)— — — — 37 (5)
Foreign Governments18 — (1)— — — — 17 (1)
Investment in unconsolidated affiliates21 — — — — — — 21 — 
Short-term321 — (1)20 — — (321)19 (1)
Preferred securities— (1)— — — — — (1)
Other long-term investments:
Available-for-sale embedded derivative34 (4)— — — — — 30 — 
Credit linked note23 — (3)— — (1)— 19 — 
Subtotal assets at Level 3 fair value$5,576 $(4)$(217)$498 $— $(179)$(204)$5,470 $(221)
Market risk benefits asset (b)41 29 
Total assets at Level 3 fair value$5,617 $5,499 
Liabilities
FIA/IUL embedded derivatives, included in contractholder funds3,883 (584)— 126 — (30)— 3,395 — 
Subtotal liabilities at Level 3 fair value$3,883 $(584)$— $126 $— $(30)$— $3,395 $— 
Market risk benefits liability (b)469 486 
Total liabilities at Level 3 fair value
$4,352 $3,881 

(a)The net transfers out of Level 3 during the three months ended March 31, 2023 were to Level 2, except for the net transfers out related to our other long-term investment, which was to Level 1.
(b)Refer to Note G - Market Risk Benefits for roll forward activity of the net Market Risk Asset and Liability.
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
The following tables summarize changes to the Company’s financial instruments carried at fair value and classified within Level 3 of the fair value hierarchy for the three months ended March 31, 2023 and March 31, 2022 (in millions). The gains and losses below may include changes in fair value due in part to observable inputs that are a component of the valuation methodology.
Three months ended March 31, 2023
Balance at Beginning
of Period
Total Gains (Losses)PurchasesSalesSettlementsNet transfer In (Out) of
Level 3 (a)
Balance at End of
Period
Change in Unrealized Gains (Losses) Incl in OCI
Included in
Earnings
Included in
AOCI
Assets
Fixed maturity securities available-for-sale:
Asset-backed securities$6,263 $(8)$18 $416 $(83)$(235)$(71)$6,300 $18 
Commercial mortgage-backed securities37 — 12 — — (21)29 
Corporates1,427 (1)(23)134 — (5)— 1,532 (23)
Hybrids— — — — — — — — — 
Municipals29 — — — — — 32 
Residential mortgage-backed securities302 — (8)(299)12 
Foreign governments16 — — — — — — 16 — 
Investment in unconsolidated affiliates23 — — 84 — — — 107 — 
Short-term— — — 23 — — — 23 — 
Other long-term investments:
Available-for-sale embedded derivative23 — — — — — 25 
Credit linked note15 — — — — (2)— 13 — 
Secured borrowing receivable10 — — — — — — 10 — 
Subtotal assets at Level 3 fair value$8,145 $(8)$$677 $(83)$(250)$(391)$8,099 $
Market risk benefits asset (b)117 106 
Total assets at Level 3 fair value$8,262 $8,205 
Liabilities
FIA/ IUL embedded derivatives, included in contractholder funds3,115 385 — 96 — (27)— 3,569 — 
Subtotal liabilities at Level 3 fair value$3,115 $385 $— $96 $— $(27)$— $3,569 $— 
Market risk benefits liability (b)282 324 
Total liabilities at Level 3 fair value
$3,397 $3,893 
(a) The net transfers out of Level 3 during the three months ended March 31, 2023 were exclusively to Level 2.
(b) Refer to Note G - Market Risk Benefits for roll forward activity of the net Market Risk Asset and Liability.
v3.23.1
Investments (Tables)
3 Months Ended
Mar. 31, 2023
Investments, Debt and Equity Securities [Abstract]  
Consolidated Investments The Company’s consolidated investments are summarized as follows (in millions):
March 31, 2023
Amortized CostAllowance for Expected Credit LossesGross Unrealized GainsGross Unrealized LossesFair ValueCarrying Value
Available-for-sale securities
Asset-backed securities$12,620 $(10)$43 $(761)$11,892 $11,892 
Commercial mortgage-backed securities4,004 — (336)3,672 3,672 
Corporates16,930 — 61 (2,600)14,391 14,391 
Hybrids828 — (82)754 754 
Municipals1,797 — 13 (229)1,581 1,581 
Residential mortgage-backed securities1,764 (6)13 (107)1,664 1,664 
U.S. Government72 — — (1)71 71 
Foreign Governments211 — — (39)172 172 
Total available-for-sale securities$38,226 $(16)$142 $(4,155)$34,197 $34,197 
December 31, 2022
Amortized CostAllowance for Expected Credit LossesGross Unrealized GainsGross Unrealized LossesFair ValueCarrying Value
Available-for-sale securities
Asset-backed securities$12,209 $(8)$36 $(770)$11,467 $11,467 
Commercial mortgage-backed securities3,309 (1)12 (284)3,036 3,036 
Corporates15,879 (15)30 (2,995)12,899 12,899 
Hybrids781 — (84)705 705 
Municipals1,695 — (289)1,410 1,410 
Residential mortgage-backed securities1,631 (7)(109)1,521 1,521 
U.S. Government34 — — (2)32 32 
Foreign Governments185 — — (37)148 148 
Total available-for-sale securities$35,723 $(31)$96 $(4,570)$31,218 $31,218 
Investments Classified by Contractual Maturity Date
The amortized cost and fair value of fixed maturity securities by contractual maturities, as applicable, are shown below (in millions). Actual maturities may differ from contractual maturities because issuers may have the right to call or prepay obligations.
March 31, 2023December 31, 2022
Amortized Cost Fair ValueAmortized Cost Fair Value
Corporates, Non-structured Hybrids, Municipal and U.S. Government Securities:
Due in one year or less$170 $166 $124 $123 
Due after one year through five years2,853 2,724 2,193 2,059 
Due after five years through ten years1,922 1,750 1,840 1,633 
Due after ten years14,893 12,329 14,417 11,379 
Subtotal19,838 16,969 18,574 15,194 
Other securities, which provide for periodic payments:
Asset-backed securities12,620 11,892 12,209 11,467 
Commercial mortgage-backed securities4,004 3,672 3,309 3,036 
Residential mortgage-backed securities1,764 1,664 1,631 1,521 
Subtotal18,388 17,228 17,149 16,024 
Total fixed maturity available-for-sale securities$38,226 $34,197 $35,723 $31,218 
Activity in Allowance for Credit Loses of Available-for-sale Securities Aggregated by Investment Category
The activity in the allowance for expected credit losses of available-for-sale securities aggregated by investment category was as follows (in millions):
Three months ended March 31, 2023
AdditionsReductions
Balance at Beginning of PeriodFor credit losses on securities for which losses were not previously recorded
For initial credit losses on purchased securities accounted for as PCD financial assets (a)
(Additions) reductions in allowance recorded on previously impaired securitiesFor securities sold during the periodFor securities intended/required to be sold prior to recovery of amortized cost basisWrite offs charged against the allowanceRecoveries of amounts previously written offBalance at End of Period
Available-for-sale securities
Asset-backed securities$(8)$(7)$— $$— $— $— $— $(10)
Commercial mortgage-backed securities(1)— — — — — — — 
Corporates(15)— — — 15 — — — — 
Residential mortgage-backed securities(7)— — — — — — (6)
Total available-for-sale securities$(31)$(7)$— $$15 $— $— $— $(16)
Three months ended March 31, 2022
AdditionsReductions
Balance at Beginning of PeriodFor credit losses on securities for which losses were not previously recorded
For initial credit losses on purchased securities accounted for as PCD financial assets (a)
(Additions) reductions in allowance recorded on previously impaired securitiesFor securities sold during the periodFor securities intended/required to be sold prior to recovery of amortized cost basisWrite offs charged against the allowanceRecoveries of amounts previously written offBalance at End of Period
Available-for-sale securities
Asset-backed securities$(3)$— $— $— $$— $— — $(1)
Commercial mortgage-backed securities(2)— — — — — — — (2)
Corporates— — — — — — — — — 
Residential mortgage-backed securities(3)— — (1)— — — — (4)
Total available-for-sale securities$(8)$— $— $(1)$$— $— $— $(7)
(a) Purchased credit deteriorated financial assets (“PCD”)
Fair Value and Gross Unrealized Losses of Available-for-sale Securities
The fair value and gross unrealized losses of AFS securities, excluding securities in an unrealized loss position with an allowance for expected credit loss, aggregated by investment category and duration of fair value below amortized cost as of March 31, 2023 and December 31, 2022 were as follows (dollars in millions):
March 31, 2023
Less than 12 months12 months or longerTotal
Fair ValueGross Unrealized
Losses
Fair ValueGross Unrealized
Losses
Fair ValueGross Unrealized
Losses
Available-for-sale securities
Asset-backed securities$5,347 $(307)$4,520 $(448)$9,867 $(755)
Commercial mortgage-backed securities2,226 (122)1,234 (214)3,460 (336)
Corporates4,788 (372)7,931 (2,228)12,719 (2,600)
Hybrids341 (29)321 (53)662 (82)
Municipals480 (37)866 (192)1,346 (229)
Residential mortgage-backed securities705 (22)539 (81)1,244 (103)
U.S. Government— 21 (1)26 (1)
Foreign Government23 (2)137 (37)160 (39)
Total available-for-sale securities
$13,915 $(891)$15,569 $(3,254)$29,484 $(4,145)
Total number of available-for-sale securities in an unrealized loss position less than twelve months2,182 
Total number of available-for-sale securities in an unrealized loss position twelve months or longer2,096
Total number of available-for-sale securities in an unrealized loss position 4,278 
December 31, 2022
Less than 12 months12 months or longerTotal
Fair ValueGross Unrealized
Losses
Fair ValueGross Unrealized
Losses
Fair ValueGross Unrealized
Losses
Available-for-sale securities
Asset-backed securities$7,001 $(410)$3,727 $(360)$10,728 $(770)
Commercial mortgage-backed securities2,065 (168)475 (116)2,540 (284)
Corporates8,780 (1,679)3,231 (1,312)12,011 (2,991)
Hybrids619 (83)(1)622 (84)
Municipals948 (176)352 (113)1,300 (289)
Residential mortgage-backed securities990 (51)184 (22)1,174 (73)
U.S. Government11 (1)21 (1)32 (2)
Foreign Government119 (32)14 (5)133 (37)
Total available-for-sale securities
$20,533 $(2,600)$8,007 $(1,930)$28,540 $(4,530)
Total number of available-for-sale securities in an unrealized loss position less than twelve months2,774
Total number of available-for-sale securities in an unrealized loss position twelve months or longer1,212
Total number of available-for-sale securities in an unrealized loss position 3,986 
Schedule of Distribution of CMLs, Gross Valuation by Property Type and Geographic Region The distribution of CMLs, gross of valuation allowances, by property type and geographic region is reflected in the following tables (dollars in millions):
March 31, 2023December 31, 2022
Gross Carrying Value% of TotalGross Carrying Value% of Total
Property Type:
Hotel$18 %$18 %
Industrial538 22 %520 22 %
Mixed Use12 %12 %
Multifamily1,013 41 %1,013 42 %
Office329 13 %330 14 %
Retail104 %105 %
Student Housing 83 %83 %
Other373 15 %335 13 %
Total commercial mortgage loans, gross of valuation allowance
$2,470 100 %$2,416 100 %
Allowance for expected credit loss(12)(10)
Total commercial mortgage loans, net of valuation allowance
$2,458 $2,406 
U.S. Region:
East North Central$177 %$151 %
East South Central76 %76 %
Middle Atlantic325 13 %326 13 %
Mountain354 14 %355 15 %
New England164 %158 %
Pacific700 28 %708 28 %
South Atlantic553 22 %521 22 %
West North Central%%
West South Central117 %117 %
Total commercial mortgage loans, gross of valuation allowance
$2,470 100 %$2,416 100 %
Allowance for expected credit loss(12)(10)
Total commercial mortgage loans, net of valuation allowance
$2,458 $2,406 
Loans Segregated by Risk Rating Exposure
Commercial mortgage loans segregated by risk rating exposure as of March 31, 2023 and December 31, 2022, were as follows, gross of valuation allowances (in millions):
March 31, 2023
Amortized Cost by Origination Year
20232022202120202019PriorTotal
Commercial mortgages
Current (less than 30 days past due)$53 $354 $1,301 $486 $— $267 $2,461 
30-89 days past due— — — — — — — 
90 days or more past due— — — — — 
Total commercial mortgages$53 $354 $1301 $486 $— $276 $2,470 
December 31, 2022
Amortized Cost by Origination Year
20222021202020192018PriorTotal
Commercial mortgages
Current (less than 30 days past due)$350 $1,300 $488 $— $— $269 $2,407 
30-89 days past due— — — — — — — 
90 days or more past due— — — — — 
Total commercial mortgages$350 $1,300 $488 $— $— $278 $2,416 
Residential mortgage loans segregated by risk rating exposure as of March 31, 2023 and December 31, 2022, were as follows, gross of valuation allowances (in millions):
March 31, 2023
Amortized Cost by Origination Year
20232022202120202019PriorTotal
Residential mortgages
Current (less than 30 days past due)$35 $950 $889 $209 $199 $209 $2,491 
30-89 days past due— 20 
90 days or more past due— 18 13 28 63 
Total residential mortgages$35 $956 $915 $225 $231 $212 $2,574 
December 31, 2022
Amortized Cost by Origination Year
20222021202020192018PriorTotal
Residential mortgages
Current (less than 30 days past due)$766 $884 $214 $185 $23 $33 $2,105 
30-89 days past due— — — 13 
90 days or more past due15 34 — 62 
Total residential mortgages$771 $900 $229 $223 $24 $33 $2,180 
Schedule of Investment in Mortgage Loans by Loan to Value and Debt Service Coverage Ratios
The following tables present the recorded investment in CMLs by LTV and DSC ratio categories and estimated fair value by the indicated loan-to-value ratios, gross of valuation allowances at March 31, 2023 and December 31, 2022 (dollars in millions):
Debt-Service Coverage RatiosTotal Amount% of TotalEstimated Fair Value% of Total
>1.251.00 - 1.25<1.00
March 31, 2023
LTV Ratios:
Less than 50.00%$511 $$11 $526 21 %$493 23 %
50.00% to 59.99%732 — — 732 30 %653 30 %
60.00% to 74.99%1,170 — 1,178 48 %1,002 46 %
75.00% to 84.99%— 18 20 %17 %
Commercial mortgage loans (a)$2,413 $14 $29 $2,456 100 %$2,165 100 %
December 31, 2022
LTV Ratios:
Less than 50.00%$511 $$11 $526 22 %$490 24 %
50.00% to 59.99%706 — — 706 29 %615 30 %
60.00% to 74.99%1,154 — 1,157 48 %955 45 %
75.00% to 84.99%— — 18 18 %14 %
Commercial mortgage loans (a)$2,371 $$29 $2,407 100 %$2,074 100 %
(a) Excludes loans under development with an amortized cost and estimated fair value of $14 million for March 31, 2023 and an amortized cost and estimated fair value of $9 million for December 31, 2022.
March 31, 2023
Amortized Cost by Origination Year
20232022202120202019PriorTotal
Commercial mortgages
LTV
Less than 50.00%$$69 $120 $206 $— $127 $526 
50.00% to 59.99%27 149 268 158 — 130 732 
60.00% to 74.99%20 113 913 122 — 10 1,178 
75.00% to 84.99%— — — 20 
Total commercial mortgages (a)$54 $340 $1,301 $486 $— $275 $2,456 
Commercial mortgages
DSCR
Greater than 1.25x$47 $328 $1,301 $486 $— $251 $2,413 
1.00x - 1.25x— — — 14 
Less than 1.00x— — — — 20 29 
Total commercial mortgages (a)$54 $340 $1,301 $486 $— $275 $2,456 
December 31, 2022
Amortized Cost by Origination Year
20222021202020192017PriorTotal
Commercial mortgages
LTV
Less than 50.00%$70 $120 $207 $— $— $129 $526 
50.00% to 59.99%149 268 158 — — 131 706 
60.00% to 74.99%113 912 123 — — 1,157 
75.00% to 84.99%— — — — 18 
Total commercial mortgages (a)$341 $1,300 $488 $— $— $278 $2,407 
Commercial mortgages
DSCR
Greater than 1.25x$329 $1,300 $488 $— $— $254 $2,371 
1.00x - 1.25x— — — — 
Less than 1.00x— — — — 20 29 
Total commercial mortgages (a)$341 $1,300 $488 $— $— $278 $2,407 
(a) Excludes loans under development with an amortized cost and estimated fair value of $14 million for March 31, 2023 and an amortized cost and estimated fair value of $9 million for December 31, 2022.
Distribution of Residential Mortgage Loans by State The distribution of RMLs by state with highest-to-lowest concentration are reflected in the following tables, gross of valuation allowances (dollars in millions):
March 31, 2023
U.S. State:Amortized Cost% of Total
Florida$236 %
Texas181 %
New Jersey167 %
California157 %
New York155 %
All other states (a)1,678 66 %
Total residential mortgage loans$2,574 100 %
(a)The individual concentration of each state is equal to or less than 5% as of March 31, 2023.

December 31, 2022
U.S. State:Amortized Cost% of Total
Florida$324 15 %
Texas215 10 %
New Jersey172 %
Pennsylvania153 %
California139 %
New York138 %
Georgia125 %
All other states (a)914 42 %
Total residential mortgage loans$2,180 100 %
(a)The individual concentration of each state is equal to or less than 5% as of December 31, 2022.
Schedule of Loans with Credit Quality Indicators, Performing or Nonperforming The credit quality of RMLs as of March 31, 2023 and December 31, 2022, was as follows (dollars in millions):
March 31, 2023December 31, 2022
Performance indicators:Amortized Cost% of TotalAmortized Cost% of Total
Performing$2,511 98 %$2,118 97 %
Non-performing63 %62 %
Total residential mortgage loans, gross of valuation allowance$2,574 100 %$2,180 100 %
Allowance for expected loan loss(48)— %(32)— %
Total residential mortgage loans, net of valuation allowance$2,526 100 %$2,148 100 %
Nonaccrual Loans by Amortized Cost Non-accrual loans by amortized cost as of March 31, 2023 and December 31, 2022, were as follows (in millions):
Amortized cost of loans on non-accrualMarch 31, 2023December 31, 2022
Residential mortgage:$63 $62 
Commercial mortgage:
Total non-accrual mortgages$72 $71 
Allowance for Expected Credit Losses on Loans
The allowances for our mortgage loan portfolio are summarized as follows (in millions):
Three months ended March 31, 2023
Residential MortgageCommercial MortgageTotal
Beginning Balance$32 $10 $42 
Provision for loan losses16 18 
Ending Balance$48 $12 $60 
Three months ended March 31, 2022
Residential MortgageCommercial MortgageTotal
Beginning Balance
$25 $$31 
Provision for loan losses— 
Ending Balance
$26 $$32 
Schedule of Sources of Net Investment Income Reported
The major sources of Interest and investment income reported on the accompanying unaudited Condensed Consolidated Statements of Operations were as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Fixed maturity securities, available-for-sale$432 $319 
Equity securities
Preferred securities10 11 
Mortgage loans51 39 
Invested cash and short-term investments16 
Limited partnerships57 113 
Other investments
Gross investment income580 496 
Investment expense(61)(45)
Interest and investment income$519 $451 
Realized Gain (Loss) on Investments
Details underlying Recognized gains and (losses), net reported on the accompanying unaudited Condensed Consolidated Statements of Operations were as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Net realized (losses) gains on fixed maturity available-for-sale securities$(44)$(34)
Net realized/unrealized (losses) gains on equity securities (a)(2)
Net realized/unrealized (losses) gains on preferred securities (b)(9)(67)
Realized (losses) gains on other invested assets— (4)
Change in allowance for expected credit losses(8)(1)
Derivatives and embedded derivatives:
Realized (losses) gains on certain derivative instruments(89)50 
Unrealized (losses) gains on certain derivative instruments147 (358)
Change in fair value of reinsurance related embedded derivatives (c)(19)122 
Change in fair value of other derivatives and embedded derivatives(3)
Realized (losses) gains on derivatives and embedded derivatives41 (189)
Recognized gains and (losses), net$(15)$(297)

(a)Includes net valuation (losses) gains of $5 million and $(2) million for the three months ended March 31, 2023 and March 31, 2022, respectively.
(b)Includes net valuation (losses) gains of $26 million and $(66) million for the three months ended March 31, 2023 and March 31, 2022, respectively.
(c)Change in fair value of reinsurance related embedded derivatives is due to activity related to the reinsurance treaties with Somerset and Aspida Re.
Proceeds from Sale of Fixed Maturity Available-for-sale Securities
The proceeds from the sale of fixed-maturity securities and the gross gains and losses associated with those transactions were as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Proceeds$445 $1,032 
Gross gains
Gross losses(49)(37)
Schedule of Carrying Value and Maximum Loss Exposure, Unconsolidated VIEs
The following table summarizes the carrying value and the maximum loss exposure of our unconsolidated VIEs as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
Carrying ValueMaximum Loss ExposureCarrying ValueMaximum Loss Exposure
Investment in unconsolidated affiliates$2,558 $4,268 $2,427 $4,030 
Fixed maturity securities16,890 18,590 15,680 17,404 
Total unconsolidated VIE investments$19,448 $22,858 $18,107 $21,434 
Schedules of Investment Concentrations
Our underlying investment concentrations that exceed 10% of shareholders equity are as follows (in millions):
March 31, 2023December 31, 2022
Blackstone Wave Asset Holdco (a)$760 $741 
 ELBA (b)473 470 
 COLI 313 308 
 Verus Securitization Trust (c)299 302 
 Jade 1 (d)280 271 
 Jade 2 (d)280 271 
 Jade 3 (d)280 271 
 Jade 4 (d)280 271 

(a)Represents a special purpose vehicle that holds investments in numerous limited partnership investments whose underlying investments are further diversified by holding interest in multiple individual investments and industries.
(b)Represents special purpose vehicles that hold an underlying minority ownership interest in a single operating liquified natural gas export facility.
(c)Represents special purpose vehicles that hold investments backed by the interest paid on loans for residencies.
(d)Represents special purpose vehicles that hold numerous underlying corporate loans across various industries.
v3.23.1
Derivative Financial Instruments (Tables)
3 Months Ended
Mar. 31, 2023
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Carrying Amount of Derivative Instruments
The carrying amounts of derivative instruments, including derivative instruments embedded in FIA and IUL contracts, and reinsurance is as follows (in millions):
March 31, 2023December 31, 2022
Assets:
Derivative investments:
Call options$432 $244 
Other long-term investments:
Other embedded derivatives25 23 
Prepaid expenses and other assets:
Reinsurance related embedded derivatives260 279 
$717 $546 
Liabilities:
Contractholder funds:
FIA/ IUL embedded derivatives$3,569 $3,115 
$3,569 $3,115 
Change in Fair Value of Derivative Instruments
The change in fair value of derivative instruments in the accompanying unaudited Condensed Consolidated Statements of Operations is as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Recognized gains and (losses), net
Net investment gains (losses):
Call options$55 $(314)
Futures contracts
Foreign currency forwards(1)
Other derivatives and embedded derivatives(3)
Reinsurance related embedded derivatives (19)122 
Total net investment gains (losses)
$41 $(189)
Benefits and other changes in policy reserves:
FIA/ IUL embedded derivatives (decrease) increase$454 $(488)
Schedule Of Exposure To Credit Loss On Call Options
Information regarding our exposure to credit loss on the call options we hold is presented in the following table (in millions):
March 31, 2023
CounterpartyCredit Rating (Fitch/Moody's/S&P) (a)Notional AmountFair ValueCollateralNet Credit Risk
Merrill Lynch AA/*/A+ $3,834 $44 $— $44 
Morgan Stanley */Aa3/A+ 2,038 22 24 — 
Barclay's Bank A+/A1/A 5,939 106 95 11 
Canadian Imperial Bank of Commerce AA/Aa2/A+ 6,006 129 113 16 
Wells Fargo A+/A1/BBB+ 1,270 31 29 
Goldman Sachs A/A2/BBB+ 1,178 16 14 
Credit Suisse BBB+/A3/A- 672 — 
Truist A+/A2/A 2,204 60 54 
Citibank A+/Aa3/A+ 1,207 17 15 
Total
$24,348 $432 $351 $83 
December 31, 2022
CounterpartyCredit Rating (Fitch/Moody's/S&P) (a)Notional AmountFair ValueCollateralNet Credit Risk
Merrill Lynch AA/*/A+ $3,563 $23 $— $23 
Morgan Stanley */Aa3/A+ 1,699 14 19 — 
Barclay's Bank A+/A1/A 6,049 65 59 
Canadian Imperial Bank of Commerce AA/Aa2/A+ 5,169 68 64 
Wells Fargo A+/A1/BBB+ 1,361 17 17 — 
Goldman Sachs A/A2/BBB+ 1,133 10 — 
Credit Suisse BBB+/A3/A- 1,039 — 
Truist A+/A2/A 2,489 35 36 — 
Citibank A+/Aa3/A+ 795 — 
Total$23,297 $244 $219 $33 
(a)An * represents credit ratings that were not available.
v3.23.1
Notes Payable (Tables)
3 Months Ended
Mar. 31, 2023
Debt Disclosure [Abstract]  
Components of Notes Payable
The carrying amounts of notes payable are summarized as follows (in millions):
March 31, 2023December 31, 2022
Revolving Credit Facility - Short-term$511 $547 
7.40% F&G Notes
494 — 
5.50% F&G Notes
567 567 
$1,572 $1,114 
Schedule of Gross Principal Maturities of Notes Payable
Gross principal maturities of notes payable at March 31, 2023 are as follows (in millions):
2023$515 
2024— 
2025550 
2026— 
2027— 
Thereafter500 
$1,565 
v3.23.1
Commitments and Contingencies (Tables)
3 Months Ended
Mar. 31, 2023
Commitments and Contingencies Disclosure [Abstract]  
Summary of Unfunded Commitments A summary of unfunded commitments by invested asset class as of March 31, 2023 is included below (in millions):
March 31, 2023
Asset Type
Unconsolidated VIEs:
Limited partnerships$1,710 
Whole loans743 
Fixed maturity securities, ABS212 
Direct Lending1,000 
Other fixed maturity securities, AFS28 
Commercial mortgage loans29 
Other assets142 
Residential mortgage loans
Committed amounts included in liabilities
Total
$3,866 
v3.23.1
Supplemental Cash Flow Information (Tables)
3 Months Ended
Mar. 31, 2023
Supplemental Cash Flow Elements [Abstract]  
Schedule of Supplemental Cash Flow Information
The following supplemental cash flow information is provided with respect to certain cash payment and non-cash investing and financing activities.
 Three months ended March 31,
20232022
Cash paid for:
Interest$$— 
Deferred sales inducements29 16 
Non-cash investing and financing activities:
Change in proceeds of sales of investments available for sale receivable in period22 81 
Change in purchases of investments available for sale payable in period79 204 
v3.23.1
Intangibles (Tables)
3 Months Ended
Mar. 31, 2023
Goodwill and Intangible Assets Disclosure [Abstract]  
Schedule of Finite-Lived Intangible Assets
The following table reconciles to Other intangible assets, net, on the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
VOBA$1,572 $1,615 
DAC1,676 1,411 
DSI225 200 
Value of distribution asset97 100 
Computer software65 61 
Definite lived trademarks, tradenames, and other21 22 
Indefinite lived tradenames and other21 20 
Total Other intangible assets, net$3,677 $3,429 
Schedule of Indefinite-Lived Intangible Assets
The following table reconciles to Other intangible assets, net, on the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
VOBA$1,572 $1,615 
DAC1,676 1,411 
DSI225 200 
Value of distribution asset97 100 
Computer software65 61 
Definite lived trademarks, tradenames, and other21 22 
Indefinite lived tradenames and other21 20 
Total Other intangible assets, net$3,677 $3,429 
Rollforward of Value of Business Acquired
The following tables roll forward VOBA by product for the three months ended March 31, 2023 and March 31, 2022 (in millions):
FIAFixed Rate AnnuitiesImmediate AnnuitiesUniversal LifeTraditional LifeTotal
Balance at January 1, 2023
$1,166 $32 $201 $143 $73 $1,615 
Amortization(36)(1)(3)(2)(1)(43)
Balance at March 31, 2023
$1,130 $31 $198 $141 $72 $1,572 
FIAFixed Rate AnnuitiesImmediate AnnuitiesUniversal LifeTraditional LifeTotal
Balance at January 1, 2022
$1,314 $39 $212 $153 $25 $1,743 
Amortization(38)(2)(3)(3)(1)(47)
Shadow Premium Deficiency Testing (“PDT”)— — — — 53 53 
Balance at March 31, 2022
$1,276 $37 $209 $150 $77 $1,749 
Schedule of Reconciliation of VOBA to the Condensed Consolidated Balance Sheets
The following table presents a reconciliation of VOBA to the table above which is reconciled to the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
FIA$1,130 $1,166 
Fixed Rate Annuities31 32 
Immediate Annuities198 201 
Universal Life141 143 
Traditional Life72 73 
Total$1,572 $1,615 
Rollforward of Deferred Policy Acquisition Costs
The following tables roll forward DAC for the three months ended March 31, 2023 and March 31, 2022 (in millions):
FIAFixed Rate AnnuitiesUniversal LifeTotal (a)
Balance at January 1, 2023
$971 $83 $348 $1,402 
Capitalization113 52 56 221 
Amortization(22)(5)(8)(35)
Reinsurance related adjustments— 79 — 79 
Balance at March 31, 2023
$1,062 $209 $396 $1,667 
FIAFixed Rate AnnuitiesUniversal LifeTotal (a)
Balance at January 1, 2022
$564 $38 $173 $775 
Capitalization98 47 153 
Amortization(13)(2)(4)(19)
Balance at March 31, 2022
$649 $44 $216 $909 
(a) Excludes insignificant amounts of DAC related to Funding Agreement Backed Note (“FABN”)
Schedule Of Reconciliation Of Deferred Policy Acquisition Cost To Statement Of Financial Position
The following table presents a reconciliation of DAC to the table above which is reconciled to the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
FIA$1,062 $971 
Fixed Rate Annuities209 83 
Universal Life396 348 
Funding Agreements
Total$1,676 $1,411 
Rollforward of Deferred Sale Inducement Cost
The following tables roll forward DSI for the three months ended March 31, 2023 and March 31, 2022 (in millions):
FIATotal
Balance at January 1, 2023
$200 $200 
Capitalization29 29 
Amortization(4)(4)
Balance at March 31, 2023
$225 $225 
FIATotal
Balance at January 1, 2022
$127 $127 
Capitalization16 16 
Amortization(3)(3)
Balance at March 31, 2022
$140 $140 
Schedule Of Reconciliation Of DSI Cost To Condensed Consolidated Balance Sheets
The following table presents a reconciliation of DSI to the table above which is reconciled to the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
FIA$225 $200 
Total$225 $200 
Estimated Amortization Expense for VOBA in Future Fiscal Periods
For the in-force liabilities as of March 31, 2023, the estimated amortization expense for VOBA in future fiscal periods is as follows (in millions):
Estimated Amortization Expense
Fiscal Year
2023$122 
2024151 
2025139 
2026128 
2027117 
Thereafter915 
v3.23.1
Reinsurance (Tables)
3 Months Ended
Mar. 31, 2023
Insurance [Abstract]  
Schedule Of Effect Of Reinsurance On Premiums Earned And Benefits Incurred And Reserve Changes Table
The effects of reinsurance on net premiums earned and net benefits incurred (benefits paid and reserve changes) for the three months ended March 31, 2023 and March 31, 2022 were as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Net Premiums EarnedNet Benefits IncurredNet Premiums EarnedNet Benefits Incurred
Direct$301 $872 $567 $505 
Ceded(26)(60)(32)(302)
Net$275 $812 $535 $203 
Reinsurance Recoverable, Allowance for Credit Loss The expected credit loss reserves were as follows (in millions):
Three months ended
March 31, 2023March 31, 2022
Balance at Beginning of Period$(10)$(20)
Changes in the expected credit loss reserve— 
Balance at End of Period$(9)$(20)
v3.23.1
Future Policy Benefits (Tables)
3 Months Ended
Mar. 31, 2023
Insurance [Abstract]  
Summary Balances and Changes in the Present Value of Expected Net Premiums and Present Value
The following table summarizes balances and changes in the present value of expected net premiums and the present value of the expected FPB for nonparticipating traditional contracts (in millions):
March 31, 2023December 31, 2022December 31, 2021
Expected net premiums
Balance, beginning of year$797 $1,020 $1,152 
Beginning balance of original discount rate974 1,045 1,131 
     Effect of actual variances from expected experience33 25 
Balance adjusted for variances from expectation977 1,078 1,156 
     Interest accrual20 22 
     Net premiums collected(30)(124)(133)
Ending Balance at original discount rate952 974 1,045 
     Effect of changes in discount rate assumptions(158)(177)(25)
Balance, end of year$794 $797 $1,020 
Expected FPB
Balance, beginning of year$2,151 $2,772 $3,105 
Beginning balance of original discount rate2,665 2,806 2,995 
     Effect of actual variances from expected experience(7)13 (14)
Balance adjusted for variances from expectation2,658 $2,819 $2,981 
     Interest accrual14 59 62 
     Benefits payments(48)(213)(237)
Ending Balance at original discount rate2,624 $2,665 $2,806 
     Effect of changes in discount rate assumptions(448)(514)(34)
Balance, end of year$2,176 $2,151 $2,772 
Net liability for future policy benefits$1,382 $1,354 $1,752 
Less: Reinsurance recoverable510 515 670 
Net liability for future policy benefits, after reinsurance recoverable$872 $839 $1,082 
Weighted-average duration of liability for future policyholder benefits (years)7.537.588.54
The following tables summarize balances and changes in the present value of the expected FPB for limited-payment contracts (in millions):
March 31, 2023
Immediate annuitiesPRT
Balance, beginning of year$1,429 $2,165 
Beginning balance of original discount rate1,858 2,475 
     Effect of changes in cash flow assumptions— (1)
     Effect of actual variances from expected experience(7)(3)
Balance adjusted for variances from expectation1,851 2,471 
     Issuances268 
     Interest accrual16 23 
     Benefits payments(31)(55)
Ending Balance at original discount rate1,841 2,707 
     Effect of changes in discount rate assumptions(389)(251)
Balance, end of year$1,452 $2,456 
Net liability for future policy benefits$1,452 $2,456 
Less: Reinsurance recoverable204 — 
Net liability for future policy benefits, after reinsurance recoverable$1,248 $2,456 
Weighted-average duration of liability for future policyholder benefits (years)12.188.07
December 31, 2022
Immediate annuitiesPRT
Balance, beginning of year$1,954 $1,148 
Beginning balance of original discount rate1,935 1,151 
     Effect of changes in cash flow assumptions— (20)
     Effect of actual variances from expected experience(26)
Balance adjusted for variances from expectation$1,909 $1,133 
     Issuances26 1,418 
     Interest accrual60 50 
     Benefits payments(137)(126)
Ending Balance at original discount rate$1,858 $2,475 
     Effect of changes in discount rate assumptions(429)(310)
Balance, end of year$1,429 $2,165 
Net liability for future policy benefits$1,429 $2,165 
Less: Reinsurance recoverable218 — 
Net liability for future policy benefits, after reinsurance recoverable$1,211 $2,165 
Weighted-average duration of liability for future policyholder benefits (years)11.768.09
December 31, 2021
Immediate annuitiesPRT
Balance, beginning of year$2,153 $— 
Beginning balance of original discount rate2,040 — 
     Effect of actual variances from expected experience(47)— 
Balance adjusted for variances from expectation$1,993 $— 
     Issuances18 1,155 
     Interest accrual60 
     Benefits payments(136)(6)
Ending Balance at original discount rate$1,935 $1,151 
     Effect of changes in discount rate assumptions19 (3)
Balance, end of year$1,954 $1,148 
Net liability for future policy benefits$1,954 $1,148 
Less: Reinsurance recoverable293 — 
Net liability for future policy benefits, after reinsurance recoverable$1,661 $1,148 
Weighted-average duration of liability for future policyholder benefits (years)13.618.75
Summary of Changes in Liability for Deferred Profit Liability
The following tables summarize balances and changes in the liability for DPL for limited-payment contracts (in millions):
March 31, 2023December 31, 2022December 31, 2021
Immediate annuitiesPRTImmediate annuitiesPRTImmediate annuitiesPRT
Balance, beginning of year$69 $$57 $$22 $— 
Effect of modeling changes— — — — — 
Effect of changes in cash flow assumptions— — — (2)— — 
Effect of actual variances from expected experience— 16 — 39 — 
Balance adjusted for variances from expectation77 73 61 — 
     Issuances— — $— $
     Interest accrual— — — 
     Amortization(2)— (7)(1)(6)— 
Balance, end of year$77 $$69 $$57 $
Schedule Of Reconciliation Of Future Policy Benefits To Statement Of Financial Position
The following table reconciles the net FPB to the FPB in the Condensed Consolidated Balance Sheets (in millions). The DPL for Immediate Annuities and PRT is presented together with the FPB in the Condensed Consolidated Balance Sheets and has been included as a reconciling item in the table below:
March 31, 2023December 31, 2022December 31, 2021
Traditional Life$1,382 $1,354 $1,752 
Immediate annuities 1,452 1,429 1,954 
PRT2,456 2,165 1,148 
Immediate annuities DPL77 69 57 
PRT DPL
Total$5,371 $5,021 $4,918 
Schedule Of Liability For Future Policy Benefit Expected Future Policy Benefit Undiscounted Before Reinsurance
The following table provides the amount of undiscounted and discounted expected gross premiums and expected future benefits and expenses for nonparticipating traditional and limited-payment contracts (in millions):
UndiscountedDiscounted
March 31, 2023March 31, 2022March 31, 2023March 31, 2022
Traditional Life
Expected future benefit payments$3,073 $3,265 $2,155 $2,734 
Expected future gross premiums1,142 1,289 839 1,129 
Immediate annuities
Expected future benefit payments$3,402 $3,545 $1,452 $1,923 
Expected future gross premiums— — — — 
PRT
Expected future benefit payments$3,916 $2,289 $2,708 $1,665 
Expected future gross premiums— — — — 
Revenue from External Customers by Products and Services
The following table summarizes the amount of revenue and interest related to nonparticipating traditional and limited-payment contracts recognized in the unaudited Condensed Consolidated Statements of Operations (in millions):
Gross Premiums (a)Interest Expense (b)
March 31, 2023March 31, 2022March 31, 2023March 31, 2022
Traditional Life$32 $36 $$10 
Immediate annuities16 15 
PRT263 525 23 
Total$301 $568 $48 $32 
(a) Included in Life insurance premiums and other fees on the unaudited Condensed Consolidated Statements of Operations.
(b Included in Benefits and other changes in policy reserves (Remeasurement gains (losses) (a)) on the unaudited Condensed Consolidated Statements of Operations.
Schedule Of Liability For Future Policy Benefit, Weighted Average Discount Rates
The following table presents the weighted-average interest rate:
March 31, 2023December 31, 2022December 31, 2021
Traditional Life
Interest accretion rate2.33 %2.32 %2.29 %
Current discount rate4.96 %5.37 %2.41 %
Immediate annuities
Interest accretion rate3.11 %3.07 %3.04 %
Current discount rate5.02 %5.21 %3.07 %
PRT
Interest accretion rate3.82 %3.20 %1.20 %
Current discount rate5.08 %5.40 %2.79 %
Schedule Of Liability for Future Policy Benefit, Mortality And Lapse, Actual And Expected Experience
The following tables summarize the actual experience and expected experience for mortality and lapses of the FPB:
March 31, 2023
Traditional LifeImmediate annuities PRT
Mortality
Actual experience1.4 %3.2 %2.7 %
Expected experience1.4 %1.7 %2.1 %
Lapses
Actual experience0.1 %— %— %
Expected experience0.2 %— %— %
December 31, 2022
Traditional LifeImmediate annuities PRT
Mortality
Actual experience1.5 %3.0 %1.9 %
Expected experience1.3 %1.9 %2.5 %
Lapses
Actual experience— %— %— %
Expected experience0.3 %— %— %
December 31, 2021
Traditional LifeImmediate annuities PRT
Mortality
Actual experience1.7 %4.2 %— %
Expected experience1.3 %2.0 %— %
Lapses
Actual experience0.1 %— %— %
Expected experience0.3 %— %— %
Liability For Future Policy Benefits, Additional Information
The following table provides additional information for periods in which a cohort has an NPR > 100% (and therefore capped at 100%) (dollars in millions):
March 31, 2023December 31, 2022
Cohort XDescriptionCohort XDescription
Net Premium Ratio before capping101 %Term with ROP Non-NY Cohort100 %Term with ROP Non-NY Cohort
Reserves before NP Ratio capping$1,208 Term with ROP Non-NY Cohort$1,172 Term with ROP Non-NY Cohort
Reserves after NP Ratio capping$1,211 Term with ROP Non-NY Cohort$1,173 Term with ROP Non-NY Cohort
Loss Expense$Term with ROP Non-NY Cohort— Term with ROP Non-NY Cohort
v3.23.1
Contractholder Funds (Tables)
3 Months Ended
Mar. 31, 2023
Accounting Standards Update 2018-12 [Abstract]  
Summary of Balances and Changes in Contractholder Funds
The following tables summarize balances of and changes in contractholder funds’ account balances (in millions):
March 31, 2023
FIAFixed rate annuitiesUniversal LifeFABN (b)FHLB (b)
Balance, beginning of year$24,766 $9,358 $2,112 $2,613 $1,982 
     Issuances1,186 1,522 49 — 256 
     Premiums received25 87 — — 
     Policy charges (a)(42)— (60)— — 
     Surrenders and withdrawals(403)(257)(21)— — 
     Benefit payments(121)(59)(10)(15)(110)
     Interest credited21 81 13 11 
     Other23 (1)— — — 
Balance, end of year$25,455 $10,645 $2,162 $2,611 $2,139 
Embedded derivative adjustment (c)(12)— 45 — — 
Gross Liability, end of period$25,443 $10,645 $2,207 $2,611 $2,139 
Less: Reinsurance(17)(4,691)(933)— — 
Net Liability, after Reinsurance$25,426 $5,954 $1,274 $2,611 $2,139 
Weighted-average crediting rate0.33 %— %1.00 %N/AN/A
Net amount at risk (d)N/AN/A49,426 N/AN/A
Cash surrender value23,726 9,929 1,724 N/AN/A
(a) Contracts included in the contractholder funds are generally charged a premium and/or monthly assessments on the basis of the account balance.
(b) FABN and FHLB are considered funding agreements that are investment contracts which follow the interest method of accounting, and therefore are not subject to ASU 2018-12 disclosure requirements. However, the Company has elected to present the liability for these agreements within the disaggregated roll forward as we believe it will provide meaningful information for users of the financials.
(c) The embedded derivative adjustment reconciles the account balance to the gross GAAP liability and represents the combination of the host contract and the fair value of the embedded derivatives.
(d) For those guarantees of benefits that are payable in the event of death, the net amount at risk is generally defined as the current guaranteed minimum death benefit in excess of the current account balance at the balance sheet date.
December 31, 2022
FIAFixed rate annuitiesUniversal LifeFABN (b)FHLB (b)
Balance, beginning of year21,997 6,367 1,907 1,904 1,543 
     Issuances4,462 3,758 167 700 1,192 
     Premiums received106 295 — — 
     Policy charges (a)(166)(1)(209)— — 
     Surrenders and withdrawals(1,322)(797)(74)— — 
     Benefit payments(485)(192)(22)(35)(789)
     Interest credited198 220 48 45 36 
     Other(24)— — (1)— 
Balance, end of year$24,766 $9,358 $2,112 $2,613 $1,982 
Embedded derivative adjustment (c)(343)— 15 — — 
Gross Liability, end of period$24,423 $9,358 $2,127 $2,613 $1,982 
Less: Reinsurance(17)(3,723)(947)— — 
Net Liability, after Reinsurance$24,406 $5,635 $1,180 $2,613 $1,982 
Weighted-average crediting rate0.85 %— 2.39 %N/AN/A
Net amount at risk (d)N/AN/A53,348 N/AN/A
Cash surrender value188 5,992 1,698 N/AN/A
(a) Contracts included in the contractholder funds are generally charged a premium and/or monthly assessments on the basis of the account balance.
(b) FABN and FHLB are considered funding agreements that are investment contracts which follow the interest method of accounting, and therefore are not subject to ASU 2018-12 disclosure requirements. However, the Company has elected to present the liability for these agreements within the disaggregated roll forward as we believe it will provide meaningful information for users of the financials.
(c) The embedded derivative adjustment reconciles the account balance to the gross GAAP liability and represents the combination of the host contract and the fair value of the embedded derivatives.
(d) For those guarantees of benefits that are payable in the event of death, the net amount at risk is generally defined as the current guaranteed minimum death benefit in excess of the current account balance at the balance sheet date.
December 31, 2021
FIAFixed rate annuitiesUniversal LifeFABN (b)FHLB (b)
Balance, beginning of year$18,703 $5,142 $1,696 $— $1,203 
     Issuances4,400 1,743 114 1,899 759 
     Premiums received103 233 — — 
     Policy charges (a)(148)(1)(167)— — 
     Surrenders and withdrawals(1,303)(543)(68)— — 
     Benefit payments(440)(145)(19)(7)(447)
     Interest credited686 167 118 12 30 
     Other(4)— — (2)
Balance, end of year$21,997 $6,367 $1,907 $1,904 $1,543 
Embedded derivative adjustment (c)603 — 74 — — 
Gross Liability, end of period$22,600 $6,367 $1,981 $1,904 $1,543 
Less: Reinsurance(17)(1,692)(984)— — 
Net Liability, after Reinsurance$22,583 $4,675 $997 $1,904 $1,543 
Weighted-average crediting rate3.43 %— 6.77 %N/AN/A
Net amount at risk (d)N/AN/A41,326 N/AN/A
Cash surrender value20,455 5,992 1,572 N/AN/A
(a) Contracts included in the contractholder funds are generally charged a premium and/or monthly assessments on the basis of the account balance.
(b) FABN and FHLB are considered funding agreements that are investment contracts which follow the interest method of accounting, and therefore are not subject to ASU 2018-12 disclosure requirements. However, the Company has elected to present the liability for these agreements within the disaggregated roll forward as we believe it will provide meaningful information for users of the financials.
(c) The embedded derivative adjustment reconciles the account balance to the gross GAAP liability and represents the combination of the host contract and the fair value of the embedded derivatives.
(d) For those guarantees of benefits that are payable in the event of death, the net amount at risk is generally defined as the current guaranteed minimum death benefit in excess of the current account balance at the balance sheet date.
Schedule Of Reconciliation Of Policyholder Account Balances To Statement Of Financial Position
The following table reconciles contractholder funds’ account balances to the contractholder funds liability in the Condensed Consolidated Balance Sheet (in millions):
March 31, 2023December 31, 2022December 31, 2021
FIA$25,443 $24,423 $22,600 
Fixed rate annuities10,645 9,358 6,367 
Immediate annuities326 332 352 
Universal life2,207 2,127 1,981 
Traditional life
Funding Agreement-FABN2,611 2,613 1,904 
FHLB2,139 1,982 1,543 
PRT
Total$43,379 $40,843 $34,753 
Policyholder Account Balance, Guaranteed Minimum Crediting Rate
The following tables present the account values by range of guaranteed minimum crediting rates and the related range of difference, in basis points, between rates being credited to policyholders and the respective guaranteed minimums (in millions):
March 31, 2023
At Guaranteed Minimum
 1 Basis Point-50 Basis Points Above
51 Basis Points-150 Basis Points Above
 Greater Than 150 Basis Points Above
 Total
FIA
0.00%-1.50%$23,348 $806 $406 $370 $24,930 
1.51%-2.50%149 — — 150 
Greater than 2.50%373 — — 375 
Total$23,870 $806 $409 $370 $25,455 
Fixed Rate Annuities
0.00%-1.50%$12 $31 $1,867 $7,522 $9,432 
1.51%-2.50%13 28 187 236 
Greater than 2.50%962 977 
Total$982 $47 $1,899 $7,717 $10,645 
Universal Life
0.00%-1.50%$1,752 $$— $18 $1,774 
1.51%-2.50%— — — — — 
Greater than 2.50%344 43 — 388 
Total$2,096 $47 $$18 $2,162 
December 31, 2022
At Guaranteed Minimum
 1 Basis Point-50 Basis Points Above
51 Basis Points-150 Basis Points Above
 Greater Than 150 Basis Points Above
 Total
FIA
0.00%-1.50%$22,848 $801 $410 $151 $24,210 
1.51%-2.50%162 — — 163 
Greater than 2.50%390 — — 393 
Total$23,400 $801 $414 $151 $24,766 
Fixed Rate Annuities
0.00%-1.50%$10 $32 $1,871 $6,379 $8,292 
1.51%-2.50%14 30 54 
Greater than 2.50%997 1,012 
Total$1,016 $50 $1,905 $6,387 $9,358 
Universal Life
0.00%-1.50%$1,701 $$— $17 $1,721 
1.51%-2.50%— — — — — 
Greater than 2.50%346 44 — 391 
Total$2,047 $47 $$17 $2,112 
December 31, 2021
At Guaranteed Minimum
 1 Basis Point-50 Basis Points Above
51 Basis Points-150 Basis Points Above
 Greater Than 150 Basis Points Above
 Total
FIA
0.00%-1.50%$20,162 $803 $388 $— $21,353 
1.51%-2.50%171 11 25 — 207 
Greater than 2.50%431 — 437 
Total$20,764 $817 $416 $— $21,997 
Fixed Rate Annuities
0.00%-1.50%$$28 $1,928 $3,219 $5,177 
1.51%-2.50%15 37 62 
Greater than 2.50%954 142 25 1,128 
Total$965 $185 $1,990 $3,227 $6,367 
Universal Life
0.00%-1.50%$1,486 $$— $13 $1,501 
1.51%-2.50%— — — — — 
Greater than 2.50%359 46 — 406 
Total$1,845 $48 $$13 $1,907 
v3.23.1
Market Risk Benefits (Tables)
3 Months Ended
Mar. 31, 2023
Accounting Standards Update 2018-12 [Abstract]  
Balances and Changes in Market Risk Benefit
The following table presents the balances of and changes in MRBs associated with FIAs and fixed rate annuities for the three months ended March 31, 2023 and the years ended December 31, 2022 and December 31, 2021 (in millions):

March 31, 2023December 31, 2022December 31, 2021
FIAFixed rate annuitiesFIAFixed rate annuitiesFIAFixed rate annuities
Balance, beginning of period$164 $$426 $$478 $
Balance, beginning of period, before effect of changes in the instrument-specific credit risk$104 $$280 $$320 $
Issuances and benefit payments(4)— (21)— (9)— 
Attributed fees collected and interest accrual30 — 107 99 
Actual policyholder behavior different from expected — 43 — (22)— 
Changes in assumptions and other— (76)— — — 
Effects of market related movements26 — (231)(1)(108)— 
Balance, end of period, before effect of changes in the instrument-specific credit risk$164 $$102 $$280 $
Effect of changes in the instrument-specific credit risk53 — 62 — 146 — 
Balance, end of period$217 $$164 $$426 $
Weighted-average attained age of policyholders weighted by total AV (years)68.4972.6468.5972.8868.9573.10
Weighted-average attained age of policyholders weighted by Unlocked MRB (years)78.3377.7380.8477.5668.7773.72
Net amount at risk$1,031 $$952 $$1,304 $

The following table reconciles MRBs by amounts in an asset position and amounts in a liability position to the MRB amounts in the Condensed Consolidated Balance Sheets (in millions):
March 31, 2023December 31, 2022December 31, 2021
AssetLiabilityNetAssetLiabilityNetAssetLiabilityNet
FIA$106 $323 $217 $117 $281 $164 $41 $467 $426 
Fixed rate annuities— — — 
Total$106 $324 $218 $117 $282 $165 $41 $469 $428 
v3.23.1
Accounts Payable and Accrued Liabilities (Tables)
3 Months Ended
Mar. 31, 2023
Payables and Accruals [Abstract]  
Schedule of Accounts Payable and Accrued Liabilities The following table presents a reconciliation of Accounts payable and accrued liabilities to the Condensed Consolidated Balance Sheets as of March 31, 2023 and December 31, 2022 (in millions):
March 31, 2023December 31, 2022
Salaries and incentives$38 $72 
Accrued benefits56 58 
URL190 166 
Trade accounts payable132 114 
Accrued premium taxes
Liability for policy and contract claims109 109 
Retained asset account105 117 
Remittances and items not allocated278 225 
Option collateral liabilities290 178 
Lease liability13 13 
Other accrued liabilities239 203 
Accounts payable and other accrued liabilities
$1,453 $1,260 
v3.23.1
Transition (Tables)
3 Months Ended
Mar. 31, 2023
Accounting Changes and Error Corrections [Abstract]  
Summary of Changes in FPB, VOBA, DAC, DSI, URL and MRB
The following table summarizes the balance of and changes in the FPB on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
Immediate annuitiesTraditional LifeTotal (3)
Balance, December 31, 2020$1,861 $2,144 $4,005 
     Cumulative effect of retrospective adoption (1)201 (279)(78)
     Effect of remeasurement of liability at current discount rate (2)113 88 201 
Balance, January 1, 2021$2,175 $1,953 $4,128 
Less: Reinsurance Recoverable322 793 1,115 
Balance, January 1, 2021, net of reinsurance$1,853 $1,160 $3,013 
(1) Adjustments for the cumulative effect of adoption of the new measurement guidance under the full retrospective method for contract issue years from the FNF Acquisition Date through December 31, 2020, net of the effects of any change in the DPL.
(2) The remeasurement of the liability at the current discount rate is reflected as an adjustment to opening AOCI upon the adoption of ASU 2018-12.
(3) PRT was not written as of the transition date, January 1, 2021, and as a result is not presented in the transition adjustment roll forward.
The following table summarizes the balance of and changes in VOBA on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
FIAFixed rate annuitiesImmediate annuitiesUniversal LifeTraditional LifeTotal
Balance, December 31, 2020$1,208 $15 $86 $139 $18 $1,466 
Adjustment for reversal of AOCI adjustments (1)208 24 — 29 22 283 
Cumulative effect of retrospective adoption (2)(14)(5)(9)(1)(22)
Transition opening balance adjustment (3)69 144 43 263 
Balance, January 1, 2021$1,471 $48 $225 $164 $82 $1,990 
(1) Prior period "shadow" adjustments in AOCI have been reversed upon the adoption of ASU 2018-12 from opening AOCI.
(2) Adjustments for the cumulative effect of adoption of the simplified amortization methodology under the full retrospective method for contract issue years from the FNF acquisition date through December 31, 2020
(3) Adjustments for the change in VOBA due to the full retrospective adjustment of carrying amounts of acquired contracts as of the FNF Acquisition Date due to the adoption of ASU 2018-12.
The following table summarizes the balance of and changes in DAC on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
FIAFixed rate annuitiesUniversal LifeTotal
Balance, December 31, 2020$167 $14 $41 $222 
     Adjustment for reversal of AOCI adjustments (1)15 25 
     Cumulative effect of retrospective adoption (2)(1)— (1)(2)
Balance, January 1, 2021$181 $16 $48 $245 
(1) Prior period "shadow" adjustments in AOCI have been reversed upon the adoption of ASU 2018-12 from opening AOCI.
(2) Adjustments for the cumulative effect of adoption of the simplified amortization methodology under the full retrospective method for contract issue years from the FNF Acquisition Date through December 31, 2020
The following table summarizes the balance of and changes in DSI on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
FIATotal
Balance, December 31, 2020$36 $36 
     Adjustment for reversal of AOCI adjustments (1)
     Cumulative effect of retrospective adoption (2)
Balance, January 1, 2021$45 $45 
(1) Prior period "shadow" adjustments in AOCI have been reversed upon the adoption of ASU 2018-12 from opening AOCI.
(2) Adjustments for the cumulative effect of adoption of the simplified amortization methodology under the full retrospective method for contract issue years from the FNF Acquisition Date through December 31, 2020
The following table summarizes the balance of and changes in URL on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
Universal LifeTotal
Balance, December 31, 2020$$
     Adjustment for reversal of AOCI adjustments (1)25 25 
     Cumulative effect of retrospective adoption (2)
Balance, January 1, 2021$29 $29 
(1) Prior period "shadow" adjustments in AOCI have been reversed upon the adoption of ASU 2018-12 from opening AOCI.
(2) Adjustments for the cumulative effect of adoption of the simplified amortization methodology under the full retrospective method for contract issue years from the FNF Acquisition Date through December 31, 2020
The following table summarizes the balance of and changes in the asset and liability position of MRBs on January 1, 2021 due to adoption of ASU 2018-12 (in millions):
FIAFixed rate annuitiesTotal
Balance, December 31, 2020 - Carrying amount of MRBs under prior guidance (1) $531 $— $531 
     Adjustment for reversal of AOCI adjustments (2)(116)— (116)
Cumulative effect of the changes in the instrument-specific credit risk between the original contract issuance date and the transition date (3)159 — 159 
Remaining cumulative difference (exclusive of the instrument specific credit risk change) between June 1, 2020 carrying amount and fair value measurement for the MRBs (4)(96)(95)
Balance, January 1, 2021 - Market risk benefits at fair value$478 $$479 
Less: Reinsurance Recoverable— — — 
Balance, January 1, 2021, net of reinsurance$478 $$479 
(1) The pre-adoption balance as of December 31, 2020 balance for MRBs represents the contract features that meet the definition of an MRB under ASU 2018-12 and the related carrying amount of those features prior to the ASU. Those contract features were previously accounted for at fair value as a derivative or embedded derivative under ASC 815 or as an additional liability for annuitization benefits or death or other insurance benefits under ASC 944.
(2) Prior period "shadow" adjustments in AOCI have been reversed upon the adoption of ASU 2018-12 from opening AOCI.
(3) The cumulative effective of the change in instrument-specific credit risk between the FNF Acquisition Date or, if later, the original contract issuance date and the transition date to ASU 2018-12, which is recorded as an adjustment to opening AOCI.
(4) The cumulative difference (exclusive of instrument-specific credit risk change) between the pre-adoption carrying amount and the fair value measurement for MRBs is recorded as an adjustment to opening retained earnings.
Effect of Transition Adjustments on Equity
The following table presents the effect of transition adjustments on Equity on January 1, 2021 due to the adoption of ASU 2018-12 (in millions):
January 1, 2021
Retained EarningsAOCI
Contractholder funds$100 $115 
MRB29 (159)
FPB(15)(159)
VOBA(21)233 
DAC(1)
Increase to Equity, gross of tax$92 $35 
Tax impact199
Increase to Equity, net of tax$73 $26 
v3.23.1
Basis of Financial Statements - Description of Business (Details)
3 Months Ended
Mar. 31, 2023
insuranceAgent
Organization, Consolidation and Presentation of Financial Statements [Abstract]  
Number of reporting segments 1
v3.23.1
Basis of Financial Statements - Recent Developments (Details)
$ in Millions
3 Months Ended
Mar. 21, 2023
USD ($)
Feb. 21, 2023
USD ($)
Jan. 30, 2023
insuranceAgent
Jan. 06, 2023
USD ($)
Mar. 31, 2023
USD ($)
Mar. 31, 2022
USD ($)
Jan. 13, 2023
USD ($)
Dec. 31, 2022
USD ($)
Nov. 22, 2022
USD ($)
Debt Instrument [Line Items]                  
Stock repurchase program, period 3 years                
Stock repurchase program, authorized amount $ 25                
Other operating expenses         $ 36 $ 18      
7.40% Senior Notes Due 2028 | Senior Notes                  
Debt Instrument [Line Items]                  
Interest rate, stated percentage         7.40%   7.40%    
Aggregate principal amount             $ 500    
Credit Agreement | Credit Facility | Revolving Credit Facility                  
Debt Instrument [Line Items]                  
Credit facility, maximum borrowing capacity   $ 665             $ 550
Credit facility outstanding         $ 515     $ 550  
Partial repayment of debt       $ 35          
Credit facility, increase in principal amount   $ 115              
Credit facility, remaining borrowing available         150        
Syncis Holdings, LLC                  
Debt Instrument [Line Items]                  
Ownership percentage     49.00%            
Number of insurance agents (approximately) | insuranceAgent     1,200            
Syncis Holdings, LLC | Commission Fees Paid                  
Debt Instrument [Line Items]                  
Other operating expenses         $ 9        
v3.23.1
Basis of Financial Statements - Future Policy Benefits and Market Risk Benefit (Details)
Mar. 31, 2023
Organization, Consolidation and Presentation of Financial Statements [Abstract]  
NPR capped percent 100.00%
MRB, attributed fee ratio capped percent 100.00%
v3.23.1
Basis of Financial Statements - Recent Accounting Pronouncements (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Adjustment to increase opening retained earnings $ 2,485 $ 2,405 $ 3,773 $ 5,034  
Retained Earnings          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Adjustment to increase opening retained earnings $ 1,866 $ 2,061 $ 1,690 $ 1,451  
Cumulative Effect, Period of Adoption, Adjustment | Retained Earnings          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Adjustment to increase opening retained earnings         $ 73
v3.23.1
Fair Value of Financial Instruments - Carrying Amounts of Assets and Liabilities at Estimated Fair Value Measured on a Recurring Basis (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Assets      
Fixed maturity securities available for sale $ 34,197 $ 31,218  
Derivative investments 432 244  
Market risk benefits asset 106 117 $ 41
Total financial assets at fair value 8,205 8,262  
Derivatives:      
Market risk benefits liability 324 282 $ 469
Fair Value      
Assets      
Cash and cash equivalents 1,584 960  
Derivative investments 432 244  
Investments in unconsolidated affiliates 2,562 2,432  
Short term investments 776 1,556  
Market risk benefits asset 106 117  
Total financial assets at fair value 38,307 35,268  
Derivatives:      
Market risk benefits liability 324 282  
Total financial liabilities at fair value   3,397  
Carrying Amount      
Assets      
Cash and cash equivalents 1,584 960  
Derivative investments 432 244  
Investments in unconsolidated affiliates 2,562 2,432  
Short term investments 776 1,556  
Market risk benefits asset 106 117  
Total financial assets at fair value 38,307 35,268  
Derivatives:      
Market risk benefits liability 324 282  
Total financial liabilities at fair value 3,893 3,397  
Level 1      
Assets      
Cash and cash equivalents 1,584 960  
Derivative investments 0 0  
Investments in unconsolidated affiliates 0 0  
Short term investments 745 1,556  
Market risk benefits asset 0 0  
Total financial assets at fair value 2,781 2,943  
Derivatives:      
Market risk benefits liability 0 0  
Total financial liabilities at fair value 0 0  
Level 2      
Assets      
Cash and cash equivalents 0 0  
Derivative investments 432 244  
Investments in unconsolidated affiliates 0 0  
Short term investments 8 0  
Market risk benefits asset 0 0  
Total financial assets at fair value 27,279 24,016  
Derivatives:      
Market risk benefits liability 0 0  
Total financial liabilities at fair value 0 0  
Level 3      
Assets      
Cash and cash equivalents 0 0  
Derivative investments 0 0  
Investments in unconsolidated affiliates 4 5  
Short term investments 23 0  
Market risk benefits asset 106 117  
Total financial assets at fair value 8,205 8,262  
Derivatives:      
Market risk benefits liability 324 282  
Total financial liabilities at fair value 3,893 3,397  
NAV      
Assets      
Investments in unconsolidated affiliates 2,558 2,427  
Total financial assets at fair value 42 47  
Reinsurance related embedded derivative, included in other assets | Fair Value      
Assets      
Derivative investments 260 279  
Reinsurance related embedded derivative, included in other assets | Carrying Amount      
Assets      
Derivative investments 260 279  
Reinsurance related embedded derivative, included in other assets | Level 1      
Assets      
Derivative investments 0 0  
Reinsurance related embedded derivative, included in other assets | Level 2      
Assets      
Derivative investments 260 279  
Reinsurance related embedded derivative, included in other assets | Level 3      
Assets      
Derivative investments 0 0  
FIA/ IUL embedded derivatives | Fair Value      
Derivatives:      
FIA/IUL embedded derivatives, included in contractholder funds   3,115  
FIA/ IUL embedded derivatives | Carrying Amount      
Derivatives:      
FIA/IUL embedded derivatives, included in contractholder funds 3,569 3,115  
FIA/ IUL embedded derivatives | Level 1      
Derivatives:      
FIA/IUL embedded derivatives, included in contractholder funds 0 0  
FIA/ IUL embedded derivatives | Level 2      
Derivatives:      
FIA/IUL embedded derivatives, included in contractholder funds 0 0  
FIA/ IUL embedded derivatives | Level 3      
Derivatives:      
FIA/IUL embedded derivatives, included in contractholder funds 3,569 3,115  
Asset-backed securities      
Assets      
Fixed maturity securities available for sale 11,892 11,467  
Asset-backed securities | Fair Value      
Assets      
Fixed maturity securities available for sale 11,892 11,467  
Asset-backed securities | Carrying Amount      
Assets      
Fixed maturity securities available for sale 11,892 11,467  
Asset-backed securities | Level 1      
Assets      
Fixed maturity securities available for sale 0 0  
Asset-backed securities | Level 2      
Assets      
Fixed maturity securities available for sale 5,592 5,204  
Asset-backed securities | Level 3      
Assets      
Fixed maturity securities available for sale 6,300 6,263  
Commercial mortgage-backed securities      
Assets      
Fixed maturity securities available for sale 3,672 3,036  
Commercial mortgage-backed securities | Fair Value      
Assets      
Fixed maturity securities available for sale 3,672 3,036  
Commercial mortgage-backed securities | Carrying Amount      
Assets      
Fixed maturity securities available for sale 3,672 3,036  
Commercial mortgage-backed securities | Level 1      
Assets      
Fixed maturity securities available for sale 0 0  
Commercial mortgage-backed securities | Level 2      
Assets      
Fixed maturity securities available for sale 3,643 2,999  
Commercial mortgage-backed securities | Level 3      
Assets      
Fixed maturity securities available for sale 29 37  
Corporates      
Assets      
Fixed maturity securities available for sale 14,391 12,899  
Corporates | Fair Value      
Assets      
Fixed maturity securities available for sale 14,391 12,899  
Corporates | Carrying Amount      
Assets      
Fixed maturity securities available for sale 14,391 12,899  
Corporates | Level 1      
Assets      
Fixed maturity securities available for sale 0 0  
Corporates | Level 2      
Assets      
Fixed maturity securities available for sale 12,859 11,472  
Corporates | Level 3      
Assets      
Fixed maturity securities available for sale 1,532 1,427  
Hybrids      
Assets      
Fixed maturity securities available for sale 754 705  
Hybrids | Fair Value      
Assets      
Fixed maturity securities available for sale 754 705  
Hybrids | Carrying Amount      
Assets      
Fixed maturity securities available for sale 754 705  
Hybrids | Level 1      
Assets      
Fixed maturity securities available for sale 97 93  
Hybrids | Level 2      
Assets      
Fixed maturity securities available for sale 657 612  
Hybrids | Level 3      
Assets      
Fixed maturity securities available for sale 0 0  
Municipals | Fair Value      
Assets      
Fixed maturity securities available for sale 1,581 1,410  
Municipals | Carrying Amount      
Assets      
Fixed maturity securities available for sale 1,581 1,410  
Municipals | Level 1      
Assets      
Fixed maturity securities available for sale 0 0  
Municipals | Level 2      
Assets      
Fixed maturity securities available for sale 1,549 1,381  
Municipals | Level 3      
Assets      
Fixed maturity securities available for sale 32 29  
Residential mortgage-backed securities      
Assets      
Fixed maturity securities available for sale 1,664 1,521  
Residential mortgage-backed securities | Fair Value      
Assets      
Fixed maturity securities available for sale 1,664 1,521  
Residential mortgage-backed securities | Carrying Amount      
Assets      
Fixed maturity securities available for sale 1,664 1,521  
Residential mortgage-backed securities | Level 1      
Assets      
Fixed maturity securities available for sale 0 0  
Residential mortgage-backed securities | Level 2      
Assets      
Fixed maturity securities available for sale 1,652 1,219  
Residential mortgage-backed securities | Level 3      
Assets      
Fixed maturity securities available for sale 12 302  
U.S. Government      
Assets      
Fixed maturity securities available for sale 71 32  
U.S. Government | Fair Value      
Assets      
Fixed maturity securities available for sale 71 32  
U.S. Government | Carrying Amount      
Assets      
Fixed maturity securities available for sale 71 32  
U.S. Government | Level 1      
Assets      
Fixed maturity securities available for sale 71 32  
U.S. Government | Level 2      
Assets      
Fixed maturity securities available for sale 0 0  
U.S. Government | Level 3      
Assets      
Fixed maturity securities available for sale 0 0  
Foreign Governments      
Assets      
Fixed maturity securities available for sale 172 148  
Foreign Governments | Fair Value      
Assets      
Fixed maturity securities available for sale 172 148  
Foreign Governments | Carrying Amount      
Assets      
Fixed maturity securities available for sale 172 148  
Foreign Governments | Level 1      
Assets      
Fixed maturity securities available for sale 0 0  
Foreign Governments | Level 2      
Assets      
Fixed maturity securities available for sale 156 132  
Foreign Governments | Level 3      
Assets      
Fixed maturity securities available for sale 16 16  
Preferred securities      
Assets      
Equity and preferred securities 691 722  
Preferred securities | Fair Value      
Assets      
Equity and preferred securities 691 722  
Preferred securities | Carrying Amount      
Assets      
Equity and preferred securities 691 722  
Preferred securities | Level 1      
Assets      
Equity and preferred securities 220 248  
Preferred securities | Level 2      
Assets      
Equity and preferred securities 471 474  
Preferred securities | Level 3      
Assets      
Equity and preferred securities 0 0  
Equity securities | Fair Value      
Assets      
Equity and preferred securities 106 101  
Equity securities | Carrying Amount      
Assets      
Equity and preferred securities 106 101  
Equity securities | Level 1      
Assets      
Equity and preferred securities 64 54  
Equity securities | Level 2      
Assets      
Equity and preferred securities 0 0  
Equity securities | Level 3      
Assets      
Equity and preferred securities 0 0  
Equity securities | NAV      
Assets      
Equity and preferred securities 42 47  
Investment in unconsolidated affiliates | Fair Value      
Assets      
Investments in unconsolidated affiliates 107 23  
Investment in unconsolidated affiliates | Carrying Amount      
Assets      
Investments in unconsolidated affiliates 107 23  
Investment in unconsolidated affiliates | Level 1      
Assets      
Investments in unconsolidated affiliates 0 0  
Investment in unconsolidated affiliates | Level 2      
Assets      
Investments in unconsolidated affiliates 0 0  
Investment in unconsolidated affiliates | Level 3      
Assets      
Investments in unconsolidated affiliates 107 23  
Other long-term investments | Fair Value      
Assets      
Other long-term investments 48 48  
Other long-term investments | Carrying Amount      
Assets      
Other long-term investments 48 48  
Other long-term investments | Level 1      
Assets      
Other long-term investments 0 0  
Other long-term investments | Level 2      
Assets      
Other long-term investments 0 0  
Other long-term investments | Level 3      
Assets      
Other long-term investments $ 48 $ 48  
v3.23.1
Fair Value of Financial Instruments - Narrative (Details)
$ in Millions
Mar. 31, 2023
$ / Contract
Jan. 13, 2023
USD ($)
Jun. 01, 2020
USD ($)
Senior Notes Due 2025      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Aggregate principal amount     $ 550
Interest rate, stated percentage     5.50%
Senior Notes | 7.40% Senior Notes Due 2028      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Aggregate principal amount   $ 500  
Interest rate, stated percentage 7.40% 7.40%  
Credit Linked Note | Income-Approach      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative, strike price | $ / Contract 0    
v3.23.1
Fair Value of Financial Instruments - Quantitative Information Regarding Significant Unobservable Inputs Used for Recurring Level 3 Fair Value Measurements of Financial Instruments (Details)
$ in Millions
Mar. 31, 2023
USD ($)
Dec. 31, 2022
USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 8,205 $ 8,262
Liabilities, fair value 3,893 3,397
Discounted cash flow | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Liabilities, fair value $ 3,569 $ 3,115
Minimum | Discounted cash flow | Market value of option | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0000 0.0000
Minimum | Discounted cash flow | Swap rates | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0348 0.0388
Minimum | Discounted cash flow | Mortality multiplier | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 1.0000 1.0000
Minimum | Discounted cash flow | Surrender rates | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0025 0.0025
Minimum | Discounted cash flow | Partial withdrawals | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0200 0.0200
Minimum | Discounted cash flow | Non-performance spread | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0048  
Minimum | Discounted cash flow | Option cost | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0007 0.0007
Maximum | Discounted cash flow | Market value of option | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.2831 0.2390
Maximum | Discounted cash flow | Swap rates | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0497 0.0473
Maximum | Discounted cash flow | Mortality multiplier | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 1.0000 1.0000
Maximum | Discounted cash flow | Surrender rates | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.7000 0.7000
Maximum | Discounted cash flow | Partial withdrawals | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.3226 0.2941
Maximum | Discounted cash flow | Non-performance spread | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0142  
Maximum | Discounted cash flow | Option cost | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0567 0.0497
Weighted Average | Discounted cash flow | Market value of option | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0154 0.0087
Weighted Average | Discounted cash flow | Swap rates | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0423 0.0431
Weighted Average | Discounted cash flow | Mortality multiplier | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 1.0000 1.0000
Weighted Average | Discounted cash flow | Surrender rates | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0657 0.0657
Weighted Average | Discounted cash flow | Partial withdrawals | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0274 0.0273
Weighted Average | Discounted cash flow | Non-performance spread | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0131  
Weighted Average | Discounted cash flow | Option cost | FIA/ IUL embedded derivatives    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative liability 0.0211 0.0189
Asset-backed securities | Broker-quoted/Market Comparable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 6,019 $ 5,916
Asset-backed securities | Third-Party Valuation    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 281 $ 347
Asset-backed securities | Minimum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.5420 0.5285
Asset-backed securities | Minimum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.3943 0.4143
Asset-backed securities | Maximum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 1.8727 1.1717
Asset-backed securities | Maximum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 1.0260 2.1050
Asset-backed securities | Weighted Average | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9386 0.9418
Asset-backed securities | Weighted Average | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.6283 0.6799
Commercial mortgage-backed securities | Broker-quoted/Market Comparable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 12 $ 20
Commercial mortgage-backed securities | Third-Party Valuation    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 17 $ 17
Commercial mortgage-backed securities | Minimum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9534 1.0902
Commercial mortgage-backed securities | Minimum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.7336 0.7466
Commercial mortgage-backed securities | Maximum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 1.0125 1.0902
Commercial mortgage-backed securities | Maximum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.8860 0.8848
Commercial mortgage-backed securities | Weighted Average | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9934 1.0902
Commercial mortgage-backed securities | Weighted Average | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.8226 0.8274
Corporates | Broker-quoted/Market Comparable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 682 $ 602
Corporates | Third-Party Valuation    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 850 $ 825
Corporates | Minimum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.8024 0.7916
Corporates | Minimum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.0000 0.0000
Corporates | Maximum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 1.0474 1.0253
Corporates | Maximum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 1.0532 1.0496
Corporates | Weighted Average | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9590 0.9416
Corporates | Weighted Average | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9085 0.8969
Municipals | Third-Party Valuation    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 32 $ 29
Municipals | Minimum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 1.0438 0.9395
Municipals | Maximum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 1.0438 0.9395
Municipals | Weighted Average | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 1.0438 0.9395
Residential mortgage-backed securities | Broker-quoted/Market Comparable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 8 $ 302
Residential mortgage-backed securities | Third-Party Valuation    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 4  
Residential mortgage-backed securities | Minimum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.0000 0
Residential mortgage-backed securities | Minimum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9493  
Residential mortgage-backed securities | Maximum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9838 0.9104
Residential mortgage-backed securities | Maximum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9493  
Residential mortgage-backed securities | Weighted Average | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9818 0.8638
Residential mortgage-backed securities | Weighted Average | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9493  
Foreign Governments | Third-Party Valuation    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 16 $ 16
Foreign Governments | Minimum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9920 0.9978
Foreign Governments | Maximum | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9944 1.0229
Foreign Governments | Weighted Average | Third-Party Valuation | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt securities 0.9928 (1.0056)
Investment in unconsolidated affiliates | Broker-quoted/Market Comparable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 107 $ 23
Investment in unconsolidated affiliates | Minimum | EBITDA multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Investment in unconsolidated affiliates 5 5
Investment in unconsolidated affiliates | Maximum | EBITDA multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Investment in unconsolidated affiliates 14 5.5
Investment in unconsolidated affiliates | Weighted Average | EBITDA multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Investment in unconsolidated affiliates 12.1  
Short term investments | Broker-quoted/Market Comparable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 23  
Short term investments | Minimum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Short-term investments 1.0000  
Short term investments | Maximum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Short-term investments 1.0000  
Short term investments | Weighted Average | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Short-term investments 1.0000  
Available-for-sale embedded derivative | Black Scholes model    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 25 $ 23
Available-for-sale embedded derivative | Black Scholes model | Market value of fund    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Embedded derivative asset 1 1.0000
Secured borrowing receivable | Broker-quoted/Market Comparable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 10 $ 10
Secured borrowing receivable | Minimum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Secured borrowing receivable 1.0000 1.0000
Secured borrowing receivable | Maximum | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Secured borrowing receivable 1.0000 1.0000
Secured borrowing receivable | Weighted Average | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Secured borrowing receivable 1.0000 1.0000
Credit Linked Note | Broker-quoted/Market Comparable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 13 $ 15
Credit Linked Note | Broker-quoted/Market Comparable | Offered quotes    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Credit Linked Note 0.9623 0.9623
Market risk benefits asset | Discounted cash flow    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Assets, fair value $ 106 $ 117
Market risk benefits asset | Minimum | Discounted cash flow | Surrender rates    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0025 0.0025
Market risk benefits asset | Minimum | Discounted cash flow | Partial withdrawals    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0200 0.0200
Market risk benefits asset | Minimum | Discounted cash flow | Non-performance spread    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0048 0.0048
Market risk benefits asset | Minimum | Discounted cash flow | Mortality    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 1.0000 1.0000
Market risk benefits asset | Minimum | Discounted cash flow | GMWB utilization    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.5000 0.5000
Market risk benefits asset | Maximum | Discounted cash flow | Surrender rates    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.1000 0.1000
Market risk benefits asset | Maximum | Discounted cash flow | Partial withdrawals    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.2174 0.2174
Market risk benefits asset | Maximum | Discounted cash flow | Non-performance spread    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0142 0.0144
Market risk benefits asset | Maximum | Discounted cash flow | Mortality    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 1.0000 1.0000
Market risk benefits asset | Maximum | Discounted cash flow | GMWB utilization    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.6000 0.6000
Market risk benefits asset | Weighted Average | Discounted cash flow | Surrender rates    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0503 0.0469
Market risk benefits asset | Weighted Average | Discounted cash flow | Partial withdrawals    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0249 0.0249
Market risk benefits asset | Weighted Average | Discounted cash flow | Non-performance spread    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0131 0.0130
Market risk benefits asset | Weighted Average | Discounted cash flow | Mortality    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 1.0000 1.0000
Market risk benefits asset | Weighted Average | Discounted cash flow | GMWB utilization    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.5089 0.5094
Market risk benefits liability | Discounted cash flow    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Liabilities, fair value $ 324 $ 282
Market risk benefits liability | Minimum | Discounted cash flow | Surrender rates    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0025 0.0025
Market risk benefits liability | Minimum | Discounted cash flow | Partial withdrawals    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0200 0.0200
Market risk benefits liability | Minimum | Discounted cash flow | Non-performance spread    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0048 0.0048
Market risk benefits liability | Minimum | Discounted cash flow | Mortality    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 1.0000 1.0000
Market risk benefits liability | Minimum | Discounted cash flow | GMWB utilization    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.5000 0.5000
Market risk benefits liability | Maximum | Discounted cash flow | Surrender rates    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.1000 0.1000
Market risk benefits liability | Maximum | Discounted cash flow | Partial withdrawals    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.2174 0.2174
Market risk benefits liability | Maximum | Discounted cash flow | Non-performance spread    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0142 0.0144
Market risk benefits liability | Maximum | Discounted cash flow | Mortality    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 1.0000 1.0000
Market risk benefits liability | Maximum | Discounted cash flow | GMWB utilization    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.6000 0.6000
Market risk benefits liability | Weighted Average | Discounted cash flow | Surrender rates    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0503 0.0469
Market risk benefits liability | Weighted Average | Discounted cash flow | Partial withdrawals    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0249 0.0249
Market risk benefits liability | Weighted Average | Discounted cash flow | Non-performance spread    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.0131 0.0130
Market risk benefits liability | Weighted Average | Discounted cash flow | Mortality    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 1.0000 1.0000
Market risk benefits liability | Weighted Average | Discounted cash flow | GMWB utilization    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Market risk benefit 0.5089 0.5094
v3.23.1
Fair Value of Financial Instruments - Changes to Fair Value of Financial Instruments Level 3 (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Fixed maturity securities available-for-sale:    
Assets, Total Gains (Losses) Included in Earnings $ (8) $ (4)
Assets, Total Gains (Losses) Included in AOCI 9 (217)
Assets, Purchases 677 498
Assets, Sales (83) 0
Assets, Settlements (250) (179)
Assets, Net transfer In (Out) of Level 3 (391) (204)
Change in Unrealized Gains (Losses) Incl in OCI 9 (221)
Liabilities:    
Liabilities, Total Gains (Losses) Included in Earnings 385 (584)
Liabilities, Total Gains (Losses) Included in AOCI 0 0
Liabilities, Purchases 96 126
Liabilities, Sales 0 0
Liabilities, Settlements (27) (30)
Liabilities, Net transfer In (Out) of Level 3 $ 0 0
Change in Unrealized Gains (Losses) Incl in OCI   0
Fair Value, Asset, Recurring Basis, Unobservable Input Reconciliation, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] Recognized gains and (losses), net  
Fair Value, Liability, Recurring Basis, Unobservable Input Reconciliation, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] Recognized gains and (losses), net  
Level 3    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period $ 8,262 5,617
Balance at End of Period 8,205 5,499
Liabilities:    
Balance at Beginning of Period 3,397 4,352
Balance at End of Period 3,893 3,881
FIA/ IUL embedded derivatives    
Liabilities:    
Balance at Beginning of Period 3,115 3,883
Liabilities, Total Gains (Losses) Included in Earnings 385 (584)
Liabilities, Total Gains (Losses) Included in AOCI 0 0
Liabilities, Purchases 96 126
Liabilities, Sales 0 0
Liabilities, Settlements (27) (30)
Liabilities, Net transfer In (Out) of Level 3 0 0
Balance at End of Period 3,569 3,395
Change in Unrealized Gains (Losses) Incl in OCI   0
Asset-backed securities    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 6,263 3,959
Assets, Total Gains (Losses) Included in Earnings (8) 0
Assets, Total Gains (Losses) Included in AOCI 18 (130)
Assets, Purchases 416 400
Assets, Sales (83) 0
Assets, Settlements (235) (152)
Assets, Net transfer In (Out) of Level 3 (71) 84
Balance at End of Period 6,300 4,161
Change in Unrealized Gains (Losses) Incl in OCI 18 (138)
Commercial mortgage-backed securities    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 37 35
Assets, Total Gains (Losses) Included in Earnings 0 0
Assets, Total Gains (Losses) Included in AOCI 1 (2)
Assets, Purchases 12 0
Assets, Sales 0 0
Assets, Settlements 0 0
Assets, Net transfer In (Out) of Level 3 (21) 7
Balance at End of Period 29 40
Change in Unrealized Gains (Losses) Incl in OCI 1 (2)
Corporates    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 1,427 1,121
Assets, Total Gains (Losses) Included in Earnings (1) 0
Assets, Total Gains (Losses) Included in AOCI (23) (73)
Assets, Purchases 134 78
Assets, Sales 0 0
Assets, Settlements (5) (26)
Assets, Net transfer In (Out) of Level 3 0 26
Balance at End of Period 1,532 1,126
Change in Unrealized Gains (Losses) Incl in OCI (23) (73)
Hybrids    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 0  
Assets, Total Gains (Losses) Included in Earnings 0  
Assets, Total Gains (Losses) Included in AOCI 0  
Assets, Purchases 0  
Assets, Sales 0  
Assets, Settlements 0  
Assets, Net transfer In (Out) of Level 3 0  
Balance at End of Period 0  
Change in Unrealized Gains (Losses) Incl in OCI 0  
Municipals    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 29 43
Assets, Total Gains (Losses) Included in Earnings 0 0
Assets, Total Gains (Losses) Included in AOCI 3 (6)
Assets, Purchases 0 0
Assets, Sales 0 0
Assets, Settlements 0 0
Assets, Net transfer In (Out) of Level 3 0 0
Balance at End of Period 32 37
Change in Unrealized Gains (Losses) Incl in OCI 3 (5)
Residential mortgage-backed securities    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 302  
Assets, Total Gains (Losses) Included in Earnings 1  
Assets, Total Gains (Losses) Included in AOCI 8  
Assets, Purchases 8  
Assets, Sales 0  
Assets, Settlements (8)  
Assets, Net transfer In (Out) of Level 3 (299)  
Balance at End of Period 12  
Change in Unrealized Gains (Losses) Incl in OCI 8  
Foreign Governments    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 16 18
Assets, Total Gains (Losses) Included in Earnings 0 0
Assets, Total Gains (Losses) Included in AOCI 0 (1)
Assets, Purchases 0 0
Assets, Sales 0 0
Assets, Settlements 0 0
Assets, Net transfer In (Out) of Level 3 0 0
Balance at End of Period 16 17
Change in Unrealized Gains (Losses) Incl in OCI 0 (1)
Investment in unconsolidated affiliates    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 23 21
Assets, Total Gains (Losses) Included in Earnings 0 0
Assets, Total Gains (Losses) Included in AOCI 0 0
Assets, Purchases 84 0
Assets, Sales 0 0
Assets, Settlements 0 0
Assets, Net transfer In (Out) of Level 3 0 0
Balance at End of Period 107 21
Change in Unrealized Gains (Losses) Incl in OCI 0 0
Short-term    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 0 321
Assets, Total Gains (Losses) Included in Earnings 0 0
Assets, Total Gains (Losses) Included in AOCI 0 (1)
Assets, Purchases 23 20
Assets, Sales 0 0
Assets, Settlements 0 0
Assets, Net transfer In (Out) of Level 3 0 (321)
Balance at End of Period 23 19
Change in Unrealized Gains (Losses) Incl in OCI 0 (1)
Preferred securities    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period   1
Assets, Total Gains (Losses) Included in Earnings   0
Assets, Total Gains (Losses) Included in AOCI   (1)
Assets, Purchases   0
Assets, Sales   0
Assets, Settlements   0
Assets, Net transfer In (Out) of Level 3   0
Balance at End of Period   0
Change in Unrealized Gains (Losses) Incl in OCI   (1)
Available-for-sale embedded derivative    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 23 34
Assets, Total Gains (Losses) Included in Earnings 0 (4)
Assets, Total Gains (Losses) Included in AOCI 2 0
Assets, Purchases 0 0
Assets, Sales 0 0
Assets, Settlements 0 0
Assets, Net transfer In (Out) of Level 3 0 0
Balance at End of Period 25 30
Change in Unrealized Gains (Losses) Incl in OCI 2 0
Credit Linked Note    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 15 23
Assets, Total Gains (Losses) Included in Earnings 0 0
Assets, Total Gains (Losses) Included in AOCI 0 (3)
Assets, Purchases 0 0
Assets, Sales 0 0
Assets, Settlements (2) (1)
Assets, Net transfer In (Out) of Level 3 0 0
Balance at End of Period 13 19
Change in Unrealized Gains (Losses) Incl in OCI 0 0
Secured borrowing receivable    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 10  
Assets, Total Gains (Losses) Included in Earnings 0  
Assets, Total Gains (Losses) Included in AOCI 0  
Assets, Purchases 0  
Assets, Sales 0  
Assets, Settlements 0  
Assets, Net transfer In (Out) of Level 3 0  
Balance at End of Period 10  
Change in Unrealized Gains (Losses) Incl in OCI 0  
Subtotal assets at Level 3 fair value | Level 3    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 8,145 5,576
Balance at End of Period 8,099 5,470
Market risk benefits asset | Level 3    
Fixed maturity securities available-for-sale:    
Balance at Beginning of Period 117 41
Balance at End of Period 106 29
Subtotal liabilities at Level 3 fair value    
Liabilities:    
Balance at Beginning of Period   3,883
Balance at End of Period   3,395
Subtotal liabilities at Level 3 fair value | Level 3    
Liabilities:    
Balance at Beginning of Period 3,115  
Balance at End of Period 3,569  
Market risk benefits liability | Level 3    
Liabilities:    
Balance at Beginning of Period 282 469
Balance at End of Period $ 324 $ 486
v3.23.1
Fair Value of Financial Instruments - Carrying Value and Estimated Fair Value of Financial Instruments (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Total Estimated Fair Value    
ASSETS    
FHLB common stock $ 106 $ 99
Commercial mortgage loans 2,178 2,083
Residential mortgage loans 2,323 1,892
Investments in unconsolidated affiliates 2,562 2,432
Policy loans 55 52
Other invested assets 10 10
Company-owned life insurance 346 328
Total 7,580 6,896
Liabilities:    
Investment contracts, included in contractholder funds 36,117 34,464
Debt 1,563 1,092
Total 37,680 35,556
Carrying Amount    
ASSETS    
FHLB common stock 106 99
Commercial mortgage loans 2,458 2,406
Residential mortgage loans 2,526 2,148
Investments in unconsolidated affiliates 2,562 2,432
Policy loans 55 52
Other invested assets 10 10
Company-owned life insurance 346 328
Total 8,063 7,475
Liabilities:    
Investment contracts, included in contractholder funds 39,809 38,412
Debt 1,572 1,114
Total 41,381 39,526
Level 1    
ASSETS    
FHLB common stock 0 0
Commercial mortgage loans 0 0
Residential mortgage loans 0 0
Investments in unconsolidated affiliates 0 0
Policy loans 0 0
Other invested assets 0 0
Company-owned life insurance 0 0
Total 0 0
Liabilities:    
Investment contracts, included in contractholder funds 0 0
Debt 0 0
Total 0 0
Level 2    
ASSETS    
FHLB common stock 106 99
Commercial mortgage loans 0 0
Residential mortgage loans 0 0
Investments in unconsolidated affiliates 0 0
Policy loans 0 0
Other invested assets 0 0
Company-owned life insurance 0 0
Total 106 99
Liabilities:    
Investment contracts, included in contractholder funds 0 0
Debt 1,563 1,092
Total 1,563 1,092
Level 3    
ASSETS    
FHLB common stock 0 0
Commercial mortgage loans 2,178 2,083
Residential mortgage loans 2,323 1,892
Investments in unconsolidated affiliates 4 5
Policy loans 55 52
Other invested assets 10 10
Company-owned life insurance 346 328
Total 4,916 4,370
Liabilities:    
Investment contracts, included in contractholder funds 36,117 34,464
Debt 0 0
Total 36,117 34,464
NAV    
ASSETS    
Investments in unconsolidated affiliates 2,558 2,427
Total $ 2,558 $ 2,427
v3.23.1
Investments - Consolidated Investments (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Available-for-sale securities        
Amortized Cost $ 38,226 $ 35,723    
Allowance for Expected Credit Losses (16) (31) $ (7) $ (8)
Gross Unrealized Gains 142 96    
Gross Unrealized Losses (4,155) (4,570)    
Fair Value/Carrying Value 34,197 31,218    
Asset-backed securities        
Available-for-sale securities        
Amortized Cost 12,620 12,209    
Allowance for Expected Credit Losses (10) (8) (1) (3)
Gross Unrealized Gains 43 36    
Gross Unrealized Losses (761) (770)    
Fair Value/Carrying Value 11,892 11,467    
Commercial mortgage-backed securities        
Available-for-sale securities        
Amortized Cost 4,004 3,309    
Allowance for Expected Credit Losses 0 (1) (2) (2)
Gross Unrealized Gains 4 12    
Gross Unrealized Losses (336) (284)    
Fair Value/Carrying Value 3,672 3,036    
Corporates        
Available-for-sale securities        
Amortized Cost 16,930 15,879    
Allowance for Expected Credit Losses 0 (15) 0 0
Gross Unrealized Gains 61 30    
Gross Unrealized Losses (2,600) (2,995)    
Fair Value/Carrying Value 14,391 12,899    
Hybrids        
Available-for-sale securities        
Amortized Cost 828 781    
Allowance for Expected Credit Losses 0 0    
Gross Unrealized Gains 8 8    
Gross Unrealized Losses (82) (84)    
Fair Value/Carrying Value 754 705    
Municipals        
Available-for-sale securities        
Amortized Cost 1,797 1,695    
Allowance for Expected Credit Losses 0 0    
Gross Unrealized Gains 13 4    
Gross Unrealized Losses (229) (289)    
Fair Value/Carrying Value 1,581 1,410    
Residential mortgage-backed securities        
Available-for-sale securities        
Amortized Cost 1,764 1,631    
Allowance for Expected Credit Losses (6) (7) $ (4) $ (3)
Gross Unrealized Gains 13 6    
Gross Unrealized Losses (107) (109)    
Fair Value/Carrying Value 1,664 1,521    
U.S. Government        
Available-for-sale securities        
Amortized Cost 72 34    
Allowance for Expected Credit Losses 0 0    
Gross Unrealized Gains 0 0    
Gross Unrealized Losses (1) (2)    
Fair Value/Carrying Value 71 32    
Foreign Governments        
Available-for-sale securities        
Amortized Cost 211 185    
Allowance for Expected Credit Losses 0 0    
Gross Unrealized Gains 0 0    
Gross Unrealized Losses (39) (37)    
Fair Value/Carrying Value $ 172 $ 148    
v3.23.1
Investments - Narrative (Details)
3 Months Ended 12 Months Ended
Mar. 31, 2023
USD ($)
loan
Mar. 31, 2022
USD ($)
Dec. 31, 2022
USD ($)
Dec. 31, 2021
USD ($)
Debt Securities, Available-for-sale [Line Items]        
Assets held by insurance regulators $ 18,746,000,000   $ 17,751,000,000  
Non-income producing investment fair value 31,000,000   27,000,000  
Accrued interest receivable 407,000,000   358,000,000  
FHLB collateral pledged 3,830,000,000   3,387,000,000  
PCD available for sale securities purchased 0   0  
Allowance for expected credit loss 16,000,000 $ 7,000,000 $ 31,000,000 $ 8,000,000
Allowance for credit loss for securities in an unrealized loss position $ 0      
DSC ratio, amortization period 25 years      
Gross investment income $ 580,000,000 496,000,000    
Reinsurance agreement, recognized gains (losses) $ (22,000,000) 128,000,000    
Debt Securities, Available-for-Sale, Accrued Interest, after Allowance for Credit Loss, Statement of Financial Position [Extensible Enumeration] Prepaid expenses and other assets   Prepaid expenses and other assets  
Commercial mortgage loans        
Debt Securities, Available-for-sale [Line Items]        
Loans delinquent in principal or interest payments | loan 1      
Funds Withheld for Reinsurance        
Debt Securities, Available-for-sale [Line Items]        
Gross investment income $ 58,000,000 $ 18,000,000    
90 days or more past due | Mortgage loans        
Debt Securities, Available-for-sale [Line Items]        
Mortgage loans in process of foreclosure $ 32,000,000   $ 38,000,000  
Commercial mortgages        
Debt Securities, Available-for-sale [Line Items]        
Commercial mortgage loans, percentage of investments 6.00%      
Mortgage loans over 90 days past due $ 2,470,000,000   2,416,000,000  
Commercial mortgages | Mortgage loans        
Debt Securities, Available-for-sale [Line Items]        
Allowance for expected credit loss, probability of loss/default model, projected loss, using reasonable forecast period 2 years      
Allowance for credit loss, probability of loss/default, using market historical loss experience, period 3 years      
Commercial mortgages | 90 days or more past due        
Debt Securities, Available-for-sale [Line Items]        
Mortgage loans over 90 days past due $ 9,000,000   $ 9,000,000  
Residential mortgages        
Debt Securities, Available-for-sale [Line Items]        
Percentage of total investments 6.00%   5.00%  
Mortgage loans over 90 days past due $ 2,574,000,000   $ 2,180,000,000  
Residential mortgages | Mortgage loans        
Debt Securities, Available-for-sale [Line Items]        
Allowance for expected credit loss, probability of loss/default model, projected loss, using reasonable forecast period 2 years      
Allowance for credit loss, probability of loss/default, using market historical loss experience, period 3 years      
Residential mortgages | 90 days or more past due        
Debt Securities, Available-for-sale [Line Items]        
Mortgage loans over 90 days past due $ 63,000,000   $ 62,000,000  
United States        
Debt Securities, Available-for-sale [Line Items]        
Residential mortgage loans, location percentage 100.00%      
v3.23.1
Investments - Amortized Cost and Fair Value of Fixed Maturity by Contractual Maturity (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Debt Securities, Available-for-sale [Line Items]    
Due in one year or less, Amortized Cost $ 170 $ 124
Due after one year through five years, Amortized Cost 2,853 2,193
Due after five years through ten years, Amortized Cost 1,922 1,840
Due after ten years, Amortized Cost 14,893 14,417
Subtotal 19,838 18,574
Other securities which provide for periodic payments, Amortized Cost 18,388 17,149
Amortized Cost 38,226 35,723
Due in one year or less, Fair Value 166 123
Due after one year through five years, Fair Value 2,724 2,059
Due after five years through ten years, Fair Value 1,750 1,633
Due after ten years, Fair Value 12,329 11,379
Debt Securities, Available-for-Sale, Maturity, Allocated and Single Maturity Date, Fair Value, Total 16,969 15,194
Other securities which provide for periodic payments, Fair Value 17,228 16,024
Total fixed maturity available-for-sale securities 34,197 31,218
Asset-backed securities    
Debt Securities, Available-for-sale [Line Items]    
Other securities which provide for periodic payments, Amortized Cost 12,620 12,209
Amortized Cost 12,620 12,209
Other securities which provide for periodic payments, Fair Value 11,892 11,467
Total fixed maturity available-for-sale securities 11,892 11,467
Commercial mortgage-backed securities    
Debt Securities, Available-for-sale [Line Items]    
Other securities which provide for periodic payments, Amortized Cost 4,004 3,309
Amortized Cost 4,004 3,309
Other securities which provide for periodic payments, Fair Value 3,672 3,036
Total fixed maturity available-for-sale securities 3,672 3,036
Residential mortgage-backed securities    
Debt Securities, Available-for-sale [Line Items]    
Other securities which provide for periodic payments, Amortized Cost 1,764 1,631
Other securities which provide for periodic payments, Fair Value $ 1,664 $ 1,521
v3.23.1
Investments - Activity in Allowance for Credit Loss Aggregated By Investment Category (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Debt Securities, Available-for-sale, Allowance for Credit Loss [Roll Forward]    
Balance at Beginning of Period $ (31) $ (8)
Additions    
For credit losses on securities for which losses were not previously recorded (7) 0
For initial credit losses on purchased securities accounted for as PCD financial assets (a) 0 0
(Additions) reductions in allowance recorded on previously impaired securities 7 (1)
Reductions    
For securities sold during the period 15 2
For securities intended/required to be sold prior to recovery of amortized cost basis 0 0
Write offs charged against the allowance 0 0
Recoveries of amounts previously written off 0 0
Balance at End of Period (16) (7)
Asset-backed securities    
Debt Securities, Available-for-sale, Allowance for Credit Loss [Roll Forward]    
Balance at Beginning of Period (8) (3)
Additions    
For credit losses on securities for which losses were not previously recorded (7) 0
For initial credit losses on purchased securities accounted for as PCD financial assets (a) 0 0
(Additions) reductions in allowance recorded on previously impaired securities 5 0
Reductions    
For securities sold during the period 0 2
For securities intended/required to be sold prior to recovery of amortized cost basis 0 0
Write offs charged against the allowance 0 0
Recoveries of amounts previously written off 0 0
Balance at End of Period (10) (1)
Commercial mortgage-backed securities    
Debt Securities, Available-for-sale, Allowance for Credit Loss [Roll Forward]    
Balance at Beginning of Period (1) (2)
Additions    
For credit losses on securities for which losses were not previously recorded 0 0
For initial credit losses on purchased securities accounted for as PCD financial assets (a) 0 0
(Additions) reductions in allowance recorded on previously impaired securities 1 0
Reductions    
For securities sold during the period 0 0
For securities intended/required to be sold prior to recovery of amortized cost basis 0 0
Write offs charged against the allowance 0 0
Recoveries of amounts previously written off 0 0
Balance at End of Period 0 (2)
Corporates    
Debt Securities, Available-for-sale, Allowance for Credit Loss [Roll Forward]    
Balance at Beginning of Period (15) 0
Additions    
For credit losses on securities for which losses were not previously recorded 0 0
For initial credit losses on purchased securities accounted for as PCD financial assets (a) 0 0
(Additions) reductions in allowance recorded on previously impaired securities 0 0
Reductions    
For securities sold during the period 15 0
For securities intended/required to be sold prior to recovery of amortized cost basis 0 0
Write offs charged against the allowance 0 0
Recoveries of amounts previously written off 0 0
Balance at End of Period 0 0
Residential mortgage-backed securities    
Debt Securities, Available-for-sale, Allowance for Credit Loss [Roll Forward]    
Balance at Beginning of Period (7) (3)
Additions    
For credit losses on securities for which losses were not previously recorded 0 0
For initial credit losses on purchased securities accounted for as PCD financial assets (a) 0 0
(Additions) reductions in allowance recorded on previously impaired securities 1 (1)
Reductions    
For securities sold during the period 0 0
For securities intended/required to be sold prior to recovery of amortized cost basis 0 0
Write offs charged against the allowance 0 0
Recoveries of amounts previously written off 0 0
Balance at End of Period $ (6) $ (4)
v3.23.1
Investments - Fair Value and Gross Unrealized Losses of Available-for-Sale Securities (Details)
$ in Millions
Mar. 31, 2023
USD ($)
security
Dec. 31, 2022
USD ($)
security
Debt Securities, Available-for-sale, Unrealized Loss Position [Line Items]    
Fair Values, Less than 12 months $ 13,915 $ 20,533
Gross Unrealized Losses Less than 12 months (891) (2,600)
Fair Value, 12 Months or longer 15,569 8,007
Gross Unrealized Losses, 12 months or longer (3,254) (1,930)
Total Fair Value 29,484 28,540
Total Gross Unrealized Losses $ (4,145) $ (4,530)
Total number of available-for-sale securities in an unrealized loss position less than twelve months | security 2,182 2,774,000,000
Total number of available-for-sale securities in an unrealized loss position twelve months or longer | security 2,096 1,212,000,000
Total number of available-for-sale securities in an unrealized loss position | security 4,278 3,986,000,000
Asset-backed securities    
Debt Securities, Available-for-sale, Unrealized Loss Position [Line Items]    
Fair Values, Less than 12 months $ 5,347 $ 7,001
Gross Unrealized Losses Less than 12 months (307) (410)
Fair Value, 12 Months or longer 4,520 3,727
Gross Unrealized Losses, 12 months or longer (448) (360)
Total Fair Value 9,867 10,728
Total Gross Unrealized Losses (755) (770)
Commercial mortgage-backed securities    
Debt Securities, Available-for-sale, Unrealized Loss Position [Line Items]    
Fair Values, Less than 12 months 2,226 2,065
Gross Unrealized Losses Less than 12 months (122) (168)
Fair Value, 12 Months or longer 1,234 475
Gross Unrealized Losses, 12 months or longer (214) (116)
Total Fair Value 3,460 2,540
Total Gross Unrealized Losses (336) (284)
Corporates    
Debt Securities, Available-for-sale, Unrealized Loss Position [Line Items]    
Fair Values, Less than 12 months 4,788 8,780
Gross Unrealized Losses Less than 12 months (372) (1,679)
Fair Value, 12 Months or longer 7,931 3,231
Gross Unrealized Losses, 12 months or longer (2,228) (1,312)
Total Fair Value 12,719 12,011
Total Gross Unrealized Losses (2,600) (2,991)
Hybrids    
Debt Securities, Available-for-sale, Unrealized Loss Position [Line Items]    
Fair Values, Less than 12 months 341 619
Gross Unrealized Losses Less than 12 months (29) (83)
Fair Value, 12 Months or longer 321 3
Gross Unrealized Losses, 12 months or longer (53) (1)
Total Fair Value 662 622
Total Gross Unrealized Losses (82) (84)
Municipals    
Debt Securities, Available-for-sale, Unrealized Loss Position [Line Items]    
Fair Values, Less than 12 months 480 948
Gross Unrealized Losses Less than 12 months (37) (176)
Fair Value, 12 Months or longer 866 352
Gross Unrealized Losses, 12 months or longer (192) (113)
Total Fair Value 1,346 1,300
Total Gross Unrealized Losses (229) (289)
Residential mortgage-backed securities    
Debt Securities, Available-for-sale, Unrealized Loss Position [Line Items]    
Fair Values, Less than 12 months 705 990
Gross Unrealized Losses Less than 12 months (22) (51)
Fair Value, 12 Months or longer 539 184
Gross Unrealized Losses, 12 months or longer (81) (22)
Total Fair Value 1,244 1,174
Total Gross Unrealized Losses (103) (73)
U.S. Government    
Debt Securities, Available-for-sale, Unrealized Loss Position [Line Items]    
Fair Values, Less than 12 months 5 11
Gross Unrealized Losses Less than 12 months 0 (1)
Fair Value, 12 Months or longer 21 21
Gross Unrealized Losses, 12 months or longer (1) (1)
Total Fair Value 26 32
Total Gross Unrealized Losses (1) (2)
Foreign Governments    
Debt Securities, Available-for-sale, Unrealized Loss Position [Line Items]    
Fair Values, Less than 12 months 23 119
Gross Unrealized Losses Less than 12 months (2) (32)
Fair Value, 12 Months or longer 137 14
Gross Unrealized Losses, 12 months or longer (37) (5)
Total Fair Value 160 133
Total Gross Unrealized Losses $ (39) $ (37)
v3.23.1
Investments - Distribution of Commercial Mortgage Loan, Gross of Valuation Allowances, By Property Type and Region (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Schedule of Investments [Line Items]        
Allowance for expected credit loss $ (60) $ (42) $ (32) $ (31)
Loans, net 4,984 4,554    
Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost 2,470 2,416    
Allowance for expected credit loss (12) (10) $ (6) $ (6)
Loans, net $ 2,458 $ 2,406    
% of Total 100.00% 100.00%    
East North Central | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 177 $ 151    
% of Total 7.00% 6.00%    
East South Central | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 76 $ 76    
% of Total 3.00% 3.00%    
Middle Atlantic | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 325 $ 326    
% of Total 13.00% 13.00%    
Mountain | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 354 $ 355    
% of Total 14.00% 15.00%    
New England | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 164 $ 158    
% of Total 7.00% 7.00%    
Pacific | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 700 $ 708    
% of Total 28.00% 28.00%    
South Atlantic | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 553 $ 521    
% of Total 22.00% 22.00%    
West North Central | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 4 $ 4    
% of Total 1.00% 1.00%    
West South Central | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 117 $ 117    
% of Total 5.00% 5.00%    
Hotel | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 18 $ 18    
% of Total 1.00% 1.00%    
Industrial | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 538 $ 520    
% of Total 22.00% 22.00%    
Mixed Use | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 12 $ 12    
% of Total 1.00% 1.00%    
Multifamily | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 1,013 $ 1,013    
% of Total 41.00% 42.00%    
Office | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 329 $ 330    
% of Total 13.00% 14.00%    
Retail | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 104 $ 105    
% of Total 4.00% 4.00%    
Student Housing | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 83 $ 83    
% of Total 3.00% 3.00%    
Other | Commercial mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 373 $ 335    
% of Total 15.00% 13.00%    
v3.23.1
Investments - Commercial Mortgage Loans Segregated By Risk (Details) - Commercial mortgages - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Credit Quality Indicator Current Year [Abstract]    
2023 $ 53 $ 350
2022 354 1,300
2021 1,301 488
2020 486 0
2019 0 0
Prior 276 278
Total 2,470 2,416
Credit Quality Indicator Prior Year [Abstract]    
2022 53 350
2021 354 1,300
2020 1,301 488
2019 486 0
2018 0 0
Prior 276 278
Total 2,470 2,416
Current (less than 30 days past due)    
Credit Quality Indicator Current Year [Abstract]    
2023 53 350
2022 354 1,300
2021 1,301 488
2020 486 0
2019 0 0
Prior 267 269
Total 2,461 2,407
Credit Quality Indicator Prior Year [Abstract]    
2022 53 350
2021 354 1,300
2020 1,301 488
2019 486 0
2018 0 0
Prior 267 269
Total 2,461 2,407
30-89 days past due    
Credit Quality Indicator Current Year [Abstract]    
2023 0 0
2022 0 0
2021 0 0
2020 0 0
2019 0 0
Prior 0 0
Total 0 0
Credit Quality Indicator Prior Year [Abstract]    
2022 0 0
2021 0 0
2020 0 0
2019 0 0
2018 0 0
Prior 0 0
Total 0 0
90 days or more past due    
Credit Quality Indicator Current Year [Abstract]    
2023 0 0
2022 0 0
2021 0 0
2020 0 0
2019 0 0
Prior 9 9
Total 9 9
Credit Quality Indicator Prior Year [Abstract]    
2022 0 0
2021 0 0
2020 0 0
2019 0 0
2018 0 0
Prior 9 9
Total $ 9 $ 9
v3.23.1
Investments - Schedule of Investment in CMLs by Loan to Value and Debt Service Coverage Ratios (Details) - Commercial mortgages - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Schedule of Investments [Line Items]    
Loans $ 2,456 $ 2,407
% of Total 100.00% 100.00%
Loans under development, amortized cost $ 14 $ 9
Loans under development, fair value 14 9
Credit Quality Indicator Current Year [Abstract]    
2023 54 341
2022 340 1,300
2021 1,301 488
2020 486 0
2019 0 0
Prior 275 278
Total 2,456 2,407
Credit Quality Indicator Prior Year [Abstract]    
2022 54 341
2021 340 1,300
2020 1,301 488
2019 486 0
2018 0 0
Prior 275 278
Total 2,456 2,407
Fair Value    
Schedule of Investments [Line Items]    
Loans $ 2,165 $ 2,074
% of Total 100.00% 100.00%
Credit Quality Indicator Current Year [Abstract]    
Total $ 2,165 $ 2,074
Credit Quality Indicator Prior Year [Abstract]    
Total 2,165 2,074
Less than 50.00%    
Schedule of Investments [Line Items]    
Loans $ 526 $ 526
% of Total 21.00% 22.00%
Credit Quality Indicator Current Year [Abstract]    
2023 $ 4 $ 70
2022 69 120
2021 120 207
2020 206 0
2019 0 0
Prior 127 129
Total 526 526
Credit Quality Indicator Prior Year [Abstract]    
2022 4 70
2021 69 120
2020 120 207
2019 206 0
2018 0 0
Prior 127 129
Total 526 526
Less than 50.00% | Fair Value    
Schedule of Investments [Line Items]    
Loans $ 493 $ 490
% of Total 23.00% 24.00%
Credit Quality Indicator Current Year [Abstract]    
Total $ 493 $ 490
Credit Quality Indicator Prior Year [Abstract]    
Total 493 490
50.00% to 59.99%    
Schedule of Investments [Line Items]    
Loans $ 732 $ 706
% of Total 30.00% 29.00%
Credit Quality Indicator Current Year [Abstract]    
2023 $ 27 $ 149
2022 149 268
2021 268 158
2020 158 0
2019 0 0
Prior 130 131
Total 732 706
Credit Quality Indicator Prior Year [Abstract]    
2022 27 149
2021 149 268
2020 268 158
2019 158 0
2018 0 0
Prior 130 131
Total 732 706
50.00% to 59.99% | Fair Value    
Schedule of Investments [Line Items]    
Loans $ 653 $ 615
% of Total 30.00% 30.00%
Credit Quality Indicator Current Year [Abstract]    
Total $ 653 $ 615
Credit Quality Indicator Prior Year [Abstract]    
Total 653 615
60.00% to 74.99%    
Schedule of Investments [Line Items]    
Loans $ 1,178 $ 1,157
% of Total 48.00% 48.00%
Credit Quality Indicator Current Year [Abstract]    
2023 $ 20 $ 113
2022 113 912
2021 913 123
2020 122 0
2019 0 0
Prior 10 9
Total 1,178 1,157
Credit Quality Indicator Prior Year [Abstract]    
2022 20 113
2021 113 912
2020 913 123
2019 122 0
2018 0 0
Prior 10 9
Total 1,178 1,157
60.00% to 74.99% | Fair Value    
Schedule of Investments [Line Items]    
Loans $ 1,002 $ 955
% of Total 46.00% 45.00%
Credit Quality Indicator Current Year [Abstract]    
Total $ 1,002 $ 955
Credit Quality Indicator Prior Year [Abstract]    
Total 1,002 955
75.00% to 84.99%    
Schedule of Investments [Line Items]    
Loans $ 20 $ 18
% of Total 1.00% 1.00%
Credit Quality Indicator Current Year [Abstract]    
2023 $ 3 $ 9
2022 9 0
2021 0 0
2020 0 0
2019 0 0
Prior 8 9
Total 20 18
Credit Quality Indicator Prior Year [Abstract]    
2022 3 9
2021 9 0
2020 0 0
2019 0 0
2018 0 0
Prior 8 9
Total 20 18
75.00% to 84.99% | Fair Value    
Schedule of Investments [Line Items]    
Loans $ 17 $ 14
% of Total 1.00% 1.00%
Credit Quality Indicator Current Year [Abstract]    
Total $ 17 $ 14
Credit Quality Indicator Prior Year [Abstract]    
Total 17 14
Greater than 1.25    
Schedule of Investments [Line Items]    
Loans 2,413 2,371
Credit Quality Indicator Current Year [Abstract]    
2023 47 329
2022 328 1,300
2021 1,301 488
2020 486 0
2019 0 0
Prior 251 254
Total 2,413 2,371
Credit Quality Indicator Prior Year [Abstract]    
2022 47 329
2021 328 1,300
2020 1,301 488
2019 486 0
2018 0 0
Prior 251 254
Total 2,413 2,371
Greater than 1.25 | Less than 50.00%    
Schedule of Investments [Line Items]    
Loans 511 511
Credit Quality Indicator Current Year [Abstract]    
Total 511 511
Credit Quality Indicator Prior Year [Abstract]    
Total 511 511
Greater than 1.25 | 50.00% to 59.99%    
Schedule of Investments [Line Items]    
Loans 732 706
Credit Quality Indicator Current Year [Abstract]    
Total 732 706
Credit Quality Indicator Prior Year [Abstract]    
Total 732 706
Greater than 1.25 | 60.00% to 74.99%    
Schedule of Investments [Line Items]    
Loans 1,170 1,154
Credit Quality Indicator Current Year [Abstract]    
Total 1,170 1,154
Credit Quality Indicator Prior Year [Abstract]    
Total 1,170 1,154
Greater than 1.25 | 75.00% to 84.99%    
Schedule of Investments [Line Items]    
Loans 0 0
Credit Quality Indicator Current Year [Abstract]    
Total 0 0
Credit Quality Indicator Prior Year [Abstract]    
Total 0 0
Greater than 1.00 but less than 1.25    
Schedule of Investments [Line Items]    
Loans 14 7
Credit Quality Indicator Current Year [Abstract]    
2023 7 3
2022 3 0
2021 0 0
2020 0 0
2019 0 0
Prior 4 4
Total 14 7
Credit Quality Indicator Prior Year [Abstract]    
2022 7 3
2021 3 0
2020 0 0
2019 0 0
2018 0 0
Prior 4 4
Total 14 7
Greater than 1.00 but less than 1.25 | Less than 50.00%    
Schedule of Investments [Line Items]    
Loans 4 4
Credit Quality Indicator Current Year [Abstract]    
Total 4 4
Credit Quality Indicator Prior Year [Abstract]    
Total 4 4
Greater than 1.00 but less than 1.25 | 50.00% to 59.99%    
Schedule of Investments [Line Items]    
Loans 0 0
Credit Quality Indicator Current Year [Abstract]    
Total 0 0
Credit Quality Indicator Prior Year [Abstract]    
Total 0 0
Greater than 1.00 but less than 1.25 | 60.00% to 74.99%    
Schedule of Investments [Line Items]    
Loans 8 3
Credit Quality Indicator Current Year [Abstract]    
Total 8 3
Credit Quality Indicator Prior Year [Abstract]    
Total 8 3
Greater than 1.00 but less than 1.25 | 75.00% to 84.99%    
Schedule of Investments [Line Items]    
Loans 2 0
Credit Quality Indicator Current Year [Abstract]    
Total 2 0
Credit Quality Indicator Prior Year [Abstract]    
Total 2 0
Less than 1.00    
Schedule of Investments [Line Items]    
Loans 29 29
Credit Quality Indicator Current Year [Abstract]    
2023 0 9
2022 9 0
2021 0 0
2020 0 0
2019 0 0
Prior 20 20
Total 29 29
Credit Quality Indicator Prior Year [Abstract]    
2022 0 9
2021 9 0
2020 0 0
2019 0 0
2018 0 0
Prior 20 20
Total 29 29
Less than 1.00 | Less than 50.00%    
Schedule of Investments [Line Items]    
Loans 11 11
Credit Quality Indicator Current Year [Abstract]    
Total 11 11
Credit Quality Indicator Prior Year [Abstract]    
Total 11 11
Less than 1.00 | 50.00% to 59.99%    
Schedule of Investments [Line Items]    
Loans 0 0
Credit Quality Indicator Current Year [Abstract]    
Total 0 0
Credit Quality Indicator Prior Year [Abstract]    
Total 0 0
Less than 1.00 | 60.00% to 74.99%    
Schedule of Investments [Line Items]    
Loans 0 0
Credit Quality Indicator Current Year [Abstract]    
Total 0 0
Credit Quality Indicator Prior Year [Abstract]    
Total 0 0
Less than 1.00 | 75.00% to 84.99%    
Schedule of Investments [Line Items]    
Loans 18 18
Credit Quality Indicator Current Year [Abstract]    
Total 18 18
Credit Quality Indicator Prior Year [Abstract]    
Total $ 18 $ 18
v3.23.1
Investments - Distribution of Residential Mortgage Loans by State (Details) - Residential mortgages - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Schedule of Investments [Line Items]    
Loans $ 2,574 $ 2,180
% of Total 100.00% 100.00%
Florida    
Schedule of Investments [Line Items]    
Loans $ 236 $ 324
% of Total 9.00% 15.00%
Texas    
Schedule of Investments [Line Items]    
Loans $ 181 $ 215
% of Total 7.00% 10.00%
New Jersey    
Schedule of Investments [Line Items]    
Loans $ 167 $ 172
% of Total 6.00% 8.00%
Pennsylvania    
Schedule of Investments [Line Items]    
Loans   $ 153
% of Total   7.00%
California    
Schedule of Investments [Line Items]    
Loans $ 157 $ 139
% of Total 6.00% 6.00%
New York    
Schedule of Investments [Line Items]    
Loans $ 155 $ 138
% of Total 6.00% 6.00%
Georgia    
Schedule of Investments [Line Items]    
Loans   $ 125
% of Total   6.00%
All other states    
Schedule of Investments [Line Items]    
Loans $ 1,678 $ 914
% of Total 66.00% 42.00%
v3.23.1
Investments - Schedule of Residential Mortgage Loans with Credit Quality Indicators, Performing or Nonperforming (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Schedule of Investments [Line Items]        
Allowance for expected credit loss $ (60) $ (42) $ (32) $ (31)
Total residential mortgage loans, net of valuation allowance 4,984 4,554    
Residential mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 2,574 $ 2,180    
% of Total 100.00% 100.00%    
Allowance for expected credit loss $ (48) $ (32) $ (26) $ (25)
Financing receivable allowance for expected credit loss, percent 0.00% 0.00%    
Total residential mortgage loans, net of valuation allowance $ 2,526 $ 2,148    
Total residential mortgage loans, net of valuation allowance, % of Total 100.00% 100.00%    
Performing Financial Instruments | Residential mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 2,511 $ 2,118    
% of Total 98.00% 97.00%    
Nonperforming Financial Instruments | Residential mortgages        
Schedule of Investments [Line Items]        
Amortized Cost $ 63 $ 62    
% of Total 2.00% 3.00%    
v3.23.1
Investments - Schedule of Residential Loans Segregated by Risk Rating Exposure and Non-accrual Loans by Amortized Cost (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Amortized Cost of Non-Accrual Loans [Abstract]    
Amortized cost of loans on non-accrual $ 72 $ 71
Residential mortgages    
Credit Quality Indicator Current Year [Abstract]    
2023 35 771
2022 956 900
2021 915 229
2020 225 223
2019 231 24
Prior 212 33
Credit Quality Indicator Prior Year [Abstract]    
2022 35 771
2021 956 900
2020 915 229
2019 225 223
2018 231 24
Prior 212 33
Total 2,574 2,180
Amortized Cost of Non-Accrual Loans [Abstract]    
Amortized cost of loans on non-accrual 63 62
Commercial mortgages    
Credit Quality Indicator Current Year [Abstract]    
2023 53 350
2022 354 1,300
2021 1,301 488
2020 486 0
2019 0 0
Prior 276 278
Loans 2,456 2,407
Credit Quality Indicator Prior Year [Abstract]    
2022 53 350
2021 354 1,300
2020 1,301 488
2019 486 0
2018 0 0
Prior 276 278
Total 2,470 2,416
Amortized Cost of Non-Accrual Loans [Abstract]    
Amortized cost of loans on non-accrual 9 9
Current (less than 30 days past due) | Residential mortgages    
Credit Quality Indicator Current Year [Abstract]    
2023 35 766
2022 950 884
2021 889 214
2020 209 185
2019 199 23
Prior 209 33
Credit Quality Indicator Prior Year [Abstract]    
2022 35 766
2021 950 884
2020 889 214
2019 209 185
2018 199 23
Prior 209 33
Total 2,491 2,105
Current (less than 30 days past due) | Commercial mortgages    
Credit Quality Indicator Current Year [Abstract]    
2023 53 350
2022 354 1,300
2021 1,301 488
2020 486 0
2019 0 0
Prior 267 269
Credit Quality Indicator Prior Year [Abstract]    
2022 53 350
2021 354 1,300
2020 1,301 488
2019 486 0
2018 0 0
Prior 267 269
Total 2,461 2,407
30-89 days past due | Residential mortgages    
Credit Quality Indicator Current Year [Abstract]    
2023 0 2
2022 3 7
2021 8 0
2020 3 4
2019 4 0
Prior 2 0
Credit Quality Indicator Prior Year [Abstract]    
2022 0 2
2021 3 7
2020 8 0
2019 3 4
2018 4 0
Prior 2 0
Total 20 13
30-89 days past due | Commercial mortgages    
Credit Quality Indicator Current Year [Abstract]    
2023 0 0
2022 0 0
2021 0 0
2020 0 0
2019 0 0
Prior 0 0
Credit Quality Indicator Prior Year [Abstract]    
2022 0 0
2021 0 0
2020 0 0
2019 0 0
2018 0 0
Prior 0 0
Total 0 0
90 days or more past due | Residential mortgages    
Credit Quality Indicator Current Year [Abstract]    
2023 0 3
2022 3 9
2021 18 15
2020 13 34
2019 28 1
Prior 1 0
Credit Quality Indicator Prior Year [Abstract]    
2022 0 3
2021 3 9
2020 18 15
2019 13 34
2018 28 1
Prior 1 0
Total 63 62
90 days or more past due | Commercial mortgages    
Credit Quality Indicator Current Year [Abstract]    
2023 0 0
2022 0 0
2021 0 0
2020 0 0
2019 0 0
Prior 9 9
Credit Quality Indicator Prior Year [Abstract]    
2022 0 0
2021 0 0
2020 0 0
2019 0 0
2018 0 0
Prior 9 9
Total $ 9 $ 9
v3.23.1
Investments - Changes in Allowance for Expected Credit Losses on Mortgage Loans (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Financing Receivable, Allowance for Credit Loss [Line Items]    
Beginning Balance $ 42 $ 31
Provision for loan losses 18 1
Ending Balance 60 32
Residential mortgages    
Financing Receivable, Allowance for Credit Loss [Line Items]    
Beginning Balance 32 25
Provision for loan losses 16 1
Ending Balance 48 26
Commercial mortgages    
Financing Receivable, Allowance for Credit Loss [Line Items]    
Beginning Balance 10 6
Provision for loan losses 2 0
Ending Balance $ 12 $ 6
v3.23.1
Investments - Schedule of Sources of Net Investment Income Reported (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Schedule of Investments [Line Items]    
Gross investment income $ 580 $ 496
Investment expense (61) (45)
Interest and investment income 519 451
Fixed maturity securities, available-for-sale    
Schedule of Investments [Line Items]    
Gross investment income 432 319
Equity securities    
Schedule of Investments [Line Items]    
Gross investment income 5 4
Preferred securities    
Schedule of Investments [Line Items]    
Gross investment income 10 11
Mortgage loans    
Schedule of Investments [Line Items]    
Gross investment income 51 39
Invested cash and short-term investments    
Schedule of Investments [Line Items]    
Gross investment income 16 4
Limited partnerships    
Schedule of Investments [Line Items]    
Gross investment income 57 113
Other investments    
Schedule of Investments [Line Items]    
Gross investment income $ 9 $ 6
v3.23.1
Investments - Realized Gain (Loss) on Investments (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Schedule of Investments [Line Items]    
Net realized (losses) gains on fixed maturity available-for-sale securities $ (44) $ (34)
Realized (losses) gains on other invested assets 0 (4)
Change in allowance for expected credit losses (8) (1)
Realized (losses) gains on certain derivative instruments (89) 50
Unrealized (losses) gains on certain derivative instruments 147 (358)
Change in fair value of derivatives (19) 122
Embedded derivative adjustments 2 (3)
Realized (losses) gains on derivatives and embedded derivatives 41 (189)
Recognized gains and (losses), net (15) (297)
Reinsurance related embedded derivatives    
Schedule of Investments [Line Items]    
Change in fair value of derivatives (19) 122
Equity securities    
Schedule of Investments [Line Items]    
Net realized/unrealized (losses) gains 5 (2)
Equity securities, FV-NI, valuation gain (loss) 5 (2)
Preferred securities    
Schedule of Investments [Line Items]    
Net realized/unrealized (losses) gains (9) (67)
Equity securities, FV-NI, valuation gain (loss) $ 26 $ (66)
v3.23.1
Investments - Proceeds from Sale of Fixed Maturity AFS Securities (Details) - Total fixed maturity securities, available for sale - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Schedule of Investments [Line Items]    
Proceeds $ 445 $ 1,032
Gross gains 3 3
Gross losses $ (49) $ (37)
v3.23.1
Investments - Schedule of Carrying Value and Maximum Loss Exposure Unconsolidated VIEs (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Schedule of Investments [Line Items]    
Carrying Value $ 19,448 $ 18,107
Maximum Loss Exposure 22,858 21,434
Investment in unconsolidated affiliates    
Schedule of Investments [Line Items]    
Carrying Value 2,558 2,427
Maximum Loss Exposure 4,268 4,030
Fixed maturity securities    
Schedule of Investments [Line Items]    
Carrying Value 16,890 15,680
Maximum Loss Exposure $ 18,590 $ 17,404
v3.23.1
Investments - Schedules of Investment Concentrations (Details) - Stockholders' Equity, Total - Investment Risk Concentration - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Blackstone Wave Asset Holdco    
Schedule of Investments [Line Items]    
Investment owned, at fair value $ 760 $ 741
ELBA    
Schedule of Investments [Line Items]    
Investment owned, at fair value 473 470
COLI    
Schedule of Investments [Line Items]    
Investment owned, at fair value 313 308
Verus Securitization Trust    
Schedule of Investments [Line Items]    
Investment owned, at fair value 299 302
Jade 1    
Schedule of Investments [Line Items]    
Investment owned, at fair value 280 271
Jade 2    
Schedule of Investments [Line Items]    
Investment owned, at fair value 280 271
Jade 3    
Schedule of Investments [Line Items]    
Investment owned, at fair value 280 271
Jade 4    
Schedule of Investments [Line Items]    
Investment owned, at fair value $ 280 $ 271
v3.23.1
Derivative Financial Instruments - Carrying Amounts of Derivative Instruments (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Fair Value $ 717 $ 546
Total liability derivatives 3,569 3,115
Derivative investments | Call options    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Fair Value 432 244
Other long-term investments | Embedded derivatives    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Fair Value 25 23
Prepaid expenses and other assets | Embedded derivatives    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Fair Value 260 279
Contractholder funds | FIA/ IUL embedded derivatives    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Total liability derivatives $ 3,569 $ 3,115
v3.23.1
Derivative Financial Instruments - Schedule of Change in Fair Value of Derivative Instruments (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Derivative [Line Items]    
Change in fair value of derivatives $ (19) $ 122
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] Recognized gains and (losses), net Recognized gains and (losses), net
Call options    
Derivative [Line Items]    
Change in fair value of derivatives $ 55 $ (314)
Futures contracts    
Derivative [Line Items]    
Change in fair value of derivatives 5 3
Foreign currency forwards    
Derivative [Line Items]    
Change in fair value of derivatives (1) 3
Embedded derivatives    
Derivative [Line Items]    
Change in fair value of derivatives 1 (3)
Reinsurance related embedded derivatives    
Derivative [Line Items]    
Change in fair value of derivatives (19) 122
FIA/ IUL embedded derivatives (decrease) increase    
Derivative [Line Items]    
Change in fair value of derivatives 454 (488)
Total net investment gains (losses)    
Derivative [Line Items]    
Change in fair value of derivatives $ 41 $ (189)
v3.23.1
Derivative Financial Instruments - Narrative (Details)
$ in Millions
3 Months Ended
Mar. 31, 2023
USD ($)
contract
Dec. 31, 2022
USD ($)
contract
All Counterparties Except Merrill Lynch    
Derivative [Line Items]    
Counterparties, collateral required threshold 0.00%  
Embedded derivatives    
Derivative [Line Items]    
Term of contract, term one 1 year  
Term of contract, term two 2 years  
Term of contract, term three 3 years  
Term of contract, term four 5 years  
Call options | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Collateral $ 351 $ 219
Net credit risk 83 33
Call options | Derivatives For Trading And Investment | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Collateral 351 219
Net credit risk 83 33
Call options | Cash and Cash Equivalents | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Collateral $ 290 $ 178
Futures contracts    
Derivative [Line Items]    
Number of instruments held | contract 404,000,000 409,000,000
Collateral held $ 4 $ 3
v3.23.1
Derivative Financial Instruments - Information Regarding Exposure to Credit Loss on Call Options Held (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Derivatives, Fair Value [Line Items]    
Fair Value $ 717 $ 546
Call options | Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Notional Amount 24,348 23,297
Fair Value 432 244
Collateral 351 219
Net Credit Risk 83 33
Merrill Lynch | Call options | Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Notional Amount 3,834 3,563
Fair Value 44 23
Collateral 0 0
Net Credit Risk 44 23
Morgan Stanley | Call options | Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Notional Amount 2,038 1,699
Fair Value 22 14
Collateral 24 19
Net Credit Risk 0 0
Barclay's Bank | Call options | Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Notional Amount 5,939 6,049
Fair Value 106 65
Collateral 95 59
Net Credit Risk 11 6
Canadian Imperial Bank of Commerce | Call options | Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Notional Amount 6,006 5,169
Fair Value 129 68
Collateral 113 64
Net Credit Risk 16 4
Wells Fargo | Call options | Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Notional Amount 1,270 1,361
Fair Value 31 17
Collateral 29 17
Net Credit Risk 2 0
Goldman Sachs | Call options | Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Notional Amount 1,178 1,133
Fair Value 16 9
Collateral 14 10
Net Credit Risk 2 0
Credit Suisse | Call options | Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Notional Amount 672 1,039
Fair Value 7 5
Collateral 7 5
Net Credit Risk 0 0
Truist | Call options | Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Notional Amount 2,204 2,489
Fair Value 60 35
Collateral 54 36
Net Credit Risk 6 0
Citibank | Call options | Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Notional Amount 1,207 795
Fair Value 17 8
Collateral 15 9
Net Credit Risk $ 2 $ 0
v3.23.1
Notes Payable - Components of Notes Payable (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Jan. 13, 2023
Dec. 31, 2022
Debt Instrument [Line Items]      
Notes payable $ 1,572   $ 1,114
7.40% Senior Notes Due 2028 | Senior Notes      
Debt Instrument [Line Items]      
Interest rate, stated percentage 7.40% 7.40%  
Notes payable $ 494   0
5.50% F&G Notes | Senior Notes      
Debt Instrument [Line Items]      
Interest rate, stated percentage 5.50%    
Notes payable $ 567   567
Revolving Credit Facility | Credit Agreement | Credit Facility      
Debt Instrument [Line Items]      
Notes payable $ 511   $ 547
v3.23.1
Notes Payable - Narrative (Details) - USD ($)
$ in Millions
Feb. 21, 2023
Jan. 06, 2023
Apr. 20, 2018
Mar. 31, 2023
Jan. 13, 2023
Dec. 31, 2022
Nov. 22, 2022
Jun. 01, 2020
7.40% Senior Notes Due 2028 | Senior Notes                
Debt Instrument [Line Items]                
Aggregate principal amount         $ 500      
Interest rate, stated percentage       7.40% 7.40%      
Credit Agreement | Credit Facility | Revolving Credit Facility                
Debt Instrument [Line Items]                
Credit facility, maximum borrowing capacity $ 665           $ 550  
Credit facility outstanding       $ 515   $ 550    
Partial repayment of debt   $ 35            
Credit facility, increase in principal amount $ 115              
5.50% F&G Senior Notes due May 2025 | Senior Notes                
Debt Instrument [Line Items]                
Aggregate principal amount     $ 550          
Interest rate, stated percentage     5.50%          
Proceeds from issuance of senior notes     $ 547          
Debt premium established               $ 39
5.50% F&G Senior Notes due May 2025 | Senior Notes | FGL Holdings                
Debt Instrument [Line Items]                
Price as percent of par on offering of unsecured notes     99.50%          
v3.23.1
Notes Payable - Gross Principal Maturities of Notes Payable (Details)
$ in Millions
Mar. 31, 2023
USD ($)
Debt Disclosure [Abstract]  
2023 $ 515
2024 0
2025 550
2026 0
2027 0
Thereafter 500
Total $ 1,565
v3.23.1
Commitments and Contingencies - Narrative (Details)
shares in Thousands
1 Months Ended
Aug. 31, 2020
shares
In the Matter of FGL Holdings  
Loss Contingencies [Line Items]  
Number of shares in which statutory appraisal rights have been claimed (in shares) 12,000
v3.23.1
Commitments and Contingencies - Unfunded Commitments (Details) - Commitment to Invest
$ in Millions
Mar. 31, 2023
USD ($)
Other Commitments [Line Items]  
Unfunded investment commitment $ 3,866
Limited partnerships  
Other Commitments [Line Items]  
Unfunded investment commitment 1,710
Whole loans  
Other Commitments [Line Items]  
Unfunded investment commitment 743
Fixed maturity securities, AFS  
Other Commitments [Line Items]  
Unfunded investment commitment 212
Direct Lending  
Other Commitments [Line Items]  
Unfunded investment commitment 1,000
Other fixed maturity securities, AFS  
Other Commitments [Line Items]  
Unfunded investment commitment 28
Commercial mortgage loans  
Other Commitments [Line Items]  
Unfunded investment commitment 29
Other assets  
Other Commitments [Line Items]  
Unfunded investment commitment 142
Residential mortgage loans  
Other Commitments [Line Items]  
Unfunded investment commitment 1
Committed amounts included in liabilities  
Other Commitments [Line Items]  
Unfunded investment commitment $ 1
v3.23.1
Supplemental Cash Flow Information (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Cash paid for:    
Interest $ 9 $ 0
Deferred sales inducements 29 16
Non-cash investing and financing activities:    
Change in proceeds of sales of investments available for sale receivable in period 22 81
Change in purchases of investments available for sale payable in period $ 79 $ 204
v3.23.1
Intangibles - Reconciliation of Other Intangibles to Balance Sheet (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Finite-Lived Intangible Assets [Line Items]        
VOBA $ 1,572 $ 1,615 $ 1,749 $ 1,743
DAC 1,676 1,411    
DSI 225 200 $ 140 $ 127
Total Other intangible assets, net 3,677 3,429    
Indefinite lived tradenames and other        
Finite-Lived Intangible Assets [Line Items]        
Indefinite lived tradenames and other 21 20    
Value of distribution asset        
Finite-Lived Intangible Assets [Line Items]        
Definite lived 97 100    
Computer software        
Finite-Lived Intangible Assets [Line Items]        
Definite lived 65 61    
Definite lived trademarks, tradenames, and other        
Finite-Lived Intangible Assets [Line Items]        
Definite lived $ 21 $ 22    
v3.23.1
Intangibles - VOBA (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
VOBA    
VOBA at beginning of period $ 1,615 $ 1,743
Amortization (43) (47)
Shadow Premium Deficiency Testing (“PDT”)   53
VOBA at end of period 1,572 1,749
FIA    
VOBA    
VOBA at beginning of period 1,166 1,314
Amortization (36) (38)
Shadow Premium Deficiency Testing (“PDT”)   0
VOBA at end of period 1,130 1,276
Fixed Rate Annuities    
VOBA    
VOBA at beginning of period 32 39
Amortization (1) (2)
Shadow Premium Deficiency Testing (“PDT”)   0
VOBA at end of period 31 37
Immediate annuities    
VOBA    
VOBA at beginning of period 201 212
Amortization (3) (3)
Shadow Premium Deficiency Testing (“PDT”)   0
VOBA at end of period 198 209
Universal Life    
VOBA    
VOBA at beginning of period 143 153
Amortization (2) (3)
Shadow Premium Deficiency Testing (“PDT”)   0
VOBA at end of period 141 150
Traditional Life    
VOBA    
VOBA at beginning of period 73 25
Amortization (1) (1)
Shadow Premium Deficiency Testing (“PDT”)   53
VOBA at end of period $ 72 $ 77
v3.23.1
Intangibles - Reconciliation of VOB DAC and DSI to the Condensed Consolidated Balance Sheets (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Finite-Lived Intangible Assets [Line Items]        
VOBA $ 1,572 $ 1,615 $ 1,749 $ 1,743
DAC 1,676 1,411    
DSI 225 200 140 127
FIA        
Finite-Lived Intangible Assets [Line Items]        
VOBA 1,130 1,166 1,276 1,314
DAC 1,062 971    
DSI 225 200 140 127
Fixed Rate Annuities        
Finite-Lived Intangible Assets [Line Items]        
VOBA 31 32 37 39
DAC 209 83    
Immediate annuities        
Finite-Lived Intangible Assets [Line Items]        
VOBA 198 201 209 212
Universal Life        
Finite-Lived Intangible Assets [Line Items]        
VOBA 141 143 150 153
DAC 396 348    
Traditional Life        
Finite-Lived Intangible Assets [Line Items]        
VOBA 72 73 $ 77 $ 25
Funding Agreements        
Finite-Lived Intangible Assets [Line Items]        
DAC $ 9 $ 9    
v3.23.1
Intangibles - DAC (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Deferred Policy Acquisition Cost [Line Items]    
DAC at beginning of period $ 1,402 $ 775
Capitalization 221 153
Amortization (35) (19)
Reinsurance related adjustments 79  
DAC at end of period 1,667 909
FIA    
Deferred Policy Acquisition Cost [Line Items]    
DAC at beginning of period 971 564
Capitalization 113 98
Amortization (22) (13)
Reinsurance related adjustments 0  
DAC at end of period 1,062 649
Fixed Rate Annuities    
Deferred Policy Acquisition Cost [Line Items]    
DAC at beginning of period 83 38
Capitalization 52 8
Amortization (5) (2)
Reinsurance related adjustments 79  
DAC at end of period 209 44
Universal Life    
Deferred Policy Acquisition Cost [Line Items]    
DAC at beginning of period 348 173
Capitalization 56 47
Amortization (8) (4)
Reinsurance related adjustments 0  
DAC at end of period $ 396 $ 216
v3.23.1
Intangibles - DSI (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Movement in Deferred Sales Inducements [Roll Forward]    
DSI at beginning of period $ 200 $ 127
Capitalization 29 16
Amortization 4 (3)
DSI at end of period 225 140
FIA    
Movement in Deferred Sales Inducements [Roll Forward]    
DSI at beginning of period 200 127
Capitalization 29 16
Amortization 4 (3)
DSI at end of period $ 225 $ 140
v3.23.1
Intangibles - Estimated Amortization Expense for VOBA in Future Fiscal Periods (Details)
$ in Millions
Mar. 31, 2023
USD ($)
Goodwill and Intangible Assets Disclosure [Abstract]  
2023 $ 122
2024 151
2025 139
2026 128
2027 117
Thereafter $ 915
v3.23.1
Reinsurance - Effect Of Reinsurance On Premiums Earned And Benefits Incurred And Reserve Changes Table (Details) - Life Insurance Product Line - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Net Premiums Earned    
Direct $ 301 $ 567
Ceded (26) (32)
Net 275 535
Net Benefits Incurred    
Direct 872 505
Ceded (60) (302)
Net $ 812 $ 203
v3.23.1
Reinsurance - Allowance for Credit Loss (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Reinsurance Recoverable, Allowance for Credit Loss [Roll Forward]    
Balance at Beginning of Period $ (10) $ (20)
Changes in the expected credit loss reserve 1 0
Balance at End of Period $ (9) $ (20)
v3.23.1
Reinsurance - Narrative (Details)
$ in Millions
1 Months Ended 3 Months Ended
Sep. 01, 2022
USD ($)
Jan. 15, 2021
Mar. 31, 2023
USD ($)
Mar. 31, 2023
USD ($)
policy
Dec. 31, 2022
USD ($)
Effects of Reinsurance [Line Items]          
Number of policies reinsured by foreign company not engaged in insurance | policy       0  
Net amount recoverable     $ 6,361 $ 6,361 $ 5,417
Aspida Re          
Effects of Reinsurance [Line Items]          
Funds withheld co-insurance basis, percentage   50.00%      
Monthly cession capped amount $ 350   450    
Aspida Re | AM Best, A- Rating          
Effects of Reinsurance [Line Items]          
Net amount recoverable     4,073 4,073  
Aspida Re | Minimum          
Effects of Reinsurance [Line Items]          
Funds withheld co-insurance basis, percentage 50.00%        
Aspida Re | Maximum          
Effects of Reinsurance [Line Items]          
Funds withheld co-insurance basis, percentage 75.00%        
Wilton Reassurance Company | AM Best, A+ Rating | Fitch, A Rating          
Effects of Reinsurance [Line Items]          
Net amount recoverable     1,184 1,184  
Somerset | AM Best, A- Rating | Standard & Poor's, BBB+ Rating          
Effects of Reinsurance [Line Items]          
Net amount recoverable     $ 553 $ 553  
v3.23.1
F&G Insurance Subsidiary Financial Information and Regulatory Matters - Narrative (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Statutory Accounting Practices [Line Items]    
Decrease in statutory capital and surplus $ (3) $ (152)
VERMONT | Raven Reinsurance Company    
Statutory Accounting Practices [Line Items]    
Change in statutory capital surplus increase (decrease) 200 200
Statutory capital and surplus $ 93 $ 121
v3.23.1
Income Taxes - Additional (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Dec. 31, 2022
Income Tax Disclosure [Abstract]      
Effective income tax rate 4.00% 31.00%  
Deferred tax assets, valuation allowance $ 67   $ 30
Deferred tax assets 611    
Valuation allowance, increase $ 37    
v3.23.1
Income Taxes - Adoption of ASU 2018-12 (Details)
$ in Millions
Dec. 31, 2022
USD ($)
Cumulative Effect, Period of Adoption, Adjustment  
New Accounting Pronouncements or Change in Accounting Principle [Line Items]  
Deferred tax assets, net $ 163
v3.23.1
Future Policy Benefits - Summary Balances and Changes in the Present Value of Expected Net Premiums and Present Value (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Liability for Future Policy Benefit, Expected Future Policy Benefit [Roll Forward]        
Net liability for future policy benefits $ 5,371 $ 5,021 $ 4,918  
Less: Reinsurance recoverable       $ 1,115
Traditional Life        
Liability for Future Policy Benefit, Expected Net Premium [Roll Forward]        
Balance, beginning of year 797 1,020 1,152  
Beginning balance of original discount rate 974 1,045 1,131  
Effect of actual variances from expected experience   3 33 25
Balance adjusted for variances from expectation   977 1,078 1,156
Interest accrual 5 20 22  
Benefits payments 30 124 133  
Ending Balance at original discount rate 952 974 1,045  
Effect of changes in discount rate assumptions 158 177 25  
Balance, end of year 794 797 1,020  
Liability for Future Policy Benefit, Expected Future Policy Benefit [Roll Forward]        
Balance, beginning of year 2,151 2,772 3,105  
Beginning balance of original discount rate 2,665 2,806 2,995  
Effect of actual variances from expected experience   (7) 13 (14)
Balance adjusted for variances from expectation   2,658 2,819 2,981
Interest accrual 14 59 62  
Benefits payments (48) (213) (237)  
Ending Balance at original discount rate 2,624 2,665 2,806  
Effect of changes in discount rate assumptions 448 514 34  
Balance, end of year 2,176 2,151 2,772  
Net liability for future policy benefits 1,382 1,354 1,752  
Less: Reinsurance recoverable 510 515 670 793
Liability for Future Policy Benefit, after Reinsurance, Total $ 872 $ 839 $ 1,082  
Weighted-average duration of liability for future policyholder benefits (years) 7 years 6 months 10 days 7 years 6 months 29 days 8 years 6 months 14 days  
Immediate annuities        
Liability for Future Policy Benefit, Expected Net Premium [Roll Forward]        
Balance, beginning of year   $ 1,954 $ 2,153  
Beginning balance of original discount rate   1,935 2,040  
Effect of actual variances from expected experience       (47)
Balance adjusted for variances from expectation       1,993
Issuances     18  
Interest accrual     60  
Benefits payments     (136)  
Ending Balance at original discount rate     1,935  
Balance, end of year     1,954  
Liability for Future Policy Benefit, Expected Future Policy Benefit [Roll Forward]        
Balance, beginning of year $ 1,429 1,954    
Beginning balance of original discount rate 1,858 1,935    
Effect of changes in cash flow assumptions   0 0  
Effect of actual variances from expected experience   (7) (26)  
Balance adjusted for variances from expectation   1,851 1,909  
Issuances 5 26    
Interest accrual 16 60    
Benefits payments (31) (137)    
Ending Balance at original discount rate 1,841 1,858 1,935  
Effect of changes in discount rate assumptions (389) 429 (19)  
Balance, end of year 1,452 1,429 1,954  
Net liability for future policy benefits 1,452 1,429 1,954  
Less: Reinsurance recoverable 204 218 293 322
Liability for Future Policy Benefit, after Reinsurance, Total $ 1,248 $ 1,211 $ 1,661  
Weighted-average duration of liability for future policyholder benefits (years) 12 years 2 months 4 days 11 years 9 months 3 days 13 years 7 months 9 days  
PRT        
Liability for Future Policy Benefit, Expected Net Premium [Roll Forward]        
Balance, beginning of year   $ 1,148 $ 0  
Beginning balance of original discount rate   1,151 0  
Effect of actual variances from expected experience       0
Balance adjusted for variances from expectation       $ 0
Issuances     1,155  
Interest accrual     2  
Benefits payments     (6)  
Ending Balance at original discount rate     1,151  
Balance, end of year     1,148  
Liability for Future Policy Benefit, Expected Future Policy Benefit [Roll Forward]        
Balance, beginning of year $ 2,165 1,148    
Beginning balance of original discount rate 2,475 1,151    
Effect of changes in cash flow assumptions   (1) (20)  
Effect of actual variances from expected experience   (3) 2  
Balance adjusted for variances from expectation   2,471 1,133  
Issuances 268 1,418    
Interest accrual 23 50    
Benefits payments (55) (126)    
Ending Balance at original discount rate 2,707 2,475 1,151  
Effect of changes in discount rate assumptions (251) 310 3  
Balance, end of year 2,456 2,165 1,148  
Net liability for future policy benefits 2,456 2,165 1,148  
Less: Reinsurance recoverable 0 0 0  
Liability for Future Policy Benefit, after Reinsurance, Total $ 2,456 $ 2,165 $ 1,148  
Weighted-average duration of liability for future policyholder benefits (years) 8 years 25 days 8 years 1 month 2 days 8 years 9 months  
v3.23.1
Future Policy Benefits - Summary of Balances and Changes in the Deferred Profit Liability (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Dec. 31, 2021
Dec. 31, 2022
Dec. 31, 2020
Immediate annuities          
Liability for Future Policy Benefit, Activity [Line Items]          
Balance, beginning of year $ 69 $ 57 $ 22    
Effect of modeling changes     0 $ 4 $ 0
Effect of changes in cash flow assumptions     0 0 0
Effect of actual variances from expected experience     16 4 39
Balance adjusted for variances from expectation     73 77 61
Issuances 1 1 0    
Interest accrual 1 2 2    
Amortization (2) (7) (6)    
Balance, end of year 77   57    
PRT          
Liability for Future Policy Benefit, Activity [Line Items]          
Balance, beginning of year 4 7 0    
Effect of modeling changes     0 0 0
Effect of changes in cash flow assumptions     (2) 0 0
Effect of actual variances from expected experience     0 0 0
Balance adjusted for variances from expectation     5 $ 4 $ 0
Issuances 0 0 7    
Interest accrual 0 0 0    
Amortization 0 $ (1) 0    
Balance, end of year $ 4   $ 7    
v3.23.1
Future Policy Benefits - Reconciliation of Net FPB to the Condensed Consolidated Balance Sheets (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Liability for Future Policy Benefit, Activity [Line Items]        
Future policy benefits $ 5,371 $ 5,021 $ 4,918  
Traditional Life        
Liability for Future Policy Benefit, Activity [Line Items]        
Future policy benefits 1,382 1,354 1,752  
Immediate annuities        
Liability for Future Policy Benefit, Activity [Line Items]        
Future policy benefits 1,452 1,429 1,954  
Deferred profit liability 77 69 57 $ 22
PRT        
Liability for Future Policy Benefit, Activity [Line Items]        
Future policy benefits 2,456 2,165 1,148  
Deferred profit liability 4 4 7 $ 0
Immediate annuities DPL        
Liability for Future Policy Benefit, Activity [Line Items]        
Deferred profit liability 77 69 57  
PRT DPL        
Liability for Future Policy Benefit, Activity [Line Items]        
Deferred profit liability $ 4 $ 4 $ 7  
v3.23.1
Future Policy Benefits - Liability For Future Policy Benefit Expected Future Policy Benefit Undiscounted (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Mar. 31, 2022
Liability For Future Policy Benefit, Expected Future Policy Benefit, Discounted [Abstract]    
Expected future benefit payments   $ 2,734
Expected future gross premiums   1,129
Traditional Life    
Liability for Future Policy Benefit, Expected Future Policy Benefit, Undiscounted [Abstract]    
Expected future benefit payments $ 3,073 3,265
Expected future gross premiums 1,142 1,289
Liability For Future Policy Benefit, Expected Future Policy Benefit, Discounted [Abstract]    
Expected future benefit payments 2,155  
Expected future gross premiums 839  
Immediate annuities    
Liability for Future Policy Benefit, Expected Future Policy Benefit, Undiscounted [Abstract]    
Expected future benefit payments 3,402 3,545
Expected future gross premiums 0 0
Liability For Future Policy Benefit, Expected Future Policy Benefit, Discounted [Abstract]    
Expected future benefit payments 1,452 1,923
Expected future gross premiums 0 0
PRT    
Liability for Future Policy Benefit, Expected Future Policy Benefit, Undiscounted [Abstract]    
Expected future benefit payments 3,916 2,289
Expected future gross premiums 0 0
Liability For Future Policy Benefit, Expected Future Policy Benefit, Discounted [Abstract]    
Expected future benefit payments 2,708 1,665
Expected future gross premiums $ 0 $ 0
v3.23.1
Future Policy Benefits - Gross Premium Income and Interest Expense (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Liability for Future Policy Benefit, Activity [Line Items]    
Gross premium income $ 301 $ 568
Interest expense 48 32
Traditional Life    
Liability for Future Policy Benefit, Activity [Line Items]    
Gross premium income 32 36
Interest expense 9 10
Immediate annuities    
Liability for Future Policy Benefit, Activity [Line Items]    
Gross premium income 6 7
Interest expense 16 15
PRT    
Liability for Future Policy Benefit, Activity [Line Items]    
Gross premium income 263 525
Interest expense $ 23 $ 7
v3.23.1
Future Policy Benefits - Weighted Average Rates (Details)
Mar. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Traditional Life      
Liability for Future Policy Benefit, Activity [Line Items]      
Interest accretion rate 2.33% 2.32% 2.29%
Current discount rate 4.96% 5.37% 2.41%
Immediate annuities      
Liability for Future Policy Benefit, Activity [Line Items]      
Interest accretion rate 3.11% 3.07% 3.04%
Current discount rate 5.02% 5.21% 3.07%
PRT      
Liability for Future Policy Benefit, Activity [Line Items]      
Interest accretion rate 3.82% 3.20% 1.20%
Current discount rate 5.08% 5.40% 2.79%
v3.23.1
Future Policy Benefits - Actual Experience and Expected Experience for Mortality and Lapses (Details)
Mar. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Actual experience | Traditional Life      
Liability for Future Policy Benefit, Activity [Line Items]      
Mortality rate 1.40% 1.50% 1.70%
Lapse rate 0.10% 0.00% 0.10%
Actual experience | Immediate annuities      
Liability for Future Policy Benefit, Activity [Line Items]      
Mortality rate 3.20% 3.00% 4.20%
Lapse rate 0.00% 0.00% 0.00%
Actual experience | PRT      
Liability for Future Policy Benefit, Activity [Line Items]      
Mortality rate 2.70% 1.90% 0.00%
Lapse rate 0.00% 0.00% 0.00%
Expected experience | Traditional Life      
Liability for Future Policy Benefit, Activity [Line Items]      
Mortality rate 1.40% 1.30% 1.30%
Lapse rate 0.20% 0.30% 0.30%
Expected experience | Immediate annuities      
Liability for Future Policy Benefit, Activity [Line Items]      
Mortality rate 1.70% 1.90% 2.00%
Lapse rate 0.00% 0.00% 0.00%
Expected experience | PRT      
Liability for Future Policy Benefit, Activity [Line Items]      
Mortality rate 2.10% 2.50% 0.00%
Lapse rate 0.00% 0.00% 0.00%
v3.23.1
Future Policy Benefits - Additional Information, Cohort NPR (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Dec. 31, 2022
Accounting Standards Update 2018-12 [Abstract]      
Net Premium Ratio before capping 101.00%   100.00%
Reserves before NP Ratio capping $ 1,208   $ 1,172
Reserves after NP Ratio capping 1,211   $ 1,173
Loss Expense $ 2 $ 0  
v3.23.1
Contractholder Funds - Summary of Balances and Changes in Contractholder Funds (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Dec. 31, 2022
Dec. 31, 2021
Policyholder Account Balance [Roll Forward]        
Balance, beginning of year $ 40,843      
Balance, end of year 43,379   $ 40,843  
Embedded derivative adjustments 2 $ (3)    
Gross Liability, end of period 43,379   40,843 $ 34,753
FIA        
Policyholder Account Balance [Roll Forward]        
Balance, beginning of year 24,766 21,997 21,997 18,703
Issuances 1,186   4,462 4,400
Premiums received 25   106 103
Policy charge (42)   (166) (148)
Surrenders and withdrawals (403)   (1,322) (1,303)
Benefit payments (121)   (485) (440)
Interest credited 21   198 686
Other 23   (24) (4)
Balance, end of year 25,455   24,766 21,997
Embedded derivative adjustments (12)   (343) 603
Gross Liability, end of period 25,443   24,423 22,600
Less: Reinsurance (17)   (17) (17)
Net Liability, after Reinsurance $ 25,426   $ 24,406 $ 22,583
Weighted-average crediting rate 0.33%   0.85% 3.43%
Cash surrender value $ 23,726   $ 188 $ 20,455
Fixed Rate Annuities        
Policyholder Account Balance [Roll Forward]        
Balance, beginning of year 9,358 6,367 6,367 5,142
Issuances 1,522   3,758 1,743
Premiums received 1   3 3
Policy charge 0   (1) (1)
Surrenders and withdrawals (257)   (797) (543)
Benefit payments (59)   (192) (145)
Interest credited 81   220 167
Other (1)   0 1
Balance, end of year 10,645   9,358 6,367
Embedded derivative adjustments 0   0 0
Gross Liability, end of period 10,645   9,358 6,367
Less: Reinsurance (4,691)   (3,723) (1,692)
Net Liability, after Reinsurance $ 5,954   $ 5,635 $ 4,675
Weighted-average crediting rate 0.00%   0.00% 0.00%
Cash surrender value $ 9,929   $ 5,992 $ 5,992
Universal Life        
Policyholder Account Balance [Roll Forward]        
Balance, beginning of year 2,112 1,907 1,907 1,696
Issuances 49   167 114
Premiums received 87   295 233
Policy charge (60)   (209) (167)
Surrenders and withdrawals (21)   (74) (68)
Benefit payments (10)   (22) (19)
Interest credited 5   48 118
Other 0   0 0
Balance, end of year 2,162   2,112 1,907
Embedded derivative adjustments 45   15 74
Gross Liability, end of period 2,207   2,127 1,981
Less: Reinsurance (933)   (947) (984)
Net Liability, after Reinsurance $ 1,274   $ 1,180 $ 997
Weighted-average crediting rate 1.00%   2.39% 6.77%
Net amount at risk $ 49,426   $ 53,348 $ 41,326
Cash surrender value 1,724   1,698 1,572
Funding Agreements, FABN        
Policyholder Account Balance [Roll Forward]        
Balance, beginning of year 2,613 1,904 1,904 0
Issuances 0   700 1,899
Premiums received 0   0 0
Policy charge 0   0 0
Surrenders and withdrawals 0   0 0
Benefit payments (15)   (35) (7)
Interest credited 13   45 12
Other 0   (1) 0
Balance, end of year 2,611   2,613 1,904
Embedded derivative adjustments 0   0 0
Gross Liability, end of period 2,611   2,613 1,904
Less: Reinsurance 0   0 0
Net Liability, after Reinsurance 2,611   2,613 1,904
Federal Home Loan Bank Funding Agreements        
Policyholder Account Balance [Roll Forward]        
Balance, beginning of year 1,982 $ 1,543 1,543 1,203
Issuances 256   1,192 759
Premiums received 0   0 0
Policy charge 0   0 0
Surrenders and withdrawals 0   0 0
Benefit payments (110)   (789) (447)
Interest credited 11   36 30
Other 0   0 (2)
Balance, end of year 2,139   1,982 1,543
Embedded derivative adjustments 0   0 0
Gross Liability, end of period 2,139   1,982 1,543
Less: Reinsurance 0   0 0
Net Liability, after Reinsurance $ 2,139   $ 1,982 $ 1,543
v3.23.1
Contractholder Funds - Reconciliation to Condensed Consolidated Balance Sheets (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Policyholder Account Balance [Line Items]      
Contractholder funds $ 43,379 $ 40,843 $ 34,753
FIA      
Policyholder Account Balance [Line Items]      
Contractholder funds 25,443 24,423 22,600
Fixed Rate Annuities      
Policyholder Account Balance [Line Items]      
Contractholder funds 10,645 9,358 6,367
Immediate annuities      
Policyholder Account Balance [Line Items]      
Contractholder funds 326 332 352
Universal Life      
Policyholder Account Balance [Line Items]      
Contractholder funds 2,207 2,127 1,981
Traditional Life      
Policyholder Account Balance [Line Items]      
Contractholder funds 5 5 5
Funding Agreements, FABN      
Policyholder Account Balance [Line Items]      
Contractholder funds 2,611 2,613 1,904
Federal Home Loan Bank Funding Agreements      
Policyholder Account Balance [Line Items]      
Contractholder funds 2,139 1,982 1,543
PRT      
Policyholder Account Balance [Line Items]      
Contractholder funds $ 3 $ 3 $ 1
v3.23.1
Contractholder Funds - Account Values By Range of Guaranteed Minimum Credit Rating (Details)
$ in Millions
Mar. 31, 2023
USD ($)
Dec. 31, 2022
USD ($)
Dec. 31, 2021
USD ($)
Dec. 31, 2020
USD ($)
Policyholder Account Balance [Line Items]        
Contractholder funds $ 43,379 $ 40,843    
Range from 0001 to 0050 | Minimum        
Policyholder Account Balance [Line Items]        
Policyholder account balance, above guaranteed minimum crediting rate 0.0001 0.0001 0.0001  
Range from 0001 to 0050 | Maximum        
Policyholder Account Balance [Line Items]        
Policyholder account balance, above guaranteed minimum crediting rate 0.0050 0.0050 0.0050  
Range from 0051 to 0150 | Minimum        
Policyholder Account Balance [Line Items]        
Policyholder account balance, above guaranteed minimum crediting rate 0.0051 0.0051 0.0051  
Range from 0051 to 0150 | Maximum        
Policyholder Account Balance [Line Items]        
Policyholder account balance, above guaranteed minimum crediting rate 0.0150 0.0150 0.0150  
Greater Than 0150 | Minimum        
Policyholder Account Balance [Line Items]        
Policyholder account balance, above guaranteed minimum crediting rate 0.0150 0.0150 0.0150  
FIA        
Policyholder Account Balance [Line Items]        
Contractholder funds $ 25,455 $ 24,766 $ 21,997 $ 18,703
FIA | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 23,870 23,400 20,764  
FIA | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 806 801 817  
FIA | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 409 414 416  
FIA | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 370 151 0  
FIA | 0.00% To 1.50%        
Policyholder Account Balance [Line Items]        
Contractholder funds 24,930 24,210 21,353  
FIA | 0.00% To 1.50% | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 23,348 22,848 20,162  
FIA | 0.00% To 1.50% | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 806 801 803  
FIA | 0.00% To 1.50% | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 406 410 388  
FIA | 0.00% To 1.50% | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 370 151 0  
FIA | 1.51% To 2.50%        
Policyholder Account Balance [Line Items]        
Contractholder funds 150 163 207  
FIA | 1.51% To 2.50% | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 149 162 171  
FIA | 1.51% To 2.50% | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 0 0 11  
FIA | 1.51% To 2.50% | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 1 1 25  
FIA | 1.51% To 2.50% | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 0 0 0  
FIA | Greater Than 2.50%        
Policyholder Account Balance [Line Items]        
Contractholder funds 375 393 437  
FIA | Greater Than 2.50% | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 373 390 431  
FIA | Greater Than 2.50% | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 0 0 3  
FIA | Greater Than 2.50% | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 2 3 3  
FIA | Greater Than 2.50% | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 0 0 0  
Fixed Rate Annuities        
Policyholder Account Balance [Line Items]        
Contractholder funds 10,645 9,358 6,367 5,142
Fixed Rate Annuities | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 982 1,016 965  
Fixed Rate Annuities | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 47 50 185  
Fixed Rate Annuities | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 1,899 1,905 1,990  
Fixed Rate Annuities | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 7,717 6,387 3,227  
Fixed Rate Annuities | 0.00% To 1.50%        
Policyholder Account Balance [Line Items]        
Contractholder funds 9,432 8,292 5,177  
Fixed Rate Annuities | 0.00% To 1.50% | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 12 10 2  
Fixed Rate Annuities | 0.00% To 1.50% | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 31 32 28  
Fixed Rate Annuities | 0.00% To 1.50% | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 1,867 1,871 1,928  
Fixed Rate Annuities | 0.00% To 1.50% | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 7,522 6,379 3,219  
Fixed Rate Annuities | 1.51% To 2.50%        
Policyholder Account Balance [Line Items]        
Contractholder funds 236 54 62  
Fixed Rate Annuities | 1.51% To 2.50% | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 8 9 9  
Fixed Rate Annuities | 1.51% To 2.50% | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 13 14 15  
Fixed Rate Annuities | 1.51% To 2.50% | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 28 30 37  
Fixed Rate Annuities | 1.51% To 2.50% | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 187 1 1  
Fixed Rate Annuities | Greater Than 2.50%        
Policyholder Account Balance [Line Items]        
Contractholder funds 977 1,012 1,128  
Fixed Rate Annuities | Greater Than 2.50% | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 962 997 954  
Fixed Rate Annuities | Greater Than 2.50% | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 3 4 142  
Fixed Rate Annuities | Greater Than 2.50% | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 4 4 25  
Fixed Rate Annuities | Greater Than 2.50% | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 8 7 7  
Universal Life        
Policyholder Account Balance [Line Items]        
Contractholder funds 2,162 2,112 1,907 $ 1,696
Universal Life | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 2,096 2,047 1,845  
Universal Life | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 47 47 48  
Universal Life | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 1 1 1  
Universal Life | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 18 17 13  
Universal Life | 0.00% To 1.50%        
Policyholder Account Balance [Line Items]        
Contractholder funds 1,774 1,721 1,501  
Universal Life | 0.00% To 1.50% | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 1,752 1,701 1,486  
Universal Life | 0.00% To 1.50% | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 4 3 2  
Universal Life | 0.00% To 1.50% | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 0 0 0  
Universal Life | 0.00% To 1.50% | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 18 17 13  
Universal Life | 1.51% To 2.50%        
Policyholder Account Balance [Line Items]        
Contractholder funds 0 0 0  
Universal Life | 1.51% To 2.50% | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 0 0 0  
Universal Life | 1.51% To 2.50% | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 0 0 0  
Universal Life | 1.51% To 2.50% | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 0 0 0  
Universal Life | 1.51% To 2.50% | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 0 0 0  
Universal Life | Greater Than 2.50%        
Policyholder Account Balance [Line Items]        
Contractholder funds 388 391 406  
Universal Life | Greater Than 2.50% | At Guaranteed Minimum        
Policyholder Account Balance [Line Items]        
Contractholder funds 344 346 359  
Universal Life | Greater Than 2.50% | Range from 0001 to 0050        
Policyholder Account Balance [Line Items]        
Contractholder funds 43 44 46  
Universal Life | Greater Than 2.50% | Range from 0051 to 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds 1 1 1  
Universal Life | Greater Than 2.50% | Greater Than 0150        
Policyholder Account Balance [Line Items]        
Contractholder funds $ 0 $ 0 $ 0  
v3.23.1
Market Risk Benefits - Balances and Changes in Market Risk Benefit (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Market Risk Benefit [Line Items]      
Balance beginning of period $ 165 $ 428  
Balance, end of period 218 165 $ 428
Previously Reported      
Market Risk Benefit [Line Items]      
Balance beginning of period     531
FIA      
Market Risk Benefit [Line Items]      
Balance beginning of period 164 426 478
Balance, beginning of period, before effect of changes in the instrument-specific credit risk 104 280 320
Issuances and benefit payments (4) (21) (9)
Attributed fees collected and interest accrual 30 107 99
Actual policyholder behavior different from expected 7 43 (22)
Changes in assumptions and other 1 (76) 0
Effects of market related movements 26 (231) (108)
Balance, end of period, before effect of changes in the instrument-specific credit risk   104 280
Change in instrument-specific credit risk - market risk benefits 53 62 146
Balance, end of period $ 217 $ 164 $ 426
Weighted-average attained age of policyholders weighted by total AV (years) 68 years 5 months 26 days 68 years 7 months 2 days 68 years 11 months 12 days
Weighted-average attained age of policyholders weighted by Unlocked MRB (years) 78 years 3 months 29 days 80 years 10 months 2 days 68 years 9 months 7 days
Net amount at risk $ 1,031 $ 952 $ 1,304
FIA | Previously Reported      
Market Risk Benefit [Line Items]      
Balance beginning of period     531
Balance, beginning of period, before effect of changes in the instrument-specific credit risk 102 280  
Balance, end of period, before effect of changes in the instrument-specific credit risk 164 102 280
Fixed Rate Annuities      
Market Risk Benefit [Line Items]      
Balance beginning of period 1 2 1
Balance, beginning of period, before effect of changes in the instrument-specific credit risk 1 1 1
Issuances and benefit payments 0 0 0
Attributed fees collected and interest accrual 0 1 1
Actual policyholder behavior different from expected 0 0 0
Changes in assumptions and other 0 0 0
Effects of market related movements 0 (1) 0
Balance, end of period, before effect of changes in the instrument-specific credit risk   1 1
Change in instrument-specific credit risk - market risk benefits 0 0 0
Balance, end of period $ 1 $ 1 $ 2
Weighted-average attained age of policyholders weighted by total AV (years) 72 years 7 months 20 days 72 years 10 months 17 days 73 years 1 month 6 days
Weighted-average attained age of policyholders weighted by Unlocked MRB (years) 77 years 8 months 23 days 77 years 6 months 21 days 73 years 8 months 19 days
Net amount at risk $ 3 $ 3 $ 4
Fixed Rate Annuities | Previously Reported      
Market Risk Benefit [Line Items]      
Balance beginning of period     0
Balance, beginning of period, before effect of changes in the instrument-specific credit risk 1 2  
Balance, end of period, before effect of changes in the instrument-specific credit risk $ 1 $ 1 $ 2
v3.23.1
Market Risk Benefits - Reconciliation of Asset and Liability (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Market Risk Benefit [Line Items]        
Market risk benefits asset $ 106 $ 117 $ 41  
Market risk benefits liability 324 282 469  
Net 218 165 428  
FIA        
Market Risk Benefit [Line Items]        
Market risk benefits asset 106 117 41  
Market risk benefits liability 323 281 467  
Net 217 164 426 $ 478
Fixed Rate Annuities        
Market Risk Benefit [Line Items]        
Market risk benefits asset 0 0 0  
Market risk benefits liability 1 1 2  
Net $ 1 $ 1 $ 2 $ 1
v3.23.1
Accounts Payable and Accrued Liabilities- Narrative (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Payables and Accruals [Abstract]        
URL $ 190 $ 166 $ 105 $ 87
v3.23.1
Accounts Payable and Accrued Liabilities (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Payables and Accruals [Abstract]        
Salaries and incentives $ 38 $ 72    
Accrued benefits 56 58    
URL 190 166 $ 105 $ 87
Trade accounts payable 132 114    
Accrued premium taxes 3 5    
Liability for policy and contract claims 109 109    
Retained asset account 105 117    
Remittances and items not allocated 278 225    
Option collateral liabilities 290 178    
Lease liability 13 13    
Other accrued liabilities 239 203    
Accounts payable and accrued liabilities $ 1,453 $ 1,260    
v3.23.1
Accounts Payable and Accrued Liabilities - Rollforward of Unearned Revenue Liabilities (URL) (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Disaggregation of Revenue [Line Items]    
Balance, beginning $ 166 $ 87
Capitalization 27 20
Amortization (3) (2)
Balance, ending 190 105
Universal Life    
Disaggregation of Revenue [Line Items]    
Balance, beginning 166 87
Capitalization 27 20
Amortization (3) (2)
Balance, ending $ 190 $ 105
v3.23.1
Transition - Narrative (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Adjustment to increase opening retained earnings $ 2,485 $ 2,405 $ 3,773 $ 5,034  
Retained Earnings          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Adjustment to increase opening retained earnings $ 1,866 $ 2,061 $ 1,690 $ 1,451  
Cumulative Effect, Period of Adoption, Adjustment | Retained Earnings          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Adjustment to increase opening retained earnings         $ 73
v3.23.1
Transition - Balance of Changes in FPB due to Adoption of ASU 2018-012 (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       $ 4,128
Less: Reinsurance recoverable       1,115
Cumulative Effect, Period of Adoption, Adjustment        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       (78)
Cumulative Effect, Period of Adoption, Adjusted Balance        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance, net of reinsurance       3,013
Previously Reported        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       4,005
Revision of Prior Period, Accounting Standards Update, Adjustment        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       201
Immediate annuities        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       2,175
Less: Reinsurance recoverable $ 204 $ 218 $ 293 322
Immediate annuities | Cumulative Effect, Period of Adoption, Adjustment        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       201
Immediate annuities | Cumulative Effect, Period of Adoption, Adjusted Balance        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance, net of reinsurance       1,853
Immediate annuities | Previously Reported        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       1,861
Immediate annuities | Revision of Prior Period, Accounting Standards Update, Adjustment        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       113
Traditional Life        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       1,953
Less: Reinsurance recoverable $ 510 $ 515 $ 670 793
Traditional Life | Cumulative Effect, Period of Adoption, Adjustment        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       (279)
Traditional Life | Cumulative Effect, Period of Adoption, Adjusted Balance        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance, net of reinsurance       1,160
Traditional Life | Previously Reported        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       2,144
Traditional Life | Revision of Prior Period, Accounting Standards Update, Adjustment        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Liability for future policy benefit       $ 88
v3.23.1
Transition - Balance of Changes in VOBA, DAC, DSI and URL due to Adoption of ASU 2018-012 (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA $ 1,572 $ 1,615 $ 1,749 $ 1,743  
DAC 1,667 1,402 909 775  
DSI 225 200 140 127  
URL 190 166 105 87  
Immediate annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA 198 201 209 212  
Traditional Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA 72 73 77 25  
FIA          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA 1,130 1,166 1,276 1,314  
DAC 1,062 971 649 564  
DSI 225 200 140 127  
Fixed Rate Annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA 31 32 37 39  
DAC 209 83 44 38  
Universal Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA 141 143 150 153  
DAC 396 348 216 173  
URL $ 190 $ 166 $ 105 $ 87  
Previously Reported          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         $ 1,466
DAC         222
DSI         36
URL         2
Previously Reported | Immediate annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         86
Previously Reported | Traditional Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         18
Previously Reported | FIA          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         1,208
DAC         167
DSI         36
Previously Reported | Fixed Rate Annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         15
DAC         14
Previously Reported | Universal Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         139
DAC         41
URL         2
Revision of Prior Period, Accounting Standards Update, Adjustment          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         283
DAC         25
DSI         5
URL         25
Revision of Prior Period, Accounting Standards Update, Adjustment | Immediate annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         0
Revision of Prior Period, Accounting Standards Update, Adjustment | Traditional Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         22
Revision of Prior Period, Accounting Standards Update, Adjustment | FIA          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         208
DAC         15
DSI         5
Revision of Prior Period, Accounting Standards Update, Adjustment | Fixed Rate Annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         24
DAC         2
Revision of Prior Period, Accounting Standards Update, Adjustment | Universal Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         29
DAC         8
URL         25
Revision of Prior Period, Adjustment          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         263
Revision of Prior Period, Adjustment | Immediate annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         144
Revision of Prior Period, Adjustment | Traditional Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         43
Revision of Prior Period, Adjustment | FIA          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         69
Revision of Prior Period, Adjustment | Fixed Rate Annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         2
Revision of Prior Period, Adjustment | Universal Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         5
Cumulative Effect, Period of Adoption, Adjustment          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         (22)
DAC         (2)
DSI         4
URL         2
Cumulative Effect, Period of Adoption, Adjustment | Immediate annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         (5)
Cumulative Effect, Period of Adoption, Adjustment | Traditional Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         (1)
Cumulative Effect, Period of Adoption, Adjustment | FIA          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         (14)
DAC         (1)
DSI         4
Cumulative Effect, Period of Adoption, Adjustment | Fixed Rate Annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         7
DAC         0
Cumulative Effect, Period of Adoption, Adjustment | Universal Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         (9)
DAC         (1)
URL         2
Cumulative Effect, Period of Adoption, Adjusted Balance          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         1,990
DAC         245
DSI         45
URL         29
Cumulative Effect, Period of Adoption, Adjusted Balance | Immediate annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         225
Cumulative Effect, Period of Adoption, Adjusted Balance | Traditional Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         82
Cumulative Effect, Period of Adoption, Adjusted Balance | FIA          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         1,471
DAC         181
Cumulative Effect, Period of Adoption, Adjusted Balance | Fixed Rate Annuities          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         48
DAC         16
Cumulative Effect, Period of Adoption, Adjusted Balance | Universal Life          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA         164
DAC         48
URL         $ 29
v3.23.1
Transition - Summary Balance of Changes in Assets and Liability Position for Market Risk Benefit (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments $ 218 $ 165 $ 428  
Less: reinsured market risk benefits       $ 0
FIA        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments 217 164 426 478
Less: reinsured market risk benefits       0
Fixed Rate Annuities        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments $ 1 $ 1 $ 2 1
Less: reinsured market risk benefits       0
Previously Reported        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       531
Previously Reported | FIA        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       531
Previously Reported | Fixed Rate Annuities        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       0
Adjustment for reversal of AOCI adjustments        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       (116)
Adjustment for reversal of AOCI adjustments | FIA        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       (116)
Adjustment for reversal of AOCI adjustments | Fixed Rate Annuities        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       0
Cumulative effect of the changes in the instrument-specific credit risk between the original contract issuance date and the transition date        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       159
Cumulative effect of the changes in the instrument-specific credit risk between the original contract issuance date and the transition date | FIA        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       159
Cumulative effect of the changes in the instrument-specific credit risk between the original contract issuance date and the transition date | Fixed Rate Annuities        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       0
Remaining cumulative difference (exclusive of the instrument specific credit risk change) between June 1, 2020 carrying amount and fair value measurement for the MRBs        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       (95)
Remaining cumulative difference (exclusive of the instrument specific credit risk change) between June 1, 2020 carrying amount and fair value measurement for the MRBs | FIA        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       (96)
Remaining cumulative difference (exclusive of the instrument specific credit risk change) between June 1, 2020 carrying amount and fair value measurement for the MRBs | Fixed Rate Annuities        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       1
Cumulative Effect, Period of Adoption, Adjusted Balance        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       479
Balance, end of period, net of reinsurance       479
Cumulative Effect, Period of Adoption, Adjusted Balance | FIA        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       478
Balance, end of period, net of reinsurance       478
Cumulative Effect, Period of Adoption, Adjusted Balance | Fixed Rate Annuities        
New Accounting Pronouncements or Change in Accounting Principle [Line Items]        
Balance beginning/ending and adjustments       1
Balance, end of period, net of reinsurance       $ 1
v3.23.1
Transition - Effect of Transition Adjustments on Equity (Details) - USD ($)
$ in Millions
3 Months Ended
Dec. 31, 2020
Mar. 31, 2023
Mar. 31, 2022
Dec. 31, 2022
Dec. 31, 2021
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Contractholder funds   $ 43,379   $ 40,843  
MRB   218   165 $ 428
VOBA   1,572 $ 1,749 1,615 1,743
DAC   1,667 909 1,402 775
Tax impact   (8) 106    
Increase to Equity, net of tax   2,485 3,773 2,405 5,034
Retained Earnings          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Increase to Equity, net of tax   1,866 1,690 2,061 1,451
AOCI Attributable to Parent          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Increase to Equity, net of tax   $ (2,548) $ (670) $ (2,818) $ 833
Cumulative Effect, Period of Adoption, Adjustment          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
VOBA $ (22)        
DAC (2)        
Cumulative Effect, Period of Adoption, Adjustment | Retained Earnings          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Contractholder funds 100        
MRB 29        
FPB (15)        
VOBA (21)        
DAC (1)        
Increase to Equity, gross of tax 92        
Tax impact 19        
Increase to Equity, net of tax 73        
Cumulative Effect, Period of Adoption, Adjustment | AOCI Attributable to Parent          
New Accounting Pronouncements or Change in Accounting Principle [Line Items]          
Contractholder funds 115        
MRB (159)        
FPB (159)        
VOBA 233        
DAC 5        
Increase to Equity, gross of tax 35        
Tax impact 9        
Increase to Equity, net of tax $ 26