Talcott Resolution Life Insurance 10-K 22 Feb 19 2018 FY Annual report Financial data

Document and Entity Information

Document and Entity Information	12 Months Ended
	Dec. 31, 2018USD ($)shares
Document Information [Line Items]
Entity Shell Company	false
Entity Registrant Name	TALCOTT RESOLUTION LIFE INSURANCE COMPANY
Entity Central Index Key	45,947
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Document Type	10-K
Document Period End Date	Dec. 31, 2018
Document Fiscal Year Focus	2,018
Document Fiscal Period Focus	FY
Amendment Flag	false
Entity Common Stock, Shares Outstanding | shares	1,000
Entity Well-known Seasoned Issuer	No
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Public Float | $	$ 0
Entity Emerging Growth Company	false
Entity Small Business	false

Consolidated Statements of Oper

Consolidated Statements of Operations - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Revenues
Fee income and other	$ 381	$ 502	$ 906	$ 969
Earned premiums	42	31	105	203
Net investment income (loss):
Net Investment Income	520	509	1,281	1,373
Net realized capital gains (losses):
Total other-than-temporary impairment (“OTTI”) losses	0	(8)	(16)	(29)
Other-than-temporary Impairment Loss, Debt Securities, Available-for-sale, Portion in Other Comprehensive Loss, before Tax, Including Portion Attributable to Noncontrolling Interest	0	1	2	1
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	0	(7)	(14)	(28)
Other net realized capital gains (losses)	(107)	149	(46)	(135)
Realized Investment Gains (Losses)	(107)	142	(60)	(163)
Recognition of Deferred Revenue	0	38	0	0
Total revenues	836	1,222	2,232	2,382
Benefits, losses and expenses
Benefits, losses and loss adjustment expenses	534	415	1,406	1,437
Amortization of deferred policy acquisition costs (DAC) and value of business acquired (VOBA)	16	98	48	114
Insurance operating costs and other expenses	(183)	(235)	(400)	(472)
Amortization of Intangible Assets	0	4	0	0
Dividends to policyholders	2	2	2	3
Total benefits, losses and expenses	735	754	1,856	2,026
Income before income taxes	101	468	376	356
Income Tax Expense (Benefit)	7	59	422	74
Net income (loss) attributable to Hartford Life Insurance Company	$ 94	$ 409	$ (46)	$ 282

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Net Income (Loss) Attributable to Parent	$ 94	$ 409	$ (46)	$ 282
Comprehensive Income (Loss), Net of Tax, Attributable to Parent	(353)	238	255	411
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	(430)	(173)	329	154
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member]
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	(18)	0	(28)	(25)
Accumulated Foreign Currency Adjustment Attributable to Parent [Member]
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	1	2	0	0
AOCI Attributable to Parent [Member]
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	$ (447)	$ (171)	$ 301	$ 129

Consolidated Balance Sheets

Consolidated Balance Sheets - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Investments:
Fixed maturities, available-for-sale, at fair value (amortized cost: December 31, 2018 Successor Company - $14,035; December 31, 2017 Predecessor Company - $20,914)	$ 13,839	$ 22,799
Fair Value, Option, Fixed Maturity Securities	12	32
Marketable Securities	116	0
Available-for-sale Securities, Equity Securities	0	154
Mortgage loans (net of valuation allowances: December 31, 2018 Successor Company - $5; December 31, 2017 Predecessor Company - $0)	2,100	2,872
Policy loans, at outstanding balance	1,441	1,432
Alternative Investment	894	1,001
Other investments	201	213
Short-term investments	844	1,094
Total investments	19,447	29,597
Cash	221	537
Premiums receivable and agents’ balances, net	12	15
Reinsurance recoverables	29,564	20,785
Deferred policy acquisition costs and value of business acquired	0	405
Deferred income taxes, net	969	556
Intangible Assets, Net (Excluding Goodwill)	51	0
Other Assets	352	1,003
Separate Account Assets	98,814	115,834
Total assets	150,146	168,732
Liabilities
Reserve for future policy benefits	18,323	14,482
Other policyholder funds and benefits payable	28,584	29,228
Other Liabilities	2,420	2,508
Separate account liabilities	98,814	115,834
Total liabilities	148,141	162,052
Commitments and Contingencies
Stockholder’s Equity
Common stock—1,000 shares authorized, issued and outstanding, par value $5,690	6	6
Additional paid-in capital	1,761	3,539
Accumulated other comprehensive (loss) income, net of tax	(171)	1,023
Retained earnings	409	2,112
Stockholders' Equity Attributable to Parent	2,005	6,680
Total liabilities and stockholder’s equity	$ 150,146	$ 168,732

Consolidated Balance Sheets (Pa

Consolidated Balance Sheets (Parenthetical) - USD ($)	Dec. 31, 2018	Dec. 31, 2017
Debt Securities, Available-for-sale, Amortized Cost	$ 14,035,000,000	$ 20,914,000,000
Available-for-sale Equity Securities, Amortized Cost Basis		$ 140,000,000
Common Stock, Shares Authorized	1,000	1,000
Common Stock, Shares, Issued	1,000	1,000
Common Stock, Shares, Outstanding	1,000	1,000
Common Stock, Par or Stated Value Per Share	$ 5,690	$ 5,690
Mortgages [Member]
Allowance for Loan and Lease Losses, Real Estate	$ 5	$ 0

Consolidated Statements of Chan

Consolidated Statements of Changes in Equity - USD ($) $ in Millions	Total	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	AOCI Attributable to Parent [Member]
Stockholders' Equity Attributable to Parent	$ 8,162	$ 6	$ 5,687	$ 1,876	$ 593
Stockholders' Equity Attributable to Parent	8,162	6	5,687	1,876	593
Adjustments to Additional Paid in Capital, Dividends in Excess of Retained Earnings			(752)
Net Income (Loss) Attributable to Parent	282			282
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent					129
Stockholders' Equity Attributable to Parent	7,821	6	4,935	2,158	722
Stockholders' Equity Attributable to Parent	7,821	6	4,935	2,158	722
Adjustments to Additional Paid in Capital, Dividends in Excess of Retained Earnings			(1,396)
Net Income (Loss) Attributable to Parent	(46)			(46)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent					301
Retained Earnings (Accumulated Deficit) at Dec. 31, 2017	2,112
Accumulated Other Comprehensive Income (Loss), Net of Tax at Dec. 31, 2017	1,023
Stockholders' Equity Attributable to Parent	6,680	6	3,539	2,112	1,023
Cumulative Effect of New Accounting Principle in Period of Adoption				(182)	182
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance				1,930	1,205
Stockholders' Equity Attributable to Parent	6,680	6	3,539	2,112	1,023
Adjustments to Additional Paid in Capital, Dividends in Excess of Retained Earnings			(619)
Net Income (Loss) Attributable to Parent	94			94
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent					(447)
Adjustment to APIC, Contribution from Parent	102
Retained Earnings (Accumulated Deficit) at Dec. 31, 2018	409
Accumulated Other Comprehensive Income (Loss), Net of Tax at Dec. 31, 2018	(171)
Stockholders' Equity Attributable to Parent	5,810	6	3,022	2,024	758
Stockholders' Equity Attributable to Parent	5,810	6	3,022	2,024	758
Net Income (Loss) Attributable to Parent	409			409
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent					(171)
Retained Earnings (Accumulated Deficit) at Dec. 31, 2018	409
Accumulated Other Comprehensive Income (Loss), Net of Tax at Dec. 31, 2018	(171)
Stockholders' Equity Attributable to Parent	2,005	6	1,761	409	(171)
Stockholders' Equity Attributable to Parent	$ 2,005	$ 6	$ 1,761	$ 409	$ (171)

Consolidated Statements of Cash

Consolidated Statements of Cash Flows - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Operating Activities
Net Income (Loss) Attributable to Parent	$ 94	$ 409	$ (46)	$ 282
Adjustments to reconcile net income to net cash provided by operating activities
Realized Gain (Loss) on Marketable Securities, Cost Method Investments, and Other Investments	107	(142)	60	163
Recognition of Deferred Revenue	0	(38)	0	0
Amortization of deferred policy acquisition costs	(16)	(98)	(48)	(114)
Additions to deferred policy acquisition costs and present value of future profits	(1)	0	(2)	(7)
Depreciation and amortization (accretion), net	(1)	31	31	9
Other Operating Activities, Cash Flow Statement	131	63	143	33
Change in reinsurance recoverables	(2)	(990)	4	117
Change in accrued and deferred income taxes	274	29	(5)	278
Increase (Decrease) in Deferred Income Taxes and Income Taxes Payable, Net of Income Taxes Receivable, Tax Cuts and Jobs Act of 2017	0	0	396	0
Change in reserve for future policy benefits and unpaid losses and loss adjustment expenses and unearned premiums	45	(503)	387	111
Increase (Decrease) in Other Operating Assets and Liabilities, Net	(60)	302	(219)	(316)
Net Cash Provided by (Used in) Operating Activities	603	(741)	797	784
Proceeds from the sale/maturity/prepayment of:
Fixed maturities, available-for-sale	4,397	3,303	10,315	10,152
Proceeds From Sale and Maturity of Fair Value, Option, Fixed Maturity Securties	5	15	50	68
Equity securities, available-for-sale	0	0	203	321
Proceeds from Sale and Maturity and Prepayment of Fair Value, Equity Securities	49	68	0	0
Mortgage loans	116	101	396	371
Proceeds from Limited Partnership Investments	188	83	113	395
Payments for the purchase of:
Fixed maturities and short-term investments, available-for-sale	(2,447)	(3,024)	(8,713)	(8,889)
Payments to Acquire Fair Value, Option, Fixed Securities	0	0	0	(29)
Equity securities, available-for-sale	0	0	(199)	(58)
Payments to Acquire Equity Securities, Fair Value Option	(25)	(10)	0	0
Mortgage loans	(86)	(323)	(469)	(263)
Payments to Acquire Limited Partnership Interests	(80)	(97)	(235)	(151)
Payment to Acquire Repurchase Agreements	0	22	0	0
Net payments for derivatives	(200)	(303)	(283)	(261)
Net increase (decrease) in policy loans	(26)	18	12	2
Payments to Acquire Property, Plant, and Equipment		0	(18)	0
Proceeds from Sale of Property, Plant, and Equipment	44
Payments for (Proceeds from) Short-term Investments	(1,494)	1,770	251	(769)
Other investing activities, net	22	1	43	(25)
Net cash provided by investing activities	463	1,580	1,466	864
Financing Activities
Deposits and other additions to investment and universal life-type contracts	1,782	1,959	4,549	4,162
Withdrawals and other deductions from investment and universal life-type contracts	(9,206)	(10,173)	(13,749)	(14,871)
Net Change Contract Holders Funds	6,999	7,360	7,969	9,811
Proceeds from (Payments for) in Securities Sold under Agreements to Repurchase	(406)	(11)	360	268
Return of capital to parent	(517)	0	(1,396)	(752)
Net repayments at maturity or settlement of consumer notes	(8)	0	(13)	(17)
Net cash used for financing activities	(1,356)	(865)	(2,280)	(1,399)
Cash, Period Increase (Decrease)	(290)	(26)	(17)	249
Cash — beginning of year	537	247	554	305
Cash — end of year	247	221	537	554
Supplemental Cash Flow Information [Abstract]
Income Taxes Paid, Net	$ 271	$ 17	$ 57	$ 210

Basis of Presentation and Accou

Basis of Presentation and Accounting Policies Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Accounting Policies [Abstract]
Basis of Presentation and Significant Accounting Policies [Text Block]	1 . Basis of Presentation and Significant Accounting Policies Basis of Presentation Talcott Resolution Life Insurance Company, formerly Hartford Life Insurance Company, (together with its subsidiaries, "TL," "Company," "we" or "our") is a provider of insurance and investment products in the United States ("U.S.") and is a wholly-owned subsidiary of Talcott Resolution Life, Inc., a Delaware corporation ("TLI"). Hopmeadow Holdings LP ("Hopmeadow Holdings", or "HHLP") is a parent of the Company. The Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America ("U.S. GAAP"), which differ materially from the accounting practices prescribed by various insurance regulatory authorities. On May 31, 2018 the Company's indirect parent, Hartford Holding, Inc. ("HHI") completed the sale of the Company's parent to a group of investors led by Cornell Capital LLC, Atlas Merchant Capital LLC, TRB Advisors LP, Global Atlantic Financial Group ("Global Atlantic"), Pine Brook and J. Safra Group. Although Talcott Resolution Life Insurance Company is no longer affiliated with The Hartford Financial Services Group, Inc. ("The Hartford") or any of its subsidiaries, The Hartford retained a 9.7 percent ownership interest in HHLP ("Talcott Resolution Sale Transaction"). In conjunction with the sale, the Company entered into a transition services agreement with The Hartford to provide general ledger, cash management, investment accounting and information technology infrastructure services for a period of up to two years. These transition services are not considered a material change in internal controls as the controls are substantially similar to those that existed prior to the Talcott Resolution Sale Transaction. The Company monitors and maintains oversight of the control environment provided by The Hartford covering these services and considers these controls in the evaluation of our internal control environment. HHLP’s May 31, 2018 acquisition of TLI was accounted for by HHLP using business combination accounting. Under this method, the purchase price paid by the investor group was assigned to the identifiable assets acquired and liabilities assumed as of the acquisition date based on their fair value. The Company elected to apply pushdown accounting by applying the guidance permitted under Accounting Standards Codification ("ASC") Topic 805 Business Combinations . By the application of pushdown accounting, the Company’s assets, liabilities and equity were accordingly adjusted to fair value on May 31, 2018 which generated both intangible assets and Value of Business Acquired ("VOBA"). Determining the fair value of certain assets acquired and liabilities assumed is judgmental in nature and often involves the use of significant estimates and assumptions. While we do not anticipate material changes to the initial valuation of assets and liabilities in purchase and pushdown accounting, new information related to acquisition date valuations may give rise to a measurement period adjustment. The measurement period is not to exceed one year from the acquisition date and as of December 31, 2018 no changes have been made to the initial valuation of assets and liabilities determined as part of the purchase and pushdown accounting. Due to the application of pushdown accounting, TL’s financial statements and footnote disclosures are presented in two distinct periods to indicate the application of two different bases of accounting. The periods prior to June 1, 2018 are identified herein as “Predecessor,” while the periods subsequent to HHLP’s acquisition of TLI is identified as “Successor.” As a result of the change in the basis of accounting from historical GAAP to reflect HHLP’s purchase cost, the financial statements for the Predecessor period are not comparable to the Successor periods. On June 1, 2018, TL executed reinsurance agreements to reinsure certain fixed immediate and deferred annuity contracts, variable payout separate account annuity contracts, standard mortality structured settlements, and period certain structured settlement annuity contracts ("Commonwealth Annuity Reinsurance Agreement") to Commonwealth Annuity and Life Insurance Company ("Commonwealth"), a subsidiary of Global Atlantic which is a member of the acquiring investment group. TL reinsured an 85% quota share, except 75% for standard mortality structured settlements, in exchange for a $357 ceding commission that was fixed based on reinsuring approximately $9.3 billion of reserves as of December 31, 2016, plus annuitizations through closing and annuitizations from market value adjusted annuities post-close. The reinsurance agreement was executed after the Talcott Acquisition Date and as such, the accounting for the agreement was recorded after the TL balance sheet was adjusted to fair value in purchase and pushdown accounting. A deferred gain of approximately $1 billion was recorded in Other liabilities on the Consolidated Balance Sheet related to this reinsurance agreement and will be amortized over the life of the underlying policies reinsured. Consolidation The Consolidated Financial Statements include the accounts of TL and entities the Company directly or indirectly has a controlling financial interest in which the Company is required to consolidate. Entities in which TL has significant influence over the operating and financing decisions but is not required to consolidate are reported using the equity method. All intercompany transactions and balances between TL and its subsidiaries have been eliminated. Use of Estimates The preparation of financial statements, in conformity with U.S. GAAP, requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. The most significant estimates include those used in determining estimated gross profits used in the valuation and amortization of assets (including VOBA) and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits required to be fair valued; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; amortization of the deferred gain on reinsurance; and contingencies relating to corporate litigation and regulatory matters. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Consolidated Financial Statements. Reclassifications Certain reclassifications have been made to prior year financial information to conform to the current year presentation. Pushdown Accounting (Successor Company) The table below shows the main balance sheet line items impacted in pushdown accounting as of the date of the acquisition. Cash and invested assets $ 27,038 VOBA 805 Deferred Income Taxes 998 Intangible Assets 55 Reinsurance recoverable and other assets 22,615 Separate account assets 110,773 Total assets 162,284 Reserves for future policy benefits 18,057 Other policyholder funds and benefits payable 29,560 Other liabilities 2,127 Separate account liabilities 110,773 Total liabilities 160,517 Equity 1,767 Total liabilities and stockholder's equity $ 162,284 Intangible Assets Intangible assets with definite lives are amortized over the estimated useful life of the asset. Amortizable intangible assets primarily consist of internally developed software amortized over a period not to exceed five years. Intangible assets with indefinite lives, primarily insurance licenses, are not amortized but are reviewed annually in the Company's impairment analysis. They will be tested for impairment more frequently if events or circumstances indicate the fair value of the indefinitely lived intangibles is less than the carrying value. Investments In pushdown accounting, the acquired investments are recorded at fair value through adjustments to additional paid in capital at the acquisition date. Value of Business Acquired/DAC/Additional Reserves In conjunction with the acquisition of TLI, a portion of the purchase price was allocated to the right to receive future gross profits from cash flows and earnings of the Company's insurance and investment contracts as of the date of the transaction. This intangible asset is called VOBA and is based on the actuarially estimated present value of future cash flows from the Company's insurance and investment contracts in-force as of the date of the transaction. The estimated fair value calculation of VOBA is based on certain assumptions, including mortality, persistency, expenses, interest rates, and other factors that the Company expects to experience in future years. Actual experience on the acquired contracts may vary from these projections and the recovery of VOBA is dependent upon the future profitability of the related business. The Company amortizes VOBA over estimated gross profits and it is reviewed for recoverability quarterly. Consistent with the acquisition being recorded at fair value, deferred acquisition costs which do not represent future cash flows are eliminated in pushdown accounting. The fair value of certain acquired obligations of the Company exceeded the book value of assumed in-force policy liabilities resulting in additional reserve liabilities. In pushdown accounting these liabilities were increased to fair value, which is presented separately from VOBA as additional insurance liability in Reserves for future policy benefits and Other policyholder funds and benefits payable. The additional liability is amortized to income over the policy or other relevant time period. Adoption of New Accounting Standards Reclassification of Effect of Tax Rate Change from AOCI to Retained Earnings In February 2018, the FASB issued new accounting guidance for the effect on deferred tax assets and liabilities related to items recorded in accumulated other comprehensive income ("AOCI") resulting from legislated tax reform enacted on December 22, 2017. The tax reform reduced the federal tax rate applied to the Company’s deferred tax balances from 35% to 21% on enactment. Under U.S. GAAP the Company recorded the total effect of the change in enacted tax rates on deferred tax balances as a charge to income tax expense within net income, including the change in deferred tax balances related to components of AOCI. The new accounting guidance permitted the Company to reclassify the “stranded” tax effects out of AOCI and into retained earnings that resulted from recording the tax effects of unrealized investment gains at a 35% tax rate because the 14 point reduction in tax rate was recognized in net income instead of other comprehensive income. On January 1, 2018, the Company (Predecessor Company) adopted the new guidance and recorded a reclassification of $193 which increased AOCI and reduced retained earnings. Financial Instruments - Recognition and Measurement On January 1, 2018, the Company (Predecessor Company) adopted updated guidance issued by the FASB for the recognition and measurement of financial instruments through a cumulative effect adjustment to the opening balances of retained earnings and AOCI. The new guidance requires investments in equity securities to be measured at fair value with any changes in valuation reported in net income except for investments that are consolidated or are accounted for under the equity method of accounting. The new guidance also requires a deferred tax asset resulting from net unrealized losses on available-for-sale fixed maturities that are recognized in AOCI to be evaluated for recoverability in combination with the Company’s other deferred tax assets. Under prior guidance, the Company reported equity securities, available for sale ("AFS"), at fair value with changes in fair value reported in other comprehensive income. As of January 1, 2018, the Company (Predecessor Company) reclassified from AOCI to retained earnings net unrealized gains of $11 , after tax, related to equity securities having a fair value of $154 . Beginning in 2018, the Company reports equity securities at fair value with changes in fair value reported in net realized capital gains and losses. Revenue Recognition On January 1, 2018, the Company (Predecessor Company) adopted the FASB’s updated guidance for recognizing revenue from contracts with customers, which excludes insurance contracts and financial instruments. Revenue subject to the guidance is recognized when, or as, goods or services are transferred to customers in an amount that reflects the consideration that an entity is expected to receive in exchange for those goods or services. The updated guidance is consistent with previous guidance for the Company’s transactions and did not have an effect on the Company’s financial position, cash flows or net income. Revenue from customers for other than insurance and investment contracts was $54 for the period of June 1, 2018 to December 31, 2018 (Successor Company), $40 for the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and $58 and $63 for the years ended December 31, 2017 and 2016 (Predecessor Company), respectively. The Company earns revenues from these contracts primarily for administrative and distribution services fees from offering certain fund families as investment options in its variable annuity products. Fees are primarily based on the average daily net asset values of the funds and are recorded in the period in which the services are provided and collected monthly. Fluctuations in domestic and international markets and related investment performance, volume and mix of sales and redemptions of the funds, and other changes to the composition of assets under management are all factors that ultimately have a direct effect on fee income earned. Future Adoption of New Accounting Standards Hedging Activities The FASB issued updated guidance on hedge accounting. The updates allow hedge accounting for new types of interest rate hedges of financial instruments and simplify documentation requirements to qualify for hedge accounting. In addition, any gain or loss from hedge ineffectiveness will be reported in the same income statement line with the effective hedge results and the hedged transaction. For cash flow hedges, the ineffectiveness will be recognized in earnings only when the hedged transaction affects earnings; otherwise, the ineffectiveness gains or losses will remain in AOCI. Under current accounting, total hedge ineffectiveness is reported separately in realized gains and losses apart from the hedged transaction. The updated guidance is effective January 1, 2019 through a cumulative effect adjustment that will reclassify cumulative ineffectiveness on open cash flow hedges from retained earnings to AOCI. As a result of pushdown accounting, derivative instruments that qualified for hedge accounting were recorded at fair value through adjustments to additional paid in capital at the acquisition date. As of December 31, 2018 (Successor Company), the Company has no derivative instruments that qualify for hedge accounting, therefore there will be no impact on the Company's financial statements upon adoption. Financial Instruments - Credit Losses In June 2016 the FASB issued updated guidance for recognition and measurement of credit losses on certain financial instruments, including reinsurance recoverables. The new guidance is effective for fiscal years beginning after December 15, 2019, including interim periods within those fiscal years. This guidance will replace the “incurred loss” approach with an “expected loss” model for recognizing credit losses for instruments carried at other than fair value, which will initially result in the recognition of greater allowances for losses. The allowance will be an estimate of credit losses expected over the life of financial instruments, such as mortgage loans, reinsurance recoverables and receivables. The measurement of the expected credit loss estimate will be based on historical loss data, current conditions, and reasonable and supportable forecasts. Credit losses on fixed maturities available-for-sale carried at fair value will continue to be measured like other-than-temporary impairments ("OTTI"); however, the losses will be recognized through an allowance and no longer as an adjustment to the cost basis. Recoveries of OTTI will be recognized as reversals of valuation allowances recognized through net realized capital gains and losses and no longer accreted as net investment income through an adjustment to the investment yield. The Company expects to adopt the updated guidance January 1, 2020 through a cumulative-effect adjustment to retained earnings for the change in the allowance for credit losses for financial instruments carried at other than fair value. The Company is in the process of evaluating the effect on its consolidated financial statements and the ultimate impact of the adoption will depend on the composition of the financial instruments and market conditions at the adoption date. Significant implementation matters yet to be addressed include estimating lifetime expected losses on financial instruments carried at other than fair value including reinsurance recoverables, determining the impact of valuation allowances on net investment income from fixed maturities AFS, updating our investment accounting system functionality to maintain adjustable valuation allowance on fixed maturities, AFS, and developing a detailed implementation plan. Changes to the Disclosure Requirements for Fair Value Measurement On August 28, 2018 the FASB issued ASU 2018-13 which removes, modifies and adds certain disclosure requirements related to fair value measurements in ASC 820, Fair Value Measurements . The amendments in this guidance are effective January 1, 2020 with early adoption permitted for any removed or modified disclosures upon issuance of the guidance. Further, entities are permitted to delay adoption of the additional disclosures until their effective date. The Company has not yet determined the timing of its adoption and is currently assessing the impact of ASU 2018-13 on its financial statements. Targeted Improvements to the Accounting for Long Duration Contracts The FASB issued ASU 2018-12 on August 15, 2018 which impacts the existing recognition, measurement, presentation, and disclosure requirements for certain long duration contracts issued by an insurance company. The guidance is intended to improve the timeliness of recognizing changes in the liability for future policy benefits by requiring annual or more frequent updates of insurance assumptions and modifying the rate used to discount future cash flows. Cash flows under the new guidance are required to be discounted using an upper-medium grade fixed income instrument yield. The discount rate is required to be updated at each reporting date, with the effect of discount rate changes on the liability recorded in OCI. This is a change from current GAAP which utilizes assumptions, including discount rate, "locked in" at policy issuance and until such time as significant changes in experience or assumptions may require the Company to establish premium deficiency reserves. When this occurs, premium deficiency reserves are recognized by unlocking reserve assumptions to eliminate a reserve deficiency under current GAAP. Further, the guidance seeks to improve the accounting for certain market-based options or guarantees associated with account balance contracts and improve the effectiveness of the required disclosures. These market risk benefit features are required to be measured at fair value with changes in fair value recorded in net income with the exception of changes in the fair value attributable to a change in the instrument's credit risk, which are required to be recognized in OCI. This ASU is effective January 1, 2021 with early adoption permitted. The Company is currently assessing the anticipated impacts of applying ASU 2018-12 on its financial statements. While this guidance represents a material change from existing GAAP it does not change the underlying economics of the business or its related cash flows. The Company has not yet determined the timing of its adoption. Significant Accounting Policies The Company’s significant accounting policies are as follows: Segment Information The Company has one reportable segment and is comprised of the run-off operations of annuity, institutional and private-placement life insurance businesses. The Company's determination that it has one reportable segment is based on the fact that the Company's chief operating decision maker reviews the Company's financial performance at a consolidated level. Revenue Recognition For investment and universal life-type contracts, the amounts collected from policyholders are considered deposits and are not included in revenue. Fee income for variable annuity and other universal life-type contracts consists of policy charges for policy administration, cost of insurance charges and surrender charges assessed against policyholders’ account balances and are recognized in the period in which services are provided. For the Company’s traditional life products, premiums are recognized as revenue when due from policyholders. Income Taxes The Company recognizes taxes payable or refundable for the current year and deferred taxes for the tax consequences of temporary differences between the financial reporting and tax basis of assets and liabilities. Deferred tax assets and liabilities are measured using enacted tax rates expected to apply to taxable income in the years the temporary differences are expected to reverse. A deferred tax provision is recorded for the tax effects of differences between the Company's current taxable income and its income before tax under generally accepted accounting principles in the Consolidated Statements of Operations. For deferred tax assets, the Company records a valuation allowance that is adequate to reduce the total deferred tax asset to an amount that will more likely than not be realized. Investments Overview The Company’s investments in fixed maturities include bonds, structured securities, redeemable preferred stock and commercial paper. Most of these investments are classified as available-for-sale ("AFS") and are carried at fair value. The after-tax difference between fair value and cost or amortized cost is reflected in stockholders’ equity as a component of AOCI, after adjustments for the effect of deducting certain life and annuity deferred policy acquisition costs (Predecessor Company), VOBA (Successor Company), and reserve adjustments. Effective January 1, 2018, equity securities are now measured at fair value with any changes in valuation reported in net income. For further information, see Financial Instruments - Recognition and Measurement discussion above. Fixed maturities for which the Company elected the fair value option are classified as FVO, generally certain securities that contain embedded credit derivatives, and are carried at fair value with changes in value recorded in realized capital gains and losses. Policy loans are carried at outstanding balance. Mortgage loans are recorded at the outstanding principal balance adjusted for amortization of premiums or discounts and net of valuation allowances. Short-term investments are carried at amortized cost, which approximates fair value. Limited partnerships and other alternative investments are reported at their carrying value and are primarily accounted for under the equity method with the Company’s share of earnings included in net investment income. Recognition of income related to limited partnerships and other alternative investments is delayed due to the availability of the related financial information, as private equity and other funds are generally on a three-month delay and hedge funds on a one-month delay. Accordingly, income for the period of June 1, 2018 to December 31, 2018 (Successor Company), the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and for the years ended December 31, 2017 , and 2016 (Predecessor Company) may not include the full impact of current year changes in valuation of the underlying assets and liabilities of the funds, which are generally obtained from the limited partnerships and other alternative investments’ general partners. Other investments primarily consist of derivative instruments which are carried at fair value. Net Realized Capital Gains and Losses Net realized capital gains and losses from investment sales are reported as a component of revenues and are determined on a specific identification basis. Net realized capital gains and losses also result from fair value changes in fixed maturities, FVO, equity securities, and derivatives contracts (both free-standing and embedded) that do not qualify, or are not designated, as a hedge for accounting purposes, as well as ineffectiveness on derivatives that qualify for hedge accounting treatment, and the change in value of certain fair-value hedging instruments and their associated hedged item . Impairments and mortgage loan valuation allowances are recognized as net realized capital losses in accordance with the Company’s impairment and mortgage loan valuation allowance policies as discussed in Note 3 - Investments of Notes to Consolidated Financial Statements. Foreign currency transaction remeasurements are also included in net realized capital gains and losses. Net Investment Income Interest income from fixed maturities and mortgage loans is recognized when earned on the constant effective yield method based on estimated timing of cash flows. The amortization of premium and accretion of discount for fixed maturities also takes into consideration call and maturity dates that produce the lowest yield. For securitized financial assets subject to prepayment risk, yields are recalculated and adjusted periodically to reflect historical and/or estimated future prepayments using the retrospective method; however, if these investments are impaired and for certain other asset-backed securities, any yield adjustments are made using the prospective method. Prepayment fees and make-whole payments on fixed maturities and mortgage loans are recorded in net investment income when earned. For equity securities, dividends are recognized as investment income on the ex-dividend date. Limited partnerships and other alternative investments primarily use the equity method of accounting to recognize the Company’s share of earnings; however, for a portion of those investments, the Company used investment fund accounting applied to a wholly-owned fund of funds which was liquidated during 2016. For impaired debt securities, the Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary. The Company’s non-income producing investments were not material for the period of June 1, 2018 to December 31, 2018 (Successor Company), the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and for the years ended December 31, 2017 and 2016 (Predecessor Company). Derivative Instruments Overview The Company utilizes a variety of over-the-counter ("OTC"), transactions cleared through central clearing houses ("OTC-cleared") and exchange traded derivative instruments as part of its overall risk management strategy as well as to enter into replication transactions. The types of instruments may include swaps, caps, floors, forwards, futures and options to achieve one of four Company-approved objectives: • to hedge risk arising from interest rate, equity market, commodity market, credit spread and issuer default, price or currency exchange rate risk or volatility; • to manage liquidity; • to control transaction costs; • to enter into synthetic replication transactions. Interest rate and credit default swaps involve the periodic exchange of cash flows with other parties, at specified intervals, calculated using agreed upon rates or other financial variables and notional principal amounts. Generally, little to no cash or principal payments are exchanged at the inception of the contract. Typically, at the time a swap is entered into, the cash flow streams exchanged by the counterparties are equal in value. Interest rate cap and floor contracts entitle the purchaser to receive from the issuer at specified dates, the amount, if any, by which a specified market rate exceeds the cap strike interest rate or falls below the floor strike interest rate, applied to a notional principal amount. A premium payment determined at inception is made by the purchaser of the contract and no principal payments are exchanged. Forward contracts are customized commitments that specify a rate of interest or currency exchange rate to be paid or received on an obligation beginning on a future start date and are typically settled in cash. Financial futures are standardized commitments to either purchase or sell designated financial instruments, at a future date, for a specified price and may be settled in cash or through delivery of the underlying instrument. Futures contracts trade on organized exchanges. Margin requirements for futures are met by pledging securities or cash, and changes in the futures’ contract values are settled daily in cash. Option contracts grant the purchaser, for a premium payment, the right to either purchase from or sell to the issuer a financial instrument at a specified price, within a specified period or on a stated date. The contracts may reference commodities, which grant the purchaser the right to either purchase from or sell to the issuer commodities at a specified price, within a specified period or on a stated date. Option contracts are typically settled in cash. Foreign currency swaps exchange an initial principal amount in two currencies, agreeing to re-exchange the currencies at a future date, at an agreed upon exchange rate. There may also be a periodic exchange of payments at specified intervals calculated using the agreed upon rates and exchanged principal amounts. The Company’s derivative transactions conducted in insurance company subsidiaries are used in strategies permitted under the derivative use plans required by the State of Connecticut and the State of New York insurance departments. Accounting and Financial Statement Presentation of Derivative Instruments and Hedging Activities Derivative instruments are recognized on the Consolidated Balance Sheets at fair value and are reported in Other Investments and Other Liabilities. For balance sheet presentation purposes, the Company has elected to offset the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty or under a master netting agreement, which provides the Company with the legal right of offset. The Company clears certain interest rate swap and credit default swap derivative transactions through central clearing houses. OTC-cleared derivatives require initial collateral at the inception of the trade in the form of cash or highly liquid securities, such as U.S. Treasuries and government agency investments. Central clearing houses also require additional cash as variation margin based on daily market value movements. For information on collateral, see the derivative collateral arrangements section in Note 4 - Derivative Instruments of Notes to Consolidated Financial Statements. In addition, OTC-cleared transactions include price alignment amounts either received or paid on the variation margin, which are reflected in realized capital gains and losses or, if characterized as interest, in net investment income. On the date the derivative contract is entered into, the Company designates the derivative as (1) a hedge of the fair value of a recognized asset or liability ("fair value" hedge), (2) a hedge of the variability in cash flows of a forecasted transaction or of amounts to be received or paid related to a recognized asset or liability ("cash flow" hedge), (3) a hedge of a net investment in a foreign operation ("net investment" hedge) or (

Fair Value Measurements Level 1

Fair Value Measurements Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Fair Value Disclosures [Abstract]
Fair Value Measurements	The Company carries certain financial assets and liabilities at estimated fair value. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in the principal or most advantageous market in an orderly transaction between market participants. Our fair value framework includes a hierarchy that gives the highest priority to the use of quoted prices in active markets, followed by the use of market observable inputs, followed by the use of unobservable inputs. The fair value hierarchy levels are as follows: Level 1 Fair values based primarily on unadjusted quoted prices for identical assets, or liabilities, in active markets that the Company has the ability to access at the measurement date. Level 2 Fair values primarily based on observable inputs, other than quoted prices included in Level 1, or based on prices for similar assets and liabilities. Level 3 Fair values derived when one or more of the significant inputs are unobservable (including assumptions about risk). With little or no observable market, the determination of fair values uses considerable judgment and represents the Company’s best estimate of an amount that could be realized in a market exchange for the asset or liability. Also included are securities that are traded within illiquid markets and/or priced by independent brokers. The Company will classify the financial asset or liability by level based upon the lowest level input that is significant to the determination of the fair value. In most cases, both observable inputs (e.g., changes in interest rates) and unobservable inputs (e.g., changes in risk assumptions) are used to determine fair values that the Company has classified within Level 3. Successor Company Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 2018 Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Assets accounted for at fair value on a recurring basis Fixed maturities, AFS Asset backed securities ("ABS") $ 516 $ — $ 514 $ 2 Collateralized loan obligations ("CLOs") 963 — 886 77 Commercial mortgage-backed securities ("CMBS") 1,407 — 1,366 41 Corporate 7,678 — 7,351 327 Foreign government/government agencies 377 — 377 — Bonds of municipalities and political subdivisions ("municipal bonds") 734 — 734 — Residential mortgage-backed securities ("RMBS") 1,033 — 590 443 U.S. Treasuries 1,131 322 809 — Total fixed maturities 13,839 322 12,627 890 Fixed maturities, FVO 12 — 12 — Equity securities, at fair value 116 54 16 46 Derivative assets Interest rate derivatives 36 — 36 — Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments 44 — 8 36 Macro hedge program 132 — — 132 Total derivative assets [2] 212 — 44 168 Short-term investments 844 464 380 — Reinsurance recoverable for GMWB 40 — — 40 Modified coinsurance reinsurance contracts 12 — 12 — Separate account assets [3] 94,724 59,361 35,323 40 Total assets accounted for at fair value on a recurring basis $ 109,799 $ 60,201 $ 48,414 $ 1,184 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB embedded derivative $ (80 ) $ — $ — $ (80 ) Total other policyholder funds and benefits payable (80 ) — — (80 ) Derivative liabilities Credit derivatives 2 — 2 — Foreign exchange derivatives (91 ) — (91 ) — Interest rate derivatives (137 ) — (110 ) (27 ) GMWB hedging instruments 27 — 18 9 Macro hedge program 115 — — 115 Total derivative liabilities [4] (84 ) — (181 ) 97 Total liabilities accounted for at fair value on a recurring basis $ (164 ) $ — $ (181 ) $ 17 Predecessor Company Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 2017 Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Assets accounted for at fair value on a recurring basis Fixed maturities, AFS Asset backed securities ("ABS") $ 819 $ — $ 806 $ 13 Collateralized loan obligations ("CLOs") 888 — 815 73 Commercial mortgage-backed securities ("CMBS") 2,084 — 2,058 26 Corporate 14,038 — 13,595 443 Foreign government/government agencies 407 — 406 1 Bonds of municipalities and political subdivisions ("municipal bonds") 1,266 — 1,228 38 Residential mortgage-backed securities ("RMBS") 1,427 — 735 692 U.S. Treasuries 1,870 284 1,586 — Total fixed maturities 22,799 284 21,229 1,286 Fixed maturities, FVO 32 — 32 — Equity securities, trading [1] 12 12 — — Equity securities, AFS 154 61 47 46 Derivative assets Credit derivatives 1 — 1 — Foreign exchange derivatives (1 ) — (1 ) — Interest rate derivatives 47 — 47 — GMWB hedging instruments 69 — 35 34 Macro hedge program 19 — — 19 Total derivative assets [2] 135 — 82 53 Short-term investments 1,094 807 287 — Reinsurance recoverable for GMWB 36 — — 36 Modified coinsurance reinsurance contracts 55 — 55 — Separate account assets [3] 113,302 73,538 38,677 185 Total assets accounted for at fair value on a recurring basis $ 137,619 $ 74,702 $ 60,409 $ 1,606 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB embedded derivative $ (75 ) $ — $ — $ (75 ) Total other policyholder funds and benefits payable (75 ) — — (75 ) Derivative liabilities Foreign exchange derivatives (187 ) — (187 ) — Interest rate derivatives (403 ) — (374 ) (29 ) GMWB hedging instruments (2 ) — (2 ) — Macro hedge program 4 — — 4 Total derivative liabilities [4] (588 ) — (563 ) (25 ) Total liabilities accounted for at fair value on a recurring basis $ (663 ) $ — $ (563 ) $ (100 ) [1] Included in other investments on the Consolidated Balance Sheets. [2] Includes derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements and applicable law. See footnote 4 to this table for derivative liabilities. [3] Approximately $3.6 billion and $2.5 billion of investment sales receivable, as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value. Included in the total fair value amount are $468 and $902 of investments, as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), respectively, for which the fair value is estimated using the net asset value per unit as a practical expedient which are excluded from the disclosure requirement to classify amounts in the fair value hierarchy. [4] Includes derivative instruments in a net negative fair value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements and applicable law. Fixed Maturities, Equity Securities, Short-term Investments and Free-standing Derivatives Valuation Techniques The Company generally determines fair values using valuation techniques that use prices, rates, and other relevant information evident from market transactions involving identical or similar instruments. Valuation techniques also include, where appropriate, estimates of future cash flows that are converted into a single discounted amount using current market expectations. The Company uses a "waterfall" approach comprised of the following pricing sources and techniques, which are listed in priority order: • Quoted prices, unadjusted, for identical assets or liabilities in active markets, which are classified as Level 1. • Prices from third-party pricing services, which primarily utilize a combination of techniques. These services utilize recently reported trades of identical, similar, or benchmark securities making adjustments for market observable inputs available through the reporting date. If there are no recently reported trades, they may use a discounted cash flow technique to develop a price using expected cash flows based upon the anticipated future performance of the underlying collateral discounted at an estimated market rate. Both techniques develop prices that consider the time value of future cash flows and provide a margin for risk, including liquidity and credit risk. Most prices provided by third-party pricing services are classified as Level 2 because the inputs used in pricing the securities are observable. However, some securities that are less liquid or trade less actively are classified as Level 3. Additionally, certain long-dated securities, such as municipal securities and bank loans, include benchmark interest rate or credit spread assumptions that are not observable in the marketplace and are thus classified as Level 3. • Internal matrix pricing, which is a valuation process internally developed for private placement securities for which the Company is unable to obtain a price from a third-party pricing service. Internal pricing matrices determine credit spreads that, when combined with risk-free rates, are applied to contractual cash flows to develop a price. The Company develops credit spreads using market based data for public securities adjusted for credit spread differentials between public and private securities, which are obtained from a survey of multiple private placement brokers. The market-based reference credit spread considers the issuer’s financial strength and term to maturity, using an independent public security index and trade information, while the credit spread differential considers the non-public nature of the security. Securities priced using internal matrix pricing are classified as Level 2 because the inputs are observable or can be corroborated with observable data. • Independent broker quotes, which are typically non-binding and use inputs that can be difficult to corroborate with observable market based data. Brokers may use present value techniques using assumptions specific to the security types, or they may use recent transactions of similar securities. Due to the lack of transparency in the process that brokers use to develop prices, valuations that are based on independent broker quotes are classified as Level 3. The fair value of free-standing derivative instruments are determined primarily using a discounted cash flow model or option model technique and incorporate counterparty credit risk. In some cases, quoted market prices for exchange-traded and OTC-cleared derivatives may be used and in other cases independent broker quotes may be used. The pricing valuation models primarily use inputs that are observable in the market or can be corroborated by observable market data. The valuation of certain derivatives may include significant inputs that are unobservable, such as volatility levels, and reflect the Company’s view of what other market participants would use when pricing such instruments. Unobservable market data is used in the valuation of customized derivatives that are used to hedge certain GMWB variable annuity riders. See the section “GMWB Embedded, Customized, and Reinsurance Derivatives” below for further discussion of the valuation model used to value these customized derivatives. Valuation Controls The fair value process for investments is monitored by the Valuation Committee of the Company's investment manager, which is a cross-functional group of senior management at the Company's investment manager that meets at least quarterly. The purpose of the committee is to oversee the pricing policy and procedures, as well as to approve changes to valuation methodologies and pricing sources. Controls and procedures used to assess third-party pricing services are reviewed by the Valuation Committee, including the results of annual due-diligence reviews. There are also two working groups under the Valuation Committee of the Company's investment manager: a Securities Fair Value Working Group (“Securities Working Group”) and a Derivatives Fair Value Working Group ("Derivatives Working Group"). The working groups, which include various investment, operations, accounting and risk management professionals, meet monthly to review market data trends, pricing and trading statistics and results, and any proposed pricing methodology changes. The Securities Working Group reviews prices received from third parties to ensure that the prices represent a reasonable estimate of the fair value. The group considers trading volume, new issuance activity, market trends, new regulatory rulings and other factors to determine whether the market activity is significantly different than normal activity in an active market. A dedicated pricing unit follows up with trading and investment sector professionals and challenges prices of third-party pricing services when the estimated assumptions used differ from what the unit believes a market participant would use. If the available evidence indicates that pricing from third-party pricing services or broker quotes is based upon transactions that are stale or not from trades made in an orderly market, the Company places little, if any, weight on the third party service’s transaction price and will estimate fair value using an internal process, such as a pricing matrix. The Derivatives Working Group reviews the inputs, assumptions and methodologies used to ensure that the prices represent a reasonable estimate of the fair value. A dedicated pricing team works directly with investment sector professionals to investigate the impacts of changes in the market environment on prices or valuations of derivatives. New models and any changes to current models are required to have detailed documentation and are validated to a second source. The model validation documentation and results of validation are presented to the Valuation Committee for approval. The Company's investment manager conducts other monitoring controls around securities and derivatives pricing including, but not limited to, the following: • Review of daily price changes over specific thresholds and new trade comparison to third-party pricing services. • Daily comparison of OTC derivative market valuations to counterparty valuations. • Review of weekly price changes compared to published bond prices of a corporate bond index. • Monthly reviews of price changes over thresholds, stale prices, missing prices, and zero prices. • Monthly validation of prices to a second source for securities in most sectors and for certain derivatives. The Company maintains oversight of its investment manager's internal controls, including valuation controls, and maintains the final decision on all valuation matters. Valuation Inputs Quoted prices for identical assets in active markets are considered Level 1 and consist of on-the-run U.S. Treasuries, money market funds, exchange-traded equity securities, open-ended mutual funds, short-term investments, and exchange traded futures and option contracts. Valuation Inputs Used in Level 2 and 3 Measurements for Securities and Freestanding Derivatives Level 2 Level 3 Fixed Maturity Investments Structured securities (includes ABS, CLOs, CMBS and RMBS) • Benchmark yields and spreads • Independent broker quotes Corporates • Benchmark yields and spreads • Independent broker quotes U.S. Treasuries, Municipals, and Foreign government/government agencies • Benchmark yields and spreads • Independent broker quotes Equity Securities • Quoted prices in markets that are not active • For privately traded equity securities, internal discounted cash flow models utilizing earnings multiples or other cash flow assumptions that are not observable Short Term Investments • Benchmark yields and spreads Not applicable Derivatives Credit derivatives • Swap yield curve Not applicable Equity derivatives • Equity index levels • Independent broker quotes Foreign exchange derivatives • Swap yield curve Not applicable Interest rate derivatives • Swap yield curve • Independent broker quotes Significant Unobservable Inputs for Level 3 - Securities As of December 31, 2018 (Successor Company) Assets Accounted for at Fair Value on a Recurring Basis Fair Value Predominant Valuation Technique Significant Unobservable Input Minimum Maximum Weighted Average [1] Impact of Increase in Input on Fair Value [2] CMBS [3] $ 1 Discounted cash flows Spread (encompasses 9bps 1,816bps 278bps Decrease Corporate [4] 144 Discounted cash flows Spread 145bps 1,145bps 400bps Decrease RMBS [3] 426 Discounted cash flows Spread 31bps 346bps 92bps Decrease Constant prepayment rate — % 13 % 6 % Decrease [5] Constant default rate 2 % 8 % 3 % Decrease Loss severity — % 100 % 58 % Decrease As of December 31, 2017 (Predecessor Company) CMBS [3] $ 15 Discounted cash flows Spread (encompasses 9bps 1,816bps 457bps Decrease Corporate [4] 190 Discounted cash flows Spread 103bps 1,000bps 355bps Decrease Municipal 22 Discounted cash flows Spread 192bps 250bps 228bps Decrease RMBS [3] 692 Discounted cash flows Spread 24bps 463bps 77bps Decrease Constant prepayment rate — % 25 % 6 % Decrease [5] Constant default rate — % 7 % 4 % Decrease Loss severity — % 100 % 65 % Decrease [1] The weighted average is determined based on the fair value of the securities. [2] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. [3] Excludes securities for which the Company based fair value on broker quotations. [4] Excludes securities for which the Company bases fair value on broker quotations; however, included are broker-priced lower-rated private placement securities for which the Company receives spread and yield information to corroborate the fair value. [5] Decrease for above market rate coupons and increase for below market rate coupons. Significant Unobservable Inputs for Level 3 - Freestanding Derivatives As of December 31, 2018 (Successor Company) Fair Value Predominant Valuation Technique Significant Unobservable Input Minimum Maximum Impact of Increase in Input on Fair Value [1] Interest rate derivatives Interest rate swaps $ (27 ) Discounted cash flows Swap curve 3% 3% Decrease GMWB hedging instruments Equity variance swaps (26 ) Option model Equity volatility 22% 22% Increase Equity options (1 ) Option model Equity volatility 30% 32% Increase Customized swaps 71 Discounted cash flows Equity volatility 18% 30% Increase Interest rate swaption 1 Option model Interest rate volatility 3% 3% Increase Macro hedge program [2] Equity options 250 Option model Equity volatility 17% 30% Increase As of December 31, 2017 (Predecessor Company) Interest rate derivatives Interest rate swaps $ (29 ) Discounted cash flows Swap curve 2% 3% Decrease GMWB hedging instruments Equity variance swaps (26 ) Option model Equity volatility 19% 19% Increase Equity options 1 Option model Equity volatility 27% 30% Increase Customized swaps 59 Discounted cash flows Equity volatility 7% 30% Increase Macro hedge program [2] Equity options 29 Option model Equity volatility 18% 31% Increase [1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions. [2] Excludes derivatives for which the Company bases fair value on broker quotations. While the Company does not have access to the significant unobservable inputs that independent brokers may use in their pricing process, the Company believes brokers likely use inputs similar to those used by the Company and third-party pricing services to price similar instruments. As such, in their pricing models, brokers likely use estimated loss severity rates, prepayment rates, constant default rates and credit spreads. Therefore, similar to non-broker priced securities, increases in these inputs would generally cause fair values to decrease. For the period of June 1, 2018 to December 31, 2018 (Successor Company) and the period of January 1, 2018 to May 31, 2018 (Predecessor Company), no significant adjustments were made by the Company to broker prices received. Transfers between Levels Transfers of securities among the levels occur at the beginning of the reporting period. The amount of transfers from Level 1 to Level 2 was $171 and $283 , for the period of June 1, 2018 to December 31, 2018 (Successor Company) and the period of January 1, 2018 to May 31, 2018 (Predecessor Company), respectively, which represented previously on-the-run U.S.Treasury securities that are now off-the-run. For the period of June 1, 2018 to December 31, 2018 (Successor Company) and the period of January 1, 2018 to May 31, 2018 (Predecessor Company), there were no transfers from Level 2 to Level 1. The amount of transfers from Level 1 to Level 2 was $773 , for the year ended December 31, 2017 (Predecessor Company), which represented previously on-the-run U.S.Treasury securities that are now off-the-run. For the year ended December 31, 2017 (Predecessor Company), there were no transfers from Level 2 to Level 1. See the fair value roll-forward tables for the transfers into and out of Level 3. GMWB Embedded, Customized and Reinsurance Derivatives GMWB Embedded Derivatives The Company formerly offered certain variable annuity products with GMWB riders that provide the policyholder with a guaranteed remaining balance ("GRB") which is generally equal to premiums less withdrawals. If the policyholder’s account value is reduced to a specified level through a combination of market declines and withdrawals but the GRB still has value, the Company is obligated to continue to make annuity payments to the policyholder until the GRB is exhausted. When payments of the GRB are not life-contingent, the GMWB represents an embedded derivative carried at fair value reported in other policyholder funds and benefits payable in the Consolidated Balance Sheets with changes in fair value reported in net realized capital gains and losses. Free-standing Customized Derivatives The Company holds free-standing customized derivative contracts to provide protection from certain capital markets risks for the remaining term of specified blocks of non-reinsured GMWB riders. These customized derivatives are based on policyholder behavior assumptions specified at the inception of the derivative contracts. The Company retains the risk for differences between assumed and actual policyholder behavior and between the performance of the actively managed funds underlying the separate accounts and their respective indices. These derivatives are reported in the Consolidated Balance Sheets within other investments or other liabilities, as appropriate, after considering the impact of master netting agreements. GMWB Reinsurance Derivative The Company has reinsurance arrangements in place to transfer a portion of its risk of loss due to GMWB. These arrangements are recognized as derivatives carried at fair value and reported in reinsurance recoverables in the Consolidated Balance Sheets. Changes in the fair value of the reinsurance agreements are reported in net realized capital gains and losses. Valuation Techniques Fair values for GMWB embedded derivatives, free-standing customized derivatives and reinsurance derivatives are classified as Level 3 in the fair value hierarchy and are calculated using internally developed models that utilize significant unobservable inputs because active, observable markets do not exist for these items. In valuing the GMWB embedded derivative, the Company attributes to the derivative a portion of the expected fees to be collected over the expected life of the contract from the contract holder equal to the present value of future GMWB claims. The excess of fees collected from the contract holder in the current period over the portion of fees attributed to the embedded derivative in the current period are associated with the host variable annuity contract and reported in fee income. Valuation Controls Oversight of the Company's valuation policies and processes for GMWB embedded, reinsurance, and customized derivatives is performed by a multidisciplinary group comprised of finance, actuarial and risk management professionals. This multidisciplinary group reviews and approves changes and enhancements to the Company's valuation model as well as associated controls. Valuation Inputs The fair value for each of the non-life contingent GMWBs, the free-standing customized derivatives and the GMWB reinsurance derivative is calculated as an aggregation of the following components: Best Estimate Claim Payments; Credit Standing Adjustment; and Margins. The Company believes the aggregation of these components results in an amount that a market participant in an active liquid market would require, if such a market existed, to assume the risks associated with the guaranteed minimum benefits and the related reinsurance and customized derivatives. Each component described in the following discussion is unobservable in the marketplace and requires subjectivity by the Company in determining its value. Best Estimate Claim Payments The Best Estimate Claim Payments are calculated based on actuarial and capital market assumptions related to projected cash flows, including the present value of benefits and related contract charges, over the lives of the contracts, incorporating unobservable inputs including expectations concerning policyholder behavior. These assumptions are input into a stochastic risk neutral scenario process that is used to determine the valuation and involves numerous estimates and subjective judgments regarding a number of variables. The Company monitors various aspects of policyholder behavior and may modify certain of its assumptions, including lapses and withdrawal rates, if credible emerging data indicates that changes are warranted. At a minimum, all policyholder behavior assumptions are reviewed and updated at least annually as part of the Company’s annual fourth-quarter comprehensive study to refine its estimate of future gross profits. In addition, the Company recognizes non-market-based updates driven by the relative outperformance (underperformance) of the underlying actively managed funds as compared to their respective indices. Credit Standing Adjustment The credit standing adjustment is an estimate of the adjustment to the fair value that market participants would require in determining fair value to reflect the risk that GMWB benefit obligations or the GMWB reinsurance recoverables will not be fulfilled. The Company incorporates a blend of estimates of peer company and reinsurer bond spreads and credit default spreads from capital markets, adjusted for market recoverability. Margins The behavior risk margin adds a margin that market participants would require, in determining fair value, for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The behavior risk margin is calculated by taking the difference between adverse policyholder behavior assumptions and best estimate assumptions. Valuation Inputs Used in Levels 2 and 3 Measurements for GMWB Embedded, Customized and Reinsurance Derivatives Level 2 Level 3 • Risk-free rates as represented by the Eurodollar futures, LIBOR deposits and swap rates to derive forward curve rates • Correlations of 10 years of observed historical returns across underlying well-known market indices • Correlations of historical index returns compared to separate account fund returns • Equity index levels • Market implied equity volatility assumptions Significant Unobservable Inputs for Level 3 GMWB Embedded Customized and Reinsurance Derivatives As of December 31, 2018 (Successor Company) Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal utilization [2] 15% 100% Increase Withdrawal rates [3] —% 8% Increase Lapse rates [4] 1% 40% Decrease Reset elections [5] 20% 45% Increase Equity volatility [6] 17% 30% Increase Credit standing adjustment [7] 0.04% 0.28% Decrease As of December 31, 2017 (Predecessor Company) Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal utilization [2] 15% 100% Increase Withdrawal rates [3] —% 8% Increase Lapse rates [4] —% 40% Decrease Reset elections [5] 30% 75% Increase Equity volatility [6] 7% 30% Increase [1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. [2] Range represents assumed cumulative percentages of policyholders taking withdrawals. [3] Range represents assumed annual amount withdrawn by policyholders. [4] Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business. [5] Range represents assumed percentages of policyholders that would elect to reset their guaranteed benefit base. [6] Range represents implied market volatilities for equity indices based on multiple pricing sources. [7] Range represents Company credit spreads, adjusted for market recoverability. Separate Account Assets Separate account assets are primarily invested in mutual funds. Other separate account assets include fixed maturities, limited partnerships, equity securities, short-term investments and derivatives that are valued in the same manner, and using the same pricing sources and inputs, as those investments held by the Company. For limited partnerships in which fair value represents the separate account’s share of the NAV, 51% were subject to significant liquidation restrictions as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company). Total limited partnerships that do not allow any form of redemption were 0% and 21% , as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), respectively. Separate account assets classified as Level 3 primarily include long-dated bank loans, subprime RMBS and commercial mortgage loans. Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs The Company uses derivative instruments to manage the risk associated with certain assets and liabilities. However, the derivative instrument may not be classified with the same fair value hierarchy level as the associated asset or liability. Therefore, the realized and unrealized gains and losses on derivatives reported in the Level 3 roll-forward may be offset by realized and unrealized gains and losses of the associated assets and liabilities in other line items of the financial statements. The following tables present a reconciliation of the beginning and ending balances for fair value measurements for the period of June 1, 2018 to December 31, 2018 (Successor Company), for which the Company had used significant unobservable inputs (Level 3): Fair Value Roll-forwards for Financial Instruments Classified as Level 3 Total Realized/Unrealized Gains (Losses) Fair Value as of June 1, 2018 Included in Net Income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair Value as of December 31, 2018 Assets Fixed maturities, AFS ABS $ 12 $ — $ — $ 20 $ (1 ) $ (4 ) $ 1 $ (26 ) $ 2 CLOs 65 — (1 ) 142 (3 ) (7 ) — (119 ) 77 CMBS 17 — — 42 (1 ) (1 ) — (16 ) 41 Corporate 451 (6 ) (7 ) 17 (2 ) (33 ) 6 (99 ) 327 Municipal 24 — — — — (12 ) — (12 ) — RMBS 617 — (1 ) 38 (71 ) (117 ) — (23 ) 443 Total fixed maturities, AFS 1,186 (6 ) (9 ) 259 (78 ) (174 ) 7 (295 ) 890 Equity securities, at fair value 42 1 — 4 — (1 ) — — 46 Freestanding derivatives Interest rate (27 ) — — — — — — — (27 ) GMWB hedging instruments 17 28 — — — — — — 45 Macro hedge program (5 ) 156 — 41 55 — — — 247 Total freestanding derivatives [5] (15 ) 184 — 41 55 — — — 265 Reinsurance recoverable for GMWB 22 10 — — 8 — — — 40 Separate accounts 55 — — 45 — (7 ) 6 (59 ) 40 Total assets $ 1,290 $ 189 $ (9 ) $ 349 $ (15 ) $ (182 ) $ 13 $ (354 ) $ 1,281 (Liabilities) Other policyholder funds and benefits payable Guaranteed withdrawal benefits (21 ) (25 ) — — (34 ) — — — (80 ) Total other policyholder funds and benefits payable (21 ) (25 ) — — (34 ) — — — (80 ) Total liabilities $ (21 ) $ (25 ) $ — $ — $ (34 ) $ — $ — $ — $ (80 ) The following table presents a reconciliation of the beginning and ending balances for fair value measurements for the period of January 1, 2018 to May 31, 2018 (Predecessor Compa

Investment Holding Level 1 (Not

Investment Holding Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Investments [Abstract]
Investment Holdings [Text Block]	Net Investment Income Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, (Before-tax) 2017 2016 Fixed maturities [1] $ 343 $ 395 $ 995 $ 1,049 Equity securities 9 4 9 8 Mortgage loans 49 54 124 135 Policy loans 48 32 79 83 Limited partnerships and other alternative investments 67 41 75 86 Other [2] 11 13 54 64 Investment expenses (18 ) (19 ) (55 ) (52 ) Total net investment income $ 509 $ 520 $ 1,281 $ 1,373 [1] Includes net investment income on short-term investments. [2] Primarily includes income from derivatives that qualify for hedge accounting and hedge fixed maturities. Net Realized Capital Gains (Losses) Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, (Before tax) 2017 2016 Gross gains on sales $ 12 $ 49 $ 226 $ 211 Gross losses on sales (38 ) (112 ) (58 ) (93 ) Equity securities [1] (21 ) 2 — — Net OTTI losses recognized in earnings (7 ) — (14 ) (28 ) Valuation allowances on mortgage loans (5 ) — 2 — Results of variable annuity hedge program GMWB derivatives, net 12 12 48 (38 ) Macro hedge program 153 (36 ) (260 ) (163 ) Total results of variable annuity hedge program 165 (24 ) (212 ) (201 ) Transactional foreign currency revaluation 9 (6 ) (1 ) (70 ) Non-qualifying foreign currency derivatives (10 ) 7 (5 ) 57 Other, net [2] 37 (23 ) 2 (39 ) Net realized capital gains (losses) $ 142 $ (107 ) $ (60 ) $ (163 ) [1] Effective January 1, 2018, with adoption of new accounting standards for equity securities, include all changes in fair value and trading gains and losses for equity securities at fair value. [2] Includes gains (losses) on non-qualifying derivatives, excluding foreign currency derivatives, of $35 for the period of June 1, 2018 to December 31, 2018 (Successor Company), $(10) for the period of January 1, 2018 to May 31, 2018 (Predecessor Company), and $0 and $6 for the years ended December 31, 2017 and 2016 (Predecessor Company), respectively. Net realized capital gains and losses from investment sales are reported as a component of revenues and are determined on a specific identification basis. For the period of June 1, 2018 to December 31, 2018 (Successor Company), before tax, net gains and losses on sales and impairments previously reported as unrealized gains or losses in AOCI were $(32) . Before tax, net gains and losses on sales and impairments previously reported as unrealized gains or losses were $(2) for the period January 1, 2018 to May 31, 2018 (Predecessor Company). Before tax, net gains and losses on sales and impairments previously reported as unrealized gains or losses in AOCI were $153 and $89 for the years ended December 31, 2017 and 2016 (Predecessor Company), respectively. Sales of AFS Securities Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Fixed maturities, AFS Sale proceeds $ 2,523 $ 3,523 $ 7,979 $ 7,409 Gross gains 12 45 211 206 Gross losses (37 ) (47 ) (56 ) (85 ) Equity securities, AFS Sale proceeds $ 203 $ 321 Gross gains 13 4 Gross losses (1 ) (8 ) Sales of AFS securities in 2018 were primarily a result of duration and liquidity management, as well as tactical changes to the portfolio as a result of changing market conditions. The net unrealized gain (loss) on equity securities included in net realized capital gains (losses) related to equity securities still held as of December 31, 2018 (Successor Company), was $(14) and $(3) for the period of June 1, 2018 to December 31, 2018 (Successor Company), and the period of January 1, 2018 to May 31, 2018 (Predecessor Company), respectively. Prior to January 1, 2018, changes in net unrealized gains (losses) were included in AOCI. Recognition and Presentation of Other-Than-Temporary Impairments The Company will record an other-than-temporary impairment (“OTTI”) for fixed maturities if the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value. A corresponding charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. The Company will also record an OTTI for those fixed maturities for which the Company does not expect to recover the entire amortized cost basis. For these securities, the excess of the amortized cost basis over its fair value is separated into the portion representing a credit OTTI, which is recorded in net realized capital losses, and the remaining non-credit amount, which is recorded in OCI. The credit OTTI amount is the excess of its amortized cost basis over the Company’s best estimate of discounted expected future cash flows. The non-credit amount is the excess of the best estimate of the discounted expected future cash flows over the fair value. The Company’s best estimate of discounted expected future cash flows becomes the new cost basis and accretes prospectively into net investment income over the estimated remaining life of the security. The Company’s best estimate of expected future cash flows is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions regarding the future performance. The Company's considerations include, but are not limited to, (a) changes in the financial condition of the issuer and the underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) credit ratings, (d) payment structure of the security and (e) the extent to which the fair value has been less than the amortized cost of the security. For non-structured securities, assumptions include, but are not limited to, economic and industry-specific trends and fundamentals, security-specific developments, industry earnings multiples and the issuer’s ability to restructure and execute asset sales. For structured securities, assumptions include, but are not limited to, various performance indicators such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, loan-to-value ("LTV") ratios, average cumulative collateral loss rates that vary by vintage year, prepayment speeds, and property value declines. These assumptions require the use of significant management judgment and include the probability of issuer default and estimates regarding timing and amount of expected recoveries which may include estimating the underlying collateral value. Prior to January 1, 2018, the Company recorded an OTTI for certain equity securities with debt-like characteristics if the Company intended to sell or it was more likely than not that the Company was required to sell the security before a recovery in value as well as for those equity securities for which the Company did not expect to recover the entire amortized cost basis. The Company also recorded an OTTI for equity securities where the decline in the fair value was deemed to be other-than-temporary. For further discussion of these policies, see Recognition and Presentation of Other-Than-Temporary Impairments within Note 3 - Investments of Notes to Consolidated Financial Statements included in the Company’s 2017 Form 10-K Annual Report (Predecessor Company). Impairments in Earnings by Type Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Intent-to-sell impairments $ 1 $ — $ — $ 4 Credit impairments 6 — 14 22 Impairments on equity securities — — — 2 Total impairments $ 7 $ — $ 14 $ 28 Cumulative Credit Impairments Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, (Before tax) 2017 2016 Balance as of beginning of period $ — $ (88 ) $ (170 ) $ (211 ) Additions for credit impairments recognized on [1]: Securities not previously impaired (6 ) — (1 ) (9 ) Securities previously impaired — — (13 ) (13 ) Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period — 17 82 44 Securities due to an increase in expected cash flows — 1 14 19 Balance as of end of period $ (6 ) $ (70 ) $ (88 ) $ (170 ) [1] These additions are included in the net OTTI losses recognized in earnings in the Consolidated Statements of Operations. Available-for-Sale Securities AFS Securities by Type Successor Company Predecessor Company December 31, 2018 December 31, 2017 Cost or Amortized Cost [1] Gross Unrealized Gains Gross Unrealized Losses Fair Value Non-Credit OTTI [2] Cost or Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Non-Credit OTTI [2] ABS $ 514 $ 2 $ — $ 516 $ — $ 821 $ 9 $ (11 ) $ 819 $ — CLOs 971 5 (13 ) 963 — 886 2 — 888 — CMBS 1,409 8 (7 ) 1,407 — 2,061 45 (22 ) 2,084 (1 ) Corporate 7,860 19 (236 ) 7,678 (1 ) 12,587 1,483 (32 ) 14,038 — Foreign govt./govt. agencies 383 3 (6 ) 377 — 379 30 (2 ) 407 — Municipal 738 5 (10 ) 734 — 1,125 142 (1 ) 1,266 — RMBS 1,034 3 (4 ) 1,033 — 1,388 41 (2 ) 1,427 — U.S. Treasuries 1,126 8 (3 ) 1,131 — 1,667 206 (3 ) 1,870 — Total fixed maturities, AFS 14,035 53 (279 ) 13,839 (1 ) 20,914 1,958 (73 ) 22,799 (1 ) Equity securities, AFS [3] 140 14 — 154 — Total AFS securities $ 14,035 $ 53 $ (279 ) $ 13,839 $ (1 ) $ 21,054 $ 1,972 $ (73 ) $ 22,953 $ (1 ) [1] The cost or amortized cost of assets that support modified coinsurance reinsurance contracts were not adjusted as part of the application of pushdown accounting. As a result, gross unrealized gains (losses) only include subsequent changes in value recorded in AOCI beginning June 1, 2018. Prior changes in value have been recorded in additional paid-in capital. [2] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of December 31, 2018 (Successor Company) and 2017 (Predecessor Company). [3] Effective January 1, 2018, with the adoption of new accounting standards for financial instruments, equity securities, AFS were reclassified to equity securities at fair value and are excluded from the table above as of December 31, 2018 . Fixed maturities, AFS, by Contractual Maturity Year Successor Company Predecessor Company December 31, 2018 December 31, 2017 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 481 $ 479 $ 844 $ 850 Over one year through five years 1,508 1,501 3,498 3,580 Over five years through ten years 1,807 1,783 3,178 3,321 Over ten years 6,311 6,157 8,238 9,830 Subtotal 10,107 9,920 15,758 17,581 Mortgage-backed and asset-backed securities 3,928 3,919 5,156 5,218 Total fixed maturities, AFS $ 14,035 $ 13,839 $ 20,914 $ 22,799 Estimated maturities may differ from contractual maturities due to security call or prepayment provisions. Due to the potential for variability in payment speeds (i.e. prepayments or extensions), mortgage-backed and asset-backed securities are not categorized by contractual maturity. Concentration of Credit Risk The Company aims to maintain a diversified investment portfolio including issuer, sector and geographic stratification, where applicable, and has established certain exposure limits, diversification standards and review procedures to mitigate credit risk. The Company had no investment exposure to any credit concentration risk of a single issuer greater than 10% of the Company's stockholder's equity , other than the U.S. government and certain U.S. government agencies as of December 31, 2018 (Successor Company) or December 31, 2017 (Predecessor Company). As of December 31, 2018 (Successor Company), other than U.S. government and certain U.S. government agencies, the Company’s three largest exposures by issuer were CVS Health Corporation, Microsoft Corporation, and HSBC Holdings PLC, which each comprised less than 1% of total invested assets. As of December 31, 2017 (Predecessor Company), other than U.S. government and certain U.S. government agencies, the Company’s three largest exposures by issuer were HSBC Holdings PLC, Microsoft Corporation, and National Grid PLC, which each comprised less than 1% of total invested assets. The Company’s three largest exposures by sector as of December 31, 2018 (Successor Company), were utilities, financial services, and CMBS which comprised approximately 8% , 7% and 7% , respectively, of total invested assets. The Company’s three largest exposures by sector as of December 31, 2017 (Predecessor Company) were financial services, utilities, and CMBS which comprised approximately 9% , 9% and 7% , respectively, of total invested assets. Unrealized Losses on AFS Securities Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 2018 Successor Company Less Than 12 Months 12 Months or More Total Amortized Cost [1] Fair Value Unrealized Losses Amortized Cost [1] Fair Value Unrealized Losses Amortized Cost [1] Fair Value Unrealized Losses ABS $ 179 $ 179 $ — $ — $ — $ — $ 179 $ 179 $ — CLOs 887 874 (13 ) — — — 887 874 (13 ) CMBS 762 754 (7 ) — — — 762 754 (7 ) Corporate 6,748 6,549 (236 ) — — — 6,748 6,549 (236 ) Foreign govt./govt. agencies 218 212 (6 ) — — — 218 212 (6 ) Municipal 490 480 (10 ) — — — 490 480 (10 ) RMBS 727 723 (4 ) — — — 727 723 (4 ) U.S. Treasuries 619 616 (3 ) — — — 619 616 (3 ) Total fixed maturities, AFS in an unrealized loss position $ 10,630 $ 10,387 $ (279 ) $ — $ — $ — $ 10,630 $ 10,387 $ (279 ) Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 2017 Predecessor Company Less Than 12 Months 12 Months or More Total Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses ABS $ 158 $ 157 $ (1 ) $ 219 $ 209 $ (10 ) $ 377 $ 366 $ (11 ) CLOs 242 242 — 37 37 — 279 279 — CMBS 524 517 (7 ) 346 331 (15 ) 870 848 (22 ) Corporate 1,082 1,074 (8 ) 779 755 (24 ) 1,861 1,829 (32 ) Foreign govt./govt. agencies 60 59 (1 ) 35 34 (1 ) 95 93 (2 ) Municipal 9 9 — 10 9 (1 ) 19 18 (1 ) RMBS 288 287 (1 ) 28 27 (1 ) 316 314 (2 ) U.S. Treasuries 382 380 (2 ) 38 37 (1 ) 420 417 (3 ) Total fixed maturities, AFS in an unrealized loss position $ 2,745 $ 2,725 $ (20 ) $ 1,492 $ 1,439 $ (53 ) $ 4,237 $ 4,164 $ (73 ) Equity securities, AFS [2] 6 6 — 3 3 — 9 9 — Total securities in an unrealized loss position $ 2,751 $ 2,731 $ (20 ) $ 1,495 $ 1,442 $ (53 ) $ 4,246 $ 4,173 $ (73 ) [1] The cost or amortized cost of assets that support modified coinsurance reinsurance contracts were not adjusted as part of the application of pushdown accounting. As a result, gross unrealized gains (losses) only include subsequent changes in value recorded in AOCI beginning June 1, 2018. Prior changes in value have been recorded in additional paid-in capital. [2] Effective January 1, 2018, with the adoption of new accounting standards for financial instruments, equity securities, AFS were reclassified to equity securities at fair value and are excluded from the table above as of December 31, 2018 . As of December 31, 2018 (Successor Company), AFS securities in an unrealized loss position consisted of 2,234 securities, primarily in the corporate sector, which were depressed due to widening of credit spreads since the application of pushdown accounting in connection with the May 31, 2018 sale by HHI. As of December 31, 2018 , 99% of these securities were depressed less than 20% of cost or amortized cost. The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined in the preceding discussion. Mortgage Loans Mortgage Loan Valuation Allowances Mortgage loans are considered to be impaired when management estimates that, based upon current information and events, it is probable that the Company will be unable to collect amounts due according to the contractual terms of the loan agreement. The Company reviews mortgage loans on a quarterly basis to identify potential credit losses. Among other factors, management reviews current and projected macroeconomic trends, such as unemployment rates, and property-specific factors such as rental rates, occupancy levels, LTV ratios and debt service coverage ratios (“DSCR”). In addition, the Company considers historical, current and projected delinquency rates and property values. Estimates of collectibility require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates. In addition, cash flow projections may change based upon new information about the borrower's ability to pay and/or the value of underlying collateral such as changes in projected property value estimates. For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying amount and estimated value. The mortgage loan's estimated value is most frequently the Company's share of the fair value of the collateral but may also be the Company’s share of either (a) the present value of the expected future cash flows discounted at the loan’s effective interest rate or (b) the loan’s observable market price. A valuation allowance may be recorded for an individual loan or for a group of loans that have an LTV ratio of 90% or greater, a low DSCR or have other lower credit quality characteristics. Changes in valuation allowances are recorded in net realized capital gains and losses. Interest income on impaired loans is accrued to the extent it is deemed collectible and the borrowers continue to make payments under the original or restructured loan terms. The Company stops accruing interest income on loans when it is probable that the Company will not receive interest and principal payments according to the contractual terms of the loan agreement. The Company resumes accruing interest income when it determines that sufficient collateral exists to satisfy the full amount of the loan principal and interest payments and when it is probable cash will be received in the foreseeable future. Interest income on defaulted loans is recognized when received. As of December 31, 2018 (Successor Company), mortgage loans had an amortized cost and carrying value of $2.1 billion , with a valuation allowance of $(5) . As of December 31, 2017 (Predecessor Company), mortgage loans had an amortized cost and carrying value of $2.9 billion with no valuation allowance. Amortized cost represents carrying value prior to valuation allowances, if any. As of December 31, 2018 (Successor Company), the carrying value of mortgage loans that had a valuation allowance was $23 . There were no mortgage loans held-for-sale as of December 31, 2018 (Successor Company) or December 31, 2017 (Predecessor Company). As of December 31, 2018 (Successor Company), the Company had no mortgage loans that have had extensions or restructurings other than what is allowable under the original terms of the contract. Valuation Allowance Activity Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Beginning balance $ — $ — $ (19 ) $ (19 ) Reversals/(Additions) (6 ) — (1 ) — Deductions 1 — 20 — Ending balance $ (5 ) $ — $ — $ (19 ) The weighted-average LTV ratio of the Company’s mortgage loan portfolio was 52% as of December 31, 2018 (Successor Company), while the weighted-average LTV ratio at origination of these loans was 63% . LTV ratios compare the loan amount to the value of the underlying property collateralizing the loan. The loan collateral values are updated no less than annually through reviews of the underlying properties. Factors considered in estimating property values include, among other things, actual and expected property cash flows, geographic market data and the ratio of the property's net operating income to its value. DSCR compares a property’s net operating income to the borrower’s principal and interest payments. As of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company) the Company held no delinquent commercial mortgages loan past due by 90 days or more. Mortgage Loans Credit Quality Successor Company Predecessor Company December 31, 2018 December 31, 2017 Loan-to-value Carrying Value Avg. Debt-Service Coverage Ratio Carrying Value Avg. Debt-Service Coverage Ratio Greater than 80% $ — 0.00x $ 5 1.26x 65% - 80% 340 1.78x 125 1.88x Less than 65% 1,760 2.48x 2,742 2.69x Total mortgage loans $ 2,100 2.36x $ 2,872 2.65x Mortgage Loans by Region Successor Company Predecessor Company December 31, 2018 December 31, 2017 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 56 2.7 % $ 62 2.1 % East South Central 19 0.9 % 14 0.5 % Middle Atlantic 131 6.2 % 291 10.1 % Mountain 51 2.4 % 53 1.9 % New England 79 3.7 % 92 3.2 % Pacific 684 32.6 % 838 29.2 % South Atlantic 457 21.8 % 608 21.2 % West South Central 226 10.8 % 195 6.8 % Other [1] 397 18.9 % 719 25.0 % Total mortgage loans $ 2,100 100 % $ 2,872 100 % [1] Primarily represents loans collateralized by multiple properties in various regions. Mortgage Loans by Property Type Successor Company Predecessor Company December 31, 2018 December 31, 2017 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Industrial $ 580 27.6 % $ 743 25.9 % Lodging 24 1.1 % 24 0.8 % Multifamily 518 24.7 % 662 23.0 % Office 478 22.8 % 685 23.9 % Retail 286 13.6 % 557 19.4 % Single Family 86 4.1 % — — % Other 128 6.1 % 201 7.0 % Total mortgage loans $ 2,100 100 % $ 2,872 100 % Variable Interest Entities The Company is engaged with various special purpose entities and other entities that are deemed to be VIEs primarily as an investor through normal investment activities. A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest, such as simple majority kick-out rights, or lacks sufficient funds to finance its own activities without financial support provided by other entities. The Company performs ongoing qualitative assessments of its VIEs to determine whether the Company has a controlling financial interest in the VIE and therefore is the primary beneficiary. The Company is deemed to have a controlling financial interest when it has both the ability to direct the activities that most significantly impact the economic performance of the VIE and the obligation to absorb losses or right to receive benefits from the VIE that could potentially be significant to the VIE. Based on the Company’s assessment, if it determines it is the primary beneficiary, the Company consolidates the VIE in the Company’s Consolidated Financial Statements. As of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company) the Company did not hold any VIEs for which it was the primary beneficiary. Non-Consolidated VIEs The Company, through normal investment activities, makes passive investments in limited partnerships and other alternative investments. Upon the adoption of the new consolidation guidance discussed above, these investments are now considered VIEs. For these non-consolidated VIEs, the Company has determined it is not the primary beneficiary as it has no ability to direct activities that could significantly affect the economic performance of the investments. The Company’s maximum exposure to loss as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company) is limited to the total carrying value of $849 and $900 , respectively, which are included in limited partnerships and other alternative investments in the Company's Consolidated Balance Sheets. As of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), the Company has outstanding commitments totaling $474 and $673 , respectively, whereby the Company is committed to fund these investments and may be called by the partnership during the commitment period to fund the purchase of new investments and partnership expenses. These investments are generally of a passive nature in that the Company does not take an active role in management. In addition, the Company also makes passive investments in structured securities issued by VIEs for which the Company is not the manager. These investments are included in ABS, CDOs, CMBS and RMBS in the Available-for-Sale Securities table and fixed maturities, FVO, in the Company’s Consolidated Balance Sheets. The Company has not provided financial or other support with respect to these investments other than its original investment. For these investments, the Company determined it is not the primary beneficiary due to the relative size of the Company’s investment in comparison to the principal amount of the structured securities issued by the VIEs, the level of credit subordination which reduces the Company’s obligation to absorb losses or right to receive benefits and the Company’s inability to direct the activities that most significantly impact the economic performance of the VIEs. The Company’s maximum exposure to loss on these investments is limited to the amount of the Company’s investment. Securities Lending, Repurchase Agreements and Other Collateral Transactions The Company enters into securities financing transactions as a way to earn additional income or manage liquidity, primarily through securities lending and repurchase agreements. Securities Lending Under a securities lending program, the Company lends certain fixed maturities within the corporate, foreign government/government agencies, and municipal sectors as well as equity securities to qualifying third-party borrowers in return for collateral in the form of cash or securities. For domestic and non-domestic loaned securities, respectively, borrowers provide collateral of 102% and 105% of the fair value of the securities lent at the time of the loan. Borrowers will return the securities to the Company for cash or securities collateral at maturity dates generally of 90 days or less. Security collateral on deposit from counterparties in connection with securities lending transactions may not be sold or re-pledged, except in the event of default by the counterparty, and is not reflected on the Company’s Consolidated Balance Sheets. Additional collateral is obtained if the fair value of the collateral falls below 100% of the fair value of the loaned securities. The agreements provide the counterparty the right to sell or re-pledge the securities loaned. If cash, rather than securities, is received as collateral, the cash is typically invested in short-term investments or fixed maturities and is reported as an asset on the Company's Consolidated Balance Sheets. Income associated with securities lending transactions is reported as a component of net investment income in the Company’s Consolidated Statements of Operations. Repurchase Agreements From time to time, the Company enters into repurchase agreements to manage liquidity or to earn incremental income. A repurchase agreement is a transaction in which one party (transferor) agrees to sell securities to another party (transferee) in return for cash (or securities), with a simultaneous agreement to repurchase the same securities at a specified price at a later date. These transactions generally have a contractual maturity of ninety days or less. Repurchase agreements include master netting provisions that provide both counterparties the right to offset claims and apply securities held by them with respect to their obligations in the event of a default. Although the Company has the contractual right to offset claims, the Company's current positions do not meet the specific conditions for net presentation. Under repurchase agreements, the Company transfers collateral of U.S. government and government agency securities and receives cash. For repurchase agreements, the Company obtains cash in an amount equal to at least 95% of the fair value of the securities transferred. The agreements require additional collateral to be transferred when necessary and provide the counterparty the right to sell or re-pledge the securities transferred. The cash received from the repurchase program is typically invested in short-term investments or fixed maturities and is reported as an asset on the Company's Consolidated Balance Sheets. The Company accounts for the repurchase agreements as collateralized borrowings. The securities transferred under repurchase agreements are included in fixed maturities, AFS with the obligation to repurchase those securities recorded in other liabilities on the Company's Consolidated Balance Sheets. From time to time, the Company enters into reverse repurchase agreements where the Company purchases securities and simultaneously agrees to resell the same or substantially the same securities. The agreements require additional collateral to be transferred to the Company when necessary and the Company has the right to sell or re-pledge the securities received. The Company accounts for reverse repurchase agreements as collateralized financing. The receivable for reverse repurchase agreements is included within short term investments in the Company's Consolidated Balance Sheets. Securities Lending and Repurchase Agreements Successor Company Predecessor Company December 31, 2018 December 31, 2017 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 277 $ 674 Gross amount of associated liability for collateral received [1] $ 284 $ 689 Repurchase Agreements: Gross amount of recognized liabilities for repurchase agreements $ 186 $ 202 Gross amount of collateral pledged related to repurchase agreements [2] $ 190 $ 206 Gross amount of recognized receivables for reverse repurchase agreements [3] $ 25 $ — [1] Cash collateral received is reinvested in fixed maturities, AFS and short term investments which are included in the Consolidated Balance Sheets. Amount includes additional securities collateral received of $ 1 and $1 which are excluded from the Company's Consolidated Balance Sheets as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), respectively. [2] Collateral pledged is included within fixed maturities, AFS and short term investments in the Company's Consolidated Balance Sheets. [3] Collateral received is included within short term investments in the Company's Consolidated Balance Sheets. Other Collateral Transactions The Company is required by law to deposit securities with government agencies in certain states in which it conducts business. As of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), the fair value of securities on deposit was $23 and $22 , respectively. For disclosure of collateral in support of derivative transactions, refer to the Derivative Collateral Arrangements section of Note 4 - Derivative Instruments of Notes to Consolidated Financial Statements. Equity Method Investments The majority of the Company's investments in limited partnerships and other alternative investments, including hedge funds, mortgage and real estate funds, and private equity and other funds (collectively, “limited partnerships”), are accounted for under the equity method of accounting. The Company recognized total equity method income of $67 for the period June 1, 2018 to December 31, 2018 (Successor Company), $41 for the period January 1, 2018 to May 31, 2018 (Predecessor Company), $75 and $96 for the periods ended December 31, 2017 and 2016 (Predecessor Company), respectively. Equity method income is reported in net investment income. The Company’s maximum exposure to loss as of December 31, 2018 (Successor Company) is limited to the total carrying value of $894 . In addition, the Company has outstanding commitments totaling approximately $478 , to fund limited partnership and other alternative investments as of December 31, 2018 (Successor Company). The Company’s investments in limited partnerships are generally of a passive nature in that the Company does not take an active role in the management of the limited partnerships. In 2018 , aggregate investment income (losses) from limited partnerships and other alternative investments exceeded 10% of the Company’s pre-tax consolidated net income. Accordingly, the Company is disclosing aggregated summarized financial data for the Company’s limited partnership investments. This aggregated summarized financial data does not represent

Derivative Instruments Level 1

Derivative Instruments Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments and Hedging Activities Disclosure [Text Block]	Derivative Instruments The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that are permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or as embedded derivative instruments, such as certain GMWB riders included with certain variable annuity products. Strategies that Qualify for Hedge Accounting The Company's derivatives may satisfy hedge accounting requirements as outlined in Note 1 of these financial statements. Typically, these hedging instruments include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the hedged item closely match the terms of the swap. The interest rate swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. As a result of pushdown accounting, derivative instruments that qualified for hedge accounting were recorded at fair value through adjustments to additional paid in capital at the acquisition date. As of December 31, 2018 (Successor Company), the Company has no derivative instruments that qualify for hedge accounting. The hedge strategies by hedge accounting designation have previously included: Cash Flow Hedges Interest rate swaps have been predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily converted interest receipts on floating-rate fixed maturity securities to fixed rates. The Company also previously entered into forward starting swap agreements to hedge the interest rate exposure related to the future purchase of fixed-rate securities, primarily to hedge interest rate risk inherent in the assumptions used to price certain product liabilities. Foreign currency swaps have been used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates. Non-qualifying Strategies Derivative relationships that do not qualify for hedge accounting ("non-qualifying strategies") primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency and equity risk of certain fixed maturities, equities and liabilities do not qualify for hedge accounting. The non-qualifying strategies include: Interest Rate Swaps and Futures The Company uses interest rate swaps, and futures to manage interest rate duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of December 31, 2018 (Successor Company) and 2017 (Predecessor Company), the notional amount of interest rate swaps in offsetting relationships was $1.5 billion and $2.7 billion , respectively. Foreign Currency Swaps and Forwards The Company enters into foreign currency swaps to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars. The Company also enters into foreign currency forwards to hedge non-U.S. dollar denominated cash and, previously, to hedge equity securities. Fixed Payout Annuity Hedge The Company has obligations for certain yen denominated fixed payout annuities under an assumed reinsurance contract. The Company invests in U.S. dollar denominated assets to support the assumed reinsurance liability. The Company has in place pay U.S. dollar, receive yen swap contracts to hedge the currency and yen interest rate exposure between the U.S. dollar denominated assets and the yen denominated fixed liability reinsurance payments. Credit Contracts Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in the value of fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward. Equity Index Swaps and Options The Company enters into equity index options to hedge the impact of a decline in the equity markets on the investment portfolio. The Company previously entered into total return swaps to hedge equity risk of specific common stock investments which were accounted for using fair value option in order to align the accounting treatment within net realized capital gains (losses). In addition, the Company formerly offered certain equity indexed products that remain in force, a portion of which contained embedded derivatives that require changes in value to be bifurcated from the host contract. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products. GMWB Derivatives, net The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative ("GMWB product derivatives") that has a notional value equal to the GRB. The Company uses reinsurance contracts to transfer a portion of its risk of loss due to GMWB. The reinsurance contracts covering GMWB (“GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB reinsured. The Company utilizes derivatives ("GMWB hedging instruments") as part of a dynamic hedging program designed to hedge a portion of the capital market risk exposures of the non-reinsured GMWB riders. The GMWB hedging instruments hedge changes in interest rates, equity market levels, and equity volatility. These derivatives include customized swaps, interest rate swaps and futures, and equity swaps, options and futures, on certain indices including the S&P 500 index, EAFE index and NASDAQ index. The Company retains the risk for differences between assumed and actual policyholder behavior and between the performance of the actively managed funds underlying the separate accounts and their respective indices. GMWB Hedging Instruments Notional Amount Fair Value Successor Company Predecessor Company Successor Company Predecessor Company December 31, 2018 December 31, 2017 December 31, 2018 December 31, 2017 Customized swaps $ 3,877 $ 5,023 $ 71 $ 59 Equity swaps, options, and futures 776 1,407 (25 ) (31 ) Interest rate swaps and futures 3,140 3,022 25 39 Total $ 7,793 $ 9,452 $ 71 $ 67 Macro Hedge Program The Company utilizes equity swaps, options and futures to provide protection against the statutory tail scenario risk to the Company's statutory surplus arising from higher GMWB and guaranteed minimum death benefits ("GMDB") claims as well as lower variable annuity fee revenue . These derivatives cover some of the residual risks not otherwise covered by the dynamic hedging program. Modified Coinsurance Reinsurance Contracts As of December 31, 2018 (Successor Company) and 2017 (Predecessor Company), the Company had approximately $798 and $861 , respectively, of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business, which was structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the operating results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value of investments subject to interest rate and credit risk. The notional amount of the embedded derivative reinsurance contracts are the invested assets which are carried at fair value and support the reinsured reserves. Derivative Balance Sheet Classification For reporting purposes, the Company has elected to offset within assets or liabilities based upon the net of the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty under a master netting agreement, which provides the Company with the legal right of offset. The following fair value amounts do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivatives in the Company’s separate accounts, where the associated gains and losses accrue directly to policyholders are not included in the table below. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. The following tables exclude investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section of Note 2 - Fair Value Measurements of Notes to the Consolidated Financial Statements. Net Derivatives Asset Derivatives [1] Liability Derivatives [1] Notional Amount Fair Value Fair Value Fair Value Successor Company Predecessor Company Successor Company Predecessor Company Successor Company Predecessor Company Successor Company Predecessor Company Hedge Designation/ Derivative Type Dec 31, 2018 Dec 31, 2017 Dec 31, 2018 Dec 31, 2017 Dec 31, 2018 Dec 31, 2017 Dec 31, 2018 Dec 31, 2017 Cash flow hedges Interest rate swaps $ — $ 1,486 $ — $ — $ — $ 1 $ — $ (1 ) Foreign currency swaps — 182 — (12 ) — 5 — (17 ) Total cash flow hedges — 1,668 — (12 ) — 6 — (18 ) Non-qualifying strategies Interest rate contracts Interest rate swaps and futures 3,152 3,219 (101 ) (356 ) 38 203 (139 ) (559 ) Foreign exchange contracts Foreign currency swaps and forwards 225 342 (9 ) (6 ) 7 — (16 ) (6 ) Fixed payout annuity hedge 270 540 (82 ) (170 ) — — (82 ) (170 ) Credit contracts Credit derivatives that purchase credit protection 45 80 (1 ) (3 ) — — (1 ) (3 ) Credit derivatives that assume credit risk [2] 372 380 3 3 3 3 — — Credit derivatives in offsetting positions 43 200 — 1 5 7 (5 ) (6 ) Variable annuity hedge program GMWB product derivatives [3] 9,957 11,390 (80 ) (75 ) — — (80 ) (75 ) GMWB reinsurance contracts 2,115 2,372 40 35 40 35 — — GMWB hedging instruments 7,793 9,452 71 67 114 116 (43 ) (49 ) Macro hedge program 10,765 7,252 247 23 288 45 (41 ) (22 ) Other Modified coinsurance reinsurance contracts 798 861 12 55 12 55 — — Total non-qualifying strategies 35,535 36,088 100 (426 ) 507 464 (407 ) (890 ) Total cash flow hedges and non-qualifying strategies $ 35,535 $ 37,756 $ 100 $ (438 ) $ 507 $ 470 $ (407 ) $ (908 ) Balance Sheet Location Fixed maturities, available-for-sale $ 41 $ 39 $ — $ — $ — $ — $ — $ — Other investments 11,000 10,340 212 135 248 149 (36 ) (14 ) Other liabilities 11,623 12,754 (84 ) (588 ) 207 231 (291 ) (819 ) Reinsurance recoverables 2,914 3,233 52 90 52 90 — — Other policyholder funds and benefits payable 9,957 11,390 (80 ) (75 ) — — (80 ) (75 ) Total derivatives $ 35,535 $ 37,756 $ 100 $ (438 ) $ 507 $ 470 $ (407 ) $ (908 ) [1] Certain prior year amounts have been restated to conform to the current year presentation for OTC-cleared derivatives. [2] The derivative instruments related to this strategy are held for other investment purposes. [3] These derivatives are embedded within liabilities and are not held for risk management purposes. Offsetting of Derivative Assets/Liabilities The following tables present the gross fair value amounts, the amounts offset, and net position of derivative instruments eligible for offset in the Company's Consolidated Balance Sheets. Amounts offset include fair value amounts, income accruals and related cash collateral receivables and payables associated with derivative instruments that are traded under a common master netting agreement, as described in the preceding discussion. Also included in the tables are financial collateral receivables and payables, which are contractually permitted to be offset upon an event of default, although are disallowed for offsetting under U.S. GAAP. (i) (ii) (iii) = (i) - (ii) (v) = (iii) - (iv) Net Amounts Presented in the Statement of Financial Position Collateral Disallowed for Offset in the Statement of Financial Position Gross Amounts of Recognized Assets (Liabilities) [1] Gross Amounts Offset in the Statement of Financial Position Derivative Assets [2] (Liabilities) [3] Accrued Interest and Cash Collateral (Received) [3] Pledged [4] Financial Collateral (Received) [5] Net Amount Successor Company As of December 31, 2018 Other investments $ 455 $ 352 $ 212 $ (109 ) $ 65 $ 38 Other liabilities (327 ) (147 ) (84 ) (96 ) (178 ) (2 ) Predecessor Company As of December 31, 2017 Other investments $ 380 $ 338 $ 135 $ (93 ) $ — $ 42 Other liabilities (833 ) (154 ) (588 ) (91 ) (674 ) (5 ) [1] Certain prior year amounts have been restated to conform to the current year presentation for OTC-cleared derivatives. [2] Included in other invested assets in the Company's Consolidated Balance Sheets. [3] Included in other liabilities in the Company's Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty. [4] Included in other investments in the Company's Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. [5] Excludes collateral associated with exchange-traded derivative instruments. Cash Flow Hedges For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. Derivatives in Cash Flow Hedging Relationships Gain (Loss) Recognized in OCI on Derivative (Effective Portion) Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 2017 2016 Interest rate swaps $ — $ (17 ) $ (13 ) $ (16 ) Foreign currency swaps — — 4 2 Total $ — $ (17 ) $ (9 ) $ (14 ) Derivatives in Cash Flow Hedging Relationships Gain (Loss) Reclassified from AOCI into Income (Effective Portion) Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 2017 2016 Interest rate swaps Net realized capital gains (losses) $ — $ — $ (1 ) $ 1 Interest rate swaps Net investment income — 8 26 25 Foreign currency swaps Net realized capital gains (losses) — (2 ) 11 (2 ) Total $ — $ 6 $ 36 $ 24 For all periods presented, the Successor and Predecessor Company had no ineffectiveness recognized in income within net realized capital gains (losses). For all periods presented, the Successor and Predecessor Company had no net reclassifications from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring. Non-qualifying Strategies For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains (losses). Non-qualifying Strategies Gain (Loss) Recognized within Net Realized Capital Gains (Losses) Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the year ended December 31, 2017 For the year ended December 31, 2016 Variable annuity hedge program GMWB product derivatives $ (25 ) $ 82 $ 231 $ 88 GMWB reinsurance contracts 1 (25 ) (49 ) (14 ) GMWB hedging instruments 36 (45 ) (134 ) (112 ) Macro hedge program 153 (36 ) (260 ) (163 ) Total variable annuity hedge program 165 (24 ) (212 ) (201 ) Foreign exchange contracts Foreign currency swaps and forwards 2 (3 ) (9 ) 32 Fixed payout annuity hedge (15 ) 10 4 25 Total foreign exchange contracts (13 ) 7 (5 ) 57 Other non-qualifying derivatives Interest rate contracts Interest rate swaps, swaptions, and futures 23 (40 ) 4 (18 ) Credit contracts Credit derivatives that purchase credit protection — 1 (12 ) (9 ) Credit derivatives that assume credit risk (1 ) (3 ) 18 15 Equity contracts Equity index swaps and options — — 3 30 Other Modified coinsurance reinsurance contracts 13 32 (13 ) (12 ) Total other non-qualifying derivatives 35 (10 ) — 6 Total [1] $ 187 $ (27 ) $ (217 ) $ (138 ) [1] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements of Notes to the Consolidated Financial Statements. Credit Risk Assumed through Credit Derivatives The Company enters into credit default swaps that assume credit risk of a single entity or referenced index in order to synthetically replicate investment transactions that are permissible under the Company's investment policies. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include standard diversified portfolios of corporate and CMBS issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings. As of December 31, 2018 (Successor Company) Underlying Referenced Credit Obligation(s) [1] Credit Derivative type by derivative risk exposure Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] Single name credit default swaps Investment grade risk exposure $ 80 $ 1 4 years Corporate Credit/ Foreign Gov. A $ — $ — Basket credit default swaps [4] Investment grade risk exposure 202 1 5 years Corporate Credit BBB+ — — Below investment grade risk exposure 80 2 5 years Corporate Credit B+ — Investment grade risk exposure 12 (1 ) 5 years CMBS Credit A- 2 — Below investment grade risk exposure 19 (5 ) Less than 1 Year CMBS Credit B- 19 5 Total [5] $ 393 $ (2 ) $ 21 $ 5 As of December 31, 2017 (Predecessor Company) Underlying Referenced Credit Obligation(s) [1] Credit Derivative type by derivative risk exposure Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] Single name credit default swaps Investment grade risk exposure $ 120 $ 3 5 years Corporate Credit/ Foreign Gov. A- $ — $ — Below investment grade risk exposure 43 — Less than 1 Year Corporate Credit B 43 — Basket credit default swaps [4] Investment grade risk exposure 250 — 5 years Corporate Credit BBB+ — — Below investment grade risk exposure 22 2 3 years Corporate Credit B+ 22 — Investment grade risk exposure 15 (1 ) 4 years CMBS Credit A 5 — Below investment grade risk exposure 30 (5 ) Less than 1 Year CMBS Credit CCC 30 5 Total [5] $ 480 $ (1 ) $ 100 $ 5 [1] The average credit ratings are based on availability and are generally the midpoint of the available ratings among Moody’s, S&P, and Fitch. If no rating is available from a rating agency, then an internally developed rating is used. [2] Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements and applicable law which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses. [3] The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap. [4] Comprised of swaps of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index. [5] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements of Notes to the Consolidated Financial Statements. Derivative Collateral Arrangements The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of December 31, 2018 (Successor Company) and 2017 (Predecessor Company), the Company pledged cash collateral associated with derivative instruments with a fair value of $2 and $6 , respectively, for which the collateral receivable has been recorded in other assets or other liabilities on the Company's Consolidated Balance Sheets, as determined by the Company Company's election to offset on the balance sheet. The Company also pledged securities collateral associated with derivative instruments with a fair value of $191 and $729 , respectively, as of December 31, 2018 (Successor Company) and 2017 (Predecessor Company) which have been included in fixed maturities on the Consolidated Balance Sheets. The counterparties have the right to sell or re-pledge these securities. In addition, as of December 31, 2018 (Successor Company) and 2017 (Predecessor Company), the Company has pledged initial margin of cash and securities to clearinghouses and exchanges related to OTC-cleared and exchange traded derivatives of $85 and $136 , respectively. As of December 31, 2018 (Successor Company) and 2017 (Predecessor Company), the Company accepted cash collateral associated with derivative instruments of $402 and $310 , respectively, which was invested and recorded in the Company's Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other investments or other liabilities as determined by the Company's election to offset on the balance sheet. The Company also accepted securities collateral as of December 31, 2018 (Successor Company) with a fair value of $76 , all of which the Company has the ability to sell or repledge. As of December 31, 2018 (Successor Company), the Company had not repledged securities and did not sell any securities. The non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Consolidated Balance Sheets. As of December 31, 2017 (Predecessor Company), the Company did not hold any securities collateral.

Reinsurance Level 1(Notes)

Reinsurance Level 1(Notes)	12 Months Ended
	Dec. 31, 2018
Reinsurance Disclosures [Abstract]
Reinsurance	e Company cedes insurance to unaffiliated insurers to enable the Company to manage capital and risk exposure. Such arrangements do not relieve the Company of its primary liability to policyholders. Failure of reinsurers to honor their obligations could result in losses to the Company. The Company regularly monitors the financial condition and ratings of its reinsurers and structures agreements to provide collateral funds where necessary. Reinsurance Recoverables Reinsurance recoverables include balances due from reinsurance companies and are presented net of an allowance for uncollectible reinsurance. Reinsurance recoverables include an estimate of the amount of policyholder benefits that may be ceded under the terms of the reinsurance agreements. Amounts recoverable from reinsurers are estimated in a manner consistent with assumptions used for the underlying policy benefits. Accordingly, the Company’s estimate of reinsurance recoverables is subject to similar risks and uncertainties as the estimate of the gross reserve for future policy benefits. Reinsurance Recoverables Successor Company Predecessor Company As of December 31, 2018 As of December 31, 2017 Reserve for future policy benefits and other policyholder funds and benefits payable Sold businesses (MassMutual and Prudential) $ 19,354 $ 19,448 Commonwealth 8,969 — Other reinsurers 1,241 1,337 Gross reinsurance recoverables $ 29,564 $ 20,785 As of December 31, 2018 , the Company (Successor Company) had reinsurance recoverables from Commonwealth, MassMutual and Prudential of approximately $9.0 billion , $8.1 billion and $11.3 billion , respectively. As of December 31, 2017 , the Company (Predecessor Company) had reinsurance recoverables from MassMutual and Prudential of $8.3 billion and $11.1 billion , respectively. The Company's obligations to its direct policyholders that have been reinsured to Commonwealth, MassMutual and Prudential are primarily secured by invested assets held in trust. No allowance for uncollectible reinsurance is required as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company). The allowance for uncollectible reinsurance reflects management’s best estimate of reinsurance cessions that may be uncollectible in the future due to reinsurers’ unwillingness or inability to pay. The Company analyzes the overall credit quality of the Company’s reinsurers. Based on this analysis, the Company may adjust the allowance for uncollectible reinsurance or charge off reinsurer balances that are determined to be uncollectible. Where its contracts permit, the Company secures future claim obligations with various forms of collateral, including irrevocable letters of credit, secured trusts and funds held accounts. Although management has determined that no allowance is required at this time, the Company closely monitors the financial condition, ratings and current market information of all of its counterparty reinsurers. Insurance Revenues Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the Years Ended December 31, 2017 2016 Gross earned premiums, fee income and other $ 1,439 $ 1,059 $ 2,434 $ 2,659 Reinsurance assumed 66 48 116 129 Reinsurance ceded (972 ) (684 ) (1,539 ) (1,616 ) Net earned premiums, fee income and other $ 533 $ 423 $ 1,011 $ 1,172 The cost of reinsurance related to long-duration contracts is accounted for over the life of the underlying reinsured policies using assumptions consistent with those used to account for the underlying policies. Insurance recoveries on ceded reinsurance agreements, which reduce death and other benefits, were $731 for the period of June 1, 2018 to December 31, 2018 (Successor Company), $546 for the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and $1,150 and $1,131 for the years ended December 31, 2017 , and 2016 (Predecessor Company), respectively. In addition, the Company has reinsured a portion of the risk associated with U.S. variable annuities and the associated GMDB and GMWB riders.

Deferred Policy Acquisition Cos

Deferred Policy Acquisition Costs Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Deferred Policy Acquisition Costs and Present Value of Future Profits [Abstract]
Deferred Policy Acquisition Costs [Text Block]	Changes in the DAC Balance [1] Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Balance, beginning of period $ — $ 405 $ 463 $ 542 Deferred costs — 1 2 7 Amortization — DAC — (13 ) (51 ) (40 ) Amortization — Unlock benefit (charge), pre-tax — (3 ) 3 (74 ) Adjustments to unrealized gains and losses on securities AFS and other — 31 (12 ) 28 Balance, end of period $ — $ 421 $ 405 $ 463 [1] Effective with the application of pushdown accounting on May 31, 2018, the Company eliminated its DAC balance through a pushdown accounting adjustment. Please see Note 1 , Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements for further discussion of pushdown accounting. Changes in the VOBA Balance [1] Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Balance, beginning of period $ 805 $ — $ — $ — Amortization (80 ) — — — Amortization — Unlock charge, pre-tax (19 ) — — — Adjustments to unrealized gains and losses on securities AFS and other 10 — — — Balance, end of period $ 716 $ — $ — $ — [1] Effective with the application of pushdown accounting on May 31, 2018, the Company established its VOBA balance through a pushdown accounting adjustment. Please see Note 1 , Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements for further discussion of pushdown accounting. Expected Amortization of VOBA Successor Company Years Expected Amortization 2019 $ 23 2020 $ 35 2021 $ 47 2022 $ 43 2023 $ 41

Reserve for Future Policy Benef

Reserve for Future Policy Benefits and Separate Account Liabilities Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Insurance Loss Reserves [Abstract]
Liability for Future Policy Benefits and Unpaid Claims Disclosure [Text Block]	Changes in Reserves for Future Policy Benefits Successor Company Universal Life-Type Contracts GMDB/GMWB [1] Life Secondary Guarantees Traditional Annuity and Other Contracts [2] Total Liability balance as of June 1, 2018 [4] $ 471 $ 3,057 $ 14,529 $ 18,057 Incurred [3] 48 250 566 864 Paid (57 ) (31 ) (510 ) (598 ) Liability balance as of December 31, 2018 $ 462 $ 3,276 $ 14,585 $ 18,323 Reinsurance recoverable asset, as of June 1, 2018 [4] $ 294 $ 3,057 $ 1,964 $ 5,315 Incurred [3] 36 250 3,192 3,478 Paid (46 ) (31 ) (184 ) (261 ) Reinsurance recoverable asset, as of December 31, 2018 $ 284 $ 3,276 $ 4,972 $ 8,532 Predecessor Company Universal Life-Type Contracts GMDB/GMWB [1] Universal Life Secondary Guarantees Traditional Annuity and Other Contracts [2] Total Future Policy Benefits Liability balance as of January 1, 2018 $ 873 $ 2,940 $ 10,669 $ 14,482 Incurred [3] 56 117 229 402 Paid (45 ) — (326 ) (371 ) Change in unrealized investment gains and losses — — (205 ) (205 ) Liability balance as of May 31, 2018 $ 884 $ 3,057 $ 10,367 $ 14,308 Reinsurance recoverable asset, as of January 1, 2018 $ 464 $ 2,940 $ 1,742 $ 5,146 Incurred [3] 36 117 (25 ) 128 Paid (37 ) — (24 ) (61 ) Reinsurance recoverable asset, as of May 31, 2018 $ 463 $ 3,057 $ 1,693 $ 5,213 Predecessor Company Universal Life-Type Contracts GMDB/GMWB [1] Life Secondary Guarantees Traditional Annuity and Other Contracts [2] Total Future Policy Benefits Liability balance as of January 1, 2017 $ 786 $ 2,627 $ 10,587 $ 14,000 Incurred [3] 185 313 777 1,275 Paid (98 ) — (787 ) (885 ) Change in unrealized investment gains and losses — — 92 92 Liability balance as of December 31, 2017 $ 873 $ 2,940 $ 10,669 $ 14,482 Reinsurance recoverable asset, as of January 1, 2017 $ 432 $ 2,627 $ 1,697 $ 4,756 Incurred [3] 113 313 108 534 Paid (81 ) — (63 ) (144 ) Reinsurance recoverable asset, as of December 31, 2017 $ 464 $ 2,940 $ 1,742 $ 5,146 [1] These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the GRB are embedded derivatives held at fair value and are excluded from these balances. [2] Represents life-contingent reserves for which the company is subject to insurance and investment risk. [3] Includes the portion of assessments established as additions to reserves as well as changes in estimates affecting the reserves. [4] For additional information regarding the June 1, 2018 valuations, please see Note 1 , Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements for further discussion of pushdown accounting. Account Value by GMDB/GMWB Type as of December 31, 2018 (Successor Company) Account Value (“AV”) [9] Net amount at Risk (“NAR”) [10] Retained Net Amount at Risk (“RNAR”) [10] Weighted Average Attained Age of Annuitant MAV [1] MAV only $ 11,460 $ 2,543 $ 516 72 With 5% rollup [2] 942 177 68 72 With Earnings Protection Benefit Rider (“EPB”) [3] 2,899 452 76 72 With 5% rollup & EPB 400 92 20 74 Total MAV 15,701 3,264 680 Asset Protection Benefit ("APB") [4] 7,958 676 447 70 Lifetime Income Benefit ("LIB") – Death Benefit [5] 362 8 8 72 Reset [6] (5-7 years) 2,105 10 9 71 Return of Premium ("ROP") [7] /Other 5,654 76 73 72 Variable Annuity without GMDB [8] 1,846 — — 68 Subtotal Variable Annuity [11] $ 33,626 $ 4,034 $ 1,217 71 Less: General Account Value 3,387 Subtotal Variable Annuity Separate Account Liabilities 30,239 Separate Account Liabilities - Other 68,575 Total Separate Account Liabilities $ 98,814 [1] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals). [2] Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums. [3] EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net withdrawals. [4] APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months ). [5] LIB GMDB is the greatest of current AV; net premiums paid; or, for certain contracts, a benefit amount generally based on market performance that ratchets over time. [6] Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals). [7] ROP GMDB is the greater of current AV and net premiums paid. [8] Includes account value for contracts that had a GMDB at issue but no longer have a GMDB due to certain elections made by policyholders or their beneficiaries. [9] AV includes the contract holder’s investment in the separate account and the general account. [10] NAR is defined as the guaranteed minimum death benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity market movements and increase when equity markets decline. [11] Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $5.0 billion of total account value and weighted average attained age of 74 years . There is no NAR or retained NAR related to these contracts. Account Balance Breakdown of Variable Separate Account Investments Successor Company Predecessor Company Asset type December 31, 2018 December 31, 2017 Equity securities (including mutual funds) $ 28,953 $ 34,496 Cash and cash equivalents [1] 1,286 2,712 Total [2] $ 30,239 $ 37,208 [1] The Company has historically presented Cash and cash equivalents using a returns-based regression analysis. For the year ended December 31, 2018, the Cash and cash equivalents represent an allocation of the portfolio holdings. [2] Includes $1.8 billion and $1.9 billion of account value as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company) for contracts without a GMDB due to certain elections made by policyholders or their beneficiaries. As of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), approximately 20% and 15% of the equity securities (including mutual funds), in the preceding table were funds invested in fixed income securities and approximately 80% and 85% were funds invested in equity securities. For further information on guaranteed living benefits that are accounted for at fair value, such as GMWB, see Note 2 - Fair Value Measurements of Notes to Consolidated Financial Statements.

Other Intangible Assets Level 1

Other Intangible Assets Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Intangible Assets Disclosure [Text Block]	Other Intangible Assets As of December 31, 2018 (Successor Company) Gross Carrying Amount Accumulated Amortization Net Carrying Amount Weighted Average Expected Life Amortized Intangible Assets [1] $ 29 $ 4 $ 25 5 Total Indefinite Lived Intangible Assets [2] 26 — 26 — Total Other Intangible Assets $ 55 $ 4 $ 51 5 [1] Consist of internally developed software [2] Consist of state insurance licenses. Expected Pre-tax Amortization Expense Successor Company Years Expected Future Amortization 2019 $ 6 2020 $ 6 2021 $ 6 2022 $ 6 2023 $ 1

Debt Level 1 (Notes)

Debt Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Debt Disclosure [Abstract]
Debt	Collateralized Advances The Company is a member of the Federal Home Loan Bank of Boston (“FHLBB”). Membership allows the Company access to collateralized advances, which may be used to support various spread-based business and enhance liquidity management. FHLBB membership requires the company to own member stock and advances require the purchase of activity stock. The amount of advances that can be taken are dependent on the asset types pledged to secure the advances. The Connecticut Insurance Department ("CTDOI") will permit the Company to pledge up to approximately $1.2 billion in qualifying assets to secure FHLBB advances for 2019 . The pledge limit is recalculated annually based on statutory admitted assets and capital and surplus. The Company would need to seek the prior approval of the CTDOI in order to exceed these limits. As of December 31, 2018 , the Company had no advances outstanding under the FHLBB facility.

Income Tax Level 1 (Notes)

Income Tax Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Income Tax Disclosure [Abstract]
Income Tax	The provision (benefit) for income taxes consists of the following: Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Income Tax Expense (Benefit) Current - U.S. Federal $ (15 ) $ 1 $ 4 $ 2 Deferred - U.S. Federal 74 6 418 72 Total income tax expense $ 59 $ 7 $ 422 $ 74 Deferred tax assets and liabilities on the consolidated balance sheets represent the tax consequences of differences between the financial reporting and tax basis of assets and liabilities. Deferred tax assets (liabilities) include the following: Successor Company Predecessor Company Deferred Tax Assets As of December 31, 2018 As of December 31, 2017 Tax basis deferred policy acquisition costs $ 40 $ 60 Unearned premium reserve and other underwriting related reserves 4 4 Financial statement DAC, VOBA and reserves 538 39 Investment-related items — 155 Insurance product derivatives — 12 Net operating loss carryover 206 681 Employee benefits 4 — Foreign tax credit carryover 6 23 Net unrealized loss on investments 48 — Deferred reinsurance gain 224 — Other 12 29 Total Deferred Tax Assets 1,082 1,003 Deferred Tax Liabilities Investment related items (113 ) — Net unrealized gains on investments — (398 ) Employee benefits — (49 ) Total Deferred Tax Liabilities (113 ) (447 ) Net Deferred Tax Assets $ 969 $ 556 Due to the Talcott Resolution Sale Transaction, the Company will be part of The Hartford’s consolidated tax return for the period January 1, 2018 through May 31, 2018. The Company’s tax liability for this period is an allocable portion of The Hartford’s consolidated liability, and is computed in accordance with a written agreement with The Hartford. For the of period June 1, 2018 through December 31, 2018 the Company will file a separate consolidated return and stand alone federal income tax returns for the members noted below: Talcott Resolution Life Insurance Company Talcott Resolution Life and Annuity Insurance Company American Maturity Life Insurance Company Talcott Resolution International Life Reassurance Company Talcott Resolution Distribution Company Talcott Resolution Comprehensive Employee Benefit Service Company Consolidated Federal Tax Return Stand Alone Federal Tax Return The federal audits have been completed through 2013 and the Company is not currently under examination for any open years. Management believes that adequate provision has been made in the consolidated financial statements for any potential adjustments that may result from tax examinations and other tax-related matters for all open tax years. For the periods ending December 31, 2018 (Successor Company), and December 31, 2017 and May 31, 2018 (Predecessor Company), the Company had no reserves for uncertain tax positions. At December 31, 2018, there was no unrecognized tax benefit that if recognized would affect the effective tax rate and that is reasonably possible of significantly increasing or decreasing within the next 12 months. The Company classifies interest and penalties (if applicable) as income tax expense in the consolidated financial statements. The Company recognized no interest expense for the period of June 1, 2018 to December 31, 2018 (Successor Company), the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and for the year ended December 31, 2017 (Predecessor Company). The Company had no interest payable as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company). The Company does not believe it would be subject to any penalties in any open tax years and, therefore, has not recorded any accrual for penalties. The application of purchase and pushdown accounting resulted in market value adjustments to the Company’s assets and liabilities, which resulted in a corresponding increase in the Company’s deferred tax asset. For further information, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements. The Company believes it is more likely than not that all deferred tax assets will be fully realized. In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryovers, taxable income in open carry back years and other tax planning strategies. From time to time, tax planning strategies could include holding a portion of debt securities with market value losses until recovery, making investments which have specific tax characteristics and business considerations such as asset-liability matching. Net deferred income taxes include the future tax benefits associated with the net operating loss carryover and foreign tax credit carryover as follows: Net Operating Loss Carryover As of December 31, 2018 (Successor Company) and 2017 (Predecessor Company), the net deferred tax asset included the expected tax benefit attributable to net operating losses of $982 and $3,243 , respectively. The December 31, 2018 total includes $596 of U.S. losses generated prior to 2017 that are subject to limits on the period for which they can be carried forward. If not utilized, these losses will expire from 2027 to 2030. Utilization of these loss carryovers is dependent upon the generation of sufficient future taxable income. The December 31, 2018 total also includes $386 of U.S. losses generated in the Successor Company's taxable year beginning June 1, 2018; primarily due to the Commonwealth Annuity Reinsurance Agreement. These losses do not expire, but their utilization in any carryforward year is limited to 80% of taxable income in that year. Given the continued run off of the U.S. fixed and variable annuity business, the exposure to taxable losses is significantly lessened, and given the Company's expected future earnings, the Company believes sufficient taxable income will be generated in the future to utilize its net operating loss carryover. Although the Company believes there will be sufficient future taxable income to fully recover the remainder of the loss carryover, the Company's estimate of the likely realization may change over time. In connection with the Talcott Resolution Sale Transaction, the Company has forgone approximately $555 of deferred tax assets associated with net operating loss carryovers that were retained by The Hartford. Foreign Tax Credit Carryover As of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), the net deferred tax asset included the expected tax benefit attributable to foreign tax credit carryovers of $6 and $23 , respectively. In connection with the Talcott Resolution Sale Transaction, the Company has forgone approximately $23 of deferred tax assets associated with foreign tax credit carryovers that were retained by The Hartford. Alternative Minimum Tax Credit As of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), the Company had an alternative minimum tax credit ("AMT") carryover, net of a sequestration fee payable, of $0 and $235 , respectively, which is reflected as a current income tax receivable within Other assets in the accompanying Consolidated Balance Sheets. In connection with the Talcott Resolution Sale Transaction, The Hartford retained all AMT credits. A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision (benefit) for income taxes is as follows: Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Tax provision at U.S. Federal statutory rate $ 98 $ 21 $ 132 $ 125 Dividends received deduction (37 ) (12 ) (102 ) (76 ) Foreign related investments (4 ) (3 ) (7 ) (7 ) Valuation allowance — — — 31 Tax reform — (2 ) 396 — Other 2 3 3 1 Provision for income taxes $ 59 $ 7 $ 422 $ 74 The separate account DRD is estimated for the current year using information from the most recent return, adjusted for current year equity market performance and other appropriate factors, including estimated levels of corporate dividend payments and level of policy owner equity account balances. The actual current year DRD can vary from estimates based on, but not limited to, changes in eligible dividends received in the mutual funds, amounts of distributions from these mutual funds, amounts of short-term capital gains at the mutual fund level and the Company’s taxable income before the DRD. The Company evaluates its DRD computations on a quarterly basis.

Commitments and Contingencies L

Commitments and Contingencies Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies	Contingencies Relating to Corporate Litigation and Regulatory Matters Management evaluates each contingent matter separately. A loss is recorded if probable and reasonably estimable. Management establishes reserves for these contingencies at its “best estimate,” or, if no one number within the range of possible losses is more probable than any other, the Company records an estimated liability at the low end of the range of losses. Litigation The Company is involved in claims litigation arising in the ordinary course of business with respect to life and annuity contracts. The Company accounts for such activity through the establishment of reserves for future policy benefits. Management expects that the ultimate liability, if any, with respect to such ordinary-course claims litigation, after consideration of provisions made for potential losses and costs of defense, will not be material to the consolidated financial condition, results of operations or cash flows of the Company. The Company is also involved in other kinds of legal actions, some of which assert claims for substantial amounts. Such actions have alleged, for example, bad faith in the handling of insurance claims and improper sales practices in connection with the sale of insurance and investment products. Some of these actions also seek punitive damages. Management expects that the ultimate liability, if any, with respect to such lawsuits, after consideration of provisions made for estimated losses, will not be material to the consolidated financial condition of the Company. Nonetheless, given the large or indeterminate amounts sought in certain of these actions, and the inherent unpredictability of litigation, it is possible that an adverse outcome in certain matters could, from time to time, have a material adverse effect on the Company’s consolidated financial condition, results of operations or cash flows in particular quarterly or annual periods. Lease Commitments The rent paid to Hartford Fire Insurance Company ("Hartford Fire") for operating leases was $1 for the period of June 1, 2018 to December 31, 2018 (Successor Company), $1 for the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and $2 and $2 for the years ended December 31, 2017 and 2016 (Predecessor Company), respectively. Operating Leases 2019 $ 2 2020 2 2021 1 2022 1 2023 1 Thereafter — Total minimum lease payments $ 7 Unfunded Commitments As of December 31, 2018 (Successor Company), the Company has outstanding commitments totaling $577 , of which $478 is committed to fund limited partnership and other alternative investments, which may be called by the partnership during the commitment period to fund the purchase of new investments and partnership expenses. Additionally, $42 of the outstanding commitments relate to various funding obligations associated with private debt and equity securities. The remaining outstanding commitments of $57 relate to mortgage loans. Of the $577 in total outstanding commitments, $18 are related to mortgage loan commitments which the Company can cancel unconditionally. Guaranty Fund and Other Insurance-related Assessments In all states, insurers licensed to transact certain classes of insurance are required to become members of a guaranty fund. In most states, in the event of the insolvency of an insurer writing any such class of insurance in the state, members of the funds are assessed to pay certain claims of the insolvent insurer. A particular state’s fund assesses its members based on their respective written premiums in the state for the classes of insurance in which the insolvent insurer was engaged. Assessments are generally limited for any year to one or two percent of premiums written per year depending on the state. Liabilities for guaranty funds and other insurance-related assessments are accrued when an assessment is probable, when it can be reasonably estimated, and when the event obligating the Company to pay an imposed or probable assessment has occurred. Liabilities for guaranty funds and other insurance-related assessments are not discounted and are included as part of other liabilities in the Consolidated Balance Sheets. As of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company) the liability balance was $8 . As of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company) amounts related to premium tax offsets of $4 and $11 , respectively, were included in other assets. Derivative Commitments Certain of the Company’s derivative agreements contain provisions that are tied to the financial strength ratings, as set by nationally recognized statistical agencies or risked-based capital ("RBC") tests, of the individual legal entity that entered into the derivative agreement. If the legal entity’s financial strength were to fall below certain thresholds, the counterparties to the derivative agreements could terminate the agreements and demand immediate settlement of all outstanding derivative positions traded under each impacted bilateral agreement. The settlement amount is determined by netting the derivative positions transacted under each agreement. If the termination rights were to be exercised by the counterparties, it could impact the legal entity’s ability to conduct hedging activities by increasing the associated costs and decreasing the willingness of counterparties to transact with the legal entity. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position as of December 31, 2018 (Successor Company) is $181 . Of this $181 the legal entities have posted collateral of $190 , which is inclusive of initial margin requirements, in the normal course of business. In addition, the Company has posted collateral of $29 associated with a customized GMWB derivative. These collateral amounts could change as derivative market values change, as a result of changes in our hedging activities or to the extent changes in contractual terms are negotiated. The nature of the collateral that we post, when required, would be primarily in the form of U.S. Treasury bills, U.S. Treasury notes and government agency securities.

Transactions with Affiliates Le

Transactions with Affiliates Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Related Party Transactions [Abstract]
Related Party Transactions Disclosure [Text Block]	Parent Company Transactions (Successor Company) At December 31, 2018, the Company had no direct employees. The Company's operations are managed by employees of its parent, TLI, and the costs of these services are allocated to the Company through an intercompany services and cost allocation agreement. Parent Company Transactions (Predecessor Company) Transactions of the Company with Hartford Fire, HHI and its affiliates related principally to tax settlements, reinsurance, insurance coverage, rental and service fees, payment of dividends and capital contributions, and employee costs. In addition, the Company had issued structured settlement contracts to fund claims settlements of property casualty insurance companies and self-insured entities. In many cases, the structured settlement contracts were to fund claim settlements of the Company's affiliated property and casualty companies whereby these property and casualty companies transferred funds to another affiliate of the Company to purchase the contracts. Reserves for annuities issued by the Company to The Hartford's property and casualty subsidiaries to fund structured settlement payments where the claimant have not released The Hartford's property and casualty subsidiaries of their primary obligation totaled $682 as of December 31, 2017 (Predecessor Company). Prior to the sale of the Company, substantially all general insurance expenses related to the Company were initially paid by The Hartford. Expenses were allocated to the Company using specific identification if available, or other applicable methods, that would include a blend of revenue, expense and capital. The Hartford Life Insurance Company (Predecessor Company) issued a guarantee to retirees and vested terminated employees of The Hartford Retirement Plan for U.S. Employees (the "Plan") who retired or terminated prior to January 1, 2004 (the "Retirees"). The Plan was sponsored by The Hartford. The guarantee was a commitment to pay all accrued benefits which the Retiree or the Retiree’s designated beneficiary was entitled to receive under the Plan in the event the Plan assets were insufficient to fund those benefits and The Hartford was unable to provide sufficient assets to fund those benefits. In June 2017, The Hartford purchased a group annuity contract with The Prudential Insurance Company of America and settled a portion of The Hartford's benefit obligation, which included, among others, the Retirees. With the purchase of this group annuity contract, The Hartford transferred its responsibility for the Retirees' pension benefits to The Prudential Insurance Company of America, thereby causing the Plan to have no further liability with respect to any and all of the benefits of the Retirees. Accordingly, the discharge of the underlying pension obligation extinguished the Company's guarantee. In 1990 , Hartford Fire guaranteed the obligations of the Company with respect to life, accident and health insurance and annuity contracts issued after January 1, 1990 . The guarantee was issued to provide an increased level of security to potential purchasers of the Company's products. Although the guarantee was terminated in 1997 , it still covers policies that were issued from 1990 to 1997 . As of December 31, 2017 , no recoverables were recorded for this guarantee, as the Company was able to meet these policyholder obligations. Reinsurance Ceded to Affiliates (Predecessor Company) The Company maintains a reinsurance agreement with Hartford Life and Accident Insurance Company ("HLA") whereby the Company cedes both group life and group and individual accident and health risk. Under this agreement, the Company ceded group life premium of $9 for the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and $27 and $40 for the years ended December 31, 2017 , and 2016 (Predecessor Company), respectively. The Company ceded accident and health premiums to HLA of $25 for the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and $70 and $86 for the years ended December 31, 2017 , and 2016 (Predecessor Company), respectively. Effective August 1, 2016, the Company recaptured a reinsurance agreement with HLA, a wholly owned subsidiary of Hartford Life, Inc. whereby the Company had ceded a single group annuity contract to HLA under a 100% quota share agreement. As a result of this recapture, the Company received a return of premium of $90 and increased reserves by $63 resulting in a recognized pre-tax gain of approximately $27 .

Statutory Results Level 1 (Note

Statutory Results Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Insurance [Abstract]
Insurance Disclosure [Text Block]	The domestic insurance subsidiaries of the Company prepare their statutory financial statements in conformity with statutory accounting practices prescribed or permitted by the applicable state insurance department which vary materially from U.S. GAAP. Prescribed statutory accounting practices include publications of the National Association of Insurance Commissioners ("NAIC"), as well as state laws, regulations and general administrative rules. The differences between statutory financial statements and financial statements prepared in accordance with U.S. GAAP vary between domestic and foreign jurisdictions. The principal differences are that statutory financial statements do not reflect deferred policy acquisition and value of business acquired costs and limit deferred income taxes, predominately use interest rate and mortality assumptions prescribed by the NAIC for life benefit reserves, generally carry bonds at amortized cost and present reinsurance assets and liabilities net of reinsurance. For reporting purposes, statutory capital and surplus is referred to collectively as "statutory capital". Statutory net income and statutory capital are as follows: Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Combined statutory net income (loss) $ (126 ) $ 181 $ 369 $ 349 Successor Company Predecessor Company As of December 31, As of December 31, 2018 2017 Statutory capital [1] $ 3,713 $ 3,552 [1] The Company relies upon a prescribed practice allowed by Connecticut state laws that allow the Company to receive a reinsurance reserve credit for reinsurance treaties that provide for a limited right of unilateral cancellation by the reinsurer. The benefit from this prescribed practice is approximately $135 and $174 as of December 31, 2018 (Successor Company) and 2017 (Predecessor Company), respectively. Statutory accounting practices do not consolidate the net income (loss) of subsidiaries that report under U.S. GAAP. The combined statutory net income above represents the total statutory net income of the Company, and its other insurance subsidiaries. Regulatory Capital Requirements The Company's U.S. insurance companies' states of domicile impose risk-based capital ("RBC") requirements. The requirements provide a means of measuring the minimum amount of statutory capital appropriate for an insurance company to support its overall business operations based on its size and risk profile. Regulatory compliance is determined by a ratio of a company's total adjusted capital ("TAC") to its authorized control level RBC ("ACL RBC"). Companies below specific trigger points or ratios are classified within certain levels, each of which requires specified corrective action. The minimum level of TAC before corrective action commences ("Company Action Level") is two times the ACL RBC. The adequacy of a company's capital is determined by the ratio of a company's TAC to its Company Action Level, known as the "RBC ratio". The Company and all of its operating insurance subsidiaries had RBC ratios in excess of the minimum levels required by the applicable insurance regulations. The RBC ratios for the Company and its principal life insurance operating subsidiaries were all in excess of 300% of their Company Action Levels as of December 31, 2018 (Successor Company) and 2017 (Predecessor Company). The reporting of RBC ratios is not intended for the purpose of ranking any insurance company, or for use in connection with any marketing, advertising or promotional activities. Dividends Dividends to the Company from its insurance subsidiaries and dividends from the Company to its parent are restricted by insurance regulation. The payment of dividends by Connecticut-domiciled insurers is limited under the insurance holding company laws of Connecticut. These laws require notice to and approval by the state insurance commissioner for the declaration or payment of any dividend, which, together with other dividends or distributions made within the preceding twelve months, exceeds the greater of (i) 10% of the insurer’s policyholder surplus as of December 31 of the preceding year or (ii) net income (or net gain from operations, if such company is a life insurance company) for the twelve-month period ending on the thirty-first day of December last preceding, in each case determined under statutory insurance accounting principles. In addition, if any dividend of a domiciled insurer exceeds the insurer’s earned surplus or certain other thresholds as calculated under applicable state insurance law, the dividend requires the prior approval of the domestic regulator. In addition to statutory limitations on paying dividends, the Company also takes other items into consideration when determining dividends from subsidiaries. These considerations include, but are not limited to, expected earnings and capitalization of the subsidiary, regulatory capital requirements and liquidity requirements of the individual operating company. As a condition of the sale, Talcott Resolution Life Insurance Company and its affiliates are required to gain pre-approval from the state insurance commissioner for any dividends, regardless of size, through May 31, 2020. Prior to the close of the Talcott Resolution Sale Transaction, the Hartford Life Insurance Company (Predecessor Company) paid approximately $619 in dividends to its parent and subsequently to The Hartford. TL, formerly known as Hartford Life Insurance Company, contributed $309 and TLA, formally known as Hartford Life and Annuity Insurance Company, contributed $308 including other intercompany transactions net settled between TL and The Hartford prior to closing.

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Comprehensive Income (Loss) Note [Text Block]	Changes in AOCI, Net of Tax for the Period of June 1, 2018 to December 31, 2018 (Successor Company) Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ — $ — $ — $ — OCI before reclassifications (198 ) — 2 (196 ) Amounts reclassified from AOCI 25 — — 25 OCI, net of tax (173 ) — 2 (171 ) Ending balance $ (173 ) $ — $ 2 $ (171 ) Changes in AOCI, Net of Tax for the Period of January 1, 2018 to May 31, 2018 (Predecessor Company) Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 1,022 $ 4 $ (3 ) $ 1,023 Cumulative effect of accounting changes, net of tax [1] 182 — — 182 Adjusted balance, beginning of period 1,204 4 (3 ) 1,205 OCI before reclassifications (432 ) (13 ) 1 (444 ) Amounts reclassified from AOCI 2 (5 ) — (3 ) OCI, net of tax (430 ) (18 ) 1 (447 ) Ending balance $ 774 $ (14 ) $ (2 ) $ 758 [1] Includes reclassification to retained earnings of $193 of stranded tax effects and $11 of net unrealized gains, after tax, related to equity securities. Refer to Note 1 - Basis of Presentation and Significant Accounting Policies for further information. Changes in AOCI, Net of Tax for the Year Ended December 31, 2017 (Predecessor Company) Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 693 $ 32 $ (3 ) $ 722 OCI before reclassifications 428 (5 ) — 423 Amounts reclassified from AOCI (99 ) (23 ) — (122 ) OCI, net of tax 329 (28 ) — 301 Ending balance $ 1,022 $ 4 $ (3 ) $ 1,023 Changes in AOCI, Net of Tax for the Year Ended December 31, 2016 (Predecessor Company) Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 539 $ 57 $ (3 ) $ 593 OCI before reclassifications 212 (9 ) — 203 Amounts reclassified from AOCI (58 ) (16 ) — (74 ) OCI, net of tax 154 (25 ) — 129 Ending balance $ 693 $ 32 $ (3 ) $ 722 Reclassification from AOCI Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the Year Ended December 31, 2017 For the Year Ended December 31, 2016 Affected Line Item in the Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ (32 ) $ (2 ) $ 153 $ 89 Net realized capital gains (losses) (32 ) (2 ) 153 89 Income before income taxes (7 ) — 54 31 Income tax expense $ (25 ) $ (2 ) $ 99 $ 58 Net income (loss) Net Gains on Cash-Flow Hedging Instruments Interest rate swaps $ — $ — $ (1 ) $ 1 Net realized capital gains (losses) Interest rate swaps — 8 26 25 Net investment income Foreign currency swaps — (2 ) 11 (2 ) Net realized capital gains (losses) — 6 36 24 Income before income taxes — 1 13 8 Income tax expense $ — $ 5 $ 23 $ 16 Net income (loss) Total amounts reclassified from AOCI $ (25 ) $ 3 $ 122 $ 74 Net income (loss)

Quarterly Results (Unaudited) L

Quarterly Results (Unaudited) Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
Quarterly Financial Information Disclosure [Abstract]
Quarterly Results (Unaudited)	Successor Company Three Months Ended June 30, September 30, December 31, 2018 [1] 2018 2018 Total revenues $ 156 $ 317 $ 749 Total benefits, losses and expenses $ 85 $ 263 $ 406 Net income $ 57 $ 67 $ 285 [1] Represents the period of June 1, 2018 to June 30, 2018 (Successor Company) as a result of the sale of the Company on May 31, 2018. Predecessor Company Three months ended March 31, June 30, September 30, December 31, 2018 2017 2018 [2] 2017 2017 2017 Total revenues $ 591 $ 527 $ 245 $ 595 $ 533 $ 577 Total benefits, losses and expenses $ 447 $ 441 $ 288 $ 450 $ 462 $ 503 Net income (loss) $ 125 $ 75 $ (31 ) $ 112 $ 83 $ (316 ) [2] Represents the period of April 1 2018 to May 31, 2018 (Predecessor Company) as a result of the sale of the Company on May 31, 2018.

Schedule I - Summary of Investm

Schedule I - Summary of Investments - Other Than Investments in Affiliates Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Abstract]
Summary of Investments - Other Than Investments in Affiliates	SCHEDULE I SUMMARY OF INVESTMENTS—OTHER THAN INVESTMENTS IN AFFILIATES ($ in millions) Successor Company As of December 31, 2018 Type of Investment Cost Fair Value Amount at Which Shown on Balance Sheet Fixed Maturities Bonds and notes U.S. government and government agencies and authorities (guaranteed and sponsored) $ 1,887 $ 1,890 $ 1,890 States, municipalities and political subdivisions 738 734 734 Foreign governments 383 377 377 Public utilities 1,520 1,490 1,490 All other corporate bonds 6,340 6,188 6,188 All other mortgage-backed and asset-backed securities 3,167 3,160 3,160 Total fixed maturities, available-for-sale 14,035 13,839 13,839 Fixed maturities, at fair value using fair value option 13 12 12 Total fixed maturities 14,048 13,851 13,851 Equity Securities Common stocks Industrial, miscellaneous and all other 87 87 87 Non-redeemable preferred stocks 29 29 29 Total equity securities, at fair value 116 116 116 Mortgage loans 2,100 2,125 2,100 Policy loans 1,441 1,441 1,441 Futures, options and miscellaneous 396 201 201 Short-term investments 844 844 844 Investments in partnerships and trusts 894 894 Total investments $ 19,839 $ 19,447

Schedule IV - Schedule of Reins

Schedule IV - Schedule of Reinsurance Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Abstract]
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Text Block]	SCHEDULE IV REINSURANCE (In millions) Gross Amount Ceded to Other Companies Assumed From Other Companies Net Amount Percentage of Amount Assumed to Net For the period of June 1, 2018 to December 31, 2018 (Successor Company) Life insurance in force $ 259,930 $ 191,858 $ 487 $ 68,559 1 % Insurance revenues Life insurance and annuities $ 1,404 $ 937 $ 66 $ 533 12 % Accident and health insurance 35 35 — — — % Total insurance revenues $ 1,439 $ 972 $ 66 $ 533 12 % For the period of January 1, 2018 to May 31, 2018 (Predecessor Company) Life insurance in force $ 266,190 $ 197,736 $ 515 $ 68,969 1 % Insurance revenues Life insurance and annuities $ 1,033 $ 658 $ 48 $ 423 11 % Accident and health insurance 26 26 — — — % Total insurance revenues $ 1,059 $ 684 $ 48 $ 423 11 % For the year ended December 31, 2017 (Predecessor Company) Life insurance in force $ 271,213 $ 202,003 $ 526 $ 69,736 1 % Insurance revenues Life insurance and annuities $ 2,361 $ 1,466 $ 116 $ 1,011 11 % Accident and health insurance 73 73 — — — % Total insurance revenues $ 2,434 $ 1,539 $ 116 $ 1,011 11 % For the year ended December 31, 2016 (Predecessor Company) Life insurance in force $ 284,779 $ 213,221 $ 558 $ 72,116 1 % Insurance revenues Life insurance and annuities $ 2,524 $ 1,527 $ 129 $ 1,126 11 % Accident and health insurance 135 89 — 46 — % Total insurance revenues $ 2,659 $ 1,616 $ 129 $ 1,172 11 %

Schedule V - Valuation and Qual

Schedule V - Valuation and Qualifying Accounts Level 1 (Notes)	12 Months Ended
	Dec. 31, 2018
SEC Schedule, 12-09, Valuation and Qualifying Accounts [Abstract]
SEC Schedule, 12-09, Schedule of Valuation and Qualifying Accounts Disclosure [Text Block]	SCHEDULE V VALUATION AND QUALIFYING ACCOUNTS (In millions) Successor Company Balance June 1, Charged to Costs and Expenses Write-offs/Payments/Other Balance December 31, 2018 Valuation allowance on mortgage loans $ — $ 6 $ (1 ) $ 5 Predecessor Company Balance January 1, Charged to Costs and Expenses Write-offs/Payments/Other Balance May 31, 2018 Valuation allowance on mortgage loans $ — $ — $ — $ — Balance January 1, Charged to Costs and Expenses Write-offs/Payments/Other Balance December 31, 2017 Valuation allowance on mortgage loans $ 19 $ 1 $ (20 ) $ — 2016 Valuation allowance on mortgage loans $ 19 $ — $ — $ 19

Basis of Presentation and Acc_2

Basis of Presentation and Accounting Policies Level 2 (Policies)	12 Months Ended
	Dec. 31, 2018
Accounting Policies [Abstract]
Basis of Accounting, Policy [Policy Text Block]	Talcott Resolution Life Insurance Company, formerly Hartford Life Insurance Company, (together with its subsidiaries, "TL," "Company," "we" or "our") is a provider of insurance and investment products in the United States ("U.S.") and is a wholly-owned subsidiary of Talcott Resolution Life, Inc., a Delaware corporation ("TLI"). Hopmeadow Holdings LP ("Hopmeadow Holdings", or "HHLP") is a parent of the Company. The Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America ("U.S. GAAP"), which differ materially from the accounting practices prescribed by various insurance regulatory authorities. On May 31, 2018 the Company's indirect parent, Hartford Holding, Inc. ("HHI") completed the sale of the Company's parent to a group of investors led by Cornell Capital LLC, Atlas Merchant Capital LLC, TRB Advisors LP, Global Atlantic Financial Group ("Global Atlantic"), Pine Brook and J. Safra Group. Although Talcott Resolution Life Insurance Company is no longer affiliated with The Hartford Financial Services Group, Inc. ("The Hartford") or any of its subsidiaries, The Hartford retained a 9.7 percent ownership interest in HHLP ("Talcott Resolution Sale Transaction"). In conjunction with the sale, the Company entered into a transition services agreement with The Hartford to provide general ledger, cash management, investment accounting and information technology infrastructure services for a period of up to two years. These transition services are not considered a material change in internal controls as the controls are substantially similar to those that existed prior to the Talcott Resolution Sale Transaction. The Company monitors and maintains oversight of the control environment provided by The Hartford covering these services and considers these controls in the evaluation of our internal control environment. HHLP’s May 31, 2018 acquisition of TLI was accounted for by HHLP using business combination accounting. Under this method, the purchase price paid by the investor group was assigned to the identifiable assets acquired and liabilities assumed as of the acquisition date based on their fair value. The Company elected to apply pushdown accounting by applying the guidance permitted under Accounting Standards Codification ("ASC") Topic 805 Business Combinations . By the application of pushdown accounting, the Company’s assets, liabilities and equity were accordingly adjusted to fair value on May 31, 2018 which generated both intangible assets and Value of Business Acquired ("VOBA"). Determining the fair value of certain assets acquired and liabilities assumed is judgmental in nature and often involves the use of significant estimates and assumptions. While we do not anticipate material changes to the initial valuation of assets and liabilities in purchase and pushdown accounting, new information related to acquisition date valuations may give rise to a measurement period adjustment. The measurement period is not to exceed one year from the acquisition date and as of December 31, 2018 no changes have been made to the initial valuation of assets and liabilities determined as part of the purchase and pushdown accounting. Due to the application of pushdown accounting, TL’s financial statements and footnote disclosures are presented in two distinct periods to indicate the application of two different bases of accounting. The periods prior to June 1, 2018 are identified herein as “Predecessor,” while the periods subsequent to HHLP’s acquisition of TLI is identified as “Successor.” As a result of the change in the basis of accounting from historical GAAP to reflect HHLP’s purchase cost, the financial statements for the Predecessor period are not comparable to the Successor periods.
Pushdown Accounting [Policy Text Block]	HHLP’s May 31, 2018 acquisition of TLI was accounted for by HHLP using business combination accounting. Under this method, the purchase price paid by the investor group was assigned to the identifiable assets acquired and liabilities assumed as of the acquisition date based on their fair value. The Company elected to apply pushdown accounting by applying the guidance permitted under Accounting Standards Codification ("ASC") Topic 805 Business Combinations . By the application of pushdown accounting, the Company’s assets, liabilities and equity were accordingly adjusted to fair value on May 31, 2018 which generated both intangible assets and Value of Business Acquired ("VOBA"). Determining the fair value of certain assets acquired and liabilities assumed is judgmental in nature and often involves the use of significant estimates and assumptions. While we do not anticipate material changes to the initial valuation of assets and liabilities in purchase and pushdown accounting, new information related to acquisition date valuations may give rise to a measurement period adjustment. The measurement period is not to exceed one year from the acquisition date and as of December 31, 2018 no changes have been made to the initial valuation of assets and liabilities determined as part of the purchase and pushdown accounting. Due to the application of pushdown accounting, TL’s financial statements and footnote disclosures are presented in two distinct periods to indicate the application of two different bases of accounting. The periods prior to June 1, 2018 are identified herein as “Predecessor,” while the periods subsequent to HHLP’s acquisition of TLI is identified as “Successor.” As a result of the change in the basis of accounting from historical GAAP to reflect HHLP’s purchase cost, the financial statements for the Predecessor period are not comparable to the Successor periods.
Consolidation	The Consolidated Financial Statements include the accounts of TL and entities the Company directly or indirectly has a controlling financial interest in which the Company is required to consolidate. Entities in which TL has significant influence over the operating and financing decisions but is not required to consolidate are reported using the equity method. All intercompany transactions and balances between TL and its subsidiaries have been eliminated.
Use of Estimates	Use of Estimates The preparation of financial statements, in conformity with U.S. GAAP, requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. The most significant estimates include those used in determining estimated gross profits used in the valuation and amortization of assets (including VOBA) and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits required to be fair valued; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; amortization of the deferred gain on reinsurance; and contingencies relating to corporate litigation and regulatory matters. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Consolidated Financial Statements.
Reclassification	Reclassifications Certain reclassifications have been made to prior year financial information to conform to the current year presentation.
Intangible Assets, Finite-Lived, Policy [Policy Text Block]	Intangible Assets Intangible assets with definite lives are amortized over the estimated useful life of the asset. Amortizable intangible assets primarily consist of internally developed software amortized over a period not to exceed five years.
Goodwill and Intangible Assets, Intangible Assets, Indefinite-Lived, Policy [Policy Text Block]	Intangible assets with indefinite lives, primarily insurance licenses, are not amortized but are reviewed annually in the Company's impairment analysis. They will be tested for impairment more frequently if events or circumstances indicate the fair value of the indefinitely lived intangibles is less than the carrying value.
Intangible Assets Arising from Insurance Contracts Acquired in Business Combination, Policy [Policy Text Block]	Value of Business Acquired/DAC/Additional Reserves In conjunction with the acquisition of TLI, a portion of the purchase price was allocated to the right to receive future gross profits from cash flows and earnings of the Company's insurance and investment contracts as of the date of the transaction. This intangible asset is called VOBA and is based on the actuarially estimated present value of future cash flows from the Company's insurance and investment contracts in-force as of the date of the transaction. The estimated fair value calculation of VOBA is based on certain assumptions, including mortality, persistency, expenses, interest rates, and other factors that the Company expects to experience in future years. Actual experience on the acquired contracts may vary from these projections and the recovery of VOBA is dependent upon the future profitability of the related business. The Company amortizes VOBA over estimated gross profits and it is reviewed for recoverability quarterly.
New Accounting Pronouncements, Policy [Policy Text Block]	Adoption of New Accounting Standards Reclassification of Effect of Tax Rate Change from AOCI to Retained Earnings In February 2018, the FASB issued new accounting guidance for the effect on deferred tax assets and liabilities related to items recorded in accumulated other comprehensive income ("AOCI") resulting from legislated tax reform enacted on December 22, 2017. The tax reform reduced the federal tax rate applied to the Company’s deferred tax balances from 35% to 21% on enactment. Under U.S. GAAP the Company recorded the total effect of the change in enacted tax rates on deferred tax balances as a charge to income tax expense within net income, including the change in deferred tax balances related to components of AOCI. The new accounting guidance permitted the Company to reclassify the “stranded” tax effects out of AOCI and into retained earnings that resulted from recording the tax effects of unrealized investment gains at a 35% tax rate because the 14 point reduction in tax rate was recognized in net income instead of other comprehensive income. On January 1, 2018, the Company (Predecessor Company) adopted the new guidance and recorded a reclassification of $193 which increased AOCI and reduced retained earnings. Financial Instruments - Recognition and Measurement On January 1, 2018, the Company (Predecessor Company) adopted updated guidance issued by the FASB for the recognition and measurement of financial instruments through a cumulative effect adjustment to the opening balances of retained earnings and AOCI. The new guidance requires investments in equity securities to be measured at fair value with any changes in valuation reported in net income except for investments that are consolidated or are accounted for under the equity method of accounting. The new guidance also requires a deferred tax asset resulting from net unrealized losses on available-for-sale fixed maturities that are recognized in AOCI to be evaluated for recoverability in combination with the Company’s other deferred tax assets. Under prior guidance, the Company reported equity securities, available for sale ("AFS"), at fair value with changes in fair value reported in other comprehensive income. As of January 1, 2018, the Company (Predecessor Company) reclassified from AOCI to retained earnings net unrealized gains of $11 , after tax, related to equity securities having a fair value of $154 . Beginning in 2018, the Company reports equity securities at fair value with changes in fair value reported in net realized capital gains and losses. Revenue Recognition On January 1, 2018, the Company (Predecessor Company) adopted the FASB’s updated guidance for recognizing revenue from contracts with customers, which excludes insurance contracts and financial instruments. Revenue subject to the guidance is recognized when, or as, goods or services are transferred to customers in an amount that reflects the consideration that an entity is expected to receive in exchange for those goods or services. The updated guidance is consistent with previous guidance for the Company’s transactions and did not have an effect on the Company’s financial position, cash flows or net income. Revenue from customers for other than insurance and investment contracts was $54 for the period of June 1, 2018 to December 31, 2018 (Successor Company), $40 for the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and $58 and $63 for the years ended December 31, 2017 and 2016 (Predecessor Company), respectively. The Company earns revenues from these contracts primarily for administrative and distribution services fees from offering certain fund families as investment options in its variable annuity products. Fees are primarily based on the average daily net asset values of the funds and are recorded in the period in which the services are provided and collected monthly. Fluctuations in domestic and international markets and related investment performance, volume and mix of sales and redemptions of the funds, and other changes to the composition of assets under management are all factors that ultimately have a direct effect on fee income earned. Future Adoption of New Accounting Standards Hedging Activities The FASB issued updated guidance on hedge accounting. The updates allow hedge accounting for new types of interest rate hedges of financial instruments and simplify documentation requirements to qualify for hedge accounting. In addition, any gain or loss from hedge ineffectiveness will be reported in the same income statement line with the effective hedge results and the hedged transaction. For cash flow hedges, the ineffectiveness will be recognized in earnings only when the hedged transaction affects earnings; otherwise, the ineffectiveness gains or losses will remain in AOCI. Under current accounting, total hedge ineffectiveness is reported separately in realized gains and losses apart from the hedged transaction. The updated guidance is effective January 1, 2019 through a cumulative effect adjustment that will reclassify cumulative ineffectiveness on open cash flow hedges from retained earnings to AOCI. As a result of pushdown accounting, derivative instruments that qualified for hedge accounting were recorded at fair value through adjustments to additional paid in capital at the acquisition date. As of December 31, 2018 (Successor Company), the Company has no derivative instruments that qualify for hedge accounting, therefore there will be no impact on the Company's financial statements upon adoption. Financial Instruments - Credit Losses In June 2016 the FASB issued updated guidance for recognition and measurement of credit losses on certain financial instruments, including reinsurance recoverables. The new guidance is effective for fiscal years beginning after December 15, 2019, including interim periods within those fiscal years. This guidance will replace the “incurred loss” approach with an “expected loss” model for recognizing credit losses for instruments carried at other than fair value, which will initially result in the recognition of greater allowances for losses. The allowance will be an estimate of credit losses expected over the life of financial instruments, such as mortgage loans, reinsurance recoverables and receivables. The measurement of the expected credit loss estimate will be based on historical loss data, current conditions, and reasonable and supportable forecasts. Credit losses on fixed maturities available-for-sale carried at fair value will continue to be measured like other-than-temporary impairments ("OTTI"); however, the losses will be recognized through an allowance and no longer as an adjustment to the cost basis. Recoveries of OTTI will be recognized as reversals of valuation allowances recognized through net realized capital gains and losses and no longer accreted as net investment income through an adjustment to the investment yield. The Company expects to adopt the updated guidance January 1, 2020 through a cumulative-effect adjustment to retained earnings for the change in the allowance for credit losses for financial instruments carried at other than fair value. The Company is in the process of evaluating the effect on its consolidated financial statements and the ultimate impact of the adoption will depend on the composition of the financial instruments and market conditions at the adoption date. Significant implementation matters yet to be addressed include estimating lifetime expected losses on financial instruments carried at other than fair value including reinsurance recoverables, determining the impact of valuation allowances on net investment income from fixed maturities AFS, updating our investment accounting system functionality to maintain adjustable valuation allowance on fixed maturities, AFS, and developing a detailed implementation plan. Changes to the Disclosure Requirements for Fair Value Measurement On August 28, 2018 the FASB issued ASU 2018-13 which removes, modifies and adds certain disclosure requirements related to fair value measurements in ASC 820, Fair Value Measurements . The amendments in this guidance are effective January 1, 2020 with early adoption permitted for any removed or modified disclosures upon issuance of the guidance. Further, entities are permitted to delay adoption of the additional disclosures until their effective date. The Company has not yet determined the timing of its adoption and is currently assessing the impact of ASU 2018-13 on its financial statements. Targeted Improvements to the Accounting for Long Duration Contracts The FASB issued ASU 2018-12 on August 15, 2018 which impacts the existing recognition, measurement, presentation, and disclosure requirements for certain long duration contracts issued by an insurance company. The guidance is intended to improve the timeliness of recognizing changes in the liability for future policy benefits by requiring annual or more frequent updates of insurance assumptions and modifying the rate used to discount future cash flows. Cash flows under the new guidance are required to be discounted using an upper-medium grade fixed income instrument yield. The discount rate is required to be updated at each reporting date, with the effect of discount rate changes on the liability recorded in OCI. This is a change from current GAAP which utilizes assumptions, including discount rate, "locked in" at policy issuance and until such time as significant changes in experience or assumptions may require the Company to establish premium deficiency reserves. When this occurs, premium deficiency reserves are recognized by unlocking reserve assumptions to eliminate a reserve deficiency under current GAAP. Further, the guidance seeks to improve the accounting for certain market-based options or guarantees associated with account balance contracts and improve the effectiveness of the required disclosures. These market risk benefit features are required to be measured at fair value with changes in fair value recorded in net income with the exception of changes in the fair value attributable to a change in the instrument's credit risk, which are required to be recognized in OCI. This ASU is effective January 1, 2021 with early adoption permitted. The Company is currently assessing the anticipated impacts of applying ASU 2018-12 on its financial statements. While this guidance represents a material change from existing GAAP it does not change the underlying economics of the business or its related cash flows. The Company has not yet determined the timing of its adoption.
Segment Information	Segment Information The Company has one reportable segment and is comprised of the run-off operations of annuity, institutional and private-placement life insurance businesses. The Company's determination that it has one reportable segment is based on the fact that the Company's chief operating decision maker reviews the Company's financial performance at a consolidated level.
Revenue Recognition	Revenue Recognition For investment and universal life-type contracts, the amounts collected from policyholders are considered deposits and are not included in revenue. Fee income for variable annuity and other universal life-type contracts consists of policy charges for policy administration, cost of insurance charges and surrender charges assessed against policyholders’ account balances and are recognized in the period in which services are provided. For the Company’s traditional life products, premiums are recognized as revenue when due from policyholders.
Income Taxes	Income Taxes The Company recognizes taxes payable or refundable for the current year and deferred taxes for the tax consequences of temporary differences between the financial reporting and tax basis of assets and liabilities. Deferred tax assets and liabilities are measured using enacted tax rates expected to apply to taxable income in the years the temporary differences are expected to reverse. A deferred tax provision is recorded for the tax effects of differences between the Company's current taxable income and its income before tax under generally accepted accounting principles in the Consolidated Statements of Operations. For deferred tax assets, the Company records a valuation allowance that is adequate to reduce the total deferred tax asset to an amount that will more likely than not be realized.
Investments	Investments Overview The Company’s investments in fixed maturities include bonds, structured securities, redeemable preferred stock and commercial paper. Most of these investments are classified as available-for-sale ("AFS") and are carried at fair value. The after-tax difference between fair value and cost or amortized cost is reflected in stockholders’ equity as a component of AOCI, after adjustments for the effect of deducting certain life and annuity deferred policy acquisition costs (Predecessor Company), VOBA (Successor Company), and reserve adjustments. Effective January 1, 2018, equity securities are now measured at fair value with any changes in valuation reported in net income. For further information, see Financial Instruments - Recognition and Measurement discussion above. Fixed maturities for which the Company elected the fair value option are classified as FVO, generally certain securities that contain embedded credit derivatives, and are carried at fair value with changes in value recorded in realized capital gains and losses. Policy loans are carried at outstanding balance. Mortgage loans are recorded at the outstanding principal balance adjusted for amortization of premiums or discounts and net of valuation allowances. Short-term investments are carried at amortized cost, which approximates fair value. Limited partnerships and other alternative investments are reported at their carrying value and are primarily accounted for under the equity method with the Company’s share of earnings included in net investment income. Recognition of income related to limited partnerships and other alternative investments is delayed due to the availability of the related financial information, as private equity and other funds are generally on a three-month delay and hedge funds on a one-month delay. Accordingly, income for the period of June 1, 2018 to December 31, 2018 (Successor Company), the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and for the years ended December 31, 2017 , and 2016 (Predecessor Company) may not include the full impact of current year changes in valuation of the underlying assets and liabilities of the funds, which are generally obtained from the limited partnerships and other alternative investments’ general partners. Other investments primarily consist of derivative instruments which are carried at fair value. Net Realized Capital Gains and Losses Net realized capital gains and losses from investment sales are reported as a component of revenues and are determined on a specific identification basis. Net realized capital gains and losses also result from fair value changes in fixed maturities, FVO, equity securities, and derivatives contracts (both free-standing and embedded) that do not qualify, or are not designated, as a hedge for accounting purposes, as well as ineffectiveness on derivatives that qualify for hedge accounting treatment, and the change in value of certain fair-value hedging instruments and their associated hedged item . Impairments and mortgage loan valuation allowances are recognized as net realized capital losses in accordance with the Company’s impairment and mortgage loan valuation allowance policies as discussed in Note 3 - Investments of Notes to Consolidated Financial Statements. Foreign currency transaction remeasurements are also included in net realized capital gains and losses. Net Investment Income Interest income from fixed maturities and mortgage loans is recognized when earned on the constant effective yield method based on estimated timing of cash flows. The amortization of premium and accretion of discount for fixed maturities also takes into consideration call and maturity dates that produce the lowest yield. For securitized financial assets subject to prepayment risk, yields are recalculated and adjusted periodically to reflect historical and/or estimated future prepayments using the retrospective method; however, if these investments are impaired and for certain other asset-backed securities, any yield adjustments are made using the prospective method. Prepayment fees and make-whole payments on fixed maturities and mortgage loans are recorded in net investment income when earned. For equity securities, dividends are recognized as investment income on the ex-dividend date. Limited partnerships and other alternative investments primarily use the equity method of accounting to recognize the Company’s share of earnings; however, for a portion of those investments, the Company used investment fund accounting applied to a wholly-owned fund of funds which was liquidated during 2016. For impaired debt securities, the Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary. The Company’s non-income producing investments were not material for the period of June 1, 2018 to December 31, 2018 (Successor Company), the period of January 1, 2018 to May 31, 2018 (Predecessor Company) and for the years ended December 31, 2017 and 2016 (Predecessor Company).
Derivatives	Derivative Instruments Overview The Company utilizes a variety of over-the-counter ("OTC"), transactions cleared through central clearing houses ("OTC-cleared") and exchange traded derivative instruments as part of its overall risk management strategy as well as to enter into replication transactions. The types of instruments may include swaps, caps, floors, forwards, futures and options to achieve one of four Company-approved objectives: • to hedge risk arising from interest rate, equity market, commodity market, credit spread and issuer default, price or currency exchange rate risk or volatility; • to manage liquidity; • to control transaction costs; • to enter into synthetic replication transactions. Interest rate and credit default swaps involve the periodic exchange of cash flows with other parties, at specified intervals, calculated using agreed upon rates or other financial variables and notional principal amounts. Generally, little to no cash or principal payments are exchanged at the inception of the contract. Typically, at the time a swap is entered into, the cash flow streams exchanged by the counterparties are equal in value. Interest rate cap and floor contracts entitle the purchaser to receive from the issuer at specified dates, the amount, if any, by which a specified market rate exceeds the cap strike interest rate or falls below the floor strike interest rate, applied to a notional principal amount. A premium payment determined at inception is made by the purchaser of the contract and no principal payments are exchanged. Forward contracts are customized commitments that specify a rate of interest or currency exchange rate to be paid or received on an obligation beginning on a future start date and are typically settled in cash. Financial futures are standardized commitments to either purchase or sell designated financial instruments, at a future date, for a specified price and may be settled in cash or through delivery of the underlying instrument. Futures contracts trade on organized exchanges. Margin requirements for futures are met by pledging securities or cash, and changes in the futures’ contract values are settled daily in cash. Option contracts grant the purchaser, for a premium payment, the right to either purchase from or sell to the issuer a financial instrument at a specified price, within a specified period or on a stated date. The contracts may reference commodities, which grant the purchaser the right to either purchase from or sell to the issuer commodities at a specified price, within a specified period or on a stated date. Option contracts are typically settled in cash. Foreign currency swaps exchange an initial principal amount in two currencies, agreeing to re-exchange the currencies at a future date, at an agreed upon exchange rate. There may also be a periodic exchange of payments at specified intervals calculated using the agreed upon rates and exchanged principal amounts. The Company’s derivative transactions conducted in insurance company subsidiaries are used in strategies permitted under the derivative use plans required by the State of Connecticut and the State of New York insurance departments. Accounting and Financial Statement Presentation of Derivative Instruments and Hedging Activities Derivative instruments are recognized on the Consolidated Balance Sheets at fair value and are reported in Other Investments and Other Liabilities. For balance sheet presentation purposes, the Company has elected to offset the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty or under a master netting agreement, which provides the Company with the legal right of offset. The Company clears certain interest rate swap and credit default swap derivative transactions through central clearing houses. OTC-cleared derivatives require initial collateral at the inception of the trade in the form of cash or highly liquid securities, such as U.S. Treasuries and government agency investments. Central clearing houses also require additional cash as variation margin based on daily market value movements. For information on collateral, see the derivative collateral arrangements section in Note 4 - Derivative Instruments of Notes to Consolidated Financial Statements. In addition, OTC-cleared transactions include price alignment amounts either received or paid on the variation margin, which are reflected in realized capital gains and losses or, if characterized as interest, in net investment income. On the date the derivative contract is entered into, the Company designates the derivative as (1) a hedge of the fair value of a recognized asset or liability ("fair value" hedge), (2) a hedge of the variability in cash flows of a forecasted transaction or of amounts to be received or paid related to a recognized asset or liability ("cash flow" hedge), (3) a hedge of a net investment in a foreign operation ("net investment" hedge) or (4) held for other investment and/or risk management purposes, which primarily involve managing asset or liability related risks and do not qualify for hedge accounting. Fair Value Hedges - Changes in the fair value of a derivative that is designated and qualifies as a fair value hedge, along with the changes in the fair value of the hedged asset or liability that is attributable to the hedged risk, are recorded in current period earnings as net realized capital gains and losses with any differences between the net change in fair value of the derivative and the hedged item representing the hedge ineffectiveness. Periodic cash flows and accruals of income/expense ("periodic derivative net coupon settlements") are recorded in the line item of the Consolidated Statements of Operations in which the cash flows of the hedged item are recorded. Cash Flow Hedges - Changes in the fair value of a derivative that is designated and qualifies as a cash flow hedge, including foreign-currency cash flow hedges, are recorded in AOCI and are reclassified into earnings when the variability of the cash flow of the hedged item impacts earnings. Gains and losses on derivative contracts that are reclassified from AOCI to current period earnings are included in the line item in the Consolidated Statements of Operations in which the cash flows of the hedged item are recorded. Any hedge ineffectiveness is recorded immediately in current period earnings as net realized capital gains and losses. Periodic derivative net coupon settlements are recorded in the line item of the Consolidated Statements of Operations in which the cash flows of the hedged item are recorded. Cash flows from cash flow hedges are presented in the same category as the cash flows from the items being hedged in the Consolidated Statement of Cash Flows. Other Investment and/or Risk Management Activities - The Company’s other investment and/or risk management activities primarily relate to strategies used to reduce economic risk or replicate permitted investments and do not receive hedge accounting treatment. Changes in the fair value, including periodic derivative net coupon settlements, of derivative instruments held for other investment and/or risk management purposes are reported in current period earnings as net realized capital gains and losses. Hedge Documentation and Effectiveness Testing To qualify for hedge accounting treatment, a derivative must be highly effective in mitigating the designated changes in fair value or cash flow of the hedged item. At hedge inception, the Company formally documents all relationships between hedging instruments and hedged items, as well as its risk-management objective and strategy for undertaking each hedge transaction. The documentation process includes linking derivatives that are designated as fair value, cash flow, or net investment hedges to specific assets or liabilities on the balance sheet or to specific forecasted transactions and defining the effectiveness and ineffectiveness testing methods to be used. The Company also formally assesses both at the hedge’s inception and ongoing on a quarterly basis, whether the derivatives that are used in hedging transactions have been and are expected to continue to be highly effective in offsetting changes in fair values, cash flows or net investment in foreign operations of hedged items. Hedge effectiveness is assessed primarily using quantitative methods as well as using qualitative methods. Quantitative methods include regression or other statistical analysis of changes in fair value or cash flows associated with the hedge relationship. Qualitative methods may include comparison of critical terms of the derivative to the hedged item. Hedge ineffectiveness of the hedge relationships are measured each reporting period using the "Change in Variable Cash Flows Method", the "Change in Fair Value Method", the "Hypothetical Derivative Method", or the "Dollar Offset Method". Discontinuance of Hedge Accounting The Company discontinues hedge accounting prospectively when (1) it is determined that the qualifying criteria are no longer met; (2) the derivative is no longer designated as a hedging instrument; or (3) the derivative expires or is sold, terminated or exercised. When hedge accounting is discontinued because it is determined that the derivative no longer qualifies as an effective fair value hedge, the derivative continues to be carried at fair value on the balance sheet with changes in its fair value recognized in current period earnings. Changes in the fair value of the hedged item attributable to the hedged risk is no longer adjusted through current period earnings and the existing basis adjustment is amortized to earnings over the remaining life of the hedged item through the applicable earnings component associated with the hedged item. When cash flow hedge accounting is discontinued because the Company becomes aware that it is not probable that the forecasted transaction will occur, the derivative continues to be carried on the balance sheet at its fair value, and gains and losses that were accumulated in AOCI are recognized immediately in earnings. In other situations in which hedge accounting is discontinued, including those where the derivative is sold, terminated or exercised, amounts previously deferred in AOCI are reclassified into earnings when earnings are impacted by the hedged item. Embedded Derivatives The Company purchases investments and has previously issued financial products that contain embedded derivative instruments. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract and (2) a separate instrument with the same terms would qualify as a derivative instrument, the embedded derivative is bifurcated from the host for measurement purposes. The embedded derivative, which is reported with the host instrument in the Consolidated Balance Sheets, is carried at fair value with changes in fair value reported in net realized capital gains and losses. Credit Risk Credit risk is defined as the risk of financial loss due to uncertainty of an obligor’s or counterparty’s ability or willingness to meet its obligations in accordance with agreed upon terms. Credit exposures are measured using the market value of the derivatives, resulting in amounts owed to the Company by its counterparties or potential payment obligations from the Company to its counterparties. The Company generally requires that OTC derivative contracts, other than certain forward contracts, be governed by International Swaps and Derivatives Association ("ISDA") agreements which are structured by legal entity and by counterparty, and permit right of offset. Some agreements require daily collateral settlement based upon agreed upon thresholds. For purposes of daily derivative collateral maintenance, credit exposures are generally quantified based on the prior business day’s market value and collateral is pledged to and held by, or on behalf of, the Company to the extent the current value of the derivatives exceed the contractual thresholds. For the Company’s domestic derivative programs, the maximum uncollateralized threshold for a derivative counterparty for a single legal entity is $10 . The Company also minimizes the credit risk of derivative instruments by entering into transactions with high quality counterparties primarily rated A or better, which are monitored and evaluated by the Company’s risk management team and reviewed by senior management. OTC-cleared derivatives are governed by clearing house rules. Transactions cleared through a central clearing house reduce risk due to their ability to require daily variation margin and act as an independent valuation source. In addition, the Company monitors counterparty credit exposure on a monthly basis to ensure compliance with Company policies and statutory limitations. Derivative Instruments The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that are permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or as embedded derivative instruments, such as certain GMWB riders included with certain variable annuity products.
Cash	Cash Cash represents cash on hand and demand deposits with banks or other financial institutions.
Reinsurance	Reinsurance The Company cedes insurance to unaffiliated insurers in order to limit its maximum losses and to diversify its exposures and provide statutory surplus relief. Such arrangements do not relieve the Company of its primary liability to policyholders. Failure of reinsurers to honor their obligations could result in losses to the Company. The Company also assumes reinsurance from other insurers. Reinsurance accounting is followed for ceded and assumed transactions that provide indemnification against loss or liability relating to insurance risk (i.e., risk transfer). To meet risk transfer requirements, a reinsurance agreement must include insurance risk, consisting of underwriting, investment, and timing risk, and a reasonable possibility of a significant loss to the reinsurer. If the ceded and assumed transactions do not meet risk transfer requirements, the Company accounts for these transactions as financing transactions. Premiums, benefits, losses and loss adjustment expenses reflect the net effects of ceded and assumed reinsurance transactions. Included in other assets are prepaid reinsurance premiums, which represent the portion of premiums ceded to reinsurers applicable to the unexpired terms of the reinsurance agreements. Included in reinsurance recoverables are balances due from reinsurance companies for paid and unpaid losses and loss adjustment expenses and are presented net of any necessary allowance for uncollectible reinsurance. The Company reinsures certain of its risks to other reinsurers under yearly renewable term, coinsurance, and modified coinsurance arrangements, and variations thereof. The cost of reinsurance related to long-duration contracts is accounted for over the life of the underlying reinsured policies using assumptions consistent with those used to account for the underlying policies. The Company evaluates the financial condition of its reinsurers and concentrations of credit risk. Reinsurance is placed with reinsurers that meet strict financial criteria established by the Company.
Deferred Policy Acquisition Costs and Present Value of Future Profits	Deferred Policy Acquisition Costs (Predecessor Company)/Value of Business Acquired (Successor Company) Deferred policy acquisition costs ("DAC") represent costs that are directly related to the acquisition of new and renewal insurance contracts and incremental direct costs of contract acquisition that are incurred in transactions with either independent third parties or employees. Such costs primarily include commissions, premium taxes, costs of policy issuance and underwriting, and certain other expenses that are directly related to successfully issued contracts. As a result of the acquisition of TLI being recorded at fair value, DAC which does not represent future cash flows, was eliminated in pushdown accounting. Value of business acquired ("VOBA") represents the estimated value assigned to the right to receive future gross profits from cash flows and earnings of acquired insurance and investment contracts as of the date of the transaction. It is based on the actuarially estimated present value of future cash flows from the acquired insurance and investment contracts in-force as of the date of the transaction. The estimated fair value calculation of VOBA is based on certain assumptions, including mortality, persistency, expenses, interest rates, and other factors that the Company expects to experience in future years. Actual experience on the acquired contracts may vary from these projections and the recovery of VOBA is dependent upon the future profitability of the related business. The Company amortizes VOBA over estimated gross profits and it is reviewed for recoverability quarterly. For universal life-type contracts (including variable annuities), the VOBA asset is amortized over the estimated life of the contracts acquired in proportion to the present value of estimated gross profits ("EGPs"). The Company also uses the present value EGPs to determine reserves for universal life type contracts (including variable annuities) with death or other insurance benefits such as guaranteed minimum death, life-contingent guaranteed minimum withdrawal and universal life insurance secondary guarantee benefits. These benefits are accounted for and collectively referred to as death and other insurance benefit reserves and are held in addition to the account value liability representing policyholder funds. For most life insurance product contracts, including variable annuities, the Company estimates gross profits over 20 years as EGPs emerging subsequent to that time frame are immaterial. Future gross profits are projected over the estimated lives of the underlying contracts, based on future account value projections for variable annuity products. The projection of future account values requires the use of certain assumptions including: separate account returns; separate account fund mix; fees assessed against the contract holder’s account balance; f ull and partial surrender rates; interest credited; mortality; and annuitization rates. Changes in these assumptions and changes to other assumptions such as expenses and hedging costs cause EGPs to fluctuate, which impacts earnings. The Company determines EGPs using a set of stochastic reversion to mean ("RTM") separate account return projections which is an estimation technique commonly used by insurance entities to project future separate account returns. Through this estimation technique, the Company’s VOBA model is adjusted to reflect actual market returns at the end of each quarter. Through a consideration of recent market returns, the Company will unlock ("Unlock"), or adjust, projected returns over a future period so that the account value returns to the long-term expected rate of return, providing that those projected returns do not exceed certain caps. This Unlock for future separate account returns is determined each quarter. In the fourth quarter of 2018, the Company completed a comprehensive policyholder behavior assumption study which resulted in a non-market related after-tax charge and incorporated the results of that study into its projection of future gross profits. Additionally, throughout the year, the Company evaluates various aspects of policyholder behavior and will revise its policyholder assumptions if credible emerging data indicates that changes are warranted. Upon completion of an annual assumption study or evaluation of credible new information, the Company will revise its assumptions to reflect its current best estimate. These assumption revisions will change the projected account values and the related EGPs in the VOBA models, as well as EGPs used in the death and other insurance benefit reserving models. All assumption changes that affect the estimate of future EGPs including the update of current account values, the use of the RTM estimation technique, and policyholder behavior assumptions are considered an Unlock in the period of revision. An Unlock adjusts the DAC (predecessor), VOBA (successor), death and other insurance benefit reserve balances in the Consolidated Balance Sheets with an offsetting benefit or charge in the Consolidated Statements of Operations in the period of the revision. An Unlock revises EGPs to reflect the Company's current best estimate assumptions. The Company also tests the aggregate recoverability of DAC (predecessor) and VOBA (successor) by comparing the existing balance to the present value of future EGPs. An Unlock that results in an after-tax benefit generally occurs as a result of actual experience or future expectations of product profitability being favorable compared to previous estimates. An Unlock that results in an after-tax charge generally occurs as a result of actual experience or future expectations of product profitability being unfavorable compared to previous estimates. Policyholders or their beneficiaries may make modifications to existing contracts. If the new modification results in a substantially changed replacement contract, the existing VOBA is written off through income. If the modified contract is not substantially changed, the existing VOBA continues to be amortized and incremental costs are expensed in the period incurred.
Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment	Reserve for Future Policy Benefits Reserve for Future Policy Benefits on Universal Life-type Contracts Certain contracts classified as universal life-type include death and other insurance benefit features including guaranteed minimum death benefit ("GMDB") and the life-contingent portion of guaranteed minimum withdrawal benefit ("GMWB") riders offered with variable annuity contracts, as well as secondary guarantee benefits offered with universal life insurance contracts. Universal life insurance secondary guarantee benefits ensure that the policy will not terminate, and will continue to provide a death benefit, even if there is insufficient policy value to cover the monthly deductions and charges. GMDB riders on variable annuities provide a death benefit during the accumulation phase that is generally equal to the greater of (a) the contract value at death or (b) premium payments less any prior withdrawals and may include adjustments that increase the benefit, such as for maximum anniversary value ("MAV"). For the Company's products with life-contingent GMWB riders, the withdrawal benefit can exceed the guaranteed remaining balance ("GRB"), which is generally equal to premiums less withdrawals. In addition to recording an account value liability that represents policyholder funds, the Company records a death and other insurance benefit liability for GMDBs, the life-contingent portion of GMWBs and the universal life insurance secondary guarantees. This death and other insurance benefit liability is reported in reserve for future policy benefits in the Company’s Consolidated Balance Sheets. Changes in the death and other insurance benefit reserves are recorded in benefits, losses and loss adjustment expenses in the Company’s Consolidated Statements of Operations. The death and other insurance benefit liability is determined by estimating the expected present value of the benefits in excess of the policyholder’s expected account value in proportion to the present value of total expected assessments and investment margin. Total expected assessments are the aggregate of all contract charges, including those for administration, mortality, expense, and surrender. The liability is accrued as actual assessments are earned. The expected present value of benefits and assessments are generally derived from a set of stochastic scenarios that have been calibrated to our RTM separate account returns and assumptions including market rates of return, volatility, discount rates, lapse rates and mortality experience. Consistent with the Company’s policy on the Unlock, the Company regularly evaluates estimates used and adjusts the liability, with a related charge or credit to benefits, losses and loss adjustment expenses. For further information on the Unlock, see the Deferred Policy Acquisition Costs (Predecessor Company)/Value of Business Acquired (Successor Company) accounting policy section within this footnote. The Company reinsures a portion of its in-force GMDB, GMWB, and all of its universal life insurance secondary guarantees. Net reinsurance costs are recognized ratably over the accumulation period based on total expected assessments. Reserve for Future Policy Benefits on Traditional Annuity and Other Contracts Traditional annuities recorded within the reserve for future policy benefits primarily include life-contingent contracts in the payout phase such as structured settlements and terminal funding agreements. Other contracts within the reserve for policyholder benefits include whole life and guaranteed term life insurance contracts. The reserve for future policy benefits is calculated using standard actuarial methods considering the present value of future benefits and related expenses to be paid less the present value of the portion of future premiums required using assumptions “locked in” at the time the policies were issued, including discount rate, withdrawal, mortality and expense assumptions deemed appropriate at the issue date. Future policy benefits are computed at amounts that, with additions from any estimated premiums to be received and with interest on such reserves compounded annually at assumed rates, are expected to be sufficient to meet the Company’s policy obligations at their maturities or in the event of an insured’s death. While assumptions are locked in upon issuance of new contracts and annuitizations of existing contracts, significant changes in experience or assumptions may require the Company to establish premium deficiency reserves. Premium deficiency reserves, if any, are established based on current assumptions without considering a provision for adverse deviation. Changes in or deviations from the assumptions used can significantly affect the Company’s reserve levels and results from operations.
Other Policyholder Funds and Benefits Payable	Other Policyholder Funds and Benefits Payable Other policyholder funds and benefits payable primarily include the non-variable account values associated with variable annuity and other universal life-type contracts, investment contracts, the non-life contingent portion of GMWBs that are accounted for as embedded derivatives at fair value as well as other policyholder account balances associated with our life insurance businesses. Investment contracts are non-life contingent and include institutional and governmental deposits, structured settlements and fixed annuities. The liability for investment contracts is equal to the balance that accrues to the benefit of the contract holder as of the financial statement date, which includes the accumulation of deposits plus credited interest, less withdrawals, payments and assessments through the financial statement date. For discussion of fair value of GMWBs that represent embedded derivatives, see Note 2 - Fair Value Measurements of Notes to Consolidated Financial Statements.
Separate Account Liabilities [Policy Text Block]	Separate Account Liabilities The Company records the variable account value portion of variable annuities, variable life insurance products and institutional and governmental investment contracts within separate accounts. Separate account assets are reported at fair value and separate account liabilities are reported at amounts consistent with separate account assets. Investment income and gains and losses from those separate account assets accrue directly to the policyholder, who assumes the related investment risk, and are offset by change in the related liability. Changes in the value of separate account assets and separate account liabilities are reported in the same line item in the Consolidated Statements of Operations. The Company earns fee income for investment management, certain administrative services and mortality and expense risks.
Fair Value of Financial Instruments, Policy [Policy Text Block]	Valuation Techniques Fair values for GMWB embedded derivatives, free-standing customized derivatives and reinsurance derivatives are classified as Level 3 in the fair value hierarchy and are calculated using internally developed models that utilize significant unobservable inputs because active, observable markets do not exist for these items. In valuing the GMWB embedded derivative, the Company attributes to the derivative a portion of the expected fees to be collected over the expected life of the contract from the contract holder equal to the present value of future GMWB claims. The excess of fees collected from the contract holder in the current period over the portion of fees attributed to the embedded derivative in the current period are associated with the host variable annuity contract and reported in fee income. Valuation Controls Oversight of the Company's valuation policies and processes for GMWB embedded, reinsurance, and customized derivatives is performed by a multidisciplinary group comprised of finance, actuarial and risk management professionals. This multidisciplinary group reviews and approves changes and enhancements to the Company's valuation model as well as associated controls. Valuation Inputs The fair value for each of the non-life contingent GMWBs, the free-standing customized derivatives and the GMWB reinsurance derivative is calculated as an aggregation of the following components: Best Estimate Claim Payments; Credit Standing Adjustment; and Margins. The Company believes the aggregation of these components results in an amount that a market participant in an active liquid market would require, if such a market existed, to assume the risks associated with the guaranteed minimum benefits and the related reinsurance and customized derivatives. Each component described in the following discussion is unobservable in the marketplace and requires subjectivity by the Company in determining its value. Best Estimate Claim Payments The Best Estimate Claim Payments are calculated based on actuarial and capital market assumptions related to projected cash flows, including the present value of benefits and related contract charges, over the lives of the contracts, incorporating unobservable inputs including expectations concerning policyholder behavior. These assumptions are input into a stochastic risk neutral scenario process that is used to determine the valuation and involves numerous estimates and subjective judgments regarding a number of variables. The Company monitors various aspects of policyholder behavior and may modify certain of its assumptions, including lapses and withdrawal rates, if credible emerging data indicates that changes are warranted. At a minimum, all policyholder behavior assumptions are reviewed and updated at least annually as part of the Company’s annual fourth-quarter comprehensive study to refine its estimate of future gross profits. In addition, the Company recognizes non-market-based updates driven by the relative outperformance (underperformance) of the underlying actively managed funds as compared to their respective indices. Credit Standing Adjustment The credit standing adjustment is an estimate of the adjustment to the fair value that market participants would require in determining fair value to reflect the risk that GMWB benefit obligations or the GMWB reinsurance recoverables will not be fulfilled. The Company incorporates a blend of estimates of peer company and reinsurer bond spreads and credit default spreads from capital markets, adjusted for market recoverability. Margins The behavior risk margin adds a margin that market participants would require, in determining fair value, for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The behavior risk margin is calculated by taking the difference between adverse policyholder behavior assumptions and best estimate assumptions. The Company carries certain financial assets and liabilities at estimated fair value. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in the principal or most advantageous market in an orderly transaction between market participants. Our fair value framework includes a hierarchy that gives the highest priority to the use of quoted prices in active markets, followed by the use of market observable inputs, followed by the use of unobservable inputs. The fair value hierarchy levels are as follows: Level 1 Fair values based primarily on unadjusted quoted prices for identical assets, or liabilities, in active markets that the Company has the ability to access at the measurement date. Level 2 Fair values primarily based on observable inputs, other than quoted prices included in Level 1, or based on prices for similar assets and liabilities. Level 3 Fair values derived when one or more of the significant inputs are unobservable (including assumptions about risk). With little or no observable market, the determination of fair values uses considerable judgment and represents the Company’s best estimate of an amount that could be realized in a market exchange for the asset or liability. Also included are securities that are traded within illiquid markets and/or priced by independent brokers. The Company will classify the financial asset or liability by level based upon the lowest level input that is significant to the determination of the fair value. In most cases, both observable inputs (e.g., changes in interest rates) and unobservable inputs (e.g., changes in risk assumptions) are used to determine fair values that the Company has classified within Level 3. Valuation Inputs Used in Levels 2 and 3 Measurements for GMWB Embedded, Customized and Reinsurance Derivatives Level 2 Level 3 • Risk-free rates as represented by the Eurodollar futures, LIBOR deposits and swap rates to derive forward curve rates • Correlations of 10 years of observed historical returns across underlying well-known market indices • Correlations of historical index returns compared to separate account fund returns • Equity index levels • Market implied equity volatility assumptions Valuation Techniques The Company generally determines fair values using valuation techniques that use prices, rates, and other relevant information evident from market transactions involving identical or similar instruments. Valuation techniques also include, where appropriate, estimates of future cash flows that are converted into a single discounted amount using current market expectations. The Company uses a "waterfall" approach comprised of the following pricing sources and techniques, which are listed in priority order: • Quoted prices, unadjusted, for identical assets or liabilities in active markets, which are classified as Level 1. • Prices from third-party pricing services, which primarily utilize a combination of techniques. These services utilize recently reported trades of identical, similar, or benchmark securities making adjustments for market observable inputs available through the reporting date. If there are no recently reported trades, they may use a discounted cash flow technique to develop a price using expected cash flows based upon the anticipated future performance of the underlying collateral discounted at an estimated market rate. Both techniques develop prices that consider the time value of future cash flows and provide a margin for risk, including liquidity and credit risk. Most prices provided by third-party pricing services are classified as Level 2 because the inputs used in pricing the securities are observable. However, some securities that are less liquid or trade less actively are classified as Level 3. Additionally, certain long-dated securities, such as municipal securities and bank loans, include benchmark interest rate or credit spread assumptions that are not observable in the marketplace and are thus classified as Level 3. • Internal matrix pricing, which is a valuation process internally developed for private placement securities for which the Company is unable to obtain a price from a third-party pricing service. Internal pricing matrices determine credit spreads that, when combined with risk-free rates, are applied to contractual cash flows to develop a price. The Company develops credit spreads using market based data for public securities adjusted for credit spread differentials between public and private securities, which are obtained from a survey of multiple private placement brokers. The market-based reference credit spread considers the issuer’s financial strength and term to maturity, using an independent public security index and trade information, while the credit spread differential considers the non-public nature of the security. Securities priced using internal matrix pricing are classified as Level 2 because the inputs are observable or can be corroborated with observable data. • Independent broker quotes, which are typically non-binding and use inputs that can be difficult to corroborate with observable market based data. Brokers may use present value techniques using assumptions specific to the security types, or they may use recent transactions of similar securities. Due to the lack of transparency in the process that brokers use to develop prices, valuations that are based on independent broker quotes are classified as Level 3. The fair value of free-standing derivative instruments are determined primarily using a discounted cash flow model or option model technique and incorporate counterparty credit risk. In some cases, quoted market prices for exchange-traded and OTC-cleared derivatives may be used and in other cases independent broker quotes may be used. The pricing valuation models primarily use inputs that are observable in the market or can be corroborated by observable market data. The valuation of certain derivatives may include significant inputs that are unobservable, such as volatility levels, and reflect the Company’s view of what other market participants would use when pricing such instruments. Unobservable market data is used in the valuation of customized derivatives that are used to hedge certain GMWB variable annuity riders. See the section “GMWB Embedded, Customized, and Reinsurance Derivatives” below for further discussion of the valuation model used to value these customized derivatives. Valuation Controls The fair value process for investments is monitored by the Valuation Committee of the Company's investment manager, which is a cross-functional group of senior management at the Company's investment manager that meets at least quarterly. The purpose of the committee is to oversee the pricing policy and procedures, as well as to approve changes to valuation methodologies and pricing sources. Controls and procedures used to assess third-party pricing services are reviewed by the Valuation Committee, including the results of annual due-diligence reviews. There are also two working groups under the Valuation Committee of the Company's investment manager: a Securities Fair Value Working Group (“Securities Working Group”) and a Derivatives Fair Value Working Group ("Derivatives Working Group"). The working groups, which include various investment, operations, accounting and risk management professionals, meet monthly to review market data trends, pricing and trading statistics and results, and any proposed pricing methodology changes. The Securities Working Group reviews prices received from third parties to ensure that the prices represent a reasonable estimate of the fair value. The group considers trading volume, new issuance activity, market trends, new regulatory rulings and other factors to determine whether the market activity is significantly different than normal activity in an active market. A dedicated pricing unit follows up with trading and investment sector professionals and challenges prices of third-party pricing services when the estimated assumptions used differ from what the unit believes a market participant would use. If the available evidence indicates that pricing from third-party pricing services or broker quotes is based upon transactions that are stale or not from trades made in an orderly market, the Company places little, if any, weight on the third party service’s transaction price and will estimate fair value using an internal process, such as a pricing matrix. The Derivatives Working Group reviews the inputs, assumptions and methodologies used to ensure that the prices represent a reasonable estimate of the fair value. A dedicated pricing team works directly with investment sector professionals to investigate the impacts of changes in the market environment on prices or valuations of derivatives. New models and any changes to current models are required to have detailed documentation and are validated to a second source. The model validation documentation and results of validation are presented to the Valuation Committee for approval. The Company's investment manager conducts other monitoring controls around securities and derivatives pricing including, but not limited to, the following: • Review of daily price changes over specific thresholds and new trade comparison to third-party pricing services. • Daily comparison of OTC derivative market valuations to counterparty valuations. • Review of weekly price changes compared to published bond prices of a corporate bond index. • Monthly reviews of price changes over thresholds, stale prices, missing prices, and zero prices. • Monthly validation of prices to a second source for securities in most sectors and for certain derivatives. The Company maintains oversight of its investment manager's internal controls, including valuation controls, and maintains the final decision on all valuation matters. Valuation Inputs Quoted prices for identical assets in active markets are considered Level 1 and consist of on-the-run U.S. Treasuries, money market funds, exchange-traded equity securities, open-ended mutual funds, short-term investments, and exchange traded futures and option contracts. GMWB Embedded, Customized and Reinsurance Derivatives GMWB Embedded Derivatives The Company formerly offered certain variable annuity products with GMWB riders that provide the policyholder with a guaranteed remaining balance ("GRB") which is generally equal to premiums less withdrawals. If the policyholder’s account value is reduced to a specified level through a combination of market declines and withdrawals but the GRB still has value, the Company is obligated to continue to make annuity payments to the policyholder until the GRB is exhausted. When payments of the GRB are not life-contingent, the GMWB represents an embedded derivative carried at fair value reported in other policyholder funds and benefits payable in the Consolidated Balance Sheets with changes in fair value reported in net realized capital gains and losses. Free-standing Customized Derivatives The Company holds free-standing customized derivative contracts to provide protection from certain capital markets risks for the remaining term of specified blocks of non-reinsured GMWB riders. These customized derivatives are based on policyholder behavior assumptions specified at the inception of the derivative contracts. The Company retains the risk for differences between assumed and actual policyholder behavior and between the performance of the actively managed funds underlying the separate accounts and their respective indices. These derivatives are reported in the Consolidated Balance Sheets within other investments or other liabilities, as appropriate, after considering the impact of master netting agreements. GMWB Reinsurance Derivative The Company has reinsurance arrangements in place to transfer a portion of its risk of loss due to GMWB. These arrangements are recognized as derivatives carried at fair value and reported in reinsurance recoverables in the Consolidated Balance Sheets. Changes in the fair value of the reinsurance agreements are reported in net realized capital gains and losses. Valuation Inputs Used in Level 2 and 3 Measurements for Securities and Freestanding Derivatives Level 2 Level 3 Fixed Maturity Investments Structured securities (includes ABS, CLOs, CMBS and RMBS) • Benchmark yields and spreads • Independent broker quotes Corporates • Benchmark yields and spreads • Independent broker quotes U.S. Treasuries, Municipals, and Foreign government/government agencies • Benchmark yields and spreads • Independent broker quotes Equity Securities • Quoted prices in markets that are not active • For privately traded equity securities, internal discounted cash flow models utilizing earnings multiples or other cash flow assumptions that are not observable Short Term Investments • Benchmark yields and spreads Not applicable Derivatives Credit derivatives • Swap yield curve Not applicable Equity derivatives • Equity index levels • Independent broker quotes Foreign exchange derivatives • Swap yield curve Not applicable Interest rate derivatives • Swap yield curve • Independent broker quotes
Derivatives, Methods of Accounting, Hedge Documentation [Policy Text Block]	Strategies that Qualify for Hedge Accounting The Company's derivatives may satisfy hedge accounting requirements as outlined in Note 1 of these financial statements. Typically, these hedging instruments include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the hedged item closely match the terms of the swap. The interest rate swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. As a result of pushdown accounting, derivative instruments that qualified for hedge accounting were recorded at fair value through adjustments to additional paid in capital at the acquisition date. As of December 31, 2018 (Successor Company), the Company has no derivative instruments that qualify for hedge accounting. The hedge strategies by hedge accounting designation have previously included: Cash Flow Hedges Interest rate swaps have been predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily converted interest receipts on floating-rate fixed maturity securities to fixed rates. The Company also previously entered into forward starting swap agreements to hedge the interest rate exposure related to the future purchase of fixed-rate securities, primarily to hedge interest rate risk inherent in the assumptions used to price certain product liabilities. Foreign currency swaps have been used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates. Non-qualifying Strategies Derivative relationships that do not qualify for hedge accounting ("non-qualifying strategies") primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency and equity risk of certain fixed maturities, equities and liabilities do not qualify for hedge accounting.
Commitments and Contingencies, Policy [Policy Text Block]	Contingencies Relating to Corporate Litigation and Regulatory Matters Management evaluates each contingent matter separately. A loss is recorded if probable and reasonably estimable. Management establishes reserves for these contingencies at its “best estimate,” or, if no one number within the range of possible losses is more probable than any other, the Company records an estimated liability at the low end of the range of losses.

Fair Value Measurements Level 2

Fair Value Measurements Level 2 (Policies)	12 Months Ended
	Dec. 31, 2018
Fair Value Disclosures [Abstract]
Fair Value of Financial Instruments, Policy [Policy Text Block]	Valuation Techniques Fair values for GMWB embedded derivatives, free-standing customized derivatives and reinsurance derivatives are classified as Level 3 in the fair value hierarchy and are calculated using internally developed models that utilize significant unobservable inputs because active, observable markets do not exist for these items. In valuing the GMWB embedded derivative, the Company attributes to the derivative a portion of the expected fees to be collected over the expected life of the contract from the contract holder equal to the present value of future GMWB claims. The excess of fees collected from the contract holder in the current period over the portion of fees attributed to the embedded derivative in the current period are associated with the host variable annuity contract and reported in fee income. Valuation Controls Oversight of the Company's valuation policies and processes for GMWB embedded, reinsurance, and customized derivatives is performed by a multidisciplinary group comprised of finance, actuarial and risk management professionals. This multidisciplinary group reviews and approves changes and enhancements to the Company's valuation model as well as associated controls. Valuation Inputs The fair value for each of the non-life contingent GMWBs, the free-standing customized derivatives and the GMWB reinsurance derivative is calculated as an aggregation of the following components: Best Estimate Claim Payments; Credit Standing Adjustment; and Margins. The Company believes the aggregation of these components results in an amount that a market participant in an active liquid market would require, if such a market existed, to assume the risks associated with the guaranteed minimum benefits and the related reinsurance and customized derivatives. Each component described in the following discussion is unobservable in the marketplace and requires subjectivity by the Company in determining its value. Best Estimate Claim Payments The Best Estimate Claim Payments are calculated based on actuarial and capital market assumptions related to projected cash flows, including the present value of benefits and related contract charges, over the lives of the contracts, incorporating unobservable inputs including expectations concerning policyholder behavior. These assumptions are input into a stochastic risk neutral scenario process that is used to determine the valuation and involves numerous estimates and subjective judgments regarding a number of variables. The Company monitors various aspects of policyholder behavior and may modify certain of its assumptions, including lapses and withdrawal rates, if credible emerging data indicates that changes are warranted. At a minimum, all policyholder behavior assumptions are reviewed and updated at least annually as part of the Company’s annual fourth-quarter comprehensive study to refine its estimate of future gross profits. In addition, the Company recognizes non-market-based updates driven by the relative outperformance (underperformance) of the underlying actively managed funds as compared to their respective indices. Credit Standing Adjustment The credit standing adjustment is an estimate of the adjustment to the fair value that market participants would require in determining fair value to reflect the risk that GMWB benefit obligations or the GMWB reinsurance recoverables will not be fulfilled. The Company incorporates a blend of estimates of peer company and reinsurer bond spreads and credit default spreads from capital markets, adjusted for market recoverability. Margins The behavior risk margin adds a margin that market participants would require, in determining fair value, for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The behavior risk margin is calculated by taking the difference between adverse policyholder behavior assumptions and best estimate assumptions. The Company carries certain financial assets and liabilities at estimated fair value. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in the principal or most advantageous market in an orderly transaction between market participants. Our fair value framework includes a hierarchy that gives the highest priority to the use of quoted prices in active markets, followed by the use of market observable inputs, followed by the use of unobservable inputs. The fair value hierarchy levels are as follows: Level 1 Fair values based primarily on unadjusted quoted prices for identical assets, or liabilities, in active markets that the Company has the ability to access at the measurement date. Level 2 Fair values primarily based on observable inputs, other than quoted prices included in Level 1, or based on prices for similar assets and liabilities. Level 3 Fair values derived when one or more of the significant inputs are unobservable (including assumptions about risk). With little or no observable market, the determination of fair values uses considerable judgment and represents the Company’s best estimate of an amount that could be realized in a market exchange for the asset or liability. Also included are securities that are traded within illiquid markets and/or priced by independent brokers. The Company will classify the financial asset or liability by level based upon the lowest level input that is significant to the determination of the fair value. In most cases, both observable inputs (e.g., changes in interest rates) and unobservable inputs (e.g., changes in risk assumptions) are used to determine fair values that the Company has classified within Level 3. Valuation Inputs Used in Levels 2 and 3 Measurements for GMWB Embedded, Customized and Reinsurance Derivatives Level 2 Level 3 • Risk-free rates as represented by the Eurodollar futures, LIBOR deposits and swap rates to derive forward curve rates • Correlations of 10 years of observed historical returns across underlying well-known market indices • Correlations of historical index returns compared to separate account fund returns • Equity index levels • Market implied equity volatility assumptions Valuation Techniques The Company generally determines fair values using valuation techniques that use prices, rates, and other relevant information evident from market transactions involving identical or similar instruments. Valuation techniques also include, where appropriate, estimates of future cash flows that are converted into a single discounted amount using current market expectations. The Company uses a "waterfall" approach comprised of the following pricing sources and techniques, which are listed in priority order: • Quoted prices, unadjusted, for identical assets or liabilities in active markets, which are classified as Level 1. • Prices from third-party pricing services, which primarily utilize a combination of techniques. These services utilize recently reported trades of identical, similar, or benchmark securities making adjustments for market observable inputs available through the reporting date. If there are no recently reported trades, they may use a discounted cash flow technique to develop a price using expected cash flows based upon the anticipated future performance of the underlying collateral discounted at an estimated market rate. Both techniques develop prices that consider the time value of future cash flows and provide a margin for risk, including liquidity and credit risk. Most prices provided by third-party pricing services are classified as Level 2 because the inputs used in pricing the securities are observable. However, some securities that are less liquid or trade less actively are classified as Level 3. Additionally, certain long-dated securities, such as municipal securities and bank loans, include benchmark interest rate or credit spread assumptions that are not observable in the marketplace and are thus classified as Level 3. • Internal matrix pricing, which is a valuation process internally developed for private placement securities for which the Company is unable to obtain a price from a third-party pricing service. Internal pricing matrices determine credit spreads that, when combined with risk-free rates, are applied to contractual cash flows to develop a price. The Company develops credit spreads using market based data for public securities adjusted for credit spread differentials between public and private securities, which are obtained from a survey of multiple private placement brokers. The market-based reference credit spread considers the issuer’s financial strength and term to maturity, using an independent public security index and trade information, while the credit spread differential considers the non-public nature of the security. Securities priced using internal matrix pricing are classified as Level 2 because the inputs are observable or can be corroborated with observable data. • Independent broker quotes, which are typically non-binding and use inputs that can be difficult to corroborate with observable market based data. Brokers may use present value techniques using assumptions specific to the security types, or they may use recent transactions of similar securities. Due to the lack of transparency in the process that brokers use to develop prices, valuations that are based on independent broker quotes are classified as Level 3. The fair value of free-standing derivative instruments are determined primarily using a discounted cash flow model or option model technique and incorporate counterparty credit risk. In some cases, quoted market prices for exchange-traded and OTC-cleared derivatives may be used and in other cases independent broker quotes may be used. The pricing valuation models primarily use inputs that are observable in the market or can be corroborated by observable market data. The valuation of certain derivatives may include significant inputs that are unobservable, such as volatility levels, and reflect the Company’s view of what other market participants would use when pricing such instruments. Unobservable market data is used in the valuation of customized derivatives that are used to hedge certain GMWB variable annuity riders. See the section “GMWB Embedded, Customized, and Reinsurance Derivatives” below for further discussion of the valuation model used to value these customized derivatives. Valuation Controls The fair value process for investments is monitored by the Valuation Committee of the Company's investment manager, which is a cross-functional group of senior management at the Company's investment manager that meets at least quarterly. The purpose of the committee is to oversee the pricing policy and procedures, as well as to approve changes to valuation methodologies and pricing sources. Controls and procedures used to assess third-party pricing services are reviewed by the Valuation Committee, including the results of annual due-diligence reviews. There are also two working groups under the Valuation Committee of the Company's investment manager: a Securities Fair Value Working Group (“Securities Working Group”) and a Derivatives Fair Value Working Group ("Derivatives Working Group"). The working groups, which include various investment, operations, accounting and risk management professionals, meet monthly to review market data trends, pricing and trading statistics and results, and any proposed pricing methodology changes. The Securities Working Group reviews prices received from third parties to ensure that the prices represent a reasonable estimate of the fair value. The group considers trading volume, new issuance activity, market trends, new regulatory rulings and other factors to determine whether the market activity is significantly different than normal activity in an active market. A dedicated pricing unit follows up with trading and investment sector professionals and challenges prices of third-party pricing services when the estimated assumptions used differ from what the unit believes a market participant would use. If the available evidence indicates that pricing from third-party pricing services or broker quotes is based upon transactions that are stale or not from trades made in an orderly market, the Company places little, if any, weight on the third party service’s transaction price and will estimate fair value using an internal process, such as a pricing matrix. The Derivatives Working Group reviews the inputs, assumptions and methodologies used to ensure that the prices represent a reasonable estimate of the fair value. A dedicated pricing team works directly with investment sector professionals to investigate the impacts of changes in the market environment on prices or valuations of derivatives. New models and any changes to current models are required to have detailed documentation and are validated to a second source. The model validation documentation and results of validation are presented to the Valuation Committee for approval. The Company's investment manager conducts other monitoring controls around securities and derivatives pricing including, but not limited to, the following: • Review of daily price changes over specific thresholds and new trade comparison to third-party pricing services. • Daily comparison of OTC derivative market valuations to counterparty valuations. • Review of weekly price changes compared to published bond prices of a corporate bond index. • Monthly reviews of price changes over thresholds, stale prices, missing prices, and zero prices. • Monthly validation of prices to a second source for securities in most sectors and for certain derivatives. The Company maintains oversight of its investment manager's internal controls, including valuation controls, and maintains the final decision on all valuation matters. Valuation Inputs Quoted prices for identical assets in active markets are considered Level 1 and consist of on-the-run U.S. Treasuries, money market funds, exchange-traded equity securities, open-ended mutual funds, short-term investments, and exchange traded futures and option contracts. GMWB Embedded, Customized and Reinsurance Derivatives GMWB Embedded Derivatives The Company formerly offered certain variable annuity products with GMWB riders that provide the policyholder with a guaranteed remaining balance ("GRB") which is generally equal to premiums less withdrawals. If the policyholder’s account value is reduced to a specified level through a combination of market declines and withdrawals but the GRB still has value, the Company is obligated to continue to make annuity payments to the policyholder until the GRB is exhausted. When payments of the GRB are not life-contingent, the GMWB represents an embedded derivative carried at fair value reported in other policyholder funds and benefits payable in the Consolidated Balance Sheets with changes in fair value reported in net realized capital gains and losses. Free-standing Customized Derivatives The Company holds free-standing customized derivative contracts to provide protection from certain capital markets risks for the remaining term of specified blocks of non-reinsured GMWB riders. These customized derivatives are based on policyholder behavior assumptions specified at the inception of the derivative contracts. The Company retains the risk for differences between assumed and actual policyholder behavior and between the performance of the actively managed funds underlying the separate accounts and their respective indices. These derivatives are reported in the Consolidated Balance Sheets within other investments or other liabilities, as appropriate, after considering the impact of master netting agreements. GMWB Reinsurance Derivative The Company has reinsurance arrangements in place to transfer a portion of its risk of loss due to GMWB. These arrangements are recognized as derivatives carried at fair value and reported in reinsurance recoverables in the Consolidated Balance Sheets. Changes in the fair value of the reinsurance agreements are reported in net realized capital gains and losses. Valuation Inputs Used in Level 2 and 3 Measurements for Securities and Freestanding Derivatives Level 2 Level 3 Fixed Maturity Investments Structured securities (includes ABS, CLOs, CMBS and RMBS) • Benchmark yields and spreads • Independent broker quotes Corporates • Benchmark yields and spreads • Independent broker quotes U.S. Treasuries, Municipals, and Foreign government/government agencies • Benchmark yields and spreads • Independent broker quotes Equity Securities • Quoted prices in markets that are not active • For privately traded equity securities, internal discounted cash flow models utilizing earnings multiples or other cash flow assumptions that are not observable Short Term Investments • Benchmark yields and spreads Not applicable Derivatives Credit derivatives • Swap yield curve Not applicable Equity derivatives • Equity index levels • Independent broker quotes Foreign exchange derivatives • Swap yield curve Not applicable Interest rate derivatives • Swap yield curve • Independent broker quotes

Derivative Instruments Level 2

Derivative Instruments Level 2 (Policies)	12 Months Ended
	Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	Derivative Instruments Overview The Company utilizes a variety of over-the-counter ("OTC"), transactions cleared through central clearing houses ("OTC-cleared") and exchange traded derivative instruments as part of its overall risk management strategy as well as to enter into replication transactions. The types of instruments may include swaps, caps, floors, forwards, futures and options to achieve one of four Company-approved objectives: • to hedge risk arising from interest rate, equity market, commodity market, credit spread and issuer default, price or currency exchange rate risk or volatility; • to manage liquidity; • to control transaction costs; • to enter into synthetic replication transactions. Interest rate and credit default swaps involve the periodic exchange of cash flows with other parties, at specified intervals, calculated using agreed upon rates or other financial variables and notional principal amounts. Generally, little to no cash or principal payments are exchanged at the inception of the contract. Typically, at the time a swap is entered into, the cash flow streams exchanged by the counterparties are equal in value. Interest rate cap and floor contracts entitle the purchaser to receive from the issuer at specified dates, the amount, if any, by which a specified market rate exceeds the cap strike interest rate or falls below the floor strike interest rate, applied to a notional principal amount. A premium payment determined at inception is made by the purchaser of the contract and no principal payments are exchanged. Forward contracts are customized commitments that specify a rate of interest or currency exchange rate to be paid or received on an obligation beginning on a future start date and are typically settled in cash. Financial futures are standardized commitments to either purchase or sell designated financial instruments, at a future date, for a specified price and may be settled in cash or through delivery of the underlying instrument. Futures contracts trade on organized exchanges. Margin requirements for futures are met by pledging securities or cash, and changes in the futures’ contract values are settled daily in cash. Option contracts grant the purchaser, for a premium payment, the right to either purchase from or sell to the issuer a financial instrument at a specified price, within a specified period or on a stated date. The contracts may reference commodities, which grant the purchaser the right to either purchase from or sell to the issuer commodities at a specified price, within a specified period or on a stated date. Option contracts are typically settled in cash. Foreign currency swaps exchange an initial principal amount in two currencies, agreeing to re-exchange the currencies at a future date, at an agreed upon exchange rate. There may also be a periodic exchange of payments at specified intervals calculated using the agreed upon rates and exchanged principal amounts. The Company’s derivative transactions conducted in insurance company subsidiaries are used in strategies permitted under the derivative use plans required by the State of Connecticut and the State of New York insurance departments. Accounting and Financial Statement Presentation of Derivative Instruments and Hedging Activities Derivative instruments are recognized on the Consolidated Balance Sheets at fair value and are reported in Other Investments and Other Liabilities. For balance sheet presentation purposes, the Company has elected to offset the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty or under a master netting agreement, which provides the Company with the legal right of offset. The Company clears certain interest rate swap and credit default swap derivative transactions through central clearing houses. OTC-cleared derivatives require initial collateral at the inception of the trade in the form of cash or highly liquid securities, such as U.S. Treasuries and government agency investments. Central clearing houses also require additional cash as variation margin based on daily market value movements. For information on collateral, see the derivative collateral arrangements section in Note 4 - Derivative Instruments of Notes to Consolidated Financial Statements. In addition, OTC-cleared transactions include price alignment amounts either received or paid on the variation margin, which are reflected in realized capital gains and losses or, if characterized as interest, in net investment income. On the date the derivative contract is entered into, the Company designates the derivative as (1) a hedge of the fair value of a recognized asset or liability ("fair value" hedge), (2) a hedge of the variability in cash flows of a forecasted transaction or of amounts to be received or paid related to a recognized asset or liability ("cash flow" hedge), (3) a hedge of a net investment in a foreign operation ("net investment" hedge) or (4) held for other investment and/or risk management purposes, which primarily involve managing asset or liability related risks and do not qualify for hedge accounting. Fair Value Hedges - Changes in the fair value of a derivative that is designated and qualifies as a fair value hedge, along with the changes in the fair value of the hedged asset or liability that is attributable to the hedged risk, are recorded in current period earnings as net realized capital gains and losses with any differences between the net change in fair value of the derivative and the hedged item representing the hedge ineffectiveness. Periodic cash flows and accruals of income/expense ("periodic derivative net coupon settlements") are recorded in the line item of the Consolidated Statements of Operations in which the cash flows of the hedged item are recorded. Cash Flow Hedges - Changes in the fair value of a derivative that is designated and qualifies as a cash flow hedge, including foreign-currency cash flow hedges, are recorded in AOCI and are reclassified into earnings when the variability of the cash flow of the hedged item impacts earnings. Gains and losses on derivative contracts that are reclassified from AOCI to current period earnings are included in the line item in the Consolidated Statements of Operations in which the cash flows of the hedged item are recorded. Any hedge ineffectiveness is recorded immediately in current period earnings as net realized capital gains and losses. Periodic derivative net coupon settlements are recorded in the line item of the Consolidated Statements of Operations in which the cash flows of the hedged item are recorded. Cash flows from cash flow hedges are presented in the same category as the cash flows from the items being hedged in the Consolidated Statement of Cash Flows. Other Investment and/or Risk Management Activities - The Company’s other investment and/or risk management activities primarily relate to strategies used to reduce economic risk or replicate permitted investments and do not receive hedge accounting treatment. Changes in the fair value, including periodic derivative net coupon settlements, of derivative instruments held for other investment and/or risk management purposes are reported in current period earnings as net realized capital gains and losses. Hedge Documentation and Effectiveness Testing To qualify for hedge accounting treatment, a derivative must be highly effective in mitigating the designated changes in fair value or cash flow of the hedged item. At hedge inception, the Company formally documents all relationships between hedging instruments and hedged items, as well as its risk-management objective and strategy for undertaking each hedge transaction. The documentation process includes linking derivatives that are designated as fair value, cash flow, or net investment hedges to specific assets or liabilities on the balance sheet or to specific forecasted transactions and defining the effectiveness and ineffectiveness testing methods to be used. The Company also formally assesses both at the hedge’s inception and ongoing on a quarterly basis, whether the derivatives that are used in hedging transactions have been and are expected to continue to be highly effective in offsetting changes in fair values, cash flows or net investment in foreign operations of hedged items. Hedge effectiveness is assessed primarily using quantitative methods as well as using qualitative methods. Quantitative methods include regression or other statistical analysis of changes in fair value or cash flows associated with the hedge relationship. Qualitative methods may include comparison of critical terms of the derivative to the hedged item. Hedge ineffectiveness of the hedge relationships are measured each reporting period using the "Change in Variable Cash Flows Method", the "Change in Fair Value Method", the "Hypothetical Derivative Method", or the "Dollar Offset Method". Discontinuance of Hedge Accounting The Company discontinues hedge accounting prospectively when (1) it is determined that the qualifying criteria are no longer met; (2) the derivative is no longer designated as a hedging instrument; or (3) the derivative expires or is sold, terminated or exercised. When hedge accounting is discontinued because it is determined that the derivative no longer qualifies as an effective fair value hedge, the derivative continues to be carried at fair value on the balance sheet with changes in its fair value recognized in current period earnings. Changes in the fair value of the hedged item attributable to the hedged risk is no longer adjusted through current period earnings and the existing basis adjustment is amortized to earnings over the remaining life of the hedged item through the applicable earnings component associated with the hedged item. When cash flow hedge accounting is discontinued because the Company becomes aware that it is not probable that the forecasted transaction will occur, the derivative continues to be carried on the balance sheet at its fair value, and gains and losses that were accumulated in AOCI are recognized immediately in earnings. In other situations in which hedge accounting is discontinued, including those where the derivative is sold, terminated or exercised, amounts previously deferred in AOCI are reclassified into earnings when earnings are impacted by the hedged item. Embedded Derivatives The Company purchases investments and has previously issued financial products that contain embedded derivative instruments. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract and (2) a separate instrument with the same terms would qualify as a derivative instrument, the embedded derivative is bifurcated from the host for measurement purposes. The embedded derivative, which is reported with the host instrument in the Consolidated Balance Sheets, is carried at fair value with changes in fair value reported in net realized capital gains and losses. Credit Risk Credit risk is defined as the risk of financial loss due to uncertainty of an obligor’s or counterparty’s ability or willingness to meet its obligations in accordance with agreed upon terms. Credit exposures are measured using the market value of the derivatives, resulting in amounts owed to the Company by its counterparties or potential payment obligations from the Company to its counterparties. The Company generally requires that OTC derivative contracts, other than certain forward contracts, be governed by International Swaps and Derivatives Association ("ISDA") agreements which are structured by legal entity and by counterparty, and permit right of offset. Some agreements require daily collateral settlement based upon agreed upon thresholds. For purposes of daily derivative collateral maintenance, credit exposures are generally quantified based on the prior business day’s market value and collateral is pledged to and held by, or on behalf of, the Company to the extent the current value of the derivatives exceed the contractual thresholds. For the Company’s domestic derivative programs, the maximum uncollateralized threshold for a derivative counterparty for a single legal entity is $10 . The Company also minimizes the credit risk of derivative instruments by entering into transactions with high quality counterparties primarily rated A or better, which are monitored and evaluated by the Company’s risk management team and reviewed by senior management. OTC-cleared derivatives are governed by clearing house rules. Transactions cleared through a central clearing house reduce risk due to their ability to require daily variation margin and act as an independent valuation source. In addition, the Company monitors counterparty credit exposure on a monthly basis to ensure compliance with Company policies and statutory limitations. Derivative Instruments The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that are permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or as embedded derivative instruments, such as certain GMWB riders included with certain variable annuity products.
Derivatives, Methods of Accounting, Hedge Documentation [Policy Text Block]	Strategies that Qualify for Hedge Accounting The Company's derivatives may satisfy hedge accounting requirements as outlined in Note 1 of these financial statements. Typically, these hedging instruments include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the hedged item closely match the terms of the swap. The interest rate swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. As a result of pushdown accounting, derivative instruments that qualified for hedge accounting were recorded at fair value through adjustments to additional paid in capital at the acquisition date. As of December 31, 2018 (Successor Company), the Company has no derivative instruments that qualify for hedge accounting. The hedge strategies by hedge accounting designation have previously included: Cash Flow Hedges Interest rate swaps have been predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily converted interest receipts on floating-rate fixed maturity securities to fixed rates. The Company also previously entered into forward starting swap agreements to hedge the interest rate exposure related to the future purchase of fixed-rate securities, primarily to hedge interest rate risk inherent in the assumptions used to price certain product liabilities. Foreign currency swaps have been used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates. Non-qualifying Strategies Derivative relationships that do not qualify for hedge accounting ("non-qualifying strategies") primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency and equity risk of certain fixed maturities, equities and liabilities do not qualify for hedge accounting.

Commitments and Contingencies_2

Commitments and Contingencies Level 2 (Policies)	12 Months Ended
	Dec. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies, Policy [Policy Text Block]	Contingencies Relating to Corporate Litigation and Regulatory Matters Management evaluates each contingent matter separately. A loss is recorded if probable and reasonably estimable. Management establishes reserves for these contingencies at its “best estimate,” or, if no one number within the range of possible losses is more probable than any other, the Company records an estimated liability at the low end of the range of losses.

Fair Value Measurements Level 3

Fair Value Measurements Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Fair Value Disclosures [Abstract]
Assets and (liabilities) carried at fair value by hierarchy level	Successor Company Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 2018 Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Assets accounted for at fair value on a recurring basis Fixed maturities, AFS Asset backed securities ("ABS") $ 516 $ — $ 514 $ 2 Collateralized loan obligations ("CLOs") 963 — 886 77 Commercial mortgage-backed securities ("CMBS") 1,407 — 1,366 41 Corporate 7,678 — 7,351 327 Foreign government/government agencies 377 — 377 — Bonds of municipalities and political subdivisions ("municipal bonds") 734 — 734 — Residential mortgage-backed securities ("RMBS") 1,033 — 590 443 U.S. Treasuries 1,131 322 809 — Total fixed maturities 13,839 322 12,627 890 Fixed maturities, FVO 12 — 12 — Equity securities, at fair value 116 54 16 46 Derivative assets Interest rate derivatives 36 — 36 — Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments 44 — 8 36 Macro hedge program 132 — — 132 Total derivative assets [2] 212 — 44 168 Short-term investments 844 464 380 — Reinsurance recoverable for GMWB 40 — — 40 Modified coinsurance reinsurance contracts 12 — 12 — Separate account assets [3] 94,724 59,361 35,323 40 Total assets accounted for at fair value on a recurring basis $ 109,799 $ 60,201 $ 48,414 $ 1,184 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB embedded derivative $ (80 ) $ — $ — $ (80 ) Total other policyholder funds and benefits payable (80 ) — — (80 ) Derivative liabilities Credit derivatives 2 — 2 — Foreign exchange derivatives (91 ) — (91 ) — Interest rate derivatives (137 ) — (110 ) (27 ) GMWB hedging instruments 27 — 18 9 Macro hedge program 115 — — 115 Total derivative liabilities [4] (84 ) — (181 ) 97 Total liabilities accounted for at fair value on a recurring basis $ (164 ) $ — $ (181 ) $ 17 Predecessor Company Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 2017 Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Assets accounted for at fair value on a recurring basis Fixed maturities, AFS Asset backed securities ("ABS") $ 819 $ — $ 806 $ 13 Collateralized loan obligations ("CLOs") 888 — 815 73 Commercial mortgage-backed securities ("CMBS") 2,084 — 2,058 26 Corporate 14,038 — 13,595 443 Foreign government/government agencies 407 — 406 1 Bonds of municipalities and political subdivisions ("municipal bonds") 1,266 — 1,228 38 Residential mortgage-backed securities ("RMBS") 1,427 — 735 692 U.S. Treasuries 1,870 284 1,586 — Total fixed maturities 22,799 284 21,229 1,286 Fixed maturities, FVO 32 — 32 — Equity securities, trading [1] 12 12 — — Equity securities, AFS 154 61 47 46 Derivative assets Credit derivatives 1 — 1 — Foreign exchange derivatives (1 ) — (1 ) — Interest rate derivatives 47 — 47 — GMWB hedging instruments 69 — 35 34 Macro hedge program 19 — — 19 Total derivative assets [2] 135 — 82 53 Short-term investments 1,094 807 287 — Reinsurance recoverable for GMWB 36 — — 36 Modified coinsurance reinsurance contracts 55 — 55 — Separate account assets [3] 113,302 73,538 38,677 185 Total assets accounted for at fair value on a recurring basis $ 137,619 $ 74,702 $ 60,409 $ 1,606 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB embedded derivative $ (75 ) $ — $ — $ (75 ) Total other policyholder funds and benefits payable (75 ) — — (75 ) Derivative liabilities Foreign exchange derivatives (187 ) — (187 ) — Interest rate derivatives (403 ) — (374 ) (29 ) GMWB hedging instruments (2 ) — (2 ) — Macro hedge program 4 — — 4 Total derivative liabilities [4] (588 ) — (563 ) (25 ) Total liabilities accounted for at fair value on a recurring basis $ (663 ) $ — $ (563 ) $ (100 ) [1] Included in other investments on the Consolidated Balance Sheets. [2] Includes derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements and applicable law. See footnote 4 to this table for derivative liabilities. [3] Approximately $3.6 billion and $2.5 billion of investment sales receivable, as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value. Included in the total fair value amount are $468 and $902 of investments, as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), respectively, for which the fair value is estimated using the net asset value per unit as a practical expedient which are excluded from the disclosure requirement to classify amounts in the fair value hierarchy. [4] Includes derivative instruments in a net negative fair value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements and applicable law.
Fair Value Measurement Inputs and Valuation Techniques [Table Text Block]	Significant Unobservable Inputs for Level 3 - Securities As of December 31, 2018 (Successor Company) Assets Accounted for at Fair Value on a Recurring Basis Fair Value Predominant Valuation Technique Significant Unobservable Input Minimum Maximum Weighted Average [1] Impact of Increase in Input on Fair Value [2] CMBS [3] $ 1 Discounted cash flows Spread (encompasses 9bps 1,816bps 278bps Decrease Corporate [4] 144 Discounted cash flows Spread 145bps 1,145bps 400bps Decrease RMBS [3] 426 Discounted cash flows Spread 31bps 346bps 92bps Decrease Constant prepayment rate — % 13 % 6 % Decrease [5] Constant default rate 2 % 8 % 3 % Decrease Loss severity — % 100 % 58 % Decrease As of December 31, 2017 (Predecessor Company) CMBS [3] $ 15 Discounted cash flows Spread (encompasses 9bps 1,816bps 457bps Decrease Corporate [4] 190 Discounted cash flows Spread 103bps 1,000bps 355bps Decrease Municipal 22 Discounted cash flows Spread 192bps 250bps 228bps Decrease RMBS [3] 692 Discounted cash flows Spread 24bps 463bps 77bps Decrease Constant prepayment rate — % 25 % 6 % Decrease [5] Constant default rate — % 7 % 4 % Decrease Loss severity — % 100 % 65 % Decrease [1] The weighted average is determined based on the fair value of the securities. [2] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. [3] Excludes securities for which the Company based fair value on broker quotations. [4] Excludes securities for which the Company bases fair value on broker quotations; however, included are broker-priced lower-rated private placement securities for which the Company receives spread and yield information to corroborate the fair value. [5] Decrease for above market rate coupons and increase for below market rate coupons. Significant Unobservable Inputs for Level 3 GMWB Embedded Customized and Reinsurance Derivatives As of December 31, 2018 (Successor Company) Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal utilization [2] 15% 100% Increase Withdrawal rates [3] —% 8% Increase Lapse rates [4] 1% 40% Decrease Reset elections [5] 20% 45% Increase Equity volatility [6] 17% 30% Increase Credit standing adjustment [7] 0.04% 0.28% Decrease As of December 31, 2017 (Predecessor Company) Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal utilization [2] 15% 100% Increase Withdrawal rates [3] —% 8% Increase Lapse rates [4] —% 40% Decrease Reset elections [5] 30% 75% Increase Equity volatility [6] 7% 30% Increase [1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. [2] Range represents assumed cumulative percentages of policyholders taking withdrawals. [3] Range represents assumed annual amount withdrawn by policyholders. [4] Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business. [5] Range represents assumed percentages of policyholders that would elect to reset their guaranteed benefit base. [6] Range represents implied market volatilities for equity indices based on multiple pricing sources. [7] Range represents Company credit spreads, adjusted for market recoverability. Significant Unobservable Inputs for Level 3 - Freestanding Derivatives As of December 31, 2018 (Successor Company) Fair Value Predominant Valuation Technique Significant Unobservable Input Minimum Maximum Impact of Increase in Input on Fair Value [1] Interest rate derivatives Interest rate swaps $ (27 ) Discounted cash flows Swap curve 3% 3% Decrease GMWB hedging instruments Equity variance swaps (26 ) Option model Equity volatility 22% 22% Increase Equity options (1 ) Option model Equity volatility 30% 32% Increase Customized swaps 71 Discounted cash flows Equity volatility 18% 30% Increase Interest rate swaption 1 Option model Interest rate volatility 3% 3% Increase Macro hedge program [2] Equity options 250 Option model Equity volatility 17% 30% Increase As of December 31, 2017 (Predecessor Company) Interest rate derivatives Interest rate swaps $ (29 ) Discounted cash flows Swap curve 2% 3% Decrease GMWB hedging instruments Equity variance swaps (26 ) Option model Equity volatility 19% 19% Increase Equity options 1 Option model Equity volatility 27% 30% Increase Customized swaps 59 Discounted cash flows Equity volatility 7% 30% Increase Macro hedge program [2] Equity options 29 Option model Equity volatility 18% 31% Increase [1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions. [2] Excludes derivatives for which the Company bases fair value on broker quotations.
Roll-forward of Financial Instruments Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)	Changes in Unrealized Gains (Losses) Included in Net Income (Loss) for Financial Instruments Classified as Level 3 Still Held at End of Period Successor Company Predecessor Company June 1, 2018 to December 31, 2018 [1] [2] January 1, 2018 to May 31, 2018 [1] [2] For the Year Ended December 31, 2017 [1] [2] Assets Fixed maturities, AFS Corporate $ (6 ) $ 2 $ (1 ) Total fixed maturities, AFS (6 ) 2 (1 ) Freestanding derivatives Interest rate 1 (5 ) 1 GMWB hedging instruments 28 (17 ) (61 ) Macro hedge program 252 (26 ) (77 ) Total freestanding derivatives 281 (48 ) (137 ) Reinsurance recoverable for GMWB 10 (19 ) (52 ) Separate accounts — — 1 Total assets $ 285 $ (65 ) $ (189 ) (Liabilities) Other policyholder funds and benefits payable Guaranteed withdrawal benefits $ (25 ) $ 82 $ 231 Equity linked notes — — (4 ) Total other policyholder funds and benefits payable (25 ) 82 227 Total liabilities $ (25 ) $ 82 $ 227 [1] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization. [2] Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein. Fair Value Roll-forwards for Financial Instruments Classified as Level 3 Total Realized/Unrealized Gains (Losses) Fair Value as of June 1, 2018 Included in Net Income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair Value as of December 31, 2018 Assets Fixed maturities, AFS ABS $ 12 $ — $ — $ 20 $ (1 ) $ (4 ) $ 1 $ (26 ) $ 2 CLOs 65 — (1 ) 142 (3 ) (7 ) — (119 ) 77 CMBS 17 — — 42 (1 ) (1 ) — (16 ) 41 Corporate 451 (6 ) (7 ) 17 (2 ) (33 ) 6 (99 ) 327 Municipal 24 — — — — (12 ) — (12 ) — RMBS 617 — (1 ) 38 (71 ) (117 ) — (23 ) 443 Total fixed maturities, AFS 1,186 (6 ) (9 ) 259 (78 ) (174 ) 7 (295 ) 890 Equity securities, at fair value 42 1 — 4 — (1 ) — — 46 Freestanding derivatives Interest rate (27 ) — — — — — — — (27 ) GMWB hedging instruments 17 28 — — — — — — 45 Macro hedge program (5 ) 156 — 41 55 — — — 247 Total freestanding derivatives [5] (15 ) 184 — 41 55 — — — 265 Reinsurance recoverable for GMWB 22 10 — — 8 — — — 40 Separate accounts 55 — — 45 — (7 ) 6 (59 ) 40 Total assets $ 1,290 $ 189 $ (9 ) $ 349 $ (15 ) $ (182 ) $ 13 $ (354 ) $ 1,281 (Liabilities) Other policyholder funds and benefits payable Guaranteed withdrawal benefits (21 ) (25 ) — — (34 ) — — — (80 ) Total other policyholder funds and benefits payable (21 ) (25 ) — — (34 ) — — — (80 ) Total liabilities $ (21 ) $ (25 ) $ — $ — $ (34 ) $ — $ — $ — $ (80 ) The following table presents a reconciliation of the beginning and ending balances for fair value measurements for the period of January 1, 2018 to May 31, 2018 (Predecessor Company), for which the Company has used significant unobservable inputs (Level 3): Fair Value Roll-forwards for Financial Instruments Classified as Level 3 Total Realized/Unrealized Gains (Losses) Fair Value as of January 1, 2018 Included in Net Income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair Value as of May 31, 2018 Assets Fixed maturities, AFS ABS $ 13 $ — $ — $ 6 $ (1 ) $ — $ 1 $ (7 ) $ 12 CLOs 73 — — 5 — (3 ) — (10 ) 65 CMBS 26 — — 7 (1 ) (15 ) — — 17 Corporate 443 2 (23 ) 47 (16 ) (46 ) 64 (20 ) 451 Foreign Govt./Govt. agencies 1 — — — (1 ) — — — — Municipal 38 — (1 ) — — — — (13 ) 24 RMBS 692 — (3 ) 35 (78 ) (24 ) — (5 ) 617 Total fixed maturities, AFS 1,286 2 (27 ) 100 (97 ) (88 ) 65 (55 ) 1,186 Equity securities, at fair value 46 10 — — — (14 ) — — 42 Freestanding derivatives Interest rate (29 ) 2 — — — — — — (27 ) GMWB hedging instruments 34 (15 ) — — — (2 ) — — 17 Macro hedge program 23 (28 ) — — — — — — (5 ) Total freestanding derivatives [5] 28 (41 ) — — — (2 ) — — (15 ) Reinsurance recoverable for GMWB 36 (19 ) — — 5 — — — 22 Separate accounts 185 — — 34 — (164 ) 22 (22 ) 55 Total assets $ 1,581 $ (48 ) $ (27 ) $ 134 $ (92 ) $ (268 ) $ 87 $ (77 ) $ 1,290 (Liabilities) Other policyholder funds and benefits payable Guaranteed withdrawal benefits (75 ) 82 — — (28 ) — — — (21 ) Total other policyholder funds and benefits payable (75 ) 82 — — (28 ) — — — (21 ) Total liabilities $ (75 ) $ 82 $ — $ — $ (28 ) $ — $ — $ — $ (21 )	Fair Value Roll-forwards for Financial Instruments Classified as Level 3 Total Realized/Unrealized Gains (Losses) Fair Value as of January 1, 2017 Included in Net Income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair Value as of December 31, 2017 Assets Fixed maturities, AFS ABS $ 37 $ — $ — $ 14 $ (6 ) $ — $ 6 $ (38 ) $ 13 CLOs 260 14 (17 ) 147 (107 ) (19 ) — (205 ) 73 CMBS 21 — 1 33 (4 ) — — (25 ) 26 Corporate 566 (8 ) 23 111 (7 ) (95 ) 78 (225 ) 443 Foreign Govt./Govt. agencies 17 — 1 3 (2 ) — — (18 ) 1 Municipal 72 — 4 — (1 ) (5 ) — (32 ) 38 RMBS 711 — 19 155 (185 ) — — (8 ) 692 Total fixed maturities, AFS 1,684 6 31 463 (312 ) (119 ) 84 (551 ) 1,286 Equity securities, AFS 44 — (4 ) 6 — — — — 46 Freestanding derivatives Equity — — — — — — — — — Interest rate (30 ) 1 — — — — — — (29 ) GMWB hedging instruments 81 (47 ) — — — — — — 34 Macro hedge program 167 10 — 9 — (163 ) — — 23 Total freestanding derivatives [5] 218 (36 ) — 9 — (163 ) — — 28 Reinsurance recoverable for GMWB 73 (52 ) — — 15 — — — 36 Separate accounts 201 3 6 152 (8 ) (53 ) 11 (127 ) 185 Total assets $ 2,220 $ (79 ) $ 33 $ 630 $ (305 ) $ (335 ) $ 95 $ (678 ) $ 1,581 (Liabilities) Other policyholder funds and benefits payable Guaranteed withdrawal benefits (241 ) 231 — — (65 ) — — — (75 ) Equity linked notes (33 ) (4 ) — — 37 — — — — Total other policyholder funds and benefits payable (274 ) 227 — — (28 ) — — — (75 ) Total liabilities $ (274 ) $ 227 $ — $ — $ (28 ) $ — $ — $ — $ (75 ) [1] The Company classifies realized and unrealized gains (losses) on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives. [2] Amounts in these rows are generally reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization. [3] All amounts are before income taxes and amortization. [4] Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs. [5] Derivative instruments are reported in this table on a net basis for asset (liability) positions and reported in the Consolidated Balance Sheets in other investments and other liabilities. [6] Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
Fair Value, by Balance Sheet Grouping [Table Text Block]	Fair Value Option The Company has elected the fair value option for certain securities that contain embedded credit derivatives with underlying credit risk, related to residential real estate, and these securities are included within Fixed Maturities, FVO on the Consolidated Balance Sheets. As of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), the fair value of assets and liabilities using the fair value option was $12 and $32 , respectively, within the residential real estate sector. The Company also previously elected the fair value option for certain equity securities in order to align the accounting with total return swap contracts that hedged the risk associated with the investments. The swaps did not qualify for hedge accounting and the change in value of both the equity securities and the total return swaps were recorded in net realized capital gains and losses. These equity securities were classified within equity securities, AFS on the Consolidated Balance Sheets. Income earned from FVO securities was recorded in net investment income and changes in fair value were recorded in net realized capital gains and losses. For the period of June 1, 2018 to December 31, 2018 (Successor Company) and the period of January 1, 2018 to May 31, 2018 (Predecessor Company) there were no realized capital gains (losses) related to the fair value of assets using the fair value option. For the year ended December 31, 2017 (Predecessor Company) the income earned from FVO securities and the changes recorded in net realized capital gains (losses) were $1 , related to equity securities. For the year ended December 31, 2016 (Predecessor Company) the income earned from FVO securities and the changes recorded in net realized capital gains (losses) was $3 and $(34) , related to residential real-estate and equity securities, respectively. The Company did not hold any of these equity securities as of December 31, 2018 (Successor Company). Financial Assets and Liabilities Not Carried at Fair Value Successor Company Predecessor Company Fair Value Hierarchy Level Carrying Amount Fair Value Carrying Amount Fair Value December 31, 2018 December 31, 2017 Assets Policy loans Level 3 $ 1,441 $ 1,441 $ 1,432 $ 1,432 Mortgage loans Level 3 $ 2,100 $ 2,125 $ 2,872 $ 2,941 Liabilities Other policyholder funds and benefits payable [1] Level 3 $ 6,186 $ 5,888 $ 5,905 $ 6,095 Consumer notes [2] [3] Level 3 $ — $ — $ 8 $ 8 Assumed investment contracts [3] Level 3 $ 185 $ 185 $ 342 $ 361
Financial Instruments Not Carried at Fair Value	Financial Assets and Liabilities Not Carried at Fair Value Successor Company Predecessor Company Fair Value Hierarchy Level Carrying Amount Fair Value Carrying Amount Fair Value December 31, 2018 December 31, 2017 Assets Policy loans Level 3 $ 1,441 $ 1,441 $ 1,432 $ 1,432 Mortgage loans Level 3 $ 2,100 $ 2,125 $ 2,872 $ 2,941 Liabilities Other policyholder funds and benefits payable [1] Level 3 $ 6,186 $ 5,888 $ 5,905 $ 6,095 Consumer notes [2] [3] Level 3 $ — $ — $ 8 $ 8 Assumed investment contracts [3] Level 3 $ 185 $ 185 $ 342 $ 361 [1] Excludes group accident and health and universal life insurance contracts, including corporate owned life insurance. [2] Excludes amounts carried at fair value and included in preceding disclosures. [3] Included in other liabilities in the Consolidated Balance Sheets.

Investment Holding Level 3 (Tab

Investment Holding Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Investments [Abstract]
Investment Income [Table Text Block]	Net Investment Income Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, (Before-tax) 2017 2016 Fixed maturities [1] $ 343 $ 395 $ 995 $ 1,049 Equity securities 9 4 9 8 Mortgage loans 49 54 124 135 Policy loans 48 32 79 83 Limited partnerships and other alternative investments 67 41 75 86 Other [2] 11 13 54 64 Investment expenses (18 ) (19 ) (55 ) (52 ) Total net investment income $ 509 $ 520 $ 1,281 $ 1,373 [1] Includes net investment income on short-term investments. [2] Primarily includes income from derivatives that qualify for hedge accounting and hedge fixed maturities.
Realized Gain (Loss) on Investments [Table Text Block]	Net Realized Capital Gains (Losses) Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, (Before tax) 2017 2016 Gross gains on sales $ 12 $ 49 $ 226 $ 211 Gross losses on sales (38 ) (112 ) (58 ) (93 ) Equity securities [1] (21 ) 2 — — Net OTTI losses recognized in earnings (7 ) — (14 ) (28 ) Valuation allowances on mortgage loans (5 ) — 2 — Results of variable annuity hedge program GMWB derivatives, net 12 12 48 (38 ) Macro hedge program 153 (36 ) (260 ) (163 ) Total results of variable annuity hedge program 165 (24 ) (212 ) (201 ) Transactional foreign currency revaluation 9 (6 ) (1 ) (70 ) Non-qualifying foreign currency derivatives (10 ) 7 (5 ) 57 Other, net [2] 37 (23 ) 2 (39 ) Net realized capital gains (losses) $ 142 $ (107 ) $ (60 ) $ (163 ) [1] Effective January 1, 2018, with adoption of new accounting standards for equity securities, include all changes in fair value and trading gains and losses for equity securities at fair value. [2] Includes gains (losses) on non-qualifying derivatives, excluding foreign currency derivatives, of $35 for the period of June 1, 2018 to December 31, 2018 (Successor Company), $(10) for the period of January 1, 2018 to May 31, 2018 (Predecessor Company), and $0 and $6 for the years ended December 31, 2017 and 2016 (Predecessor Company), respectively.
Available-for-sale Securities [Table Text Block]	Sales of AFS Securities Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Fixed maturities, AFS Sale proceeds $ 2,523 $ 3,523 $ 7,979 $ 7,409 Gross gains 12 45 211 206 Gross losses (37 ) (47 ) (56 ) (85 ) Equity securities, AFS Sale proceeds $ 203 $ 321 Gross gains 13 4 Gross losses (1 ) (8 )
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]	Impairments in Earnings by Type Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Intent-to-sell impairments $ 1 $ — $ — $ 4 Credit impairments 6 — 14 22 Impairments on equity securities — — — 2 Total impairments $ 7 $ — $ 14 $ 28 Cumulative Credit Impairments Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, (Before tax) 2017 2016 Balance as of beginning of period $ — $ (88 ) $ (170 ) $ (211 ) Additions for credit impairments recognized on [1]: Securities not previously impaired (6 ) — (1 ) (9 ) Securities previously impaired — — (13 ) (13 ) Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period — 17 82 44 Securities due to an increase in expected cash flows — 1 14 19 Balance as of end of period $ (6 ) $ (70 ) $ (88 ) $ (170 ) [1] These additions are included in the net OTTI losses recognized in earnings in the Consolidated Statements of Operations.
Schedule of Available-for-sale Securities Reconciliation [Table Text Block]	AFS Securities by Type Successor Company Predecessor Company December 31, 2018 December 31, 2017 Cost or Amortized Cost [1] Gross Unrealized Gains Gross Unrealized Losses Fair Value Non-Credit OTTI [2] Cost or Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Non-Credit OTTI [2] ABS $ 514 $ 2 $ — $ 516 $ — $ 821 $ 9 $ (11 ) $ 819 $ — CLOs 971 5 (13 ) 963 — 886 2 — 888 — CMBS 1,409 8 (7 ) 1,407 — 2,061 45 (22 ) 2,084 (1 ) Corporate 7,860 19 (236 ) 7,678 (1 ) 12,587 1,483 (32 ) 14,038 — Foreign govt./govt. agencies 383 3 (6 ) 377 — 379 30 (2 ) 407 — Municipal 738 5 (10 ) 734 — 1,125 142 (1 ) 1,266 — RMBS 1,034 3 (4 ) 1,033 — 1,388 41 (2 ) 1,427 — U.S. Treasuries 1,126 8 (3 ) 1,131 — 1,667 206 (3 ) 1,870 — Total fixed maturities, AFS 14,035 53 (279 ) 13,839 (1 ) 20,914 1,958 (73 ) 22,799 (1 ) Equity securities, AFS [3] 140 14 — 154 — Total AFS securities $ 14,035 $ 53 $ (279 ) $ 13,839 $ (1 ) $ 21,054 $ 1,972 $ (73 ) $ 22,953 $ (1 ) [1] The cost or amortized cost of assets that support modified coinsurance reinsurance contracts were not adjusted as part of the application of pushdown accounting. As a result, gross unrealized gains (losses) only include subsequent changes in value recorded in AOCI beginning June 1, 2018. Prior changes in value have been recorded in additional paid-in capital. [2] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of December 31, 2018 (Successor Company) and 2017 (Predecessor Company). [3] Effective January 1, 2018, with the adoption of new accounting standards for financial instruments, equity securities, AFS were reclassified to equity securities at fair value and are excluded from the table above as of December 31, 2018 .
Investments Classified by Contractual Maturity Date [Table Text Block]	Fixed maturities, AFS, by Contractual Maturity Year Successor Company Predecessor Company December 31, 2018 December 31, 2017 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 481 $ 479 $ 844 $ 850 Over one year through five years 1,508 1,501 3,498 3,580 Over five years through ten years 1,807 1,783 3,178 3,321 Over ten years 6,311 6,157 8,238 9,830 Subtotal 10,107 9,920 15,758 17,581 Mortgage-backed and asset-backed securities 3,928 3,919 5,156 5,218 Total fixed maturities, AFS $ 14,035 $ 13,839 $ 20,914 $ 22,799
Concentration Risk Disclosure [Text Block]	Concentration of Credit Risk The Company aims to maintain a diversified investment portfolio including issuer, sector and geographic stratification, where applicable, and has established certain exposure limits, diversification standards and review procedures to mitigate credit risk. The Company had no investment exposure to any credit concentration risk of a single issuer greater than 10% of the Company's stockholder's equity , other than the U.S. government and certain U.S. government agencies as of December 31, 2018 (Successor Company) or December 31, 2017 (Predecessor Company). As of December 31, 2018 (Successor Company), other than U.S. government and certain U.S. government agencies, the Company’s three largest exposures by issuer were CVS Health Corporation, Microsoft Corporation, and HSBC Holdings PLC, which each comprised less than 1% of total invested assets. As of December 31, 2017 (Predecessor Company), other than U.S. government and certain U.S. government agencies, the Company’s three largest exposures by issuer were HSBC Holdings PLC, Microsoft Corporation, and National Grid PLC, which each comprised less than 1% of total invested assets. The Company’s three largest exposures by sector as of December 31, 2018 (Successor Company), were utilities, financial services, and CMBS which comprised approximately 8% , 7% and 7% , respectively, of total invested assets. The Company’s three largest exposures by sector as of December 31, 2017 (Predecessor Company) were financial services, utilities, and CMBS which comprised approximately 9% , 9% and 7% , respectively, of total invested assets.
Schedule of Unrealized Loss on Investments [Table Text Block]	Unrealized Losses on AFS Securities Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 2018 Successor Company Less Than 12 Months 12 Months or More Total Amortized Cost [1] Fair Value Unrealized Losses Amortized Cost [1] Fair Value Unrealized Losses Amortized Cost [1] Fair Value Unrealized Losses ABS $ 179 $ 179 $ — $ — $ — $ — $ 179 $ 179 $ — CLOs 887 874 (13 ) — — — 887 874 (13 ) CMBS 762 754 (7 ) — — — 762 754 (7 ) Corporate 6,748 6,549 (236 ) — — — 6,748 6,549 (236 ) Foreign govt./govt. agencies 218 212 (6 ) — — — 218 212 (6 ) Municipal 490 480 (10 ) — — — 490 480 (10 ) RMBS 727 723 (4 ) — — — 727 723 (4 ) U.S. Treasuries 619 616 (3 ) — — — 619 616 (3 ) Total fixed maturities, AFS in an unrealized loss position $ 10,630 $ 10,387 $ (279 ) $ — $ — $ — $ 10,630 $ 10,387 $ (279 ) Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 2017 Predecessor Company Less Than 12 Months 12 Months or More Total Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses ABS $ 158 $ 157 $ (1 ) $ 219 $ 209 $ (10 ) $ 377 $ 366 $ (11 ) CLOs 242 242 — 37 37 — 279 279 — CMBS 524 517 (7 ) 346 331 (15 ) 870 848 (22 ) Corporate 1,082 1,074 (8 ) 779 755 (24 ) 1,861 1,829 (32 ) Foreign govt./govt. agencies 60 59 (1 ) 35 34 (1 ) 95 93 (2 ) Municipal 9 9 — 10 9 (1 ) 19 18 (1 ) RMBS 288 287 (1 ) 28 27 (1 ) 316 314 (2 ) U.S. Treasuries 382 380 (2 ) 38 37 (1 ) 420 417 (3 ) Total fixed maturities, AFS in an unrealized loss position $ 2,745 $ 2,725 $ (20 ) $ 1,492 $ 1,439 $ (53 ) $ 4,237 $ 4,164 $ (73 ) Equity securities, AFS [2] 6 6 — 3 3 — 9 9 — Total securities in an unrealized loss position $ 2,751 $ 2,731 $ (20 ) $ 1,495 $ 1,442 $ (53 ) $ 4,246 $ 4,173 $ (73 )
Schedule of Participating Mortgage Loans [Table Text Block]	Valuation Allowance Activity Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Beginning balance $ — $ — $ (19 ) $ (19 ) Reversals/(Additions) (6 ) — (1 ) — Deductions 1 — 20 — Ending balance $ (5 ) $ — $ — $ (19 )
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Text Block]	Mortgage Loans by Property Type Successor Company Predecessor Company December 31, 2018 December 31, 2017 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Industrial $ 580 27.6 % $ 743 25.9 % Lodging 24 1.1 % 24 0.8 % Multifamily 518 24.7 % 662 23.0 % Office 478 22.8 % 685 23.9 % Retail 286 13.6 % 557 19.4 % Single Family 86 4.1 % — — % Other 128 6.1 % 201 7.0 % Total mortgage loans $ 2,100 100 % $ 2,872 100 % Mortgage Loans Mortgage Loan Valuation Allowances Mortgage loans are considered to be impaired when management estimates that, based upon current information and events, it is probable that the Company will be unable to collect amounts due according to the contractual terms of the loan agreement. The Company reviews mortgage loans on a quarterly basis to identify potential credit losses. Among other factors, management reviews current and projected macroeconomic trends, such as unemployment rates, and property-specific factors such as rental rates, occupancy levels, LTV ratios and debt service coverage ratios (“DSCR”). In addition, the Company considers historical, current and projected delinquency rates and property values. Estimates of collectibility require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates. In addition, cash flow projections may change based upon new information about the borrower's ability to pay and/or the value of underlying collateral such as changes in projected property value estimates. For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying amount and estimated value. The mortgage loan's estimated value is most frequently the Company's share of the fair value of the collateral but may also be the Company’s share of either (a) the present value of the expected future cash flows discounted at the loan’s effective interest rate or (b) the loan’s observable market price. A valuation allowance may be recorded for an individual loan or for a group of loans that have an LTV ratio of 90% or greater, a low DSCR or have other lower credit quality characteristics. Changes in valuation allowances are recorded in net realized capital gains and losses. Interest income on impaired loans is accrued to the extent it is deemed collectible and the borrowers continue to make payments under the original or restructured loan terms. The Company stops accruing interest income on loans when it is probable that the Company will not receive interest and principal payments according to the contractual terms of the loan agreement. The Company resumes accruing interest income when it determines that sufficient collateral exists to satisfy the full amount of the loan principal and interest payments and when it is probable cash will be received in the foreseeable future. Interest income on defaulted loans is recognized when received. As of December 31, 2018 (Successor Company), mortgage loans had an amortized cost and carrying value of $2.1 billion , with a valuation allowance of $(5) . As of December 31, 2017 (Predecessor Company), mortgage loans had an amortized cost and carrying value of $2.9 billion with no valuation allowance. Amortized cost represents carrying value prior to valuation allowances, if any. As of December 31, 2018 (Successor Company), the carrying value of mortgage loans that had a valuation allowance was $23 . There were no mortgage loans held-for-sale as of December 31, 2018 (Successor Company) or December 31, 2017 (Predecessor Company). As of December 31, 2018 (Successor Company), the Company had no mortgage loans that have had extensions or restructurings other than what is allowable under the original terms of the contract Mortgage Loans Credit Quality Successor Company Predecessor Company December 31, 2018 December 31, 2017 Loan-to-value Carrying Value Avg. Debt-Service Coverage Ratio Carrying Value Avg. Debt-Service Coverage Ratio Greater than 80% $ — 0.00x $ 5 1.26x 65% - 80% 340 1.78x 125 1.88x Less than 65% 1,760 2.48x 2,742 2.69x Total mortgage loans $ 2,100 2.36x $ 2,872 2.65x Mortgage Loans by Region Successor Company Predecessor Company December 31, 2018 December 31, 2017 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 56 2.7 % $ 62 2.1 % East South Central 19 0.9 % 14 0.5 % Middle Atlantic 131 6.2 % 291 10.1 % Mountain 51 2.4 % 53 1.9 % New England 79 3.7 % 92 3.2 % Pacific 684 32.6 % 838 29.2 % South Atlantic 457 21.8 % 608 21.2 % West South Central 226 10.8 % 195 6.8 % Other [1] 397 18.9 % 719 25.0 % Total mortgage loans $ 2,100 100 % $ 2,872 100 %
Offsetting Liabilities [Table Text Block]	Securities Lending and Repurchase Agreements Successor Company Predecessor Company December 31, 2018 December 31, 2017 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 277 $ 674 Gross amount of associated liability for collateral received [1] $ 284 $ 689 Repurchase Agreements: Gross amount of recognized liabilities for repurchase agreements $ 186 $ 202 Gross amount of collateral pledged related to repurchase agreements [2] $ 190 $ 206 Gross amount of recognized receivables for reverse repurchase agreements [3] $ 25 $ — [1] Cash collateral received is reinvested in fixed maturities, AFS and short term investments which are included in the Consolidated Balance Sheets. Amount includes additional securities collateral received of $ 1 and $1 which are excluded from the Company's Consolidated Balance Sheets as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), respectively. [2] Collateral pledged is included within fixed maturities, AFS and short term investments in the Company's Consolidated Balance Sheets. [3] Collateral received is included within short term investments in the Company's Consolidated Balance Sheets. (i) (ii) (iii) = (i) - (ii) (v) = (iii) - (iv) Net Amounts Presented in the Statement of Financial Position Collateral Disallowed for Offset in the Statement of Financial Position Gross Amounts of Recognized Assets (Liabilities) [1] Gross Amounts Offset in the Statement of Financial Position Derivative Assets [2] (Liabilities) [3] Accrued Interest and Cash Collateral (Received) [3] Pledged [4] Financial Collateral (Received) [5] Net Amount Successor Company As of December 31, 2018 Other investments $ 455 $ 352 $ 212 $ (109 ) $ 65 $ 38 Other liabilities (327 ) (147 ) (84 ) (96 ) (178 ) (2 ) Predecessor Company As of December 31, 2017 Other investments $ 380 $ 338 $ 135 $ (93 ) $ — $ 42 Other liabilities (833 ) (154 ) (588 ) (91 ) (674 ) (5 ) [1] Certain prior year amounts have been restated to conform to the current year presentation for OTC-cleared derivatives. [2] Included in other invested assets in the Company's Consolidated Balance Sheets. [3] Included in other liabilities in the Company's Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty. [4] Included in other investments in the Company's Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. [5] Excludes collateral associated with exchange-traded derivative instruments.

Derivative Instruments Level 3

Derivative Instruments Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Instruments [Table Text Block]	GMWB Hedging Instruments Notional Amount Fair Value Successor Company Predecessor Company Successor Company Predecessor Company December 31, 2018 December 31, 2017 December 31, 2018 December 31, 2017 Customized swaps $ 3,877 $ 5,023 $ 71 $ 59 Equity swaps, options, and futures 776 1,407 (25 ) (31 ) Interest rate swaps and futures 3,140 3,022 25 39 Total $ 7,793 $ 9,452 $ 71 $ 67
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]	Net Derivatives Asset Derivatives [1] Liability Derivatives [1] Notional Amount Fair Value Fair Value Fair Value Successor Company Predecessor Company Successor Company Predecessor Company Successor Company Predecessor Company Successor Company Predecessor Company Hedge Designation/ Derivative Type Dec 31, 2018 Dec 31, 2017 Dec 31, 2018 Dec 31, 2017 Dec 31, 2018 Dec 31, 2017 Dec 31, 2018 Dec 31, 2017 Cash flow hedges Interest rate swaps $ — $ 1,486 $ — $ — $ — $ 1 $ — $ (1 ) Foreign currency swaps — 182 — (12 ) — 5 — (17 ) Total cash flow hedges — 1,668 — (12 ) — 6 — (18 ) Non-qualifying strategies Interest rate contracts Interest rate swaps and futures 3,152 3,219 (101 ) (356 ) 38 203 (139 ) (559 ) Foreign exchange contracts Foreign currency swaps and forwards 225 342 (9 ) (6 ) 7 — (16 ) (6 ) Fixed payout annuity hedge 270 540 (82 ) (170 ) — — (82 ) (170 ) Credit contracts Credit derivatives that purchase credit protection 45 80 (1 ) (3 ) — — (1 ) (3 ) Credit derivatives that assume credit risk [2] 372 380 3 3 3 3 — — Credit derivatives in offsetting positions 43 200 — 1 5 7 (5 ) (6 ) Variable annuity hedge program GMWB product derivatives [3] 9,957 11,390 (80 ) (75 ) — — (80 ) (75 ) GMWB reinsurance contracts 2,115 2,372 40 35 40 35 — — GMWB hedging instruments 7,793 9,452 71 67 114 116 (43 ) (49 ) Macro hedge program 10,765 7,252 247 23 288 45 (41 ) (22 ) Other Modified coinsurance reinsurance contracts 798 861 12 55 12 55 — — Total non-qualifying strategies 35,535 36,088 100 (426 ) 507 464 (407 ) (890 ) Total cash flow hedges and non-qualifying strategies $ 35,535 $ 37,756 $ 100 $ (438 ) $ 507 $ 470 $ (407 ) $ (908 ) Balance Sheet Location Fixed maturities, available-for-sale $ 41 $ 39 $ — $ — $ — $ — $ — $ — Other investments 11,000 10,340 212 135 248 149 (36 ) (14 ) Other liabilities 11,623 12,754 (84 ) (588 ) 207 231 (291 ) (819 ) Reinsurance recoverables 2,914 3,233 52 90 52 90 — — Other policyholder funds and benefits payable 9,957 11,390 (80 ) (75 ) — — (80 ) (75 ) Total derivatives $ 35,535 $ 37,756 $ 100 $ (438 ) $ 507 $ 470 $ (407 ) $ (908 ) [1] Certain prior year amounts have been restated to conform to the current year presentation for OTC-cleared derivatives. [2] The derivative instruments related to this strategy are held for other investment purposes. [3] These derivatives are embedded within liabilities and are not held for risk management purposes.
Offsetting Assets [Table Text Block]	(i) (ii) (iii) = (i) - (ii) (v) = (iii) - (iv) Net Amounts Presented in the Statement of Financial Position Collateral Disallowed for Offset in the Statement of Financial Position Gross Amounts of Recognized Assets (Liabilities) [1] Gross Amounts Offset in the Statement of Financial Position Derivative Assets [2] (Liabilities) [3] Accrued Interest and Cash Collateral (Received) [3] Pledged [4] Financial Collateral (Received) [5] Net Amount Successor Company As of December 31, 2018 Other investments $ 455 $ 352 $ 212 $ (109 ) $ 65 $ 38 Other liabilities (327 ) (147 ) (84 ) (96 ) (178 ) (2 ) Predecessor Company As of December 31, 2017 Other investments $ 380 $ 338 $ 135 $ (93 ) $ — $ 42 Other liabilities (833 ) (154 ) (588 ) (91 ) (674 ) (5 ) [1] Certain prior year amounts have been restated to conform to the current year presentation for OTC-cleared derivatives. [2] Included in other invested assets in the Company's Consolidated Balance Sheets. [3] Included in other liabilities in the Company's Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty. [4] Included in other investments in the Company's Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. [5] Excludes collateral associated with exchange-traded derivative instruments.
Offsetting Liabilities [Table Text Block]	Securities Lending and Repurchase Agreements Successor Company Predecessor Company December 31, 2018 December 31, 2017 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 277 $ 674 Gross amount of associated liability for collateral received [1] $ 284 $ 689 Repurchase Agreements: Gross amount of recognized liabilities for repurchase agreements $ 186 $ 202 Gross amount of collateral pledged related to repurchase agreements [2] $ 190 $ 206 Gross amount of recognized receivables for reverse repurchase agreements [3] $ 25 $ — [1] Cash collateral received is reinvested in fixed maturities, AFS and short term investments which are included in the Consolidated Balance Sheets. Amount includes additional securities collateral received of $ 1 and $1 which are excluded from the Company's Consolidated Balance Sheets as of December 31, 2018 (Successor Company) and December 31, 2017 (Predecessor Company), respectively. [2] Collateral pledged is included within fixed maturities, AFS and short term investments in the Company's Consolidated Balance Sheets. [3] Collateral received is included within short term investments in the Company's Consolidated Balance Sheets. (i) (ii) (iii) = (i) - (ii) (v) = (iii) - (iv) Net Amounts Presented in the Statement of Financial Position Collateral Disallowed for Offset in the Statement of Financial Position Gross Amounts of Recognized Assets (Liabilities) [1] Gross Amounts Offset in the Statement of Financial Position Derivative Assets [2] (Liabilities) [3] Accrued Interest and Cash Collateral (Received) [3] Pledged [4] Financial Collateral (Received) [5] Net Amount Successor Company As of December 31, 2018 Other investments $ 455 $ 352 $ 212 $ (109 ) $ 65 $ 38 Other liabilities (327 ) (147 ) (84 ) (96 ) (178 ) (2 ) Predecessor Company As of December 31, 2017 Other investments $ 380 $ 338 $ 135 $ (93 ) $ — $ 42 Other liabilities (833 ) (154 ) (588 ) (91 ) (674 ) (5 ) [1] Certain prior year amounts have been restated to conform to the current year presentation for OTC-cleared derivatives. [2] Included in other invested assets in the Company's Consolidated Balance Sheets. [3] Included in other liabilities in the Company's Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty. [4] Included in other investments in the Company's Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. [5] Excludes collateral associated with exchange-traded derivative instruments.
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]	Derivatives in Cash Flow Hedging Relationships Gain (Loss) Recognized in OCI on Derivative (Effective Portion) Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 2017 2016 Interest rate swaps $ — $ (17 ) $ (13 ) $ (16 ) Foreign currency swaps — — 4 2 Total $ — $ (17 ) $ (9 ) $ (14 ) Derivatives in Cash Flow Hedging Relationships Gain (Loss) Reclassified from AOCI into Income (Effective Portion) Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 2017 2016 Interest rate swaps Net realized capital gains (losses) $ — $ — $ (1 ) $ 1 Interest rate swaps Net investment income — 8 26 25 Foreign currency swaps Net realized capital gains (losses) — (2 ) 11 (2 ) Total $ — $ 6 $ 36 $ 24
Derivative Instruments, Gain (Loss) [Table Text Block]	Non-qualifying Strategies Gain (Loss) Recognized within Net Realized Capital Gains (Losses) Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the year ended December 31, 2017 For the year ended December 31, 2016 Variable annuity hedge program GMWB product derivatives $ (25 ) $ 82 $ 231 $ 88 GMWB reinsurance contracts 1 (25 ) (49 ) (14 ) GMWB hedging instruments 36 (45 ) (134 ) (112 ) Macro hedge program 153 (36 ) (260 ) (163 ) Total variable annuity hedge program 165 (24 ) (212 ) (201 ) Foreign exchange contracts Foreign currency swaps and forwards 2 (3 ) (9 ) 32 Fixed payout annuity hedge (15 ) 10 4 25 Total foreign exchange contracts (13 ) 7 (5 ) 57 Other non-qualifying derivatives Interest rate contracts Interest rate swaps, swaptions, and futures 23 (40 ) 4 (18 ) Credit contracts Credit derivatives that purchase credit protection — 1 (12 ) (9 ) Credit derivatives that assume credit risk (1 ) (3 ) 18 15 Equity contracts Equity index swaps and options — — 3 30 Other Modified coinsurance reinsurance contracts 13 32 (13 ) (12 ) Total other non-qualifying derivatives 35 (10 ) — 6 Total [1] $ 187 $ (27 ) $ (217 ) $ (138 ) [1] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements of Notes to the Consolidated Financial Statements.
Disclosure of Credit Derivatives [Table Text Block]	As of December 31, 2018 (Successor Company) Underlying Referenced Credit Obligation(s) [1] Credit Derivative type by derivative risk exposure Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] Single name credit default swaps Investment grade risk exposure $ 80 $ 1 4 years Corporate Credit/ Foreign Gov. A $ — $ — Basket credit default swaps [4] Investment grade risk exposure 202 1 5 years Corporate Credit BBB+ — — Below investment grade risk exposure 80 2 5 years Corporate Credit B+ — Investment grade risk exposure 12 (1 ) 5 years CMBS Credit A- 2 — Below investment grade risk exposure 19 (5 ) Less than 1 Year CMBS Credit B- 19 5 Total [5] $ 393 $ (2 ) $ 21 $ 5 As of December 31, 2017 (Predecessor Company) Underlying Referenced Credit Obligation(s) [1] Credit Derivative type by derivative risk exposure Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] Single name credit default swaps Investment grade risk exposure $ 120 $ 3 5 years Corporate Credit/ Foreign Gov. A- $ — $ — Below investment grade risk exposure 43 — Less than 1 Year Corporate Credit B 43 — Basket credit default swaps [4] Investment grade risk exposure 250 — 5 years Corporate Credit BBB+ — — Below investment grade risk exposure 22 2 3 years Corporate Credit B+ 22 — Investment grade risk exposure 15 (1 ) 4 years CMBS Credit A 5 — Below investment grade risk exposure 30 (5 ) Less than 1 Year CMBS Credit CCC 30 5 Total [5] $ 480 $ (1 ) $ 100 $ 5 [1] The average credit ratings are based on availability and are generally the midpoint of the available ratings among Moody’s, S&P, and Fitch. If no rating is available from a rating agency, then an internally developed rating is used. [2] Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements and applicable law which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses. [3] The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap. [4] Comprised of swaps of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index. [5] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements of Notes to the Consolidated Financial Statements.

Reinsurance Level 3 (Tables)

Reinsurance Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Reinsurance Disclosures [Abstract]
Reinsurance Recoverable [Table Text Block]	Reinsurance Recoverables Successor Company Predecessor Company As of December 31, 2018 As of December 31, 2017 Reserve for future policy benefits and other policyholder funds and benefits payable Sold businesses (MassMutual and Prudential) $ 19,354 $ 19,448 Commonwealth 8,969 — Other reinsurers 1,241 1,337 Gross reinsurance recoverables $ 29,564 $ 20,785
Life Insurance Fees Earned Premiums and Other [Table Text Block]	Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the Years Ended December 31, 2017 2016 Gross earned premiums, fee income and other $ 1,439 $ 1,059 $ 2,434 $ 2,659 Reinsurance assumed 66 48 116 129 Reinsurance ceded (972 ) (684 ) (1,539 ) (1,616 ) Net earned premiums, fee income and other $ 533 $ 423 $ 1,011 $ 1,172

Deferred Policy Acquisition C_2

Deferred Policy Acquisition Costs Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Deferred Policy Acquisition Costs and Present Value of Future Profits [Abstract]
Deferred Policy Acquisition Costs [Table Text Block]	Changes in the DAC Balance [1] Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Balance, beginning of period $ — $ 405 $ 463 $ 542 Deferred costs — 1 2 7 Amortization — DAC — (13 ) (51 ) (40 ) Amortization — Unlock benefit (charge), pre-tax — (3 ) 3 (74 ) Adjustments to unrealized gains and losses on securities AFS and other — 31 (12 ) 28 Balance, end of period $ — $ 421 $ 405 $ 463
Present Value of Future Insurance Profits [Table Text Block]	Changes in the VOBA Balance [1] Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Balance, beginning of period $ 805 $ — $ — $ — Amortization (80 ) — — — Amortization — Unlock charge, pre-tax (19 ) — — — Adjustments to unrealized gains and losses on securities AFS and other 10 — — — Balance, end of period $ 716 $ — $ — $ — [1] Effective with the application of pushdown accounting on May 31, 2018, the Company established its VOBA balance through a pushdown accounting adjustment. Please see Note 1 , Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements for further discussion of pushdown accounting.
Present Value of Future Insurance Profits, Expected Amortization [Table Text Block]	Expected Amortization of VOBA Successor Company Years Expected Amortization 2019 $ 23 2020 $ 35 2021 $ 47 2022 $ 43 2023 $ 41

Reserve for Future Policy Ben_2

Reserve for Future Policy Benefits and Separate Account Liabilities Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Insurance Loss Reserves [Abstract]
Schedule of Liability for Future Policy Benefits, by Product Segment [Table Text Block]	Changes in Reserves for Future Policy Benefits Successor Company Universal Life-Type Contracts GMDB/GMWB [1] Life Secondary Guarantees Traditional Annuity and Other Contracts [2] Total Liability balance as of June 1, 2018 [4] $ 471 $ 3,057 $ 14,529 $ 18,057 Incurred [3] 48 250 566 864 Paid (57 ) (31 ) (510 ) (598 ) Liability balance as of December 31, 2018 $ 462 $ 3,276 $ 14,585 $ 18,323 Reinsurance recoverable asset, as of June 1, 2018 [4] $ 294 $ 3,057 $ 1,964 $ 5,315 Incurred [3] 36 250 3,192 3,478 Paid (46 ) (31 ) (184 ) (261 ) Reinsurance recoverable asset, as of December 31, 2018 $ 284 $ 3,276 $ 4,972 $ 8,532 Predecessor Company Universal Life-Type Contracts GMDB/GMWB [1] Universal Life Secondary Guarantees Traditional Annuity and Other Contracts [2] Total Future Policy Benefits Liability balance as of January 1, 2018 $ 873 $ 2,940 $ 10,669 $ 14,482 Incurred [3] 56 117 229 402 Paid (45 ) — (326 ) (371 ) Change in unrealized investment gains and losses — — (205 ) (205 ) Liability balance as of May 31, 2018 $ 884 $ 3,057 $ 10,367 $ 14,308 Reinsurance recoverable asset, as of January 1, 2018 $ 464 $ 2,940 $ 1,742 $ 5,146 Incurred [3] 36 117 (25 ) 128 Paid (37 ) — (24 ) (61 ) Reinsurance recoverable asset, as of May 31, 2018 $ 463 $ 3,057 $ 1,693 $ 5,213 Predecessor Company Universal Life-Type Contracts GMDB/GMWB [1] Life Secondary Guarantees Traditional Annuity and Other Contracts [2] Total Future Policy Benefits Liability balance as of January 1, 2017 $ 786 $ 2,627 $ 10,587 $ 14,000 Incurred [3] 185 313 777 1,275 Paid (98 ) — (787 ) (885 ) Change in unrealized investment gains and losses — — 92 92 Liability balance as of December 31, 2017 $ 873 $ 2,940 $ 10,669 $ 14,482 Reinsurance recoverable asset, as of January 1, 2017 $ 432 $ 2,627 $ 1,697 $ 4,756 Incurred [3] 113 313 108 534 Paid (81 ) — (63 ) (144 ) Reinsurance recoverable asset, as of December 31, 2017 $ 464 $ 2,940 $ 1,742 $ 5,146 [1] These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the GRB are embedded derivatives held at fair value and are excluded from these balances. [2] Represents life-contingent reserves for which the company is subject to insurance and investment risk. [3] Includes the portion of assessments established as additions to reserves as well as changes in estimates affecting the reserves. [4] For additional information regarding the June 1, 2018 valuations, please see Note 1 , Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements for further discussion of pushdown accounting. Account Value by GMDB/GMWB Type as of December 31, 2018 (Successor Company) Account Value (“AV”) [9] Net amount at Risk (“NAR”) [10] Retained Net Amount at Risk (“RNAR”) [10] Weighted Average Attained Age of Annuitant MAV [1] MAV only $ 11,460 $ 2,543 $ 516 72 With 5% rollup [2] 942 177 68 72 With Earnings Protection Benefit Rider (“EPB”) [3] 2,899 452 76 72 With 5% rollup & EPB 400 92 20 74 Total MAV 15,701 3,264 680 Asset Protection Benefit ("APB") [4] 7,958 676 447 70 Lifetime Income Benefit ("LIB") – Death Benefit [5] 362 8 8 72 Reset [6] (5-7 years) 2,105 10 9 71 Return of Premium ("ROP") [7] /Other 5,654 76 73 72 Variable Annuity without GMDB [8] 1,846 — — 68 Subtotal Variable Annuity [11] $ 33,626 $ 4,034 $ 1,217 71 Less: General Account Value 3,387 Subtotal Variable Annuity Separate Account Liabilities 30,239 Separate Account Liabilities - Other 68,575 Total Separate Account Liabilities $ 98,814
Schedule of Net Amount of Risk by Product and Guarantee [Table Text Block]	Account Value by GMDB/GMWB Type as of December 31, 2018 (Successor Company) Account Value (“AV”) [9] Net amount at Risk (“NAR”) [10] Retained Net Amount at Risk (“RNAR”) [10] Weighted Average Attained Age of Annuitant MAV [1] MAV only $ 11,460 $ 2,543 $ 516 72 With 5% rollup [2] 942 177 68 72 With Earnings Protection Benefit Rider (“EPB”) [3] 2,899 452 76 72 With 5% rollup & EPB 400 92 20 74 Total MAV 15,701 3,264 680 Asset Protection Benefit ("APB") [4] 7,958 676 447 70 Lifetime Income Benefit ("LIB") – Death Benefit [5] 362 8 8 72 Reset [6] (5-7 years) 2,105 10 9 71 Return of Premium ("ROP") [7] /Other 5,654 76 73 72 Variable Annuity without GMDB [8] 1,846 — — 68 Subtotal Variable Annuity [11] $ 33,626 $ 4,034 $ 1,217 71 Less: General Account Value 3,387 Subtotal Variable Annuity Separate Account Liabilities 30,239 Separate Account Liabilities - Other 68,575 Total Separate Account Liabilities $ 98,814 [1] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals). [2] Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums. [3] EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net withdrawals. [4] APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months ). [5] LIB GMDB is the greatest of current AV; net premiums paid; or, for certain contracts, a benefit amount generally based on market performance that ratchets over time. [6] Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals). [7] ROP GMDB is the greater of current AV and net premiums paid. [8] Includes account value for contracts that had a GMDB at issue but no longer have a GMDB due to certain elections made by policyholders or their beneficiaries. [9] AV includes the contract holder’s investment in the separate account and the general account. [10] NAR is defined as the guaranteed minimum death benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity market movements and increase when equity markets decline. [11] Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $5.0 billion of total account value and weighted average attained age of 74 years . There is no NAR or retained NAR related to these contracts.
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Table Text Block]	Account Balance Breakdown of Variable Separate Account Investments Successor Company Predecessor Company Asset type December 31, 2018 December 31, 2017 Equity securities (including mutual funds) $ 28,953 $ 34,496 Cash and cash equivalents [1] 1,286 2,712 Total [2] $ 30,239 $ 37,208

Other Intangible Assets Level 3

Other Intangible Assets Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Goodwill and Intangible Assets Disclosure [Abstract]
Schedule of Finite-Lived Intangible Assets [Table Text Block]	Other Intangible Assets As of December 31, 2018 (Successor Company) Gross Carrying Amount Accumulated Amortization Net Carrying Amount Weighted Average Expected Life Amortized Intangible Assets [1] $ 29 $ 4 $ 25 5 Total Indefinite Lived Intangible Assets [2] 26 — 26 — Total Other Intangible Assets $ 55 $ 4 $ 51 5 [1] Consist of internally developed software [2] Consist of state insurance licenses.
Schedule of Finite-Lived Intangible Assets, Future Amortization Expense [Table Text Block]	Expected Pre-tax Amortization Expense Successor Company Years Expected Future Amortization 2019 $ 6 2020 $ 6 2021 $ 6 2022 $ 6 2023 $ 1

Income Tax Level 3 (Tables)

Income Tax Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Income Tax Disclosure [Abstract]
Schedule of Components of Income Tax Expense (Benefit) [Table Text Block]	ncome taxes consists of the following: Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Income Tax Expense (Benefit) Current - U.S. Federal $ (15 ) $ 1 $ 4 $ 2 Deferred - U.S. Federal 74 6 418 72 Total income tax expense $ 59 $ 7 $ 422 $ 74
Schedule of Deferred Tax Assets and Liabilities [Table Text Block]	Deferred tax assets (liabilities) include the following: Successor Company Predecessor Company Deferred Tax Assets As of December 31, 2018 As of December 31, 2017 Tax basis deferred policy acquisition costs $ 40 $ 60 Unearned premium reserve and other underwriting related reserves 4 4 Financial statement DAC, VOBA and reserves 538 39 Investment-related items — 155 Insurance product derivatives — 12 Net operating loss carryover 206 681 Employee benefits 4 — Foreign tax credit carryover 6 23 Net unrealized loss on investments 48 — Deferred reinsurance gain 224 — Other 12 29 Total Deferred Tax Assets 1,082 1,003 Deferred Tax Liabilities Investment related items (113 ) — Net unrealized gains on investments — (398 ) Employee benefits — (49 ) Total Deferred Tax Liabilities (113 ) (447 ) Net Deferred Tax Assets $ 969 $ 556
Schedule of Effective Income Tax Rate Reconciliation [Table Text Block]	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision (benefit) for income taxes is as follows: Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Tax provision at U.S. Federal statutory rate $ 98 $ 21 $ 132 $ 125 Dividends received deduction (37 ) (12 ) (102 ) (76 ) Foreign related investments (4 ) (3 ) (7 ) (7 ) Valuation allowance — — — 31 Tax reform — (2 ) 396 — Other 2 3 3 1 Provision for income taxes $ 59 $ 7 $ 422 $ 74 The separate account DRD is estimated for the current year using information from the most recent return, adjusted for current year equity market performance and other appropriate factors, including estimated levels of corporate dividend payments and level of policy owner equity account balances. The actual current year DRD can vary from estimates based on, but not limited to, changes in eligible dividends received in the mutual funds, amounts of distributions from these mutual funds, amounts of short-term capital gains at the mutual fund level and the Company’s taxable income before the DRD. The Company evaluates its DRD computations on a quarterly basis.

Commitments and Contingencies_3

Commitments and Contingencies Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Schedule of Future Minimum Rental Payments for Operating Leases [Table Text Block]	Operating Leases 2019 $ 2 2020 2 2021 1 2022 1 2023 1 Thereafter — Total minimum lease payments $ 7

Statutory Results Level 3 (Tabl

Statutory Results Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Statutory Accounting Practices [Line Items]
Statutory Accounting Practices Disclosure [Table Text Block]	Statutory net income and statutory capital are as follows: Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the years ended December 31, 2017 2016 Combined statutory net income (loss) $ (126 ) $ 181 $ 369 $ 349 Successor Company Predecessor Company As of December 31, As of December 31, 2018 2017 Statutory capital [1] $ 3,713 $ 3,552

Accumulated Other Comprehensi_2

Accumulated Other Comprehensive Income Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	Changes in AOCI, Net of Tax for the Period of June 1, 2018 to December 31, 2018 (Successor Company) Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ — $ — $ — $ — OCI before reclassifications (198 ) — 2 (196 ) Amounts reclassified from AOCI 25 — — 25 OCI, net of tax (173 ) — 2 (171 ) Ending balance $ (173 ) $ — $ 2 $ (171 ) Changes in AOCI, Net of Tax for the Period of January 1, 2018 to May 31, 2018 (Predecessor Company) Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 1,022 $ 4 $ (3 ) $ 1,023 Cumulative effect of accounting changes, net of tax [1] 182 — — 182 Adjusted balance, beginning of period 1,204 4 (3 ) 1,205 OCI before reclassifications (432 ) (13 ) 1 (444 ) Amounts reclassified from AOCI 2 (5 ) — (3 ) OCI, net of tax (430 ) (18 ) 1 (447 ) Ending balance $ 774 $ (14 ) $ (2 ) $ 758 [1] Includes reclassification to retained earnings of $193 of stranded tax effects and $11 of net unrealized gains, after tax, related to equity securities. Refer to Note 1 - Basis of Presentation and Significant Accounting Policies for further information. Changes in AOCI, Net of Tax for the Year Ended December 31, 2017 (Predecessor Company) Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 693 $ 32 $ (3 ) $ 722 OCI before reclassifications 428 (5 ) — 423 Amounts reclassified from AOCI (99 ) (23 ) — (122 ) OCI, net of tax 329 (28 ) — 301 Ending balance $ 1,022 $ 4 $ (3 ) $ 1,023 Changes in AOCI, Net of Tax for the Year Ended December 31, 2016 (Predecessor Company) Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 539 $ 57 $ (3 ) $ 593 OCI before reclassifications 212 (9 ) — 203 Amounts reclassified from AOCI (58 ) (16 ) — (74 ) OCI, net of tax 154 (25 ) — 129 Ending balance $ 693 $ 32 $ (3 ) $ 722
Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]	Reclassification from AOCI Successor Company Predecessor Company June 1, 2018 to December 31, 2018 January 1, 2018 to May 31, 2018 For the Year Ended December 31, 2017 For the Year Ended December 31, 2016 Affected Line Item in the Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ (32 ) $ (2 ) $ 153 $ 89 Net realized capital gains (losses) (32 ) (2 ) 153 89 Income before income taxes (7 ) — 54 31 Income tax expense $ (25 ) $ (2 ) $ 99 $ 58 Net income (loss) Net Gains on Cash-Flow Hedging Instruments Interest rate swaps $ — $ — $ (1 ) $ 1 Net realized capital gains (losses) Interest rate swaps — 8 26 25 Net investment income Foreign currency swaps — (2 ) 11 (2 ) Net realized capital gains (losses) — 6 36 24 Income before income taxes — 1 13 8 Income tax expense $ — $ 5 $ 23 $ 16 Net income (loss) Total amounts reclassified from AOCI $ (25 ) $ 3 $ 122 $ 74 Net income (loss)

Quarterly Results (Unaudited)_2

Quarterly Results (Unaudited) Level 3 (Tables)	12 Months Ended
	Dec. 31, 2018
Quarterly Financial Information Disclosure [Abstract]
Schedule of Quarterly Financial Information	Successor Company Three Months Ended June 30, September 30, December 31, 2018 [1] 2018 2018 Total revenues $ 156 $ 317 $ 749 Total benefits, losses and expenses $ 85 $ 263 $ 406 Net income $ 57 $ 67 $ 285 [1] Represents the period of June 1, 2018 to June 30, 2018 (Successor Company) as a result of the sale of the Company on May 31, 2018. Predecessor Company Three months ended March 31, June 30, September 30, December 31, 2018 2017 2018 [2] 2017 2017 2017 Total revenues $ 591 $ 527 $ 245 $ 595 $ 533 $ 577 Total benefits, losses and expenses $ 447 $ 441 $ 288 $ 450 $ 462 $ 503 Net income (loss) $ 125 $ 75 $ (31 ) $ 112 $ 83 $ (316 ) [2] Represents the period of April 1 2018 to May 31, 2018 (Predecessor Company) as a result of the sale of the Company on May 31, 2018.

Basis of Presentation and Acc_3

Basis of Presentation and Accounting Policies Level 4 (Details) - USD ($) $ in Millions	Jan. 01, 2018	May 31, 2018	Dec. 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016	Jun. 01, 2018	Dec. 31, 2015
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Sale of HHI				On May 31, 2018 the Company's indirect parent, Hartford Holding, Inc. ("HHI") completed the sale of the Company's parent to a group of investors led by Cornell Capital LLC, Atlas Merchant Capital LLC, TRB Advisors LP, Global Atlantic Financial Group ("Global Atlantic"), Pine Brook and J. Safra Group. Although Talcott Resolution Life Insurance Company is no longer affiliated with The Hartford Financial Services Group, Inc. ("The Hartford") or any of its subsidiaries, The Hartford retained a 9.7 percent ownership interest in HHLP
Pushdown Accounting [Policy Text Block]				HHLP’s May 31, 2018 acquisition of TLI was accounted for by HHLP using business combination accounting. Under this method, the purchase price paid by the investor group was assigned to the identifiable assets acquired and liabilities assumed as of the acquisition date based on their fair value. The Company elected to apply pushdown accounting by applying the guidance permitted under Accounting Standards Codification ("ASC") Topic 805 Business Combinations . By the application of pushdown accounting, the Company’s assets, liabilities and equity were accordingly adjusted to fair value on May 31, 2018 which generated both intangible assets and Value of Business Acquired ("VOBA"). Determining the fair value of certain assets acquired and liabilities assumed is judgmental in nature and often involves the use of significant estimates and assumptions. While we do not anticipate material changes to the initial valuation of assets and liabilities in purchase and pushdown accounting, new information related to acquisition date valuations may give rise to a measurement period adjustment. The measurement period is not to exceed one year from the acquisition date and as of December 31, 2018 no changes have been made to the initial valuation of assets and liabilities determined as part of the purchase and pushdown accounting. Due to the application of pushdown accounting, TL’s financial statements and footnote disclosures are presented in two distinct periods to indicate the application of two different bases of accounting. The periods prior to June 1, 2018 are identified herein as “Predecessor,” while the periods subsequent to HHLP’s acquisition of TLI is identified as “Successor.” As a result of the change in the basis of accounting from historical GAAP to reflect HHLP’s purchase cost, the financial statements for the Predecessor period are not comparable to the Successor periods.
Tax Cuts and Jobs Act of 2017, Reclassification from AOCI to Retained Earnings				$ 193
Unrealized Loss on Securities			$ (196)		$ 423	$ 203
Available-for-sale Securities, Equity Securities			0	0	154
Maximum uncollateralized threshold for derivative counter party, single level entity				$ 10
Gross profit estimates term				20 years
Investments and Cash							$ 27,038
Present Value of Future Insurance Profits, Net		$ 0	716	$ 716	0	0	805	$ 0
Deferred Income Tax Assets, Net			969	969	556		998
Intangible Assets, Net (Excluding Goodwill)			51	51	0		55
Reinsurance Recoverables, Including Reinsurance Premium Paid			29,564	29,564	20,785		22,615
Separate Account Assets			98,814	98,814	115,834		110,773
Assets			150,146	150,146	168,732		162,284
Reserve for future policy benefits			18,323	18,323	14,482		18,057
Policyholder Funds			28,584	28,584	29,228		29,560
Other Liabilities			2,420	2,420	2,508		2,127
Separate account liabilities			98,814	98,814	115,834		110,773
Liabilities			148,141	148,141	162,052		160,517
Stockholders' Equity Attributable to Parent		5,810	2,005	2,005	6,680	7,821	1,767	8,162
Liabilities and Equity			150,146	150,146	168,732		162,284
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Unrealized Loss on Securities	$ 11	(432)	(198)		428	212
Stockholders' Equity Attributable to Parent		774	(173)	(173)	1,022	693	$ 0	$ 539
Other fees [Member] | Fee Income [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax		$ 40	54		58	$ 63
Equity Securities [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Available-for-sale Securities, Equity Securities					$ 154

Fair Value Measurements Level 4

Fair Value Measurements Level 4 Fair Value by Hierarchy (Details) - USD ($) $ in Millions	Dec. 31, 2018	Jun. 01, 2018	May 31, 2018	Dec. 31, 2017	Dec. 31, 2016
ABS [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	$ 516			$ 819
Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	963			888
Commercial Mortgage Backed Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1,407			2,084
Corporate [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	7,678			14,038
Debt Security, Government, Non-US [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	377			407
US States and Political Subdivisions Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	734			1,266
Residential Mortgage Backed Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1,033			1,427
US Treasury Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1,131			1,870
Fair Value Measurement [Domain]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	94,724			113,302
Debt Securities, Available-for-sale	13,839			22,799
Fair Value, Option, Fixed Maturity Securities	12			32
Equity Securities, FV-NI	116
Trading Securities, Equity				12
Equity securities, AFS	0			154
Derivative Asset				135
Short-term investments	844			1,094
Reinsurance recoverables	29,564	$ 22,615		20,785
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	1,281	1,290	$ 1,290	1,581	$ 2,220
Separate Account Assets	98,814	110,773		115,834
Total assets accounted for at fair value on a recurring basis	109,799			137,619
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	(164)			(663)
Liability [Member]
Liabilities accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	(80)			(75)
Guaranteed Minimum Withdrawal Benefit [Member]
Liabilities accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	(80)			(75)
Portion at Other than Fair Value Measurement [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	3,600			2,500
Estimate of Fair Value Measurement [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	468			902
Credit Risk Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset				1
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	2
Foreign Exchange Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset				(1)
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(91)			(187)
Interest Rate Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	36			47
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(137)			(403)
US GMWB Hedging Instruments [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	44			69
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(27)			2
Macro Hedge Program [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	132			19
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(115)			(4)
Derivative Financial Instruments, Assets [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	212
GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance recoverables	40			36
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverable, Including Reinsurance Premium Paid MODCO	12			55
Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	84			588
Level 1 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0			0
Level 1 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0			0
Level 1 [Member] | Commercial Mortgage Backed Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0			0
Level 1 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0			0
Level 1 [Member] | Debt Security, Government, Non-US [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0			0
Level 1 [Member] | US States and Political Subdivisions Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0			0
Level 1 [Member] | Residential Mortgage Backed Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0			0
Level 1 [Member] | US Treasury Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	322			284
Level 1 [Member] | Fair Value Measurement [Domain]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	59,361			73,538
Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	322			284
Fair Value, Option, Fixed Maturity Securities	0			0
Equity Securities, FV-NI	54
Trading Securities, Equity				12
Equity securities, AFS				61
Short-term investments	464			807
Total assets accounted for at fair value on a recurring basis	60,201			74,702
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	0			0
Level 1 [Member] | Liability [Member]
Liabilities accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	0			0
Level 1 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Liabilities accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	0			0
Level 1 [Member] | Credit Risk Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset				0
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	0
Level 1 [Member] | Foreign Exchange Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset				0
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	0			0
Level 1 [Member] | Interest Rate Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	0			0
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	0			0
Level 1 [Member] | US GMWB Hedging Instruments [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	0			0
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	0			0
Level 1 [Member] | Macro Hedge Program [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	0			0
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	0			0
Level 1 [Member] | GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance recoverables	0			0
Level 1 [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverable, Including Reinsurance Premium Paid MODCO	0			0
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	0			0
Level 2 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	514			806
Level 2 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	886			815
Level 2 [Member] | Commercial Mortgage Backed Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1,366			2,058
Level 2 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	7,351			13,595
Level 2 [Member] | Debt Security, Government, Non-US [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	377			406
Level 2 [Member] | US States and Political Subdivisions Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	734			1,228
Level 2 [Member] | Residential Mortgage Backed Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	590			735
Level 2 [Member] | US Treasury Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	809			1,586
Level 2 [Member] | Fair Value Measurement [Domain]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	35,323			38,677
Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	12,627			21,229
Fair Value, Option, Fixed Maturity Securities	12			32
Equity Securities, FV-NI	16
Trading Securities, Equity				0
Equity securities, AFS				47
Derivative Asset				82
Short-term investments	380			287
Total assets accounted for at fair value on a recurring basis	48,414			60,409
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	(181)			(563)
Level 2 [Member] | Liability [Member]
Liabilities accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	0			0
Level 2 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Liabilities accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	0			0
Level 2 [Member] | Credit Risk Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset				1
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	2
Level 2 [Member] | Foreign Exchange Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset				(1)
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(91)			(187)
Level 2 [Member] | Interest Rate Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	36			47
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(110)			(374)
Level 2 [Member] | US GMWB Hedging Instruments [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	8			35
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(18)			2
Level 2 [Member] | Macro Hedge Program [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	0			0
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	0			0
Level 2 [Member] | Derivative Financial Instruments, Assets [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	44
Level 2 [Member] | GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance recoverables	0			0
Level 2 [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverable, Including Reinsurance Premium Paid MODCO	12			55
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	181			563
Level 3 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	2			13
Level 3 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	77			73
Level 3 [Member] | Commercial Mortgage Backed Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	41			26
Level 3 [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1			15
Level 3 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	327			443
Level 3 [Member] | Corporate [Member] | Fair Value, Measurements, Recurring [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	144			190
Level 3 [Member] | Debt Security, Government, Non-US [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0			1
Level 3 [Member] | US States and Political Subdivisions Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0			38
Level 3 [Member] | US States and Political Subdivisions Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale				22
Level 3 [Member] | Residential Mortgage Backed Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	443			692
Level 3 [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	426			692
Level 3 [Member] | US Treasury Securities [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0			0
Level 3 [Member] | Fair Value Measurement [Domain]
Assets accounted for at fair value on a recurring basis
Separate Account Assets	40			185
Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	890			1,286
Fair Value, Option, Fixed Maturity Securities	0			0
Equity Securities, FV-NI	46
Trading Securities, Equity				0
Equity securities, AFS				46
Derivative Asset				53
Short-term investments	0			0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	40	$ 55	$ 55	185	$ 201
Total assets accounted for at fair value on a recurring basis	1,184			1,606
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis	17			(100)
Level 3 [Member] | Liability [Member]
Liabilities accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	(80)			(75)
Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Liabilities accounted for at fair value on a recurring basis
Obligations, Fair Value Disclosure	(80)			(75)
Level 3 [Member] | Credit Risk Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset				0
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	0
Level 3 [Member] | Foreign Exchange Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset				0
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	0			0
Level 3 [Member] | Interest Rate Contract [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	0			0
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(27)			(29)
Level 3 [Member] | US GMWB Hedging Instruments [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	36			34
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(9)			0
Level 3 [Member] | Macro Hedge Program [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	132			19
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(115)			(4)
Level 3 [Member] | Derivative Financial Instruments, Assets [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	168
Level 3 [Member] | GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance recoverables				36
Level 3 [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverable, Including Reinsurance Premium Paid MODCO	0			0
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Liability	(97)			25
Derivative Financial Instruments, Assets [Member] | Other Investments and Other Liabilities [Member]
Assets accounted for at fair value on a recurring basis
Derivative Asset	$ 212			$ 135

Fair Value Measurements Level_2

Fair Value Measurements Level 4 Significant Unobservable Inputs - Securities (Details) $ in Millions	12 Months Ended
	Dec. 31, 2018USD ($)	Dec. 31, 2017USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	$ 13,839	$ 22,799
Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	322	284
Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	12,627	21,229
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	890	1,286
Residential Mortgage Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	1,033	1,427
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	0	0
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	590	735
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	443	692
US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	734	1,266
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	0	0
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	734	1,228
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	0	38
Corporate Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	7,678	14,038
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	0	0
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	7,351	13,595
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	327	443
Commercial Mortgage Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	1,407	2,084
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	0	0
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	1,366	2,058
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	$ 41	$ 26
Credit Standing Adjustment [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Decrease
Credit Standing Adjustment [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	0.28%
Credit Standing Adjustment [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	0.04%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Withdrawal Utilization [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Withdrawal Utilization [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	100.00%	100.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Withdrawal Utilization [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	15.00%	15.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Withdrawal Rates [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Withdrawal Rates [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	8.00%	8.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Withdrawal Rates [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	0.00%	0.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Lapse Rates [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Lapse Rates [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	40.00%	40.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Lapse Rates [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	1.00%	0.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Reset Elections [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Reset Elections [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	45.00%	75.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Reset Elections [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	20.00%	30.00%
Other Contract [Member] | Equity Volatility [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Other Contract [Member] | Equity Volatility [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	30.00%	30.00%
Other Contract [Member] | Equity Volatility [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	17.00%	7.00%
Fair Value, Measurements, Recurring [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	$ 426	$ 692
Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale		$ 22
Fair Value Measurements, Sensitivity Analysis, Description		Decrease
Fair Value, Measurements, Recurring [Member] | Corporate Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	$ 144	$ 190
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Fair Value, Measurements, Recurring [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale	$ 1	$ 15
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Residential Mortgage Backed Securities [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	3.46	4.63
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Residential Mortgage Backed Securities [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.31	0.24
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Residential Mortgage Backed Securities [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.92	0.77
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | US States and Political Subdivisions Debt Securities [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input		2.50
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | US States and Political Subdivisions Debt Securities [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input		1.92
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | US States and Political Subdivisions Debt Securities [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input		2.28
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Corporate Debt Securities [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	11.45	10
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Corporate Debt Securities [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	1.45	1.03
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Corporate Debt Securities [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	4	3.55
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Commercial Mortgage Backed Securities [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	18.16	18.16
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Commercial Mortgage Backed Securities [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.09	0.09
Fair Value, Measurements, Recurring [Member] | Measurement Input, Credit Spread [Member] | Commercial Mortgage Backed Securities [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	2.78	4.57
Fair Value, Measurements, Recurring [Member] | Measurement Input, Constant Prepayment Rate [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Decrease [5]	Decrease [5]
Fair Value, Measurements, Recurring [Member] | Measurement Input, Constant Prepayment Rate [Member] | Residential Mortgage Backed Securities [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.13	0.25
Fair Value, Measurements, Recurring [Member] | Measurement Input, Constant Prepayment Rate [Member] | Residential Mortgage Backed Securities [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0	0
Fair Value, Measurements, Recurring [Member] | Measurement Input, Constant Prepayment Rate [Member] | Residential Mortgage Backed Securities [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.06	0.06
Fair Value, Measurements, Recurring [Member] | Measurement Input, Default Rate [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Fair Value, Measurements, Recurring [Member] | Measurement Input, Default Rate [Member] | Residential Mortgage Backed Securities [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.08	0.07
Fair Value, Measurements, Recurring [Member] | Measurement Input, Default Rate [Member] | Residential Mortgage Backed Securities [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.02	0
Fair Value, Measurements, Recurring [Member] | Measurement Input, Default Rate [Member] | Residential Mortgage Backed Securities [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.03	0.04
Fair Value, Measurements, Recurring [Member] | Measurement Input, Loss Severity [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Fair Value, Measurements, Recurring [Member] | Measurement Input, Loss Severity [Member] | Residential Mortgage Backed Securities [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	1	1
Fair Value, Measurements, Recurring [Member] | Measurement Input, Loss Severity [Member] | Residential Mortgage Backed Securities [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0	0
Fair Value, Measurements, Recurring [Member] | Measurement Input, Loss Severity [Member] | Residential Mortgage Backed Securities [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.58	0.65

Fair Value Measurements Level_3

Fair Value Measurements Level 4 Significant Unobservable Inputs - Freestanding Derivatives (Details) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018USD ($)	Dec. 31, 2018USD ($)	Dec. 31, 2018USD ($)	Dec. 31, 2017USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fair Value, Assets, Level 2 to Level 1 Transfers, Amount				$ 0
Fair value assets level 2 to level 1 transfer amount	$ 0	$ 0
Fair value assets level 1 to level 2 Transfer amount	$ 283	171		773
Fair Value, Inputs, Level 3 [Member] | Interest Rate Swap [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(27)	$ (27)	$ (29)
Fair Value Measurements, Sensitivity Analysis, Description			Decrease	Decrease
Fair Value, Inputs, Level 3 [Member] | Variance Swap [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(26)	$ (26)	$ (26)
Fair Value Measurements, Sensitivity Analysis, Description			Increase	Increase
Fair Value, Inputs, Level 3 [Member] | Equity Option [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		250	$ 250	$ 29
Fair Value Measurements, Sensitivity Analysis, Description			Increase	Increase
Fair Value, Inputs, Level 3 [Member] | Swap [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		71	$ 71	$ 59
Fair Value Measurements, Sensitivity Analysis, Description			Increase	Increase
Equity Option [Member] | Fair Value, Inputs, Level 3 [Member] | Hedge Funds, Equity [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ (1)	$ (1)	$ 1
Fair Value Measurements, Valuation Processes, Description			Option model	Option model
Fair Value Measurements, Sensitivity Analysis, Description			Increase	Increase
Equity Option [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Hedge Funds, Equity [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.30	0.30	0.27
Equity Option [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Hedge Funds, Equity [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.32	0.32	0.30
Interest Rate Swaption [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ 1	$ 1
Fair Value Measurements, Sensitivity Analysis, Description			Increase
Measurement Input, Discount Rate [Member] | Fair Value, Inputs, Level 3 [Member] | Interest Rate Swap [Member] | Minimum [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.03	0.03	0.02
Measurement Input, Discount Rate [Member] | Fair Value, Inputs, Level 3 [Member] | Interest Rate Swap [Member] | Maximum [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.03	0.03	0.03
Measurement Input, Price Volatility [Member] | Fair Value, Inputs, Level 3 [Member] | Variance Swap [Member] | Minimum [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.22	0.22	0.19
Measurement Input, Price Volatility [Member] | Fair Value, Inputs, Level 3 [Member] | Variance Swap [Member] | Maximum [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.22	0.22	0.19
Measurement Input, Price Volatility [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Option [Member] | Minimum [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.17	0.17	0.18
Measurement Input, Price Volatility [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Option [Member] | Maximum [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.30	0.30	0.31
Measurement Input, Price Volatility [Member] | Fair Value, Inputs, Level 3 [Member] | Swap [Member] | Minimum [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.18	0.18	0.07
Measurement Input, Price Volatility [Member] | Fair Value, Inputs, Level 3 [Member] | Swap [Member] | Maximum [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.30	0.30	0.30
Measurement Input, Price Volatility [Member] | Interest Rate Swaption [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.03	0.03
Measurement Input, Price Volatility [Member] | Interest Rate Swaption [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input		0.03	0.03
Valuation Technique, Discounted Cash Flow [Member] | Fair Value, Inputs, Level 3 [Member] | Interest Rate Swap [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Processes, Description			Discounted cash flows	Discounted cash flows
Valuation Technique, Discounted Cash Flow [Member] | Fair Value, Inputs, Level 3 [Member] | Swap [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Processes, Description			Discounted cash flows	Discounted cash flows
Valuation Technique, Discounted Cash Flow [Member] | Interest Rate Swaption [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Processes, Description			Option model
Valuation Technique, Option Pricing Model [Member] | Fair Value, Inputs, Level 3 [Member] | Variance Swap [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Processes, Description			Option model	Option model
Valuation Technique, Option Pricing Model [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Option [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Processes, Description			Option model	Option model

Fair Value Measurements Level_4

Fair Value Measurements Level 4 Fair Value Level 3 Roll Forward (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Jun. 01, 2018	Dec. 31, 2016
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	$ 1,290	$ 1,281	$ 1,581	$ 1,290	$ 2,220
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(48)	189	(79)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(27)	(9)	33
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	134	349	630
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(92)	(15)	(305)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(268)	(182)	(335)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	87	13	95
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(77)	(354)	(678)
Reinsurance Recoverables, Including Reinsurance Premium Paid		29,564	20,785	22,615
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability Value	(21)	(80)	(75)	(21)	(274)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	82	(25)	227
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	(28)	(34)	(28)
Guaranteed Minimum Withdrawal Benefit [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Obligations, Fair Value Disclosure		80	75
GMWB Reinsurance [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Reinsurance Recoverables, Including Reinsurance Premium Paid		40	36
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	55	40	185	55	201
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	(6)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	34	45	152
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	0	(8)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(164)	(7)	(53)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	22	6	11
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	22	59	(127)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability Value	21	80	75	21
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	82	(25)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	(28)	(34)
Fair Value, Inputs, Level 3 [Member] | Equity Linked Notes [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability Value			0		33
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings			(4)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)			0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements			37
Fair Value, Inputs, Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability Value	21		75	21
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	82	(25)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	(28)	(34)
Obligations, Fair Value Disclosure		80	75
Fair Value, Inputs, Level 3 [Member] | Reinsurance Recoverable Including Reinsurance Premium Paid [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value			36		73
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings			(52)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements			(15)
Fair Value, Inputs, Level 3 [Member] | GMWB Reinsurance [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Reinsurance Recoverables, Including Reinsurance Premium Paid			36
Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	(15)	265	28	(15)	218
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	(41)	184	(36)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		41	9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	(55)	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	2	0	163
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0	0
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] | Interest Rate Contract [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	(27)	(27)	(29)	(27)	(30)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	2	0	1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0	0
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] | US GMWB Hedging Instruments [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	17	45	34	17	81
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	(15)	28	(47)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	2	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0	0
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] | US Macro Hedge Program [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	(5)	247	23	(5)	167
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	(28)	156	10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	41	9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	(55)	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0	163
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0	0
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] | Equity Contract [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs			0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings			0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)			0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases			0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements			0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales			0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3			0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3			0
Fair Value, Inputs, Level 3 [Member] | Reinsurance Recoverable Including Reinsurance Premium Paid [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	22	40	36	22
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(19)	10
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(5)	(8)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	0
Fair Value, Inputs, Level 3 [Member] | Available-for-sale Securities [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	1,186	890	1,286	1,186	1,684
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	2	(6)	6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(27)	(9)	31
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	100	259	463
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(97)	(78)	(312)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(88)	(174)	(119)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	65	7	84
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	55	295	551
Fair Value, Inputs, Level 3 [Member] | Available-for-sale Securities [Member] | Equity Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	42	46	46	42	44
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	10	1	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	(4)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	4	6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(14)	(1)	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	0	0
Fair Value, Inputs, Level 3 [Member] | Available-for-sale Securities [Member] | Asset-backed Securities [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	12	2	13	12	37
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	6	20	14
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(1)	(1)	(6)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	(4)	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	1	1	6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	7	26	38
Fair Value, Inputs, Level 3 [Member] | Available-for-sale Securities [Member] | Collateralized Debt Obligations [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	65	77	73	65	260
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	14
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	(1)	(17)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	5	142	147
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	(3)	(107)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(3)	(7)	(19)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	10	119	205
Fair Value, Inputs, Level 3 [Member] | Available-for-sale Securities [Member] | Commercial Mortgage Backed Securities [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	17	41	26	17	21
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	7	42	33
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(1)	(1)	(4)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(15)	(1)	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	16	25
Fair Value, Inputs, Level 3 [Member] | Available-for-sale Securities [Member] | Corporate Debt Securities [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	451	327	443	451	566
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	2	(6)	(8)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(23)	(7)	23
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	47	17	111
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(16)	(2)	(7)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(46)	(33)	(95)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	64	6	78
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	20	99	(225)
Fair Value, Inputs, Level 3 [Member] | Available-for-sale Securities [Member] | Debt Security, Government, Non-US [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	0		1		17
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0		1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(1)		(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0		18
Fair Value, Inputs, Level 3 [Member] | Available-for-sale Securities [Member] | US States and Political Subdivisions Debt Securities [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	24	0	38	24	72
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(1)	0	4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	0	(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	(12)	(5)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	13	12	32
Fair Value, Inputs, Level 3 [Member] | Available-for-sale Securities [Member] | Residential Mortgage Backed Securities [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	617	443	692	$ 617	711
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(3)	(1)	19
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	35	38	155
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	(78)	(71)	(185)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(24)	(117)	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	$ 5	$ 23	$ 8
Separate Accounts [Member] | Hedge Funds [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Redemption Restriction, Percentage		51.00%	51.00%
Separate Accounts [Member] | Private Equity Funds [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Redemption Restriction, Percentage		0.00%	21.00%
Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings			$ 227
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)			0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements			(28)
Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability Value			75		241
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings			231
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)			0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements			(65)
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability Value			$ 75		$ 274

Fair Value Measurements Level_5

Fair Value Measurements Level 4 - Financial Instruments Classified as Level 3 Still Held at Year End (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	$ (65)	$ (285)	$ (189)
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	82	25	227
Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0	0	(1)
Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	82	25	227
Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member] | Equity Linked Notes [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0	0	4
Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	82	25	231
Fair Value, Inputs, Level 3 [Member] | Reinsurance Recoverable Including Reinsurance Premium Paid [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(19)	(10)	(52)
Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(48)	(281)	(137)
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] | Interest Rate Contract [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(5)	(1)	(1)
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] | US GMWB Hedging Instruments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(17)	(28)	(61)
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] | US Macro Hedge Program [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(26)	(252)	(77)
Fair Value, Inputs, Level 3 [Member] | Available-for-sale Securities [Member] | Fixed Maturities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(2)	(6)	(1)
Fair Value, Inputs, Level 3 [Member] | Corporate Debt Securities [Member] | Available-for-sale Securities [Member] | Fixed Maturities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	$ (2)	$ (6)	$ (1)

Fair Value Measurements Level_6

Fair Value Measurements Level 4 Fair Value Option (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Fixed Maturity Securities		$ 12	$ 32
Residential Mortgage Backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Fixed Maturity Securities		12	32
Equity Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)			$ 1	$ (34)
Residential Mortgage Backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$ 0	$ 0		$ 3

Fair Value Measurements Level_7

Fair Value Measurements Level 4 Financial Instruments Not Carried At Fair Value (Details) - USD ($) $ in Millions	Dec. 31, 2018	Jun. 01, 2018	Dec. 31, 2017
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets	$ 150,146	$ 162,284	$ 168,732
Assets, Fair Value Disclosure	109,799		137,619
Liabilities	148,141	$ 160,517	162,052
Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets, Fair Value Disclosure	1,184		1,606
Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	0		8
Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	6,186		5,905
Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Investment Contracts [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	185		342
Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Policy Loans [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets	1,441		1,432
Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgages [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets	2,100		2,872
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial Liabilities Fair Value Disclosure	0		8
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial Liabilities Fair Value Disclosure	5,888		6,095
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Investment Contracts [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial Liabilities Fair Value Disclosure	185		361
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Policy Loans [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets, Fair Value Disclosure	1,441		1,432
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgages [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets, Fair Value Disclosure	$ 2,125		$ 2,941

Investment Holding Level 4 Inve

Investment Holding Level 4 Investment Income (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Net Investment Income [Line Items]
Investment Income, Investment Expense	$ (19)	$ (18)	$ (55)	$ (52)
Net Investment Income	520	509	1,281	1,373
Fixed Maturities [Member]
Net Investment Income [Line Items]
Gross Investment Income, Operating	395	343	995	1,049
Equity Securities [Member]
Net Investment Income [Line Items]
Gross Investment Income, Operating	4	9	9	8
Mortgages [Member]
Net Investment Income [Line Items]
Gross Investment Income, Operating	54	49	124	135
Policy Loans [Member]
Net Investment Income [Line Items]
Gross Investment Income, Operating	32	48	79	83
Limited Partnerships and Other Alternative Investments [Member]
Net Investment Income [Line Items]
Gross Investment Income, Operating	41	67	75	86
Limited Partnerhips Accounted for using Equity Method				96
Other Investments [Member]
Net Investment Income [Line Items]
Gross Investment Income, Operating	$ 13	$ 11	$ 54	$ 64

Investment Holding Level 4 Net

Investment Holding Level 4 Net Realized Capital Gains and Sale of AFS (Details) - USD ($)	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Gain (Loss) on Securities [Line Items]
Available-for-sale Securities, Gross Realized Gains	$ 49,000,000	$ 12,000,000	$ 226,000,000	$ 211,000,000
Available-for-sale Securities, Gross Realized Losses	(112,000,000)	(38,000,000)	(58,000,000)	(93,000,000)
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	0	(7,000,000)	(14,000,000)	(28,000,000)
Foreign Currency Transaction Gain (Loss), before Tax	(6,000,000)	9,000,000	(1,000,000)	(70,000,000)
Realized Investment Gains (Losses)	(107,000,000)	142,000,000	(60,000,000)	(163,000,000)
Other net realized capital gains (losses)	(107,000,000)	149,000,000	(46,000,000)	(135,000,000)
Proceeds from Sale of Debt Securities, Available-for-sale	4,397,000,000	3,303,000,000	10,315,000,000	10,152,000,000
Equity Securities [Member]
Gain (Loss) on Securities [Line Items]
Available-for-sale Securities, Gross Realized Gains			13,000,000	4,000,000
Available-for-sale Securities, Gross Realized Losses			(1,000,000)	(8,000,000)
Proceeds from Sale of Debt Securities, Available-for-sale			203,000,000	321,000,000
Debt Securities [Member]
Gain (Loss) on Securities [Line Items]
Available-for-sale Securities, Gross Realized Gains	45,000,000	12,000,000	211,000,000	206,000,000
Available-for-sale Securities, Gross Realized Losses	(47,000,000)	(37,000,000)	(56,000,000)	(85,000,000)
Proceeds from Sale of Debt Securities, Available-for-sale	3,523,000,000	2,523,000,000	7,979,000,000	7,409,000,000
Not Designated as Hedging Instrument [Member]
Gain (Loss) on Securities [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(27,000,000)	187,000,000	(217,000,000)	(138,000,000)
Not Designated as Hedging Instrument [Member] | Other Credit Derivatives [Member]
Gain (Loss) on Securities [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(10,000,000)	35,000,000	0	6,000,000
Variable Annuity [Member]
Gain (Loss) on Securities [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(24,000,000)	165,000,000	(212,000,000)	(201,000,000)
Foreign Exchange Forward [Member] | Not Designated as Hedging Instrument [Member]
Gain (Loss) on Securities [Line Items]
Derivative, Gain (Loss) on Derivative, Net	7,000,000	(10,000,000)	(5,000,000)	57,000,000
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Gain (Loss) on Securities [Line Items]
Other net realized capital gains (losses)	(2,000,000)	(32,000,000)	153,000,000	89,000,000
Other Investments [Member]
Gain (Loss) on Securities [Line Items]
Gain (Loss) on Disposition of Other Financial Assets	(23,000,000)	37,000,000	2,000,000	(39,000,000)
Equity Securities [Member]
Gain (Loss) on Securities [Line Items]
Marketable Securities, Realized Gain (Loss)	2,000,000	(21,000,000)	0	0
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	0	0	0	(2,000,000)
Net Realized and Unrealized Gain (Loss) on Trading Securities	(3,000,000)	(14,000,000)
Mortgages [Member]
Gain (Loss) on Securities [Line Items]
SEC Schedule, 12-09, Valuation Allowances and Reserves, Increase (Decrease) Adjustment	0	5,000,000	(2,000,000)	0
GMWB Derivatives, Net [Member]
Gain (Loss) on Securities [Line Items]
Derivative, Gain (Loss) on Derivative, Net	12,000,000	12,000,000	48,000,000	(38,000,000)
Macro Hedge Program [Member]
Gain (Loss) on Securities [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ (36,000,000)	$ 153,000,000	$ (260,000,000)	$ (163,000,000)

Investment Holding Level 4 Othe

Investment Holding Level 4 Other than Temporary Impairment, Credit Losses Recognized in Earnings (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	$ 0	$ 7	$ 14	$ 28
Other-than-temporary Impairment Loss, Debt Securities, Held-to-maturity, Recognized in Earnings, before Tax	0	6	14	22
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	0	7	14	28
Other than Temporary Impairment Losses, Investments	0	7	14	28
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	88	70	170	211
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, No Previous Impairment	0	(6)	(1)	(9)
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, Additional Credit Losses	0	0	(13)	(13)
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Securities Sold	17	0	82	44
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Cash Flows	1	0	14	19
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	70	6	88	170
Available-for-sale Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	0	1	0	4
Equity Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	$ 0	$ 0	$ 0	$ 2

Investment Holding Level 4 Avai

Investment Holding Level 4 Available-for-Sale Securities (Details) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018USD ($)	Dec. 31, 2018USD ($)security	Dec. 31, 2017USD ($)	Dec. 31, 2016USD ($)
Debt Securities, Available-for-sale [Line Items]
Proceeds from Sale of Debt Securities, Available-for-sale	$ 4,397	$ 3,303	$ 10,315	$ 10,152
Debt Securities, Available-for-sale, Amortized Cost		14,035	20,914
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax		53	1,958
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax		(279)	(73)
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value
Debt Securities, Available-for-sale		13,839	22,799
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		1	1
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost		19,839
Available-for-sale Equity Securities, Amortized Cost Basis			140
Equity securities, AFS		0	154
Available-for-sale Securities, Amortized Cost Basis		14,035	21,054
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax		53	1,972
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax		279	73
Available-for-sale Securities		13,839	22,953
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, within One Year, Amortized Cost		481	844
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, within One Year, Fair Value		479	850
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, after One Through Five Years, Amortized Cost		1,508	3,498
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, after One Through Five Years, Fair Value		1,501	3,580
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, after Five Through Ten Years, Amortized Cost		1,807	3,178
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, after Five Through Ten Years, Fair Value		1,783	3,321
Debt Securities, Available-for-sale, Allocated and Single Maturity Date, Maturity, after 10 Years, Amortized Cost		6,311	8,238
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, after 10 Years, Fair Value		6,157	9,830
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Amortized Cost		10,107	15,758
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Fair Value		9,920	17,581
Debt Securities, Available-for-sale, Maturity, without Single Maturity Date, Amortized Cost		3,928	5,156
Debt Securities, Available-for-sale, Maturity, without Single Maturity Date, Fair Value		$ 3,919	5,218
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost			2,751
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value			2,731
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss			20
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost			1,495
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value			1,442
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss			53
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost			4,246
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value			4,173
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss			73
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | security		2,234
Percentage of Gross Unrealized Losses Depressed Less than Twenty Percent of Cost or Amortized Cost		99.00%
Available-for-sale Securities, Gross Realized Gains	49	$ 12	226	211
Available-for-sale Securities, Gross Realized Losses	(112)	(38)	(58)	(93)
Asset-backed Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale		516	819
Collateralized Debt Obligations [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale		963	888
Commercial Mortgage Backed Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale		1,407	2,084
Corporate Debt Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale		7,678	14,038
Debt Security, Government, Non-US [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale		377	407
US States and Political Subdivisions Debt Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale		734	1,266
Residential Mortgage Backed Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale		1,033	1,427
US Treasury Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale		1,131	1,870
Debt Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Proceeds from Sale of Debt Securities, Available-for-sale	3,523	2,523	7,979	7,409
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Gross Realized Gains	45	12	211	206
Available-for-sale Securities, Gross Realized Losses	$ (47)	(37)	(56)	(85)
Equity Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Proceeds from Sale of Debt Securities, Available-for-sale			203	321
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Gross Realized Gains			13	4
Available-for-sale Securities, Gross Realized Losses			(1)	$ (8)
Asset-backed Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost		514	821
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax		2	9
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax		0	(11)
Debt Securities, Available-for-sale		516	819
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		179	158
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		179	157
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		0	1
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		0	219
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0	209
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0	10
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		179	377
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		179	366
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		0	11
Collateralized Debt Obligations [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost		971	886
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax		5	2
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax		(13)	0
Debt Securities, Available-for-sale		963	888
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		887	242
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		874	242
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		13	0
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		0	37
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0	37
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0	0
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		887	279
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		874	279
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		13	0
Commercial Mortgage Backed Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost		1,409	2,061
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax		8	45
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax		(7)	(22)
Debt Securities, Available-for-sale		1,407	2,084
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	1
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		762	524
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		754	517
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		7	7
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		0	346
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0	331
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0	15
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		762	870
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		754	848
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		7	22
Corporate Debt Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost		7,860	12,587
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax		19	1,483
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax		(236)	(32)
Debt Securities, Available-for-sale		7,678	14,038
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		1	0
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		6,748	1,082
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		6,549	1,074
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		236	8
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		0	779
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0	755
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0	24
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		6,748	1,861
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		6,549	1,829
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		236	32
Debt Security, Government, Non-US [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost			379
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax		3	30
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax		(6)	(2)
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value		377
Debt Securities, Available-for-sale			407
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost		383
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		218	60
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		212	59
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		6	1
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		0	35
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0	34
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0	1
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		218	95
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		212	93
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		6	2
Municipal Bonds [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost			1,125
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax		5	142
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax		(10)	(1)
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value		734
Debt Securities, Available-for-sale			1,266
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost		738
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		490	9
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		480	9
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		10	0
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		0	10
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0	9
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0	1
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		490	19
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		480	18
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		10	1
Residential Mortgage Backed Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost		1,034	1,388
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax		3	41
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax		(4)	(2)
Debt Securities, Available-for-sale		1,033	1,427
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		727	288
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		723	287
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		4	1
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		0	28
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0	27
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0	1
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		727	316
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		723	314
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		4	2
US Treasury Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost		1,126	1,667
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax		8	206
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax		(3)	(3)
Debt Securities, Available-for-sale		1,131	1,870
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		619	382
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		616	380
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		3	2
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		0	38
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0	37
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0	1
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		619	420
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		616	417
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		3	3
Equity Securities [Member]
Debt Securities, Available-for-sale [Line Items]
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities			0
Available-for-sale Equity Securities, Amortized Cost Basis			140
Available-for-sale Equity Securities, Accumulated Gross Unrealized Gain, before Tax			14
Available-for-sale Equity Securities, Accumulated Gross Unrealized Loss, before Tax			0
Equity securities, AFS			154
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost			6
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value			6
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss			0
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost			3
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value			3
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss			0
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost			9
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value			9
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss			0
Debt Securities [Member]
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		10,630	2,745
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		10,387	2,725
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		279	20
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		0	1,492
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0	1,439
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0	53
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		10,630	4,237
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		10,387	4,164
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		$ 279	$ 73

Investment Holding Level 4 Conc

Investment Holding Level 4 Concentration of Credit Risk (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Concentration Risk [Line Items]
Fair Value, Concentration of Risk, Investments	$ 0	$ 0
Concentration Risk, Benchmark Description	greater than 10% of the Company's stockholder's equity	greater than 10% of the Company's stockholder's equity
HSBC Holding plc. [Member] | Corporate Debt Securities [Member]
Concentration Risk [Line Items]
Largest Exposure by Issuer, Percent of Invested Assets	1.00%	1.00%
Oracle Corp [Member] | Corporate Debt Securities [Member]
Concentration Risk [Line Items]
Largest Exposure by Issuer, Percent of Invested Assets	1.00%	1.00%
National Grid plc, [Member] | Corporate Debt Securities [Member]
Concentration Risk [Line Items]
Largest Exposure by Issuer, Percent of Invested Assets	1.00%
BANK OF AMERICA - MERRILL LYNCH INSTINCT X ATS [Member] | Corporate Debt Securities [Member]
Concentration Risk [Line Items]
Largest Exposure by Issuer, Percent of Invested Assets		1.00%
Financial Services [Member] | Corporate Debt Securities [Member]
Concentration Risk [Line Items]
Largest Exposure by Sector, Percent of Invested Assets	7.00%	9.00%
Consumer Non-cyclical [Member] | Corporate Debt Securities [Member]
Concentration Risk [Line Items]
Largest Exposure by Sector, Percent of Invested Assets	7.00%	7.00%
Public Utility, Bonds [Member] | Corporate Debt Securities [Member]
Concentration Risk [Line Items]
Largest Exposure by Sector, Percent of Invested Assets	8.00%	9.00%

Investment Holding Level 4 Mort

Investment Holding Level 4 Mortgage Loans on Real Estate (Details)	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018USD ($)	Dec. 31, 2018USD ($)	Dec. 31, 2018USD ($)	Dec. 31, 2017USD ($)	Dec. 31, 2016USD ($)	Dec. 31, 2015USD ($)
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Valuation Allowance, Loss Contingency for Loans, LTV Ratio			90.00%
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 2,100,000,000	$ 2,100,000,000	$ 2,872,000,000
Current Weighted Average Loan to Value Ratio of Commercial Mortgage Loan		52.00%	52.00%
Original Weighted Average Loan to Value Ratio of Commercial Mortgage loan		63.00%	63.00%
Secured Debt, Repurchase Agreements		$ 0	$ 0
Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Allowance for Loan and Lease Losses, Real Estate		$ (5)	$ (5)	$ 0
Investment Owned, Percent of Net Assets		100.00%	100.00%	100.00%
Industrial Property [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 580,000,000	$ 580,000,000	$ 743,000,000
Industrial Property [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		27.60%	27.60%	25.90%
Hotel [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 24,000,000	$ 24,000,000	$ 24,000,000
Hotel [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		1.10%	1.10%	0.80%
Multifamily [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 518,000,000	$ 518,000,000	$ 662,000,000
Multifamily [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		24.70%	24.70%	23.00%
Office Building [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 478,000,000	$ 478,000,000	$ 685,000,000
Office Building [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		22.80%	22.80%	23.90%
Retail Site [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 286,000,000	$ 286,000,000	$ 557,000,000
Retail Site [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		13.60%	13.60%	19.40%
Single Family [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 86,000,000	$ 86,000,000	$ 0
Single Family [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		4.10%	4.10%	0.00%
Other Property [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 128,000,000	$ 128,000,000	$ 201,000,000
Other Property [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		6.10%	6.10%	7.00%
East North Central [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 56,000,000	$ 56,000,000	$ 62,000,000
East North Central [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		2.70%	2.70%	2.10%
East South Central [Member] [Domain]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 19,000,000	$ 19,000,000	$ 14,000,000
East South Central [Member] [Domain] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.90%	0.90%	0.50%
Middle Atlantic [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 131,000,000	$ 131,000,000	$ 291,000,000
Middle Atlantic [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		6.20%	6.20%	10.10%
Mountain [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 51,000,000	$ 51,000,000	$ 53,000,000
Mountain [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		2.40%	2.40%	1.90%
New England [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 79,000,000	$ 79,000,000	$ 92,000,000
New England [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		3.70%	3.70%	3.20%
Pacific [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 684,000,000	$ 684,000,000	$ 838,000,000
Pacific [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		32.60%	32.60%	29.20%
South Atlantic [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 457,000,000	$ 457,000,000	$ 608,000,000
South Atlantic [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		21.80%	21.80%	21.20%
West South Central [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 226,000,000	$ 226,000,000	$ 195,000,000
West South Central [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		10.80%	10.80%	6.80%
Region Others [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 397,000,000	$ 397,000,000	$ 719,000,000
Region Others [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		18.90%	18.90%	25.00%
SEC Schedule, 12-09, Allowance, Loan and Lease Loss [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 23,000,000	$ 23,000,000
Disposal Group, Held-for-sale, Not Discontinued Operations [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		0	0
Commercial Loan [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Allowance for Loan and Lease Losses, Real Estate	$ 0	(5,000,000)	(5,000,000)	$ 0	$ (19,000,000)	$ (19,000,000)
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		2,100,000,000	$ 2,100,000,000	2,872,000,000
Allowance for Loan and Lease Losses, Period Increase (Decrease)	0	(6,000,000)		(1,000,000)	0
Allowance for Loan and Lease Losses, Write-offs	$ 0	$ 1,000,000		$ 20,000,000	$ 0
Average Debt Service Coverage Ratio		2.36	2.36	2.65
Commercial Loan [Member] | Mortgages [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate, Principal Amount of Delinquent Loans		$ 0	$ 0	$ 0
Commercial Loan [Member] | LTV 80 to 100 Percent [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 0	$ 0	$ 5,000,000
Average Debt Service Coverage Ratio		0	0	1.26
Commercial Loan [Member] | LTV Between 65 to 80 Percent [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 340,000,000	$ 340,000,000	$ 125,000,000
Average Debt Service Coverage Ratio		1.78	1.78	1.88
Commercial Loan [Member] | LTV Less than 65 Percent [Member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 1,760,000,000	$ 1,760,000,000	$ 2,742,000,000
Average Debt Service Coverage Ratio		2.48	2.48	2.69

Investment Holding Level 4 Vari

Investment Holding Level 4 Variable Interest Entities (Details) - USD ($)	Dec. 31, 2018	Dec. 31, 2017
Variable Interest Entity [Line Items]
Variable Interest Entity, Nonconsolidated, Comparison of Carrying Amount of Assets and Liabilities to Maximum Loss Exposure	$ 849,000,000	$ 900,000,000
Variable Interest Entity, Nonconsolidated, Outstanding Commitments to Fund, Amount	474,000,000	673,000,000
Fixed Income Funds [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$ 0	$ 0

Investment Holding Level 4 Repu

Investment Holding Level 4 Repurchase Agreements, Dollar Roll Transactions and Other (Details) - USD ($) $ in Millions	3 Months Ended	5 Months Ended	7 Months Ended	12 Months Ended
	Dec. 31, 2016	May 31, 2018	Dec. 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016	Jun. 01, 2018
Assets Sold under Agreements to Repurchase [Line Items]
Securities Loaned, Gross			$ 277	$ 277	$ 674
Securities Loaned, Collateral, Obligation to Return			284	284	689
Securities Sold under Agreements to Repurchase, Gross			186	186	202
Securities Sold Under Agreements to Repurchase, Collateral, Obligation to Return			190	190	206
Securities Sold under Agreements to Repurchase, Fair Value of Collateral			25	25	0
Securities Received as Collateral			76	76
Interest-bearing Deposit Liabilities, Domestic			23	23	22
Equity Method Investments			894	$ 894
Aggregate Investment Loss Percentage of Company's Pre Tax Consolidated Net Income Minimum				10.00%
Assets			150,146	$ 150,146	168,732		$ 162,284
Liabilities			148,141	148,141	162,052		$ 160,517
Net Investment Income		$ 520	509		1,281	$ 1,373
Net Income (Loss) Attributable to Parent		$ 94	409		(46)	282
Limited Partner [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Outstanding Commitments to Fund Limited Partnership and Other Alternative Investments			478	478
Assets			132,700	132,700	161,100
Liabilities			28,600	28,600	46,500
Net Investment Income				653	1,800	$ 900
Net Income (Loss) Attributable to Parent	$ 7,400			8,900	8,100
Excluded from Balance Sheet [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Securities Received as Collateral			$ 1	$ 1	$ 1

Derivative Instruments Level 4

Derivative Instruments Level 4 Non-qualifying Strategies for Hedge Accounting (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount		$ 35,535	$ 37,756
Derivative, Fair Value, Net		100	(438)
Invested Assets Suppoting Modco		798	861
Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ (27)	187	(217)	$ (138)
Derivative, Notional Amount		35,535	36,088
Derivative, Fair Value, Net		100	(426)
Not Designated as Hedging Instrument [Member] | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(24)	165	(212)	(201)
Interest Rate Contract [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(40)	23	4	(18)
Foreign Exchange Contract [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	7	(13)	(5)	57
Three Win Related Foreign Currency Swaps [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount		270	540
Derivative, Fair Value, Net		(82)	(170)
Swap [Member] | GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount		3,877	5,023
Swap [Member] | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Fair Value, Net		71	59
Equity Contract [Member] | GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount		776	1,407
Equity Contract [Member] | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Fair Value, Net		(25)	(31)
Equity Contract [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	0	0	3	30
Interest Rate Swap [Member] | GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount		3,140	3,022
Interest Rate Swap [Member] | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Fair Value, Net		25	39
Interest Rate Swap [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount		1,500	2,700
GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount		7,793	9,452
Derivative, Fair Value, Net		71	67
GMWB Hedging Instruments [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(45)	36	(134)	(112)
Derivative, Notional Amount		7,793	9,452
Derivative, Fair Value, Net		71	67
Macro Hedge Program [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(36)	153	(260)	(163)
Derivative, Notional Amount		10,765	7,252
Derivative, Fair Value, Net		247	23
Foreign Exchange Forward [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	7	(10)	(5)	57
Fixed Annuity Hedging Instruments [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	10	(15)	4	25
GMWB Product Derivatives [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	82	(25)	231	88
Derivative, Notional Amount		9,957	11,390
Derivative, Fair Value, Net		(80)	(75)
GMWB Reinsurance [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(25)	1	(49)	(14)
Derivative, Notional Amount		2,115	2,372
Derivative, Fair Value, Net		40	35
Other Contract [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	32	13	(13)	(12)
Credit Default Swap, Buying Protection [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	1	0	(12)	(9)
Credit Default Swap, Selling Protection [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount		393	480
Credit Default Swap, Selling Protection [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(3)	(1)	18	15
Other Credit Derivatives [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(10)	35	0	6
Currency Swap [Member] | Foreign Exchange Forward [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ (3)	$ 2	$ (9)	$ 32

Derivative Instruments Level _2

Derivative Instruments Level 4 Derivative Balance Sheet Classification (Details) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	$ 35,535	$ 37,756
Derivative, Fair Value, Net	100	(438)
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	507	470
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	407	908
Derivative Asset		135
Interest Rate Contract [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset	36	47
Derivative Liability	(137)	(403)
Foreign Exchange Contract [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset		(1)
Derivative Liability	(91)	(187)
Derivative Financial Instruments, Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Liability	84	588
Credit Derivatives in Offsetting Positions [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	21	100
GMWB Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	7,793	9,452
Derivative, Fair Value, Net	71	67
Macro Hedge Program [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset	132	19
Derivative Liability	(115)	(4)
Fair Value Hedging [Member] | Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Net	25	39
Fair Value Hedging [Member] | Equity Contract [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Net	(25)	(31)
Cash Flow Hedging [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	0	1,668
Derivative, Fair Value, Net	0	(12)
Derivative Asset, Fair Value, Gross Asset	0	6
Derivative Liability, Fair Value, Gross Liability	0	18
Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	0	1,486
Derivative, Fair Value, Net	0	0
Derivative Asset, Fair Value, Gross Asset	0	1
Derivative Liability, Fair Value, Gross Liability	0	1
Designated as Hedging Instrument [Member] | Currency Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	0	182
Derivative, Fair Value, Net	0	(12)
Derivative Asset, Fair Value, Gross Asset	0	5
Derivative Liability, Fair Value, Gross Liability	0	17
Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	35,535	36,088
Derivative, Fair Value, Net	100	(426)
Derivative Asset, Fair Value, Gross Asset	507	464
Derivative Liability, Fair Value, Gross Liability	407	890
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	1,500	2,700
Not Designated as Hedging Instrument [Member] | Interest Rate Swaps and Futures [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	3,152	3,219
Derivative, Fair Value, Net	(101)	(356)
Derivative Asset, Fair Value, Gross Asset	38	203
Derivative Liability, Fair Value, Gross Liability	139	559
Not Designated as Hedging Instrument [Member] | Foreign Currency Swaps and Forwards [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	225	342
Derivative, Fair Value, Net	(9)	(6)
Derivative Asset, Fair Value, Gross Asset	7	0
Derivative Liability, Fair Value, Gross Liability	16	6
Not Designated as Hedging Instrument [Member] | Three Win Related Foreign Currency Swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	270	540
Derivative, Fair Value, Net	(82)	(170)
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	82	170
Not Designated as Hedging Instrument [Member] | Credit Default Swap, Buying Protection [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	45	80
Derivative, Fair Value, Net	(1)	(3)
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	1	3
Not Designated as Hedging Instrument [Member] | Credit Default Swap, Selling Protection [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	372	380
Derivative, Fair Value, Net	3	3
Derivative Asset, Fair Value, Gross Asset	3	3
Derivative Liability, Fair Value, Gross Liability	0	0
Not Designated as Hedging Instrument [Member] | Credit Derivatives in Offsetting Positions [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	43	200
Derivative, Fair Value, Net	0	1
Derivative Asset, Fair Value, Gross Asset	5	7
Derivative Liability, Fair Value, Gross Liability	5	6
Not Designated as Hedging Instrument [Member] | GMWB Product Derivatives [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	9,957	11,390
Derivative, Fair Value, Net	(80)	(75)
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	80	75
Not Designated as Hedging Instrument [Member] | GMWB Reinsurance [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	2,115	2,372
Derivative, Fair Value, Net	40	35
Derivative Asset, Fair Value, Gross Asset	40	35
Derivative Liability, Fair Value, Gross Liability	0	0
Not Designated as Hedging Instrument [Member] | GMWB Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	7,793	9,452
Derivative, Fair Value, Net	71	67
Derivative Asset, Fair Value, Gross Asset	114	116
Derivative Liability, Fair Value, Gross Liability	43	49
Not Designated as Hedging Instrument [Member] | Macro Hedge Program [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	10,765	7,252
Derivative, Fair Value, Net	247	23
Derivative Asset, Fair Value, Gross Asset	288	45
Derivative Liability, Fair Value, Gross Liability	41	22
Not Designated as Hedging Instrument [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	798	861
Derivative, Fair Value, Net	12	55
Derivative Asset, Fair Value, Gross Asset	12	55
Derivative Liability, Fair Value, Gross Liability	0	0
Available-for-sale Securities, Debt Securities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	41	39
Derivative, Fair Value, Net	0	0
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	0	0
Other Policyholder Funds and Benefits Payable [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	9,957	11,390
Derivative, Fair Value, Net	(80)	(75)
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	80	75
Reinsurance Recoverable Including Reinsurance Premium Paid [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	2,914	3,233
Derivative, Fair Value, Net	52	90
Derivative Asset, Fair Value, Gross Asset	52	90
Derivative Liability, Fair Value, Gross Liability	0	0
Other Investments [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	11,000	10,340
Derivative, Fair Value, Net	212	135
Derivative Asset, Fair Value, Gross Asset	248	149
Derivative Liability, Fair Value, Gross Liability	36	14
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	11,623	12,754
Derivative, Fair Value, Net	(84)	(588)
Derivative Asset, Fair Value, Gross Asset	207	231
Derivative Liability, Fair Value, Gross Liability	291	819
Derivative Financial Instruments, Liabilities [Member] | Other Investments and Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Liability, Fair Value, Gross Liability	327	833
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	147	154
Derivative Liability	(84)	(588)
Derivative, Collateral, Right to Reclaim Cash	96	91
Derivative Liability, Fair Value of Collateral	178	674
Derivative Liability, Fair Value, Amount Offset Against Collateral	2	5
Derivative Financial Instruments, Assets [Member] | Other Investments and Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	455	380
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	352	338
Derivative Asset	212	135
Derivative, Collateral, Obligation to Return Cash	(109)	(93)
Derivative Asset, Fair Value of Collateral	65	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	$ 38	$ 42

Derivative Instruments Level _3

Derivative Instruments Level 4 Cash Flow Hedges (Details) - USD ($)	3 Months Ended		5 Months Ended	7 Months Ended	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	May 31, 2018	Dec. 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Loss on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring		$ 0	$ 0		$ 0	$ 0
Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, before Tax			(17,000,000)	$ 0		(9,000,000)	$ (14,000,000)
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net			6,000,000	0		36,000,000	24,000,000
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, before Tax	$ (13,000,000)		(17,000,000)	0			(16,000,000)
Currency Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, before Tax	$ 4,000,000			0			2,000,000
Reclassification out of Accumulated Other Comprehensive Income [Member] | Gain (Loss) on Investments [Member] | Currency Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net							(2,000,000)
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member] | Gain (Loss) on Investments [Member] | Currency Swap [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net			(2,000,000)	0		11,000,000	(2,000,000)
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member] | Gain (Loss) on Investments [Member] | Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net			0	0		(1,000,000)	1,000,000
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member] | Gain (Loss) on Investments [Member] | Currency Swap [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net			(2,000,000)	0		11,000,000
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member] | Investment Income [Member] | Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net			$ 8,000,000	$ 0		$ 26,000,000	$ 25,000,000

Derivative Instruments Level _4

Derivative Instruments Level 4 Credit Risk Assumed through Credit Derivatives (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 35,535	$ 37,756
Derivative, Fair Value, Net	100	(438)
Credit Default Swap, Selling Protection [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	393	480
Credit Risk Contract [Member] | Basket Credit Default Swaps [Member] | Standard & Poor's, A- Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	12
Derivative, Fair Value, Net	$ (1)
Average Term of Credit Risk Derivatives	5 years
Derivative, Nominal Value, Amount Offset Against Collateral, Net	$ 2
Derivative, Fair Value, Amount Offset Against Collateral, Net	0
Credit Risk Contract [Member] | Basket Credit Default Swaps [Member] | Standard & Poor's, CCC+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	19
Derivative, Fair Value, Net	(5)
Derivative, Nominal Value, Amount Offset Against Collateral, Net	19
Derivative, Fair Value, Amount Offset Against Collateral, Net	5
Credit Risk Contract [Member] | Basket Credit Default Swaps [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	202	250
Derivative, Fair Value, Net	$ 1	$ 0
Average Term of Credit Risk Derivatives	5 years	5 years
Derivative, Nominal Value, Amount Offset Against Collateral, Net	$ 0	$ 0
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	0
Credit Risk Contract [Member] | Basket Credit Default Swaps [Member] | Standard & Poor's, B+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	80	22
Derivative, Fair Value, Net	$ 2	$ 2
Average Term of Credit Risk Derivatives	5 years	3 years
Derivative, Nominal Value, Amount Offset Against Collateral, Net		$ 22
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	0
Credit Risk Contract [Member] | Basket Credit Default Swaps [Member] | Standard & Poor's, A Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount		15
Derivative, Fair Value, Net		$ (1)
Average Term of Credit Risk Derivatives		4 years
Derivative, Nominal Value, Amount Offset Against Collateral, Net		$ 5
Derivative, Fair Value, Amount Offset Against Collateral, Net		0
Credit Risk Contract [Member] | Basket Credit Default Swaps [Member] | Standard & Poor's, CCC Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount		30
Derivative, Fair Value, Net		(5)
Derivative, Nominal Value, Amount Offset Against Collateral, Net		30
Derivative, Fair Value, Amount Offset Against Collateral, Net		5
Credit Risk Contract [Member] | Single Name Credit Default Swaps [Member] | Standard & Poor's, A- Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount		120
Derivative, Fair Value, Net		$ 3
Average Term of Credit Risk Derivatives		5 years
Derivative, Nominal Value, Amount Offset Against Collateral, Net		$ 0
Derivative, Fair Value, Amount Offset Against Collateral, Net		0
Credit Risk Contract [Member] | Single Name Credit Default Swaps [Member] | Standard & Poor's, B Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount		43
Derivative, Fair Value, Net		0
Derivative, Nominal Value, Amount Offset Against Collateral, Net		43
Derivative, Fair Value, Amount Offset Against Collateral, Net		0
Credit Risk Contract [Member] | Single Name Credit Default Swaps [Member] | Standard & Poor's, A Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	80
Derivative, Fair Value, Net	$ 1
Average Term of Credit Risk Derivatives	4 years
Derivative, Nominal Value, Amount Offset Against Collateral, Net	$ 0
Derivative, Fair Value, Amount Offset Against Collateral, Net	0
Credit Derivatives in Offsetting Positions [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	21	100
Derivative, Fair Value, Amount Offset Against Collateral, Net	5	5
Credit [Member]
Credit Derivatives [Line Items]
Credit Risk Derivatives, at Fair Value, Net	$ (2)	$ (1)

Derivative Instruments Level _5

Derivative Instruments Level 4 Derivative Collateral Arrangements (Details) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Derivative [Line Items]
Security Owned and Pledged as Collateral, Fair Value	$ 2	$ 6
Margin Deposit Assets	85	136
Derivative Asset, Collateral, Obligation to Return Cash, Offset	402	310
Securities Received as Collateral	76
Collateral Pledged [Member]
Derivative [Line Items]
Security Owned and Pledged as Collateral, Fair Value	$ 191	$ 729

Reinsurance Level 4 Reinsurance

Reinsurance Level 4 Reinsurance Recoverables (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016	Jun. 01, 2018
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Line Items]
Reinsurance recoverables		$ 29,564	$ 20,785		$ 22,615
Life Insurance Recoveries on Ceded Reinsurance Contracts	$ 546	731	1,150	$ 1,131
Fixed Annuity [Member] | Global Atlantic [Member]
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Line Items]
Reinsurance recoverables		9,000
Fixed Annuity [Member] | Global Atlantic [Member] | Life and Annuity Insurance Product Line [Member]
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Line Items]
Reinsurance recoverables		8,969	0
Retirement Plans and Individual Life Businesses [Member] | Life and Annuity Insurance Product Line [Member]
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Line Items]
Reinsurance recoverables		19,354	19,448
Retirement [Member] | Mass Mutual [Member]
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Line Items]
Reinsurance recoverables		8,100	8,300
Individual Life [Member] | Prudential [Member]
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Line Items]
Reinsurance recoverables		11,300	11,100
Continuing Operations [Member] | Life Annuity Accident and Health Insurance Product Line [Member]
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Line Items]
Reinsurance recoverables		$ 1,241	$ 1,337

Reinsurance Level 4 Reinsuran_2

Reinsurance Level 4 Reinsurance Revenues (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Line Items]
Assumed Premiums Earned	$ 48	$ 66	$ 116	$ 129
Ceded Premiums Earned	(684)	(972)	(1,539)	(1,616)
Life Annuity Accident and Health Insurance Product Line [Member]
SEC Schedule, 12-17, Insurance Companies, Reinsurance [Line Items]
Gross Fee Income Earned Premium and Other Life	1,059	1,439	2,434	2,659
Assumed Premiums Earned	48	66	116	129
Ceded Premiums Earned	(684)	(972)	(1,539)	(1,616)
Net Fee Income Earned Premium and Other Life	$ 423	$ 533	$ 1,011	$ 1,172

Deferred Policy Acquisition C_3

Deferred Policy Acquisition Costs Level 4 (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Movement Analysis of Deferred Policy Acquisition Costs [Roll Forward]
Deferred Policy Acquisition Costs	$ 405	$ 421	$ 463	$ 542
Deferred Policy Acquisition Costs, Additions	1	0	2	7
Deferred Policy Acquisition Cost, Amortization Expense, Other	(13)	0	(51)	(40)
Deferred Policy Acquisition Cost, Amortization Expense, Assumption Change	(3)	0	3	(74)
Deferred Policy Acquisition Cost, Unrealized Investment Gain (Loss)	31	0	(12)	28
Deferred Policy Acquisition Costs	421	0	405	463
Movement in Present Value of Future Insurance Profits [Roll Forward]
Present Value of Future Insurance Profits, Net	0	0	0	0
Present Value of Future Insurance Profits, Amortization Expense	0	(80)	0	0
Present Value of Future Insurance Profits, Amortization Expense, Assumption Change	0	(19)	0	0
Present Value of Future Insurance Profits, Unrealized Gain (Loss) on Investment	0	10	0	0
Present Value of Future Insurance Profits, Net	$ 0	716	$ 0	$ 0
Present Value of Future Insurance Profits, Amortization Expense, Next Five Years [Abstract]
Present Value of Future Insurance Profits, Amortization Expense, Year One		23
Present Value of Future Insurance Profits, Amortization Expense, Year Two		35
Present Value of Future Insurance Profits, Amortization Expense, Year Three		47
Present Value of Future Insurance Profits, Amortization Expense, Year Four		43
Present Value of Future Insurance Profits, Amortization Expense, Year Five		$ 41

Reserve for Future Policy Ben_3

Reserve for Future Policy Benefits and Separate Account Liabilities Level 4 Changes in Reserve for Future Policy Benefits (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Jun. 01, 2018	Dec. 31, 2016
Liabilities for Guarantees on Long-Duration Contracts [Line Items]
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	$ 5,213	$ 8,532	$ 5,146	$ 5,315	$ 4,756
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable, Incurred Benefits, Net	128	3,478	534
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverables, Payment for Benefits, Net	(61)	(261)	(144)
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	5,213	8,532	5,146	5,315	4,756
Movement in Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	14,308	18,323	14,482	18,057	14,000
Liabilities for Guarantees on Long-Duration Contracts, Incurred Benefits	402	864	1,275
Liabilities for Guarantees on Long-Duration Contracts, Payment for Benefits	(371)	(598)	(885)
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	(205)		92
Guaranteed Minimum Death Benefit [Member]
Liabilities for Guarantees on Long-Duration Contracts [Line Items]
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	463	284	464	294	432
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable, Incurred Benefits, Net	36	36	113
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverables, Payment for Benefits, Net	(37)	(46)	(81)
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	463	284	464	294	432
Movement in Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	884	462	873	471	786
Liabilities for Guarantees on Long-Duration Contracts, Incurred Benefits	56	48	185
Liabilities for Guarantees on Long-Duration Contracts, Payment for Benefits	(45)	(57)	(98)
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	0		0
Secondary Guarantees [Member] | Universal Life [Member]
Liabilities for Guarantees on Long-Duration Contracts [Line Items]
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	3,057	3,276	2,940	3,057	2,627
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable, Incurred Benefits, Net	117	250	313
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverables, Payment for Benefits, Net		(31)
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	3,057	3,276	2,940	3,057	2,627
Movement in Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	3,057	3,276	2,940	3,057	2,627
Liabilities for Guarantees on Long-Duration Contracts, Incurred Benefits	117	250	313
Liabilities for Guarantees on Long-Duration Contracts, Payment for Benefits		(31)
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	0		0
Annuitization Benefit [Member]
Liabilities for Guarantees on Long-Duration Contracts [Line Items]
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	1,693	4,972	1,742	1,964	1,697
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable, Incurred Benefits, Net	(25)	3,192	108
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverables, Payment for Benefits, Net	(24)	(184)	(63)
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	1,693	4,972	1,742	1,964	1,697
Movement in Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	10,367	14,585	10,669	$ 14,529	$ 10,587
Liabilities for Guarantees on Long-Duration Contracts, Incurred Benefits	229	566	777
Liabilities for Guarantees on Long-Duration Contracts, Payment for Benefits	(326)	$ (510)	(787)
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	$ (205)		$ 92

Reserve for Future Policy Ben_4

Reserve for Future Policy Benefits and Separate Account Liabilities Level 4 Account Value by Type (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Jun. 01, 2018	Dec. 31, 2017
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 15,701
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	447
Separate account liabilities	98,814	$ 110,773	$ 115,834
Net Amount at Risk by Product and Guarantee, Separate Account Value	68,575
Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 3,264
Weighted Average [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	72 years
MAV Only [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 11,460
MAV Only [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 2,543
MAV Only [Member] | Weighted Average [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	72 years
With Five Percent Rollup [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 942
With Five Percent Rollup [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 177
With Five Percent Rollup [Member] | Weighted Average [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	72 years
With Five Percent Rollup and EPB [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 400
With Five Percent Rollup and EPB [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 92
With Five Percent Rollup and EPB [Member] | Weighted Average [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	74 years
Reset [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 2,105
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 10
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 years
Return of Net Deposit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 5,654
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 76
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	72 years
Variable Annuity [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 4,034
With Earnings Protection Benefit Rider (EPB) [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	2,899
With Earnings Protection Benefit Rider (EPB) [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	452
Asset Protection Benefit ("APB") [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	7,958
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 676
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	70 years
Lifetime Income Benefit ("LIB") - Death Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 362
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 8
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	72 years
Guaranteed Minimum Death Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 3,387
Separate account liabilities	30,239
Guaranteed Minimum Death Benefit [Member] | Deferred Annuitization [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	1,846		$ 1,900
Guaranteed Minimum Death Benefit [Member] | Variable Annuity [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 33,626
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 years
Annuitization Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 680
Annuitization Benefit [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	76
Annuitization Benefit [Member] | MAV Only [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	516
Annuitization Benefit [Member] | With Five Percent Rollup [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	68
Annuitization Benefit [Member] | With Five Percent Rollup and EPB [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	20
Annuitization Benefit [Member] | Reset [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	9
Annuitization Benefit [Member] | Return of Net Deposit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	73
Annuitization Benefit [Member] | Variable Annuity [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	1,217
Guaranteed Lifetime Withdrawal Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 5,000
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	68 years
Guaranteed Minimum Withdrawal Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 0
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	74 years

Reserve for Future Policy Ben_5

Reserve for Future Policy Benefits and Separate Account Liabilities Level 4 Separate Accounts by Major Category of Investment (Details) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 15,701
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	$ 30,239	$ 37,208
Invested in Fixed Income Securities	20.00%	15.00%
Invested in Equity Securities	80.00%	85.00%
Equity Securities [Member]
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	$ 28,953	$ 34,496
Cash and Cash Equivalents [Member]
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	1,286	2,712
Guaranteed Minimum Death Benefit [Member]
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	3,387
Guaranteed Minimum Death Benefit [Member] | Deferred Annuitization [Member]
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 1,846	$ 1,900

Other Intangible Assets Level 4

Other Intangible Assets Level 4 - Other Intangible Assets Gross/Net (Details) $ in Millions	7 Months Ended	12 Months Ended
	Dec. 31, 2018USD ($)	Dec. 31, 2018USD ($)
Goodwill and Intangible Assets Disclosure [Abstract]
Finite-Lived Intangible Assets, Gross	$ 29	$ 29
Finite-Lived Intangible Assets, Accumulated Amortization	4	4
Finite-Lived Intangible Assets, Net [Abstract]	$ 25	$ 25
Finite-Lived Intangible Asset, Useful Life	5 years	5 years
Indefinite-lived Intangible Assets (Excluding Goodwill)	$ 26	$ 26
Intangible Assets, Gross (Excluding Goodwill)	55	55
Other Intangible Assets, Net	$ 51	$ 51

Other Intangible Assets Level_2

Other Intangible Assets Level 4 - Expected Pre-tax Amortization Expense (Details) $ in Millions	Dec. 31, 2018USD ($)
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]
Finite-Lived Intangible Assets, Amortization Expense, Next Twelve Months	$ 6
Finite-Lived Intangible Assets, Amortization Expense, Year Two	6
Finite-Lived Intangible Assets, Amortization Expense, Year Three	6
Finite-Lived Intangible Assets, Amortization Expense, Year Four	6
Finite-Lived Intangible Assets, Amortization Expense, Year Five	$ 1

Debt Level 4 (Details)

Debt Level 4 (Details) $ in Millions	Dec. 31, 2018USD ($)
Debt Disclosure [Abstract]
Financial instruments owned and pledged as collateral	$ 1,200
Long-term Federal Home Loan Bank Advances	$ 0

Income Tax Level 4 Income tax e

Income Tax Level 4 Income tax expense (benefit) (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Tax Credit Carryforward [Line Items]
Current Federal Tax Expense (Benefit)	$ 1	$ (15)	$ 4	$ 2
Deferred Federal Income Tax Expense (Benefit)	6	74	418	72
Effective Income Tax Rate Reconciliation, Tax Cuts and Jobs Act of 2017, Amount	(2)	0	396	0
Income Tax Expense (Benefit)	$ 7	$ 59	$ 422	$ 74

Income Tax Level 4 Deferred tax

Income Tax Level 4 Deferred tax assets (liabilities) (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Income Tax Contingency [Line Items]
Deferred Tax Assets, Deferred Income	$ 224
Income Taxes Receivable	0	$ 235
Deferred Tax Assets, Net of Valuation Allowance [Abstract]
Deferred Tax Assets, Tax Deferred Expense, Reserves and Accruals, Policyholder Liabilities	40	60
Deferred Tax Assets, Tax Deferred Expense, Reserves and Accruals, Loss Reserves	4	4
Deferred Tax Assets, Gross, Current	538	39
Deferred Tax Assets, Investments	0	155
Deferred Tax Assets, Derivative Instruments	0	12
Deferred Tax Assets, Operating Loss Carryforwards	206	681
Deferred Tax Assets, Tax Credit Carryforwards, Employee Benefits	4	0
Deferred Tax Assets, Tax Credit Carryforwards, Foreign	6	23
Deferred Tax Assets, Other	12	29
Deferred Tax Assets, Gross	1,082	1,003
Deferred Tax Assets, Tax Credits Foregone, Foreign	23
Deferred Tax Assets, Capital Loss Carryforwards	48	0
Components of Deferred Tax Liabilities [Abstract]
Deferred Tax Liabilities Net Unrealized gains on Investments	0	398
Deferred Tax Liabilities, Employee Benefits	0	49
Deferred Tax Liabilities, Net	113	447
Deferred Tax Assets, Net	$ 969	556
Valuation Allowance, Deferred Tax Asset, Explanation of Change	The Company believes it is more likely than not that all deferred tax assets will be fully realized. In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryovers, taxable income in open carry back years and other tax planning strategies. From time to time, tax planning strategies could include holding a portion of debt securities with market value losses until recovery, making investments which have specific tax characteristics and business considerations such as asset-liability matching.
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$ 982	3,243
Deferred Tax Liabilities, Deferred Expense, Deferred Policy Acquisition Cost	113	$ 0
Commonwealth [Member]
Deferred Tax Assets, Net of Valuation Allowance [Abstract]
Deferred Tax Assets, Operating Loss Carryforwards	386
Foreign Tax Credit Carryover [Member]
Deferred Tax Assets, Net of Valuation Allowance [Abstract]
Deferred Tax Assets, Operating Loss Carryforwards	555
Expiring within Tax Years 2027 to 2030 [Member]
Components of Deferred Tax Liabilities [Abstract]
Expected Tax Benefit Attributable to Net Operating Losses Domestic Near term	$ 596

Income Tax Level 4 Effective In

Income Tax Level 4 Effective Income Tax Rate Reconciliation (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Income Tax Contingency [Line Items]
Deferred Tax Assets, Tax Credit Carryforwards, Foreign		$ 6	$ 23
Effective Income Tax Rate Reconciliation at Federal Statutory Income Tax Rate, Amount	$ 21	98	132	$ 125
Effective Income Tax Rate Reconciliation, Deduction, Dividends, Amount	(12)	(37)	(102)	(76)
Income Tax Reconciliation, Deductions, Foreign Investments	(3)	(4)	(7)	(7)
Effective Income Tax Rate Reconciliation, Other Adjustments, Amount	3	2	3	1
Effective Income Tax Rate Reconciliation, Change in Deferred Tax Assets Valuation Allowance, Amount	0	0	0	31
Effective Income Tax Rate Reconciliation, Tax Cuts and Jobs Act of 2017, Amount	(2)	0	396	0
Income Tax Expense (Benefit)	$ 7	59	422	$ 74
Loss Contingency Accrual, Insurance-related Assessment, Premium Tax Offset		4	11
Guaranty Liabilities		$ 8	$ 8

Commitments and Contingencies_4

Commitments and Contingencies Level 4 Lease Commitments (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Commitments and Contingencies Disclosure [Abstract]
Operating Leases, Rent Expense	$ 1	$ 1	$ 2	$ 2
Operating Leases, Future Minimum Payments Due, Next Twelve Months		2
Operating Leases, Future Minimum Payments, Due in Two Years		2
Operating Leases, Future Minimum Payments, Due in Three Years		1
Operating Leases, Future Minimum Payments, Due in Four Years		1
Operating Leases, Future Minimum Payments, Due in Five Years		1
Operating Leases, Future Minimum Payments, Due Thereafter		0
Operating Leases, Future Minimum Payments Due		$ 7

Commitments and Contingencies_5

Commitments and Contingencies Level 4 - Unfunded Commitments (Details)	Dec. 31, 2018USD ($)
Other Commitments [Abstract]
Other Commitment	$ 577,000,000
Commitments to Fund Limited Partnership and Other Alternative Investments	478,000,000
Commitment to fund Private placement securities	42,000,000
Commitments to Fund Mortgage Loans	57,000,000
Commitments to Fund Mortgage Loans, Amount the Company Can Cancel	$ 18

Commitments and Contingencies_6

Commitments and Contingencies Level 4 - Guaranty Fund (Details) - USD ($)	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Other Commitment, Fiscal Year Maturity [Abstract]
Minimum Percentage of Premiums Written Per Year to be Considered for Assessment Under Guaranty Fund	$ 0.01
Maximum Percentage of Premiums Written Per Year to be Considered for Assessment Under Guaranty Fund	0.02
Guaranty Liabilities	8,000,000	$ 8,000,000
Loss Contingency Accrual, Insurance-related Assessment, Premium Tax Offset	$ 4,000,000	$ 11,000,000

Commitments and Contingencies_7

Commitments and Contingencies Level 4 - Derivative Commitments (Details) $ in Millions	Dec. 31, 2018USD ($)
Loss Contingencies [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value	$ 181
Collateral Already Posted, Aggregate Fair Value	190
GMWB Product Derivatives [Member]
Loss Contingencies [Line Items]
Collateral Already Posted, Aggregate Fair Value	$ 29

Transactions with Affiliates _2

Transactions with Affiliates Level 4 Parent Company Transaction (Details)	Dec. 31, 2017USD ($)
Related Party Transactions [Abstract]
Annuity Obligations	$ 682,000,000
Recoverables for Hartford Fire Life, A&H, & Annuity, Contract Guarantees	$ 0

Transactions with Affiliates _3

Transactions with Affiliates Level 4 Reinsurance Disclosures (Details) - Hartford Life and Accident Insurance Company [Member] - USD ($) $ in Millions	5 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Group Insurance Policies [Member]
Effects of Reinsurance [Line Items]
Ceded Premiums Written	$ 9	$ 27	$ 40
Accident and Health Insurance Product Line [Member]
Effects of Reinsurance [Line Items]
Ceded Premiums Written	$ 25	70	$ 86
Other Insurance Product Line [Member]
Effects of Reinsurance [Line Items]
Ceded Premiums Written		90
Policyholder Benefits and Claims Incurred, Ceded		63
Gain (Loss) on Contract Termination		$ 27

Statutory Results Level 4 Statu

Statutory Results Level 4 Statutory Results (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Insurance [Abstract]
Statutory Accounting Practices, Prescribed Practice, Amount			$ 135	$ 174
Statutory Accounting Practices, Statutory Net Income Amount	$ 181	$ (126)		369	$ 349
Statutory Accounting Practices, Statutory Capital and Surplus, Balance		$ 3,713	$ 3,713	$ 3,552

Statutory Results Level 4 Regul

Statutory Results Level 4 Regulatory Capital Requirements (Details)	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Regulatory Capital Requirements [Abstract]
Statutory Accounting Practices, Risk Based Capital Requirements Compliance Assertion	The Company and all of its operating insurance subsidiaries had RBC ratios in excess of the minimum levels required by the applicable insurance regulations. The RBC ratios for the Company and its principal life insurance operating subsidiaries were all in excess of 300% of their Company Action Levels as of December 31, 2018 (Successor Company) and 2017 (Predecessor Company).	The Company and all of its operating insurance subsidiaries had RBC ratios in excess of the minimum levels required by the applicable insurance regulations. The RBC ratios for the Company and its principal life insurance operating subsidiaries were all in excess of 300% of their Company Action Levels as of December 31, 2018 and 2017.

Statutory Results Level 4 Divid

Statutory Results Level 4 Dividends and Capital Contributions (Details) - USD ($) $ in Millions	5 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018
Statutory Accounting Practices [Line Items]
Description of Regulatory Capital Requirements under Insurance Regulations		Dividends to the Company from its insurance subsidiaries and dividends from the Company to its parent are restricted by insurance regulation. The payment of dividends by Connecticut-domiciled insurers is limited under the insurance holding company laws of Connecticut. These laws require notice to and approval by the state insurance commissioner for the declaration or payment of any dividend, which, together with other dividends or distributions made within the preceding twelve months, exceeds the greater of (i) 10% of the insurer’s policyholder surplus as of December 31 of the preceding year or (ii) net income (or net gain from operations, if such company is a life insurance company) for the twelve-month period ending on the thirty-first day of December last preceding, in each case determined under statutory insurance accounting principles. In addition, if any dividend of a domiciled insurer exceeds the insurer’s earned surplus or certain other thresholds as calculated under applicable state insurance law, the dividend requires the prior approval of the domestic regulator. In addition to statutory limitations on paying dividends, the Company also takes other items into consideration when determining dividends from subsidiaries. These considerations include, but are not limited to, expected earnings and capitalization of the subsidiary, regulatory capital requirements and liquidity requirements of the individual operating company. As a condition of the sale, Talcott Resolution Life Insurance Company and its affiliates are required to gain pre-approval from the state insurance commissioner for any dividends, regardless of size, through May 31, 2020.
Hartford Life Insurance Company [Member]
Statutory Accounting Practices [Line Items]
Statutory Accounting Practices, Dividends Paid with Approval of Regulatory Agency	$ 309
Hartford Life and Accident Insurance Company [Member]
Statutory Accounting Practices [Line Items]
Statutory Accounting Practices, Dividends Paid with Approval of Regulatory Agency	308
Hartford Life Inc [Member]
Statutory Accounting Practices [Line Items]
Statutory Accounting Practices, Dividends Paid with Approval of Regulatory Agency	$ 619

Accumulated Other Comprehensi_3

Accumulated Other Comprehensive Income Level 4 AOCI Rollforward (Details) - USD ($) $ in Millions	Jan. 01, 2018	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016	Jun. 01, 2018	Dec. 31, 2015
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Stockholders' Equity Attributable to Parent		$ 5,810	$ 2,005	$ 6,680	$ 7,821	$ 1,767	$ 8,162
OCI, before Reclassifications, Net of Tax, Attributable to Parent			(196)	423	203
Reclassification from AOCI, Current Period, Net of Tax, Attributable to Parent					(74)
Stockholders' Equity Attributable to Parent		5,810	2,005	6,680	7,821	1,767	8,162
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Cumulative Effect of New Accounting Principle in Period of Adoption				182
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance				1,204
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Stockholders' Equity Attributable to Parent		774	(173)	1,022	693	0	539
OCI, before Reclassifications, Net of Tax, Attributable to Parent	$ 11	(432)	(198)	428	212
Reclassification from AOCI, Current Period, Net of Tax, Attributable to Parent		2	25	(99)	(58)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent		(430)	(173)	329	154
Stockholders' Equity Attributable to Parent		774	(173)	1,022	693	0	539
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Cumulative Effect of New Accounting Principle in Period of Adoption				0
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance				4
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Stockholders' Equity Attributable to Parent		(14)	0	4	32	0	57
OCI, before Reclassifications, Net of Tax, Attributable to Parent		(13)	0	(5)	(9)
Reclassification from AOCI, Current Period, Net of Tax, Attributable to Parent		(5)	0	(23)	(16)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent		(18)	0	(28)	(25)
Stockholders' Equity Attributable to Parent		(14)	0	4	32	0	57
Accumulated Foreign Currency Adjustment Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Cumulative Effect of New Accounting Principle in Period of Adoption				0
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance				(3)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Stockholders' Equity Attributable to Parent		(2)	2	(3)	(3)	0	(3)
OCI, before Reclassifications, Net of Tax, Attributable to Parent		1	2	0	0
Reclassification from AOCI, Current Period, Net of Tax, Attributable to Parent		0	0	0	0
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent		1	2	0	0
Stockholders' Equity Attributable to Parent		(2)	2	(3)	(3)	0	(3)
AOCI Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Cumulative Effect of New Accounting Principle in Period of Adoption				182
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance				1,205
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Stockholders' Equity Attributable to Parent		758	(171)	1,023	722	0	593
OCI, before Reclassifications, Net of Tax, Attributable to Parent		(444)
Reclassification from AOCI, Current Period, Net of Tax, Attributable to Parent		3	25	(122)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent		(447)	(171)	301	129
Stockholders' Equity Attributable to Parent		$ 758	$ (171)	$ 1,023	$ 722	$ 0	$ 593

Accumulated Other Comprehensi_4

Accumulated Other Comprehensive Income Level 4 Reclassification of AOCI (Details) - USD ($)	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Other net realized capital gains (losses)	$ (107,000,000)	$ 149,000,000	$ (46,000,000)	$ (135,000,000)
Income (Loss) from Continuing Operations before Equity Method Investments, Income Taxes, Noncontrolling Interest	101,000,000	468,000,000	376,000,000	356,000,000
Income Tax Expense (Benefit)	7,000,000	59,000,000	422,000,000	74,000,000
Net Income (Loss) Attributable to Parent	94,000,000	409,000,000	(46,000,000)	282,000,000
Net Investment Income	520,000,000	509,000,000	1,281,000,000	1,373,000,000
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	3,000,000	(25,000,000)	122,000,000	74,000,000
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Other net realized capital gains (losses)	(2,000,000)	(32,000,000)	153,000,000	89,000,000
Income (Loss) from Continuing Operations before Equity Method Investments, Income Taxes, Noncontrolling Interest	(2,000,000)	(32,000,000)	153,000,000	89,000,000
Income Tax Expense (Benefit)	0	(7,000,000)	54,000,000	31,000,000
Net Income (Loss) Attributable to Parent	(2,000,000)	(25,000,000)	99,000,000	58,000,000
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income (Loss) from Continuing Operations before Equity Method Investments, Income Taxes, Noncontrolling Interest	6,000,000	0	36,000,000	24,000,000
Income Tax Expense (Benefit)	1,000,000	0	13,000,000	8,000,000
Net Income (Loss) Attributable to Parent	5,000,000	0	23,000,000	16,000,000
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member] | Interest Rate Swap [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Other net realized capital gains (losses)	0	0	(1,000,000)	1,000,000
Net Investment Income	8,000,000	0	26,000,000	25,000,000
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member] | Gain (Loss) on Investments [Member] | Cash Flow Hedging [Member] | Currency Swap [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	(2,000,000)	0	11,000,000	$ (2,000,000)
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member] | Gain (Loss) on Investments [Member] | Cash Flow Hedging [Member] | Currency Swap [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ (2,000,000)	$ 0	$ 11,000,000

Quarterly Results (Unaudited)_3

Quarterly Results (Unaudited) Level 4 (Details) - USD ($) $ in Millions	1 Months Ended	2 Months Ended	3 Months Ended							5 Months Ended	7 Months Ended	12 Months Ended
	Jun. 30, 2018	May 31, 2018	Dec. 31, 2018	Sep. 30, 2018	Mar. 31, 2018	Dec. 31, 2017	Sep. 30, 2017	Jun. 30, 2017	Mar. 31, 2017	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Quarterly Financial Information Disclosure [Abstract]
Revenues	$ 156	$ 245	$ 749	$ 317	$ 591	$ 577	$ 533	$ 595	$ 527	$ 836	$ 1,222	$ 2,232	$ 2,382
Total benefits, losses and expenses	85	288	406	263	447	503	462	450	441	$ 735	$ 754	$ 1,856	$ 2,026
Net income	$ 57	$ (31)	$ 285	$ 67	$ 125	$ (316)	$ 83	$ 112	$ 75

Schedule I - Summary of Inves_2

Schedule I - Summary of Investments - Other Than Investments in Affiliates Level 4 Summary of Investments, Other than Investments in Related Parties (Details) - USD ($) $ in Millions	Dec. 31, 2018	Dec. 31, 2017
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	$ 19,839
Fair Value, Option, Fixed Maturity Securities	12	$ 32
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	19,447
US Treasury and Government [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	1,887
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	1,890
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	1,890
US States and Political Subdivisions Debt Securities [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	738
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	734
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	734
Debt Security, Government, Non-US [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	383
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	377
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	377
Public Utility, Bonds [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	1,520
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	1,490
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	1,490
Other Corporate Bonds [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	6,340
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	6,188
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	6,188
All Other Mortgage Backed and Asset Backed Securities [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	3,167
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	3,160
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	3,160
Fixed Income Investments, Available-For-Sale [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	14,035
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	13,839
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	13,839
Fixed Income Securities, Fair Value Option [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	13
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	12
Fixed Maturities [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	14,048
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	13,851
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	13,851
Industrial, Miscellaneous, and All Others [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	87
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	87
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	87
Nonredeemable Preferred Stock [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	29
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	29
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	29
Equity Securities, Investment Summary [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	116
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	116
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	116
Mortgages [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	2,100
Policy Loans [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	1,441
Futures Options and Miscellaneous [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	396
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	201
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	201
Short-term Investments [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	844
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value	844
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	844
Investments in Partnerships and Trusts [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Cost	894
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Fair Value
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties, Amount	894
Fair Value, Inputs, Level 3 [Member]
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]
Fair Value, Option, Fixed Maturity Securities	$ 0	$ 0

Schedule IV - Schedule of Rei_2

Schedule IV - Schedule of Reinsurance Level 4 (Details) - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
SEC Schedule, 12-17, Insurance Companies, Reinsurance, Life Insurance in Force, Net [Abstract]
Direct Premiums, Life Insurance in Force	$ 266,190	$ 259,930	$ 271,213	$ 284,779
Ceded Premiums Earned	197,736	191,858	202,003	213,221
Assumed Premiums, Life Insurance in Force	515	487	526	558
Premiums, Net, Life Insurance in Force	$ 68,969	$ 68,559	$ 69,736	$ 72,116
Life Insurance in Force Premiums, Percentage Assumed to Net	1.00%	1.00%	1.00%	1.00%
Insurance Services Revenue [Abstract]
Direct Premiums Earned	$ 1,059	$ 1,439	$ 2,434	$ 2,659
Ceded Premiums Earned	684	972	1,539	1,616
Assumed Premiums Earned	48	66	116	129
Premiums Earned, Net, Life	$ 423	$ 533	$ 1,011	$ 1,172
SEC Schedule, 12-17, Insurance Companies, Reinsurance, Premium, Percentage Assumed to Net	11.00%	12.00%	11.00%	11.00%
Life and Annuity Insurance Product Line [Member]
Insurance Services Revenue [Abstract]
Direct Premiums Earned	$ 1,033	$ 1,404	$ 2,361	$ 2,524
Ceded Premiums Earned	658	937	1,466	1,527
Assumed Premiums Earned	48	66	116	129
Premiums Earned, Net, Life	$ 423	$ 533	$ 1,011	$ 1,126
SEC Schedule, 12-17, Insurance Companies, Reinsurance, Premium, Percentage Assumed to Net	11.00%	12.00%	11.00%	11.00%
Accident and Health Insurance Product Line [Member]
Insurance Services Revenue [Abstract]
Direct Premiums Earned	$ 26	$ 35	$ 73	$ 135
Ceded Premiums Earned	26	35	73	89
Assumed Premiums Earned	0	0	0	0
Premiums Earned, Net, Life	$ 0	$ 0	$ 0	$ 46
SEC Schedule, 12-17, Insurance Companies, Reinsurance, Premium, Percentage Assumed to Net	0.00%	0.00%	0.00%	0.00%

Schedule V - Valuation and Qu_2

Schedule V - Valuation and Qualifying Accounts Level 4 (Details) - Valuation allowance on mortgage loans [Member] - USD ($) $ in Millions	5 Months Ended	7 Months Ended	12 Months Ended
	May 31, 2018	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Movement in Valuation allowance and reserves
Balance, January 1	$ 0	$ 0	$ 19	$ 19
Charged to Costs and Expenses	0	6	1	0
Write-offs/Payments/Other	0	(1)	(20)	0
Balance, December 31	$ 0	$ 5	$ 0	$ 19

Uncategorized Items - tl-201812

Label	Element	Value
Additional Paid-in Capital [Member]
Stockholders' Equity Attributable to Parent	us-gaap_StockholdersEquity	$ 1,761,000,000
Retained Earnings [Member]
Stockholders' Equity Attributable to Parent	us-gaap_StockholdersEquity	0
Common Stock [Member]
Stockholders' Equity Attributable to Parent	us-gaap_StockholdersEquity	$ 6,000,000