Hartford Financial Services (HIG) 10-Q 31 Jul 20 2020 Q2 Quarterly report Financial data

Cover Document

Cover Document - shares	6 Months Ended
	Jun. 30, 2020	Jul. 28, 2020
Document Type	10-Q
Document Quarterly Report	true
Document Period End Date	Jun. 30, 2020
Document Transition Report	false
Entity File Number	001-13958
Entity Registrant Name	THE HARTFORD FINANCIAL SERVICES GROUP, INC.
Entity Incorporation, State or Country Code	DE
Entity Tax Identification Number	13-3317783
Entity Address, Address Line One	One Hartford Plaza
Entity Address, City or Town	Hartford
Entity Address, State or Province	CT
Entity Address, Postal Zip Code	06155
City Area Code	860
Local Phone Number	547-5000
Entity Current Reporting Status	Yes
Entity Interactive Data Current	Yes
Entity Filer Category	Large Accelerated Filer
Entity Small Business	false
Entity Emerging Growth Company	false
Entity Shell Company	false
Entity Common Stock, Shares Outstanding		358,196,405
Entity Central Index Key	0000874766
Current Fiscal Year End Date	--12-31
Document Fiscal Year Focus	2020
Document Fiscal Period Focus	Q2
Amendment Flag	false
Common Stock, par value $0.01 per share
Title of 12(b) Security	Common Stock, par value $0.01 per share
Trading Symbol	HIG
Security Exchange Name	NYSE
6.10% Notes due October 1, 2041
Title of 12(b) Security	6.10% Notes due October 1, 2041
Trading Symbol	HIG 41
Security Exchange Name	NYSE
7.875% Fixed-to-Floating Rate Junior Subordinated Debentures due 2042
Title of 12(b) Security	7.875% Fixed-to-Floating Rate Junior Subordinated Debentures due 2042
Trading Symbol	HGH
Security Exchange Name	NYSE
Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.000% Non-Cumulative Preferred Stock, Series G, par value $0.01 per share
Title of 12(b) Security	Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.000% Non-Cumulative Preferred Stock, Series G, par value $0.01 per share
Trading Symbol	HIG PR G
Security Exchange Name	NYSE

Condensed Consolidated Statemen

Condensed Consolidated Statements of Operations (Unaudited) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Revenues
Premiums Earned, Net	$ 4,234,000,000	$ 4,166,000,000	$ 8,625,000,000	$ 8,106,000,000
Fee income	298,000,000	326,000,000	618,000,000	640,000,000
Net investment income	339,000,000	488,000,000	798,000,000	958,000,000
Net realized capital gains	109,000,000	80,000,000	(122,000,000)	243,000,000
Other revenues	88,000,000	32,000,000	105,000,000	85,000,000
Total revenues	5,068,000,000	5,092,000,000	10,024,000,000	10,032,000,000
Benefits, losses and expenses
Benefits, losses and loss adjustment expenses	2,847,000,000	2,934,000,000	5,763,000,000	5,619,000,000
Amortization of deferred policy acquisition costs (DAC)	429,000,000	392,000,000	866,000,000	747,000,000
Selling, General and Administrative Expense	1,125,000,000	1,141,000,000	2,301,000,000	2,189,000,000
Reinsurance, Loss on Uncollectible Accounts in Period, Amount	0	91,000,000	0	91,000,000
Interest expense	57,000,000	63,000,000	121,000,000	127,000,000
Amortization of other intangible assets	18,000,000	15,000,000	37,000,000	28,000,000
Total benefits, losses and expenses	4,476,000,000	4,636,000,000	9,088,000,000	8,801,000,000
Income before income taxes	592,000,000	456,000,000	936,000,000	1,231,000,000
Income tax expense	124,000,000	84,000,000	195,000,000	229,000,000
Net income	468,000,000	372,000,000	741,000,000	1,002,000,000
Preferred stock dividends	5,000,000	0	10,000,000	5,000,000
Net income available to common stockholders	$ 463,000,000	$ 372,000,000	$ 731,000,000	$ 997,000,000
EPS
Basic - Net income available to common stockholders per common share	$ 1.29	$ 1.03	$ 2.04	$ 2.76
Diluted - Net income available to common stockholders per common share	$ 1.29	$ 1.02	$ 2.03	$ 2.73

Condensed Consolidated Statem_2

Condensed Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Statement of Comprehensive Income [Abstract]
Net income	$ 468	$ 372	$ 741	$ 1,002
Other Comprehensive Income (Loss), Net of Tax [Abstract]
Changes in net unrealized gain on fixed maturities	1,428	664	371	1,343
Change in unrealized losses on fixed maturities for which an allowance for credit losses has been recorded	0		1
Changes in other-than-temporary impairment losses recognized in other comprehensive income		0		(1)
Changes in net gain on cash flow hedging instruments	(5)	11	39	16
Changes in foreign currency translation adjustments	1	3	(7)	4
Changes in pension and other postretirement plan adjustments	(12)	(9)	(23)	(17)
OCI, net of tax	1,436	687	427	1,381
Comprehensive income	$ 1,904	$ 1,059	$ 1,168	$ 2,383

Condensed Consolidated Balance

Condensed Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions	Jun. 30, 2020	Dec. 31, 2019
Investments:
Fixed maturities, available-for-sale, at fair value (amortized cost of $39,640 and $40,078, and ACL of $32 and $0)	$ 42,200	$ 42,148
Fixed maturities, at fair value using the fair value option	1	11
Equity securities, at fair value	756	1,657
Mortgage loans (net of ACL of $43 and $0)	4,399	4,215
Limited partnerships and other alternative investments	1,826	1,758
Other investments	178	320
Short-term investments	3,668	2,921
Total investments	53,028	53,030
Cash	291	185
Restricted cash	81	77
Premiums receivable and agents' balances (net of ACL of $183 and $145)	4,595	4,384
Reinsurance recoverables (net of allowance for uncollectible reinsurance of $111 and $114)	5,640	5,527
Deferred policy acquisition costs	812	785
Deferred income taxes, net	130	299
Goodwill	1,911	1,913
Property and equipment, net	1,135	1,181
Other intangible assets, net	996	1,070
Other assets	2,371	2,366
Total assets	70,990	70,817
Liabilities
Unpaid losses and loss adjustment expenses	36,870	36,517
Reserve for future policy benefits	652	635
Other policyholder funds and benefits payable	750	755
Unearned premiums	6,872	6,635
Short-term debt	0	500
Long-term debt	4,350	4,348
Other liabilities	4,424	5,157
Total liabilities	53,918	54,547
Stockholders' Equity
Preferred stock, $0.01 par value — 50,000,000 shares authorized, 13,800 shares issued at June 30, 2020 and December 31, 2019, aggregate liquidation preference of $345	334	334
Common stock, $0.01 par value — 1,500,000,000 shares authorized, 384,923,222 shares issued at June 30, 2020 and December 31, 2019	4	4
Additional paid-in capital	4,299	4,312
Retained earnings	13,167	12,685
Treasury stock, at cost — 26,824,475 and 25,352,977 shares	(1,211)	(1,117)
Accumulated other comprehensive income, net of tax	479	52
Total stockholders’ equity	17,072	16,270
Total liabilities and stockholders’ equity	$ 70,990	$ 70,817

Condensed Consolidated Balanc_2

Condensed Consolidated Balance Sheets (Parenthetical) - USD ($) $ in Millions	Jun. 30, 2020	Dec. 31, 2019
Condensed Balance Sheet Statements, Captions [Line Items]
Fixed maturities, available-for-sale, at fair value (amortized cost of $39,640 and $40,078, and ACL of $32 and $0)	$ 39,640	$ 40,078
Fixed maturities, available-for-sale, at fair value (amortized cost of $39,640 and $40,078, and ACL of $32 and $0)	32	0
Mortgage loans (net of ACL of $43 and $0)	43	0
Premiums receivable and agents' balances (net of ACL of $183 and $145)	183	145
Reinsurance recoverables (net of allowance for uncollectible reinsurance of $111 and $114)	$ 54	$ 48
Preferred stock, 13,800 shares issued	13,800,000	13,800,000
Preferred stock, par value	$ 0.01	$ 0.01
Preferred stock, shares authorized	50,000,000	50,000,000
Preferred stock aggregate liquidation preference	$ 345	$ 345
Common stock, par value	$ 0.01	$ 0.01
Common stock, shares authorized	1,500,000,000	1,500,000,000
Common stock 384,923,222 shares issued at March 31, 2020 and December 31, 2019	384,923,222	384,923,222
Treasury stock, at cost — 26,824,475 and 25,352,977 shares	26,824,475	25,352,977
Uncollectible reinsurance
Condensed Balance Sheet Statements, Captions [Line Items]
Reinsurance recoverables (net of allowance for uncollectible reinsurance of $111 and $114)	$ 111	$ 114

Condensed Consolidated Statem_3

Condensed Consolidated Statements of Changes in Stockholders' Equity (Unaudited) - USD ($) shares in Thousands, $ in Millions	Total	Preferred Stock [Member]	Common Stock	Additional Paid-in Capital	Retained Earnings	Treasury Stock	Warrant [Member]	AOCI Attributable to Parent [Member]	Cumulative Effect, Period of Adoption, Adjustment [Member]Retained Earnings	Cumulative Effect, Period of Adoption, Adjusted Balance [Member]Retained Earnings	Share-based Payment Arrangement [Member]Treasury Stock
Beginning balance at Dec. 31, 2018				$ 4,378	$ 11,055	$ (1,091)		$ (1,579)	$ 0	$ 11,055
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of shares under incentive and stock compensation plans				(74)
Stock-based compensation plans expense				76
Issuance of shares for warrant exercise				(80)
Net income	$ 1,002				1,002
Dividends declared on preferred stock	(5)				(5)
Dividends declared on common stock					(216)
Treasury stock acquired						(27)
Issuance of shares for warrant exercise							$ 80				$ 85
Net shares acquired related to employee incentive and stock compensation plans						(31)
Total other comprehensive income								1,381
Ending balance at Jun. 30, 2019	$ 15,292	$ 334	$ 4	4,300	11,836	(984)		(198)
Preferred Shares Outstanding, beginning of period at Dec. 31, 2018		13,800
Preferred Shares Outstanding
Issuance of preferred shares		0
Preferred Shares Outstanding, end of period at Jun. 30, 2019		13,800
Common Shares Outstanding, beginning of period (in thousands) at Dec. 31, 2018			359,151
Shares Granted or Issued, Share-based Payment Arrangement [Abstract]
Treasury stock acquired			(505)
Issuance of shares under incentive and stock compensation plans			1,859
Return of shares under incentive and stock compensation plans to treasury stock			(621)
Issuance of shares for warrant exercise			1,721
Common Shares Outstanding, at end of period at Jun. 30, 2019			361,605
Shares Granted or Issued, Share-based Payment Arrangement [Abstract]
Cash dividends declared per common share	$ 0.60
Cash dividends declared per preferred share	$ 375
Beginning balance at Mar. 31, 2019				4,329	11,572	(1,014)		(885)	0	11,572
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of shares under incentive and stock compensation plans				(6)
Stock-based compensation plans expense				21
Issuance of shares for warrant exercise				(44)
Net income	$ 372				372
Dividends declared on preferred stock	0				0
Dividends declared on common stock					(108)
Treasury stock acquired						(27)
Issuance of shares for warrant exercise							44				14
Net shares acquired related to employee incentive and stock compensation plans						(1)
Total other comprehensive income								687
Ending balance at Jun. 30, 2019	$ 15,292	$ 334	$ 4	4,300	11,836	(984)		(198)
Preferred Shares Outstanding, beginning of period at Mar. 31, 2019		13,800
Preferred Shares Outstanding
Issuance of preferred shares		0
Preferred Shares Outstanding, end of period at Jun. 30, 2019		13,800
Common Shares Outstanding, beginning of period (in thousands) at Mar. 31, 2019			360,865
Shares Granted or Issued, Share-based Payment Arrangement [Abstract]
Treasury stock acquired			(505)
Issuance of shares under incentive and stock compensation plans			325
Return of shares under incentive and stock compensation plans to treasury stock			(20)
Issuance of shares for warrant exercise			940
Common Shares Outstanding, at end of period at Jun. 30, 2019			361,605
Shares Granted or Issued, Share-based Payment Arrangement [Abstract]
Cash dividends declared per common share	$ 0.30
Cash dividends declared per preferred share	$ 0
Beginning balance at Dec. 31, 2019	$ 16,270			4,312	12,685	(1,117)		52		12,667
Beginning balance (Accounting Standards Update 2016-13 [Member]) at Dec. 31, 2019									(18)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of shares under incentive and stock compensation plans				(84)
Stock-based compensation plans expense				71
Issuance of shares for warrant exercise				0
Net income	741				741
Dividends declared on preferred stock	(10)				(10)
Dividends declared on common stock					(231)
Treasury stock acquired	(150)					(150)
Issuance of shares for warrant exercise							0				91
Net shares acquired related to employee incentive and stock compensation plans						(35)
Total other comprehensive income								427
Ending balance at Jun. 30, 2020	$ 17,072	$ 334	$ 4	4,299	13,167	(1,211)		479
Preferred Shares Outstanding, beginning of period at Dec. 31, 2019		13,800
Preferred Shares Outstanding
Issuance of preferred shares		0
Preferred Shares Outstanding, end of period at Jun. 30, 2020		13,800
Common Shares Outstanding, beginning of period (in thousands) at Dec. 31, 2019			359,570
Shares Granted or Issued, Share-based Payment Arrangement [Abstract]
Treasury stock acquired	(2,700)		(2,661)
Issuance of shares under incentive and stock compensation plans			1,860
Return of shares under incentive and stock compensation plans to treasury stock			(670)
Issuance of shares for warrant exercise			0
Common Shares Outstanding, at end of period at Jun. 30, 2020			358,099
Shares Granted or Issued, Share-based Payment Arrangement [Abstract]
Cash dividends declared per common share	$ 0.65
Cash dividends declared per preferred share	$ 750
Beginning balance at Mar. 31, 2020				4,286	12,819	(1,220)		(957)	$ 0	$ 12,819
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of shares under incentive and stock compensation plans				(5)
Stock-based compensation plans expense				18
Issuance of shares for warrant exercise				0
Net income	$ 468				468
Dividends declared on preferred stock	(5)				(5)
Dividends declared on common stock					(115)
Treasury stock acquired						0
Issuance of shares for warrant exercise							$ 0				$ 9
Net shares acquired related to employee incentive and stock compensation plans						0
Total other comprehensive income								1,436
Ending balance at Jun. 30, 2020	$ 17,072	$ 334	$ 4	$ 4,299	$ 13,167	$ (1,211)		$ 479
Preferred Shares Outstanding, beginning of period at Mar. 31, 2020		13,800
Preferred Shares Outstanding
Issuance of preferred shares		0
Preferred Shares Outstanding, end of period at Jun. 30, 2020		13,800
Common Shares Outstanding, beginning of period (in thousands) at Mar. 31, 2020			357,934
Shares Granted or Issued, Share-based Payment Arrangement [Abstract]
Treasury stock acquired			0
Issuance of shares under incentive and stock compensation plans			175
Return of shares under incentive and stock compensation plans to treasury stock			(10)
Issuance of shares for warrant exercise			0
Common Shares Outstanding, at end of period at Jun. 30, 2020			358,099
Shares Granted or Issued, Share-based Payment Arrangement [Abstract]
Cash dividends declared per common share	$ 0.325
Cash dividends declared per preferred share	$ 375

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019
Operating Activities
Net income	$ 741	$ 1,002
Adjustments to reconcile net income (loss) to net cash provided by operating activities
Net realized capital losses (gains)	122	(243)
Amortization of deferred policy acquisition costs	866	747
Additions to deferred policy acquisition costs	(856)	(799)
Depreciation and amortization	269	221
Other operating activities, net	95	64
Change in assets and liabilities:
Decrease in reinsurance recoverables	(123)	57
Net change in accrued and deferred income taxes	175	277
Increase in insurance liabilities	597	565
Net change in other assets and other liabilities	(619)	(887)
Net cash provided by operating activities	1,267	1,004
Proceeds from the sale/maturity/prepayment of:
Fixed maturities, available-for-sale	9,023	10,770
Fixed maturities, fair value option	9	4
Equity securities, at fair value	1,353	1,024
Mortgage loans	536	346
Partnerships	43	122
Payments for the purchase of:
Fixed maturities, available-for-sale	(8,362)	(11,027)
Equity securities, at fair value	(671)	(951)
Mortgage loans	(762)	(280)
Partnerships	(187)	(167)
Net proceeds from derivatives	139	45
Net additions of property and equipment	(51)	(44)
Net proceeds from short-term investments	(883)	2,090
Other investing activities, net	28	(1)
Payments to Acquire Businesses, Net of Cash Acquired	0	1,901
Net cash provided by investing activities	215	30
Financing Activities
Deposits and other additions to investment and universal life-type contracts	29	106
Withdrawals and other deductions from investment and universal life-type contracts	(26)	(77)
Net increase (decrease) in securities loaned or sold under agreements to repurchase	(418)	(178)
Repayment of debt	(500)	(413)
Net return of shares under incentive and stock compensation plans	(28)	(39)
Treasury stock acquired	(150)	(27)
Dividends paid on preferred stock	(10)	(11)
Dividends paid on common stock	(224)	(216)
Net cash provided by (used for) financing activities	(1,327)	(855)
Foreign exchange rate effect on cash	(45)	(17)
Net increase in cash and restricted cash	110	162
Cash, Cash Equivalents, Restricted Cash and Restricted Cash Equivalents	262	121
Cash, Cash Equivalents, Restricted Cash and Restricted Cash Equivalents	372	283
Supplemental Disclosure of Cash Flow Information
Income tax paid	3	1
Interest paid	$ 124	$ 137

Basis of Presentation and Signi

Basis of Presentation and Significant Accounting Policies	6 Months Ended
	Jun. 30, 2020
Accounting Policies [Abstract]
Basis of Presentation and Accounting Policies	1 . BASIS OF PRESENTATION AND SIGNIFICANT ACCOUNTING POLICIES Basis of Presentation The Hartford Financial Services Group, Inc. is a holding company for insurance and financial services subsidiaries that provide property and casualty insurance, group life and disability products and mutual funds and exchange-traded products to individual and business customers (collectively, “The Hartford”, the “Company”, “we” or “our”). On May 23, 2019, the Company completed the acquisition of The Navigators Group, Inc. ("Navigators Group"), a global specialty underwriter, for $70 a share, or $2.137 billion in cash, including transaction expenses. The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information, which differ materially from the accounting practices prescribed by various insurance regulatory authorities. These Condensed Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes thereto included in the Company's 2019 Form 10-K Annual Report. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year. The accompanying Condensed Consolidated Financial Statements and Notes are unaudited. These financial statements reflect all adjustments (generally consisting only of normal accruals) which are, in the opinion of management, necessary for the fair presentation of the financial position, results of operations and cash flows for the interim periods. The Company's significant accounting policies are summarized in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2019 Form 10-K Annual Report. Consolidation The Condensed Consolidated Financial Statements include the accounts of The Hartford Financial Services Group, Inc., and entities in which the Company directly or indirectly has a controlling financial interest. Entities in which the Company has significant influence over the operating and financing decisions but does not control are reported using the equity method. All intercompany transactions and balances between The Hartford and its subsidiaries and affiliates 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 property and casualty and group long-term disability insurance product reserves, net of reinsurance; evaluation of goodwill for impairment; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters. Reclassifications Certain reclassifications have been made to prior year financial information to conform to the current year presentation. Adoption of New Accounting Standards Goodwill On January 1, 2020, the Company adopted the Financial Accounting Standards Board's ("FASB") updated guidance on testing goodwill for impairment with no effect at adoption. The updated guidance requires impairment of goodwill if the carrying value of the reporting unit is greater than the estimated fair value, with the amount of the impairment not to exceed the carrying value of the reporting unit’s goodwill. Goodwill is reviewed for impairment at least annually and more frequently if events occur or circumstances change that would indicate that a triggering event for a potential impairment has occurred. Under the updated guidance, changes in market-based factors are more likely to result in a goodwill impairment than under the prior accounting guidance, whether a reporting unit's fair value is estimated using an income approach or a market approach. For example, changes in the weighted average cost of capital that is used to discount expected cash flows under the income approach or changes in market-based factors such as peer company price to earnings multiples or price to book multiples under a market approach can significantly affect changes to the estimated fair value of each reporting unit and such changes could result in impairments that have a material effect on our results of operations and financial condition. Financial Instruments - Credit Losses On January 1, 2020, the Company adopted the FASB’s updated guidance for recognition and measurement of credit losses on financial instruments. The new guidance replaces the “incurred loss” approach with an “expected loss” model for recognizing credit losses for financial instruments carried at other than fair value. Under the new model, for financial instruments carried at other than fair value, such as mortgage loans, reinsurance recoverables and receivables, an allowance for credit losses ("ACL") is recognized which is an estimate of credit losses expected over the life of financial instruments. Under the prior accounting model an ACL was recognized using an incurred loss approach. The new guidance also requires that we estimate a liability for credit losses ("LCL") on off balance sheet credit exposures such as financial guarantees and mortgage loan commitments that the Company cannot unconditionally cancel. Credit losses on fixed maturities, AFS carried at fair value continue to be measured based on the present value of expected future cash flows compared to amortized cost; however, the losses are now recognized through an ACL and no longer as an adjustment to the amortized cost. Recoveries of impairments on fixed maturities, AFS are now recognized as reversals of the ACL and no longer accreted as investment income through an adjustment to the investment yield. The ACL on fixed maturities, AFS cannot cause the net carrying value to be below fair value and, therefore, it is possible that future increases in fair value due to decreases in market interest rates could cause the reversal of the ACL and increase net income. The new guidance also requires purchased financial assets with a more-than-insignificant amount of credit deterioration since original issuance to be recorded based on contractual amounts due and an initial allowance recorded at the date of purchase. The Company adopted the guidance effective January 1, 2020, through a cumulative-effect adjustment that decreased retained earnings by $18 , representing a net increase to the ACL and LCL, after-tax. No ACL was recognized at adoption for fixed maturities AFS; rather, these investments are evaluated for an ACL prospectively. The Company does not have any purchased financial assets with a more than insignificant amount of credit deterioration since original issuance. Impact of Adoption on Condensed Consolidated Balance Sheet Balance as of January 1, 2020 Opening Balance Cumulative Effect of Accounting Change Adjusted Opening Balance Mortgage loans $ 4,215 $ 4,215 ACL on mortgage loans — $ (19 ) (19 ) Mortgage loans, net of ACL 4,215 (19 ) 4,196 Premiums receivable and agents’ balances 4,529 4,529 ACL on premiums receivable and agents' balances (145 ) 23 (122 ) Premiums receivable and agents' balances, net of ACL 4,384 23 4,407 Reinsurance recoverables 5,641 5,641 ACL and allowance for disputed amounts on reinsurance recoverables (114 ) (2 ) (116 ) Reinsurance recoverables, net of allowance for uncollectible reinsurance 5,527 (2 ) 5,525 Deferred income tax asset, net 299 5 304 Other liabilities (5,157 ) (25 ) (5,182 ) Retained Earnings $ 12,685 $ (18 ) $ 12,667 Summary of Adoption Impacts Net increase to ACL and LCL $ (23 ) Net tax effects 5 Net decrease to retained earnings $ (18 ) Reference Rate Reform On March 12, 2020, the Company adopted the FASB’s temporary guidance which allows The Hartford to account for contract modifications made solely due to rate reform (such as replacing LIBOR with another reference rate) as continuations of existing contracts and to maintain hedge accounting when the hedging effectiveness between a financial instrument and its hedge is only affected by the change to a replacement rate. As a result, The Hartford will not recognize gains and losses during the transition period of LIBOR to an alternative reference rate that would otherwise have arisen from accounting assessments and remeasurements. The guidance expires for contract modifications made and hedge relationships entered into or evaluated after December 31, 2022. The Company is not required to measure the effect of adoption on its financial position, cash flows or net income because the guidance provides relief from accounting for the effects of the change to a replacement rate. Mortgage Loan Modification On March 27, 2020, the President signed into law the Coronavirus Aid, Relief, and Economic Security Act (the “CARES Act”). Section 4013 of the CARES Act allows financial institutions the option to suspend the requirement to disclose and account for loan modifications as troubled debt restructurings for loan modifications related to the novel strain of coronavirus, specifically identified as the Coronavirus Disease 2019 (“COVID-19”) pandemic occurring between March 1, 2020 and the earlier of 60 days after the end of the national emergency or December 31, 2020. The Company’s adoption of Section 4013 of the CARES Act had no impact on our results of operations, financial position or cash flows because The Hartford has not granted significant concessions to borrowers on its mortgage loans that would have been disclosed and accounted for as troubled debt restructurings.

Business Acquisitions (Notes)

Business Acquisitions (Notes)	6 Months Ended
	Jun. 30, 2020
Business Combinations [Abstract]
Mergers, Acquisitions and Dispositions Disclosures [Text Block]	2 . BUSINESS ACQUISITION Navigators Group On May 23, 2019 , The Hartford acquired Navigators Group, a specialty underwriter, for total consideration of $2.121 billion and recorded provisional estimates of the fair value of the assets acquired and liabilities assumed. In the second quarter of 2020, The Hartford finalized its provisional estimates and recorded additional assets of $9 and liabilities of $7 with a net reduction in goodwill of $2 . The following table presents the preliminary allocation of the purchase price to the assets acquired and liabilities assumed as of the acquisition date, the measurement period adjustments recorded, and the final purchase price allocation. Fair Value of Assets Acquired and Liabilities Assumed at the Acquisition Date Preliminary Values as of May 23, 2019 (as previously reported) Measurement Period Adjustments Adjusted Values as of May 23, 2019 Assets Cash and invested assets $ 3,848 $ 3 $ 3,851 Premiums receivable 492 6 498 Reinsurance recoverables 1,100 (3 ) 1,097 Prepaid reinsurance premiums 238 — 238 Other intangible assets 580 — 580 Property and equipment 83 — 83 Other assets 99 3 102 Total Assets Acquired 6,440 9 6,449 Liabilities Unpaid losses and loss adjustment expenses 2,823 — 2,823 Unearned premiums 1,219 — 1,219 Long-term debt 284 — 284 Deferred income taxes, net 48 (1 ) 47 Other liabilities 568 8 576 Total Liabilities Assumed 4,942 7 4,949 Net identifiable assets acquired 1,498 2 1,500 Goodwill [1] 623 (2 ) 621 Net Assets Acquired $ 2,121 $ — $ 2,121 [1] Non-deductible for income tax purposes. The measurement period adjustments, determined as if the accounting had been completed as of the acquisition date, had no effect on the Condensed Consolidated Statements of Operations for the three and six months ended June 30, 2020. The following table presents supplemental pro forma amounts of revenue and net income for the Company for the six months ended June 30, 2019, as though the business was acquired on January 1, 2018. Pro forma adjustments include the revenue and earnings of Navigators Group as well as amortization of identifiable intangible assets acquired. Pro Forma Results Six months ended June 30, 2019 Total Revenue $ 10,708 Net Income $ 997

Earnings Per Common Share

Earnings Per Common Share	6 Months Ended
	Jun. 30, 2020
Earnings Per Share [Abstract]
Earnings Per Common Share	3 . EARNINGS PER COMMON SHARE Computation of Basic and Diluted Earnings per Common Share Three Months Ended June 30, Six Months Ended June 30, (In millions, except for per share data) 2020 2019 2020 2019 Earnings Net income $ 468 $ 372 $ 741 $ 1,002 Less: Preferred stock dividends 5 — 10 5 Net income available to common stockholders $ 463 $ 372 $ 731 $ 997 Shares Weighted average common shares outstanding, basic 358.1 361.4 358.3 360.7 Dilutive effect of warrants [1] — 0.5 — 0.9 Dilutive effect of stock-based awards under compensation plans 1.2 3.2 1.9 3.3 Weighted average common shares outstanding and dilutive potential common shares 359.3 365.1 360.2 364.9 Net income available to com mon stockholders per common share Basic $ 1.29 $ 1.03 $ 2.04 $ 2.76 Diluted $ 1.29 $ 1.02 $ 2.03 $ 2.73 [1] On June 26, 2019, the Capital Purchase Program warrants issued in 2009 expired.

Segment Information

Segment Information	6 Months Ended
	Jun. 30, 2020
Segment Reporting [Abstract]
Segment Information	4 . SEGMENT INFORMATION The Company currently conducts business principally in five reporting segments including Commercial Lines, Personal Lines, Property & Casualty Other Operations, Group Benefits and Hartford Funds, as well as a Corporate category. Net Income Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Commercial Lines $ (66 ) $ 191 $ 55 $ 554 Personal Lines 371 62 469 158 Property & Casualty Other Operations 5 11 10 34 Group Benefits 101 113 205 231 Hartford Funds 39 38 75 68 Corporate 18 (43 ) (73 ) (43 ) Net income 468 372 741 1,002 Preferred stock dividends 5 — 10 5 Net income available to common stockholders $ 463 $ 372 $ 731 $ 997 Revenues Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Earned premiums and fee income: Commercial Lines Workers’ compensation $ 720 $ 832 $ 1,536 $ 1,656 Liability 337 233 680 401 Marine 67 27 132 27 Package business 383 365 760 717 Property 185 175 390 331 Professional liability 149 98 292 166 Bond 68 65 138 125 Assumed reinsurance 72 29 138 29 Automobile 181 172 369 330 Total Commercial Lines 2,162 1,996 4,435 3,782 Personal Lines Automobile 462 565 1,005 1,126 Homeowners 241 246 481 493 Total Personal Lines [1] 703 811 1,486 1,619 Group Benefits Group disability 719 723 1,445 1,427 Group life 632 638 1,239 1,281 Other 72 61 130 123 Total Group Benefits 1,423 1,422 2,814 2,831 Hartford Funds Mutual fund and Exchange-Traded Products ("ETP") 207 227 432 443 Talcott Resolution life and annuity separate accounts [2] 20 24 42 46 Total Hartford Funds 227 251 474 489 Corporate 17 12 34 25 Total earned premiums and fee income 4,532 4,492 9,243 8,746 Net investment income 339 488 798 958 Net realized capital gains (losses) 109 80 (122 ) 243 Other revenues 88 32 105 85 Total revenues $ 5,068 $ 5,092 $ 10,024 $ 10,032 [1] For the three months ended June 30, 2020 and 2019 , AARP members accounted for earned premiums of $633 and $726 , respectively. For the six months ended June 30, 2020 and 2019 , AARP members accounted for earned premiums of $1.3 billion and $1.4 billion , respectively. [2] Represents revenues earned for investment advisory services on the life and annuity separate account AUM sold in May 2018 that is still managed by the Company's Hartford Funds segment. Revenue from Non-Insurance Contracts with Customers Three Months Ended June 30, Six Months Ended June 30, Revenue Line Item 2020 2019 2020 2019 Commercial Lines Installment billing fees Fee income $ 5 $ 9 $ 13 $ 18 Personal Lines Installment billing fees Fee income 9 10 18 19 Insurance servicing revenues Other revenues 21 23 40 42 Group Benefits Administrative services Fee income 45 45 88 90 Hartford Funds Advisor, distribution and other management fees Fee income 207 228 431 446 Other fees Fee income 20 22 43 43 Corporate Investment management and other fees Fee income 12 11 25 24 Transition service revenues Other revenues — 6 2 12 Total non-insurance revenues with customers $ 319 $ 354 $ 660 $ 694

Fair Value Measurements

Fair Value Measurements	6 Months Ended
	Jun. 30, 2020
Fair Value Disclosures [Abstract]
Fair Value Measurements	5 . 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. Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of June 30, 2020 Total Quoted Prices in Significant Significant Assets accounted for at fair value on a recurring basis Fixed maturities, AFS Asset-backed-securities ("ABS") $ 1,416 $ — $ 1,393 $ 23 Collateralized loan obligations ("CLOs") 2,187 — 2,088 99 Commercial mortgage-backed securities ("CMBS") 4,211 — 4,191 20 Corporate 18,563 — 17,454 1,109 Foreign government/government agencies 972 — 972 — Municipal 9,394 — 9,394 — Residential mortgage-backed securities ("RMBS") 3,895 — 3,416 479 U.S. Treasuries 1,562 450 1,112 — Total fixed maturities 42,200 450 40,020 1,730 Fixed maturities, FVO 1 — 1 — Equity securities, at fair value 756 320 370 66 Derivative assets Credit derivatives 7 — 7 — Foreign exchange derivatives 5 — 5 — Total derivative assets [1] 12 — 12 — Short-term investments 3,668 3,125 529 14 Total assets accounted for at fair value on a recurring basis $ 46,637 $ 3,895 $ 40,932 $ 1,810 Liabilities accounted for at fair value on a recurring basis Derivative liabilities Foreign exchange derivatives $ 16 $ — $ 16 $ — Interest rate derivatives (86 ) — (86 ) — Total derivative liabilities [2] (70 ) — (70 ) — Total liabilities accounted for at fair value on a recurring basis $ (70 ) $ — $ (70 ) $ — Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 2019 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 ABS $ 1,476 $ — $ 1,461 $ 15 CLOs 2,183 — 2,088 95 CMBS 4,338 — 4,329 9 Corporate 17,396 — 16,664 732 Foreign government/government agencies 1,123 — 1,120 3 Municipal 9,498 — 9,498 — RMBS 4,869 — 4,309 560 U.S. Treasuries 1,265 330 935 — Total fixed maturities 42,148 330 40,404 1,414 Fixed maturities, FVO 11 — 11 — Equity securities, at fair value 1,657 1,401 183 73 Derivative assets Credit derivatives 11 — 11 — Interest rate derivatives 1 — 1 — Total derivative assets [1] 12 — 12 — Short-term investments 2,921 1,028 1,878 15 Total assets accounted for at fair value on a recurring basis $ 46,749 $ 2,759 $ 42,488 $ 1,502 Liabilities accounted for at fair value on a recurring basis Derivative liabilities Credit derivatives $ (1 ) $ — $ (1 ) $ — Equity derivatives (15 ) — — (15 ) Foreign exchange derivatives (2 ) — (2 ) — Interest rate derivatives (60 ) — (60 ) — Total derivative liabilities [2] (78 ) — (63 ) (15 ) Contingent consideration [3] (22 ) — — (22 ) Total liabilities accounted for at fair value on a recurring basis $ (100 ) $ — $ (63 ) $ (37 ) [1] 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. [2] 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. [3] For additional information see the Contingent Consideration section below. In connection with the acquisition of Navigators Group , the Company has overseas deposits in Other Invested Assets of $48 and $38 as of June 30, 2020 and December 31, 2019 , respectively, which are measured at fair value using the net asset value as a practical expedient. Fixed Maturities, Equity Securities, Short-term Investments, and 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, 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 derivative instruments is determined primarily using a discounted cash flow model or option model technique and incorporates 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. Valuation Controls The process for determining the fair value of investments is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company. The purpose of the Valuation Committee is to provide oversight of the pricing policy, procedures and controls, including approval of valuation methodologies and pricing sources. The Valuation Committee reviews market data trends, pricing statistics and trading statistics to ensure that prices are reasonable and consistent with our fair value framework. Controls and procedures used to assess third-party pricing services are reviewed by the Valuation Committee, including the results of annual due-diligence reviews. Controls include, but are not limited to, reviewing daily and monthly price changes, stale prices, and missing prices and comparing new trade prices to third-party pricing services, weekly price changes to published bond prices of a corporate bond index, and daily OTC derivative market valuations to counterparty valuations. The Company has a dedicated pricing unit that works with trading and investment professionals to challenge the price received by a third party pricing source if the Company believes that the valuation received does not accurately reflect the fair value. New valuation models and changes to current models require approval by the Valuation Committee. In addition, the Company’s enterprise-wide Operational Risk Management function provides an independent review of the suitability and reliability of model inputs, as well as an analysis of significant changes to current models. 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, certain short-term investments, and exchange traded futures and option contracts. Valuation Inputs Used in Levels 2 and 3 Measurements for Securities and Derivatives Level 2 Primary Observable Inputs Level 3 Primary Unobservable Inputs Fixed Maturity Investments Structured securities (includes ABS, CLOs, CMBS and RMBS) • Benchmark yields and spreads • Independent broker quotes • Credit spreads beyond observable curve • Interest rates beyond observable curve Other inputs for less liquid securities or those that trade less actively, including subprime RMBS: • Estimated cash flows • Credit spreads, which include illiquidity premium • Constant prepayment rates • Constant default rates • Loss severity Corporates • Benchmark yields and spreads • Reported trades, bids, offers of the same or similar securities • Issuer spreads and credit default swap curves Other inputs for investment grade privately placed securities that utilize internal matrix pricing: • Credit spreads for public securities of similar quality, maturity, and sector, adjusted for non-public nature • Independent broker quotes • Credit spreads beyond observable curve • Interest rates beyond observable curve Other inputs for below investment grade privately placed securities and private bank loans: • Independent broker quotes • Credit spreads for public securities of similar quality, maturity, and sector, adjusted for non-public nature U.S. Treasuries, Municipals, and Foreign government/government agencies • Benchmark yields and spreads • Credit spreads beyond observable curve • Interest rates beyond observable curve 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 • Reported trades, bids, offers • Issuer spreads and credit default swap curves • Material event notices and new issue money market rates • Independent broker quotes Derivatives Credit derivatives • Swap yield curve • Credit default swap curves Not applicable Equity derivatives • Equity index levels • Swap yield curve • Independent broker quotes • Equity volatility Foreign exchange derivatives • Swap yield curve • Currency spot and forward rates • Cross currency basis curves Not applicable Interest rate derivatives • Swap yield curve • Independent broker quotes • Interest rate volatility Significant Unobservable Inputs for Level 3 - Securities Assets accounted for at fair value on a recurring basis Fair Predominant Significant Unobservable Input Minimum Maximum Weighted Average [1] Impact of As of June 30, 2020 CLOs [3] $ 79 Discounted cash flows Spread 486 bps 486 bps 486 bps Decrease Corporate [4] $ 994 Discounted cash flows Spread 78 bps 1,007 bps 323 bps Decrease RMBS [3] $ 479 Discounted cash flows Spread [6] 43 bps 528 bps 167 bps Decrease Constant prepayment rate [6] —% 11% 5% Decrease [5] Constant default rate [6] 1% 7% 3% Decrease Loss severity [6] —% 100% 77% Decrease As of December 31, 2019 CLOs [3] $ 95 Discounted cash flows Spread 246 bps 246 bps 246 bps Decrease CMBS [3] $ 1 Discounted cash flows Spread (encompasses prepayment, default risk and loss severity) 9 bps 1,832 bps 161 bps Decrease Corporate [4] $ 633 Discounted cash flows Spread 93 bps 788 bps 236 bps Decrease RMBS [3] $ 560 Discounted cash flows Spread [6] 5 bps 233 bps 79 bps Decrease Constant prepayment rate [6] —% 11% 6% Decrease [5] Constant default rate [6] 1% 6% 3% Decrease Loss severity [6] —% 100% 70% 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 bases 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. [6] Generally, a change in the assumption used for the constant default rate would have been accompanied by a directionally similar change in the assumption used for the loss severity and a directionally opposite change in the assumption used for constant prepayment rate and would have resulted in wider spreads. Significant Unobservable Inputs for Level 3 - Derivatives [1] Fair Predominant Significant Unobservable Input Minimum Maximum Weighted Average [2] Impact of As of December 31, 2019 Equity options $ (15 ) Option model Equity volatility 13 % 28 % 17 % Increase [1] As of June 30, 2020 , the fair values of the Company's level 3 derivatives were less than $1 and are excluded from the table. [2] The weighted average is determined based on the fair value of the derivatives. [3] 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. The tables above exclude certain securities for which fair values are predominately based on independent broker quotes. 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. As of June 30, 2020 , no significant adjustments were made by the Company to broker prices received. Contingent Consideration The acquisition of Lattice Strategies LLC ("Lattice") on July 29, 2016 required the Company to make payments to former owners of Lattice of up to $60 contingent upon growth in exchange-traded products ("ETP") assets under management ("AUM") over a period of four years beginning on the date of acquisition. The contingent consideration was measured at fair value on a quarterly basis by projecting future eligible ETP AUM over the contingency period to estimate the amount of expected payout. The future expected payout had been discounted back to the valuation date using a risk-adjusted discount rate of 10.0% . The risk-adjusted discount rate is an internally generated and significant unobservable input to fair value. In January 2020, we made a third payment of $10 after Lattice AUM reached $3.0 billion . Given the dramatic market declines and outflow in March, 2020, the Lattice AUM declined to $2.3 billion as of March 30, 2020 and the Company reduced the remaining contingent consideration liability to zero , recognizing an $11.9 before tax reduction in expense in first quarter 2020. The earn out period ended on July 29, 2020 with no additional consideration payable. 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 rollforward may be offset by realized and unrealized gains and losses of the associated assets and liabilities in other line items of the financial statements. Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Three Months Ended June 30, 2020 Total realized/unrealized gains (losses) Fair value as of March 31, 2020 Included in net income [1] Included in OCI [2] Purchases Settlements Sales Transfers into Level 3 [3] Transfers out of Level 3 [3] Fair value as of June 30, 2020 Assets Fixed Maturities, AFS ABS $ 19 $ — $ — $ 23 $ — $ — $ — $ (19 ) $ 23 CLOs 83 — 4 19 (7 ) — — — 99 CMBS 18 — — 3 (1 ) — — — 20 Corporate 709 (22 ) 61 22 (28 ) (19 ) 412 (26 ) 1,109 Foreign Govt./Govt. Agencies 3 — — — — — — (3 ) — RMBS 487 — 13 21 (42 ) — — — 479 Total Fixed Maturities, AFS 1,319 (22 ) 78 88 (78 ) (19 ) 412 (48 ) 1,730 Equity Securities, at fair value 69 (3 ) — — — — — — 66 Short-term investments 14 — — — — — — — 14 Total Assets $ 1,402 $ (25 ) $ 78 $ 88 $ (78 ) $ (19 ) $ 412 $ (48 ) $ 1,810 Liabilities Contingent Consideration $ — $ — $ — $ — $ — $ — $ — $ — $ — Total Liabilities $ — $ — $ — $ — $ — $ — $ — $ — $ — Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Six Months Ended June 30, 2020 Total realized/unrealized gains (losses) Fair value as of January 1, 2020 Included in net income [1] Included in OCI [2] Purchases Settlements Sales Transfers into Level 3 [3] Transfers out of Level 3 [3] Fair value as of June 30, 2020 Assets Fixed Maturities, AFS ABS $ 15 $ — $ (1 ) $ 43 $ — $ — $ — $ (34 ) $ 23 CLOs 95 — (2 ) 19 (13 ) — — — 99 CMBS 9 — — 13 (2 ) — — — 20 Corporate 732 (32 ) (19 ) 116 (64 ) (27 ) 459 (56 ) 1,109 Foreign Govt./Govt. Agencies 3 — — — — — — (3 ) — RMBS 560 — (12 ) 26 (88 ) (7 ) — — 479 Total Fixed Maturities, AFS 1,414 (32 ) (34 ) 217 (167 ) (34 ) 459 (93 ) 1,730 Equity Securities, at fair value 73 (10 ) — 3 — — — — 66 Short-term investments 15 — — — (1 ) — — — 14 Total Assets $ 1,502 $ (42 ) $ (34 ) $ 220 $ (168 ) $ (34 ) $ 459 $ (93 ) $ 1,810 Liabilities Contingent Consideration $ (22 ) $ 12 $ — $ — $ 10 $ — $ — $ — $ — Derivatives, net [4] Equity (15 ) 36 — — — (21 ) — — — Total Derivatives, net [4] (15 ) 36 — — — (21 ) — — — Total Liabilities $ (37 ) $ 48 $ — $ — $ 10 $ (21 ) $ — $ — $ — Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Three Months Ended June 30, 2019 Total realized/unrealized gains (losses) Fair value as of March 31, 2019 Included in net income [1] Included in OCI [2] Purchases Settlements Sales Transfers into Level 3 [3] Transfers out of Level 3 [3] Fair value as of June 30, 2019 Assets Fixed Maturities, AFS ABS $ 9 $ — $ — $ 5 $ — $ — $ — $ (9 ) $ 5 CLOs 114 — — 202 (10 ) — — (20 ) 286 CMBS 12 — — 24 (1 ) — — — 35 Corporate 525 — 2 58 (4 ) (39 ) 34 (8 ) 568 Foreign Govt./Govt. Agencies 3 — — — — — — — 3 RMBS 771 — — 90 (58 ) — — (45 ) 758 Total Fixed Maturities, AFS 1,434 — 2 379 (73 ) (39 ) 34 (82 ) 1,655 Equity Securities, at fair value 73 — — 4 — (5 ) — — 72 Derivatives, net [4] Equity 1 (4 ) — — — — — — (3 ) Total Derivatives, net [4] 1 (4 ) — — — — — — (3 ) Total Assets $ 1,508 $ (4 ) $ 2 $ 383 $ (73 ) $ (44 ) $ 34 $ (82 ) $ 1,724 Liabilities Contingent Consideration (29 ) (2 ) — — 10 — — — (21 ) Total Liabilities $ (29 ) $ (2 ) $ — $ — $ 10 $ — $ — $ — $ (21 ) Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Six Months Ended June 30, 2019 Total realized/unrealized gains (losses) Fair value as of January 1, 2019 Included in net income [1] Included in OCI [2] Purchases Settlements Sales Transfers into Level 3 [3] Transfers out of Level 3 [3] Fair value as of June 30, 2019 Assets Fixed Maturities, AFS ABS $ 10 $ — $ — $ 5 $ (1 ) $ — $ — $ (9 ) $ 5 CLOs 100 — — 237 (10 ) (6 ) — (35 ) 286 CMBS 12 — 1 24 (2 ) — — — 35 Corporate 520 (1 ) 9 95 (6 ) (64 ) 46 (31 ) 568 Foreign Govt./Govt. Agencies 3 — — — — — — — 3 RMBS 920 1 (2 ) 134 (112 ) (35 ) — (148 ) 758 Total Fixed Maturities, AFS 1,565 — 8 495 (131 ) (105 ) 46 (223 ) 1,655 Equity Securities, at fair value 77 (1 ) — 9 — (13 ) — — 72 Derivatives, net [4] Equity 3 (6 ) — — — — — — (3 ) Interest rate 1 (1 ) — — — — — — — Total Derivatives, net [4] 4 (7 ) — — — — — — (3 ) Total Assets $ 1,646 $ (8 ) $ 8 $ 504 $ (131 ) $ (118 ) $ 46 $ (223 ) $ 1,724 Liabilities Contingent Consideration $ (35 ) $ (6 ) $ — $ — $ 20 $ — $ — $ — $ (21 ) Total Liabilities $ (35 ) $ (6 ) $ — $ — $ 20 $ — $ — $ — $ (21 ) [1] Amounts in these columns are generally reported in net realized capital gains (losses). All amounts are before income taxes. [2] All amounts are before income taxes. [3] 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. Transfers into Level 3 for the three and six months ended June 30, 2020, were primarily related to private securities that were priced using internal matrix pricing in the prior period, but changed to broker pricing in the current period. [4] Derivative instruments are reported in this table on a net basis for asset (liability) positions and reported in the Condensed Consolidated Balance Sheets in other investments and other liabilities. Changes in Unrealized Gains (Losses) for Financial Instruments Classified as Level 3 Still Held at End of Period Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 2020 2019 2020 2019 Changes in Unrealized Gain/(Loss) included in Net Income [1] [2] Changes in Unrealized Gain/(Loss) included in OCI [3] Changes in Unrealized Gain/(Loss) included in Net Income [1] [2] Changes in Unrealized Gain/(Loss) included in OCI [3] Assets Fixed Maturities, AFS CLOs $ — $ — $ 4 $ — $ — $ — $ (2 ) $ — Corporate — — 61 2 — (1 ) (12 ) 9 RMBS — — 13 — — — (11 ) (1 ) Total Fixed Maturities, AFS — — 78 2 — (1 ) (25 ) 8 Equity Securities, at fair value (3 ) — — — (9 ) — — — Derivatives, net Equity — (4 ) — — (6 ) — — Interest rate — — — — — (1 ) — — Total Derivatives, net — (4 ) — — — (7 ) — — Total Assets $ (3 ) $ (4 ) $ 78 $ 2 $ (9 ) $ (8 ) $ (25 ) $ 8 Liabilities Contingent Consideration $ — $ (2 ) $ — $ — $ 12 $ (6 ) $ — $ — Total Liabilities $ — $ (2 ) $ — $ — $ 12 $ (6 ) $ — $ — [1] All amounts in these rows are reported in net realized capital gains (losses). All amounts are before income taxes. [2] Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein. [3] Changes in unrealized gain (loss) on fixed maturities, AFS are reported in changes in net unrealized gain on securities in the Condensed Consolidated Statements of Comprehensive Income. Changes in interest rate derivatives are reported in changes in net gain on cash flow hedging instruments in the Condensed Consolidated Statements of Comprehensive Income. Fair Value Option The Company has elected the fair value option for certain RMBS that contain embedded credit derivatives with underlying credit risk. These securities are included within Fixed Maturities, FVO on the Condensed Consolidated Balance Sheets and changes in the fair value of these securities are reported in net realized capital gains and losses. As of June 30, 2020 and December 31, 2019 , the fair value of assets using the fair value option was $1 and $11 , respectively, within the residential real estate sector. For the three and six months ended June 30, 2020 and 2019 there were no realized capital gains (losses) related to the fair value of assets using the fair value option. Financial Instruments Not Carried at Fair Value Financial Assets and Liabilities Not Carried at Fair Value June 30, 2020 December 31, 2019 Fair Value Hierarchy Level Carrying Amount [1] Fair Value Fair Value Hierarchy Level Carrying Amount Fair Value Assets Mortgage loans Level 3 $ 4,399 $ 4,586 Level 3 $ 4,215 $ 4,350 Liabilities Other policyholder funds and benefits payable Level 3 $ 758 $ 760 Level 3 $ 763 $ 765 Senior notes [2] Level 2 $ 3,260 $ 4,088 Level 2 $ 3,759 $ 4,456 Junior subordinated debentures [2] Level 2 $ 1,090 $ 1,026 Level 2 $ 1,089 $ 1,153 [1] As of June 30, 2020, carrying amount of mortgage loans is net of ACL of $43 . [2] Included in long-term debt in the Condensed Consolidated Balance Sheets, except for current maturities, which are included in short-term debt.

Investments

Investments	6 Months Ended
	Jun. 30, 2020
Investments [Abstract]
Investments	6 . INVESTMENTS Net Realized Capital Gains (Losses) Three Months Ended June 30, Six Months Ended June 30, (Before tax) 2020 2019 2020 2019 Gross gains on sales $ 96 $ 69 $ 174 $ 113 Gross losses on sales (22 ) (19 ) (30 ) (40 ) Equity securities [1] 75 30 (311 ) 162 Change in ACL on fixed maturities, AFS [2] (20 ) (32 ) Change in ACL on mortgage loans [2] (22 ) (24 ) Intent-to-sell impairments — — (5 ) — Net OTTI losses recognized in earnings — (2 ) Valuation allowances on mortgage loans 1 1 Other, net [3] 2 (1 ) 106 9 Net realized capital gains (losses) $ 109 $ 80 $ (122 ) $ 243 [1] The net unrealized gains (losses) on equity securities included in net realized capital gains (losses) related to equity securities still held as of June 30, 2020 , were $67 and $(34) for the three and six months ended June 30, 2020 , respectively. The net unrealized gains (losses) on equity securities included in net realized capital gains (losses) related to equity securities still held as of June 30, 2019 , were $29 and $74 for the three and six months ended June 30, 2019 , respectively. [2] Represents the change in ACL recorded during the period following the adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies . [3] Includes gains (losses) from transactional foreign currency revaluation of $0 and $10 for the three and six months ended June 30, 2020 , respectively. For the same periods, also includes gains (losses) on non-qualifying derivatives of $7 and $99 , respectively. For the three and six months ended June 30, 2019 , includes gains (losses) on non-qualifying derivatives of $(7) and $8 , respectively. Proceeds from the sales of fixed maturities, AFS totaled $4.1 billion and $7.2 billion for the three and six months ended June 30, 2020 , respectively, and $4.6 billion and $8.9 billion for the three and six months ended June 30, 2018, respectively. Accrued Interest Receivable on Fixed Maturities, AFS and Mortgage Loans As of June 30, 2020 and December 31, 2019 , the Company reported accrued interest receivable related to fixed maturities, AFS of $323 and $334 , respectively, and accrued interest receivable related to mortgage loans of $14 and $14 , respectively. These amounts are recorded in other assets on the Condensed Consolidated Balance Sheets and are not included in the amortized cost or fair value of the fixed maturities or mortgage loans. The Company does not include the current accrued interest receivable balance when estimating the ACL. The Company has a policy to write-off accrued interest receivable balances that are more than 90 days past due. Write-offs of accrued interest receivable are recorded as a credit loss component of realized capital gains and losses. Interest income on fixed maturities and mortgage loans is accrued unless it is past due over 90 days or management deems the interest uncollectible. Recognition and Presentation of Intent-to-Sell Impairments and ACL on Fixed Maturities, AFS The Company will record an "intent-to-sell impairment" as a reduction to the amortized cost of fixed maturities, AFS in an unrealized loss position if the Company intends to sell or it is more likely than not that the Company will be required to sell the fixed maturity before a recovery in value. A corresponding charge is recorded in net realized capital losses equal to the difference between the fair value on the impairment date and the amortized cost basis of the fixed maturity before recognizing the impairment. When fixed maturities are in an unrealized loss position and the Company does not record an intent-to-sell impairment, the Company will record an ACL for the portion of the unrealized loss due to a credit loss. Any remaining unrealized loss on a fixed maturity after recording an ACL is the non-credit amount and is recorded in OCI. The ACL is the excess of the amortized cost over the greater of the Company's best estimate of the present value of expected future cash flows or the security's fair value. Cash flows are discounted at the effective yield that is used to record interest income. The ACL cannot exceed the unrealized loss and, therefore, it may fluctuate with changes in the fair value of the fixed maturity if the fair value is greater than the Company's best estimate of the present value of expected future cash flows. The initial ACL and any subsequent changes are recorded in net realized capital gains and losses. The ACL is written off against the amortized cost in the period in which all or a portion of the related fixed maturity investment is determined to be uncollectible. Developing 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/or 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, instrument-specific developments including changes in credit ratings, 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 ratios ("LTVs"), 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. ACL on Fixed Maturities, AFS by Type Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 (Before tax) Corporate Total Corporate Total Balance as of beginning of period $ (12 ) $ (12 ) $ — $ — Credit losses on fixed maturities where credit losses were not previously recorded (23 ) (23 ) (35 ) (35 ) Reduction due to sales 2 2 2 2 Net increases (decreases) in allowance on fixed maturities that had an allowance in a previous period 1 1 1 1 Balance as of end of period $ (32 ) $ (32 ) $ (32 ) $ (32 ) Cumulative Credit Impairments on Fixed Maturities, AFS Three Months Ended June 30, Six Months Ended June 30, (Before tax) 2019 2019 Balance as of beginning of period $ (18 ) $ (19 ) Additions for credit impairments recognized on [1]: Fixed maturities not previously impaired — (2 ) Reductions for credit impairments previously recognized on: Fixed maturities that matured or were sold during the period — 3 Balance as of end of period $ (18 ) $ (18 ) [1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations. Fixed Maturities, AFS Fixed Maturities, AFS, by Type June 30, 2020 December 31, 2019 Amortized Cost ACL [1] Gross Unrealized Gains Gross Unrealized Losses Fair Value Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Non-Credit OTTI [2] ABS $ 1,387 $ — $ 30 $ (1 ) $ 1,416 $ 1,461 $ 18 $ (3 ) $ 1,476 $ — CLOs 2,246 — — (59 ) 2,187 2,186 5 (8 ) 2,183 — CMBS 4,067 — 208 (64 ) 4,211 4,210 141 (13 ) 4,338 (4 ) Corporate 17,283 (32 ) 1,441 (129 ) 18,563 16,435 986 (25 ) 17,396 — Foreign govt./govt. agencies 906 — 70 (4 ) 972 1,057 66 — 1,123 — Municipal 8,604 — 804 (14 ) 9,394 8,763 737 (2 ) 9,498 — RMBS 3,750 — 149 (4 ) 3,895 4,775 97 (3 ) 4,869 — U.S. Treasuries 1,397 — 165 — 1,562 1,191 75 (1 ) 1,265 — Total fixed maturities, AFS $ 39,640 $ (32 ) $ 2,867 $ (275 ) $ 42,200 $ 40,078 $ 2,125 $ (55 ) $ 42,148 $ (4 ) [1] Represents the ACL recorded following the adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies. [2] Represents the amount of cumulative non-credit impairment losses recognized in OCI on fixed maturities that also had credit impairments. These losses are included in gross unrealized losses as of December 31, 2019. Fixed Maturities, AFS, by Contractual Maturity Year June 30, 2020 December 31, 2019 Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 1,312 $ 1,324 $ 1,082 $ 1,090 Over one year through five years 7,274 7,556 7,200 7,401 Over five years through ten years 7,601 8,129 7,395 7,803 Over ten years 12,003 13,482 11,769 12,988 Subtotal 28,190 30,491 27,446 29,282 Mortgage-backed and asset-backed securities 11,450 11,709 12,632 12,866 Total fixed maturities, AFS $ 39,640 $ 42,200 $ 40,078 $ 42,148 Estimated maturities may differ from contractual maturities due to 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 stockholders' equity as of June 30, 2020 or December 31, 2019 other than U.S. government securities and certain U.S. government agencies. Unrealized Losses on Fixed Maturities, AFS Unrealized Loss Aging for Fixed Maturities, AFS by Type and Length of Time as of June 30, 2020 Less Than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses ABS $ 127 $ (1 ) $ — $ — $ 127 $ (1 ) CLOs 1,435 (34 ) 723 (25 ) 2,158 (59 ) CMBS 734 (59 ) 17 (5 ) 751 (64 ) Corporate 1,646 (99 ) 179 (30 ) 1,825 (129 ) Foreign govt./govt. agencies 136 (4 ) 1 — 137 (4 ) Municipal 319 (14 ) — — 319 (14 ) RMBS 195 (3 ) 35 (1 ) 230 (4 ) U.S. Treasuries 236 — — — 236 — Total fixed maturities, AFS in an unrealized loss position $ 4,828 $ (214 ) $ 955 $ (61 ) $ 5,783 $ (275 ) Unrealized Loss Aging for Fixed Maturities, AFS by Type and Length of Time as of December 31, 2019 Less Than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses ABS $ 398 $ (3 ) $ 9 $ — $ 407 $ (3 ) CLOs 679 (2 ) 923 (6 ) 1,602 (8 ) CMBS 538 (7 ) 20 (6 ) 558 (13 ) Corporate 789 (9 ) 328 (16 ) 1,117 (25 ) Foreign govt./govt. agencies 101 — 29 — 130 — Municipal 222 (2 ) — — 222 (2 ) RMBS 614 (3 ) 68 — 682 (3 ) U.S. Treasuries 88 — 34 (1 ) 122 (1 ) Total fixed maturities, AFS in an unrealized loss position $ 3,429 $ (26 ) $ 1,411 $ (29 ) $ 4,840 $ (55 ) As of June 30, 2020 , fixed maturities, AFS in an unrealized loss position consisted of 1,149 fixed maturities, primarily in the corporate sectors, most notably energy issuers, as well as issuers in the financial services sector and issuers within the travel, leisure, and gaming industry, and CMBS and CLO sectors, which were depressed largely due to widening of credit spreads since the fixed maturities were purchased. As of June 30, 2020 , 96% of these fixed maturities were depressed less than 20% of cost or amortized cost. The increase in unrealized losses during the six months ended June 30, 2020 was primarily attributable to wider credit spreads, partially offset by lower interest rates. Most of the fixed maturities depressed for twelve months or more relate to the corporate and CLO sectors. Corporate fixed maturities and CLO securities were primarily depressed because current market spreads are wider than at the respective purchase dates. Certain other corporate fixed maturities were depressed because of their variable-rate coupons and long-dated maturities, and current credit spreads are wider than at their purchase dates. The Company neither has an intention to sell nor does it expect to be required to sell the fixed maturities outlined in the preceding discussion. The decision to record credit impairments on fixed maturities, AFS in the form of an ACL requires us to make qualitative and quantitative estimates of expected future cash flows. Given the uncertainty about the ultimate impact of the COVID-19 pandemic on issuers of these securities, actual cash flows could ultimately deviate significantly from our expectations resulting in realized losses in future periods. Mortgage Loans ACL on Mortgage Loans The Company reviews mortgage loans on a quarterly basis to estimate the ACL with changes in the ACL recorded in net realized capital gains and losses. Apart from an ACL recorded on individual mortgage loans where the borrower is experiencing financial difficulties, the Company records an ACL on the pool of mortgage loans based on lifetime expected credit losses. The Company utilizes a third-party forecasting model to estimate lifetime expected credit losses at a loan level under multiple economic scenarios. The scenarios use macroeconomic data provided by an internationally recognized economics firm that generates forecasts of varying economic factors such as GDP growth, unemployment and interest rates. The economic scenarios are projected over 10 years. The first two to four years of the 10-year period assume a specific modeled economic scenario (including moderate upside, moderate recession and severe recession scenarios) and then revert to historical long-term assumptions over the remaining period. Using these economic scenarios, the forecasting model projects property-specific operating income and capitalization rates used to estimate the value of a future operating income stream. The operating income and the property valuations derived from capitalization rates are compared to loan payment and principal amounts to create debt service coverage ratios ("DSCRs") and LTVs over the forecast period. The model overlays historical data about mortgage loan performance based on DSCRs and LTVs and projects the probability of default, amount of loss given a default and resulting expected loss through maturity for each loan under each economic scenario. Economic scenarios are probability-weighted based on a statistical analysis of the forecasted economic factors and qualitative analysis. The Company records the change in the ACL on mortgage loans based on the weighted-average expected credit losses across the selected economic scenarios. In response to significant economic stress experienced as a result of the COVID-19 pandemic, during the first six months of 2020, the Company increased the weight of both a moderate and severe recession in our estimate of the ACL. The ultimate impact to the Company’s financial statements could vary significantly from our estimates depending on, among other things, the duration and severity of the pandemic, the duration and severity of the economic downturn and the degree to which federal, state and local government actions to mitigate the economic impact of COVID-19 are effective. The impact on our commercial mortgage loan portfolio will also be impacted by borrower behavior in response to the economic stress. Borrowers with lower LTVs have an incentive to continue to make payments of principal and/or interest in order to preserve the equity they have in the underlying commercial real estate properties. As property values decline, borrowers have less incentive to continue to make payments. When a borrower is experiencing financial difficulty, including when foreclosure is probable, the Company measures an ACL on individual mortgage loans. The ACL is established for any shortfall between the amortized cost of the loan and the fair value of the collateral less costs to sell. As of June 30, 2020 , the Company did no t have any mortgage loans for which an ACL was established on an individual basis. Estimates of collectibility from an individual borrower 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. There were no mortgage loans held-for-sale as of June 30, 2020 or December 31, 2019 . For the three and six months ended June 30, 2020 and 2019, respectively, the Company did no t have any modifications that were accounted for as troubled debt restructurings. ACL on Mortgage Loans Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 ACL as of beginning of period $ (21 ) $ (1 ) $ — $ (1 ) Cumulative effect of accounting changes [1] (19 ) Adjusted beginning ACL (21 ) (1 ) (19 ) (1 ) Current period provision (22 ) 1 (24 ) 1 ACL as of June 30, $ (43 ) $ — $ (43 ) $ — [1] Represents the adjustment to the ACL recorded on adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies . The increase in the allowance for the three and six months ended June 30, 2020 , is the result of giving increased weight to recession scenarios in response to the COVID-19 pandemic as well as lower estimated property values and operating income to better reflect current economic conditions. In addition, for the six months ended June 30, 2020 , the increase in the allowance includes the recognition of an ACL in connection with the adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies of these Notes to Condensed Consolidated Financial Statements. The weighted-average LTV ratio of the Company’s mortgage loan portfolio was 56% as of June 30, 2020 , while the weighted-average LTV ratio at origination of these loans was 61% . LTV ratios compare the loan amount to the value of the underlying property collateralizing the loan with property values based on appraisals updated no less than annually. 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 and are updated no less than annually through reviews of underlying properties. Mortgage Loans LTV & DSCR by Origination Year as of June 30, 2020 2020 2019 2018 2017 2016 2015 & Prior Total Loan-to-value Amortized Cost Avg. DSCR Amortized Cost Avg. DSCR Amortized Cost Avg. DSCR Amortized Cost Avg. DSCR Amortized Cost Avg. DSCR Amortized Cost Avg. DSCR Amortized Cost [1] Avg. DSCR 65% - 80% $ 8 2.59x $ 266 1.85x $ 248 2.07x $ 80 1.63x $ 80 1.85x $ 131 1.74x $ 813 1.89x Less than 65% 393 2.58x 705 2.68x 450 2.02x 428 1.88x 207 2.98x 1,446 2.89x 3,629 2.59x Total mortgage loans $ 401 2.58x $ 971 2.45x $ 698 2.04x $ 508 1.84x $ 287 2.66x $ 1,577 2.79x $ 4,442 2.46x [1] Amortized cost of mortgage loans excludes ACL of $43 . Mortgage Loans LTV & DSCR December 31, 2019 Loan-to-value Amortized Cost Avg. DSCR 65% - 80% $ 376 1.53x Less than 65% 3,839 2.56x Total mortgage loans $ 4,215 2.46x Mortgage Loans by Region June 30, 2020 December 31, 2019 Amortized Cost [1] Percent of Total Amortized Cost Percent of Total East North Central $ 284 6.4 % $ 270 6.4 % Middle Atlantic 338 7.6 % 319 7.5 % Mountain 185 4.2 % 109 2.6 % New England 398 9.0 % 344 8.2 % Pacific 931 20.9 % 906 21.5 % South Atlantic 955 21.5 % 944 22.4 % West North Central 44 1.0 % 46 1.1 % West South Central 475 10.7 % 439 10.4 % Other [2] 832 18.7 % 838 19.9 % Total mortgage loans $ 4,442 100.0 % $ 4,215 100.0 % [1] Amortized cost of mortgage loans excludes ACL of $43 . [2] Primarily represents loans collateralized by multiple properties in various regions. Mortgage Loans by Property Type June 30, 2020 December 31, 2019 Amortized Cost [1] Percent of Total Amortized Cost Percent of Total Commercial Industrial $ 1,298 29.2 % $ 1,167 27.7 % Multifamily 1,427 32.1 % 1,313 31.2 % Office 757 17.1 % 723 17.2 % Retail 785 17.7 % 735 17.4 % Single Family 135 3.0 % 137 3.2 % Other 40 0.9 % 140 3.3 % Total mortgage loans $ 4,442 100.0 % $ 4,215 100.0 % [1] Amortized cost of mortgage loans excludes ACL of $43 . Past-Due Mortgage Loans Mortgage loans are considered past due if a payment of principal or interest is not received according to the contractual terms of the loan agreement, which typically includes a grace period. As of June 30, 2020 and December 31, 2019 , the Company held no mortgage loans considered past due. Mortgage Servicing The Company originates, sells and services commercial mortgage loans on behalf of third parties and recognizes servicing fee income over the period that services are performed. As of June 30, 2020 , under this program, the Company serviced mortgage loans with a total outstanding principal of $6.6 billion , of which $3.5 billion was serviced on behalf of third parties and $3.1 billion was retained and reported in total investments on the Company's Condensed Consolidated Balance Sheets. As of December 31, 2019 , the Company serviced mortgage loans with a total outstanding principal balance of $6.4 billion , of which $3.5 billion was serviced on behalf of third parties and $2.9 billion was retained and reported in total investments on the Company's Condensed Consolidated Balance Sheets. Servicing rights are carried at the lower of cost or fair value and were $0 as of June 30, 2020 and December 31, 2019 , because servicing fees were market-level fees at origination and remain adequate to compensate the Company for servicing the loans. Purchased Financial Assets with Credit Deterioration Purchased financial assets with credit deterioration ("PCD") are purchased financial assets with a “more-than-insignificant” amount of credit deterioration since origination. PCD assets are assessed only at initial acquisition date and for any investments identified, the Company records an allowance at acquisition with a corresponding increase to the amortized cost basis. As of June 30, 2020 , the Company held no PCD fixed maturities, AFS or mortgage loans. 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 but also as an investment manager. 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 Condensed Consolidated Financial Statements. Consolidated VIEs As of June 30, 2020 and December 31, 2019 , the Company did not hold any securities for which it is the primary beneficiary. Non-consolidated VIEs The Company, through normal investment activities, makes passive investments in limited partnerships and other alternative investments. 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 June 30, 2020 and December 31, 2019 was limited to the total carrying value of $1.2 billion and $1.1 billion , respectively, which are included in limited partnerships and other alternative investments in the Company's Condensed Consolidated Balance Sheets. As of June 30, 2020 and December 31, 2019 , the Company has outstanding commitments totaling $746 and $851 , 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. For further discussion of these investments, see Equity Method Investments within Note 6 - Investments of Notes to Consolidated Financial Statements included in the Company’s 2019 Form 10-K Annual Report. In addition, the Company makes passive investments in structured securities issued by VIEs for which the Company is not the manager. These investments are included in ABS, CLOs, CMBS and RMBS and are reported in fixed maturities, AFS, and fixed maturities, FVO, in the Company’s Condensed 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 and Restricted Investments 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 and Repurchase Agreements June 30, 2020 December 31, 2019 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 165 $ 606 Gross amount of associated liability for collateral received [1] $ 169 $ 621 Repurchase agreements: Gross amount of recognized receivables for reverse repurchase agreements $ 14 $ 15 [1] Cash collateral received is reinvested in fixed maturities, AFS and short-term investments which are included in the Condensed Consolidated Balance Sheets. Amount includes additional securities collateral received of $0 and $34 which are excluded from the Company's Condensed Consolidated Balance Sheets as of June 30, 2020 and December 31, 2019 , respectively. 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 Condensed 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 are continuous and do not have stated maturity dates and 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 Condensed Consolidated Balance Sheets. Income associated with securities lending transactions is reported as a component of net investment income in the Company’s Condensed 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. The maturity of these transactions is generally ninety days or less. Repurchase agreements include master netting provisions that provide both parties 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 under specified conditions 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 Condensed 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 Condensed 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 maturity of these transactions is generally within one year. The agreements require additional collateral to be transferred to the Company under specified conditions 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 Condensed Consolidated Balance Sheets. Other Collateral Transactions As of June 30, 2020 and December 31, 2019 , the Company pledged collateral of $34 and $37 , respectively, of U.S. government securities and municipal securities or cash primarily related to certain bank loan participations committed to through a limited partnership agreement. These amounts also include collateral related to letters of credit. For disclosure of collateral in support of derivative transactions, refer to the Derivative Collateral Arrangements section in Note 7 - Derivatives of Notes to Condensed Consolidated Financial Statements. Other Restricted Investments The Company is required by law to deposit securities with government agencies in certain states in which it conducts business. As of June 30, 2020 and December 31, 2019 , the fair value of securities on deposit was $ 2.5 billion and $2.3 billion , respectively. In addition, as of June 30, 2020 , the Company held fixed maturities and short-term investments of $604 and $24 , respectively, in trust for the benefit of syndicate policyholders, deposited fixed maturities of $64 into a Lloyd's of London ("Lloyd's") trust account to provide a portion of the required capital, and maintained other investments of $48 primarily consisting of overseas deposits in var

Derivative Instruments

Derivative Instruments	6 Months Ended
	Jun. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives Instruments	7 . DERIVATIVES 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 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. Strategies that Qualify for Hedge Accounting Some of the Company's derivatives satisfy hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements, included in The Hartford’s 2019 Form 10-K Annual Report. 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 debt instruments issued. The hedge strategies by hedge accounting designation include: Cash Flow Hedges Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily convert interest receipts on variable-rate fixed maturity securities to fixed rates. The Company has also entered into interest rate swaps to convert the variable interest payments on the 3 month LIBOR + 2.125% junior subordinated debt to fixed interest payments. For further information, see the Junior Subordinated Debentures section within Note 13 - Debt of Notes to the Consolidated Financial Statements, included in The Hartford's 2019 Form 10-K Annual Report. Foreign currency swaps are used to convert foreign currency denominated cash flows related to certain investment receipts to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency 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 group benefits liabilities. Non-qualifying Strategies Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency and equity risk of certain fixed maturities and equities do not qualify for hedge accounting. The non-qualifying strategies include: 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. The Company also enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward. Interest Rate Swaps, Swaptions and Futures The Company uses interest rate swaps, swaptions and futures to manage interest rate duration between assets and liabilities. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap going forward. As of June 30, 2020 and December 31, 2019 , the notional amount of interest rate swaps in offsetting relationships was $7.6 billion . 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 may at times enter into foreign currency forwards to hedge non-U.S. dollar denominated cash. Equity Index 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 also enters into covered call options on equity securities to generate additional return. 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. 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. Derivative Balance Sheet Presentation Net Derivatives Asset Derivatives Liability Derivatives Notional Amount Fair Value Fair Value Fair Value Hedge Designation/ Derivative Type Jun. 30, 2020 Dec. 31, 2019 Jun. 30, 2020 Dec. 31, 2019 Jun. 30, 2020 Dec. 31, 2019 Jun. 30, 2020 Dec. 31, 2019 Cash flow hedges Interest rate swaps $ 2,340 $ 2,040 $ — $ — $ — $ 1 $ — $ (1 ) Foreign currency swaps 287 270 21 (1 ) 21 3 — (4 ) Total cash flow hedges 2,627 2,310 21 (1 ) 21 4 — (5 ) Non-qualifying strategies Interest rate contracts Interest rate swaps and futures 8,333 9,338 (86 ) (59 ) 4 3 (90 ) (62 ) Foreign exchange contracts Foreign currency swaps and forwards 270 464 — (1 ) — — — (1 ) Credit contracts Credit derivatives that purchase credit protection 5 124 — (3 ) — — — (3 ) Credit derivatives that assume credit risk [1] 600 500 7 13 7 13 — — Credit derivatives in offsetting positions 224 29 — — 5 5 (5 ) (5 ) Equity contracts Equity index swaps and options 4 941 — (15 ) — 15 — (30 ) Total non-qualifying strategies 9,436 11,396 (79 ) (65 ) 16 36 (95 ) (101 ) Total cash flow hedges and non-qualifying strategies $ 12,063 $ 13,706 $ (58 ) $ (66 ) $ 37 $ 40 $ (95 ) $ (106 ) Balance Sheet Location Fixed maturities, available-for-sale $ 270 $ 244 $ — $ — $ — $ — $ — $ — Other investments 1,490 1,277 12 12 14 13 (2 ) (1 ) Other liabilities 10,303 12,185 (70 ) (78 ) 23 27 (93 ) (105 ) Total derivatives $ 12,063 $ 13,706 $ (58 ) $ (66 ) $ 37 $ 40 $ (95 ) $ (106 ) [1] The derivative instruments related to this strategy are held for other investment 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 Condensed 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. Offsetting Derivative Assets and Liabilities (i) (ii) (iii) = (i) - (ii) (iv) (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) Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] (Liabilities) [2] Accrued Interest and Cash Collateral (Received) [3] Pledged [2] Financial Collateral (Received) Pledged [4] Net Amount As of June 30, 2020 Other investments $ 37 $ 35 $ 12 $ (10 ) $ 1 $ 1 Other liabilities $ (95 ) $ (10 ) $ (70 ) $ (15 ) $ (78 ) $ (7 ) As of December 31, 2019 Other investments $ 40 $ 37 $ 12 $ (9 ) $ 1 $ 2 Other liabilities $ (106 ) $ (23 ) $ (78 ) $ (5 ) $ (73 ) $ (10 ) [1] Included in other investments in the Company's Condensed Consolidated Balance Sheets. [2] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. [3] Included in other investments in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty. [4] Excludes collateral associated with exchange-traded derivative instruments. Cash Flow Hedges For derivative instruments that are designated and qualify as cash flow hedges, 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. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. Gain (Loss) Recognized in OCI Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Interest rate swaps $ 4 $ 13 $ 36 $ 20 Foreign currency swaps (4 ) 4 24 4 Total $ — $ 17 $ 60 $ 24 Gain (Loss) Reclassified from AOCI into Income Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Net Realized Capital Gain/(Loss) Net Investment Income Interest Expense Net Realized Capital Gain/(Loss) Net Investment Income Interest Expense Net Realized Capital Gain/(Loss) Net Investment Income Interest Expense Net Realized Capital Gain/(Loss) Net Investment Income Interest Expense Interest rate swaps $ — $ 7 $ (2 ) $ 2 $ — $ 1 $ — $ 10 $ (2 ) $ 2 $ — $ 1 Foreign currency swaps — 1 — — — — — 2 — — 1 — Total $ — $ 8 $ (2 ) $ 2 $ — $ 1 $ — $ 12 $ (2 ) $ 2 $ 1 $ 1 Total amounts presented on the Condensed Consolidated Statement of Operations $ 109 $ 339 $ 57 $ 80 $ 488 $ 63 $ (122 ) $ 798 $ 121 $ 243 $ 958 $ 127 As of June 30, 2020 , the Company had $35 of before tax deferred net gains on derivative instruments recorded in AOCI that are expected to be reclassified to earnings during the next twelve months. This expectation is based on the anticipated interest payments on hedged investments in fixed maturity securities that will occur over the next twelve months, at which time the Company will recognize the deferred net gains (losses) as an adjustment to net investment income over the term of the investment cash flows. During the three and six months ended June 30, 2020 and 2019 , the 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 Recognized within Net Realized Capital Gains (Losses) Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Foreign exchange contracts Foreign currency swaps and forwards $ — $ (1 ) $ 3 $ — Interest rate contracts Interest rate swaps, swaptions, and futures 1 (7 ) 21 (15 ) Credit contracts Credit derivatives that purchase credit protection (2 ) (1 ) 4 — Credit derivatives that assume credit risk 8 6 (4 ) 27 Equity contracts Equity index swaps and options — (4 ) 75 (4 ) Total [1] $ 7 $ (7 ) $ 99 $ 8 [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 5 - Fair Value Measurements of Notes to Condensed 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 and CMBS issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings. Credit Risk Assumed Derivatives by Type Underlying Referenced Credit Obligation(s) [1] Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] As of June 30, 2020 Single name credit default swaps Investment grade risk exposure $ 100 $ 1 5 years Corporate Credit A- $ — $ — Basket credit default swaps [4] Investment grade risk exposure 500 6 5 years Corporate Credit BBB+ — — Investment grade risk exposure 100 — 8 years CMBS Credit AAA 100 — Below investment grade risk exposure 12 (4 ) Less than 1 year CMBS Credit CCC 12 4 Total [5] $ 712 $ 3 $ 112 $ 4 As of December 31, 2019 Single name credit default swaps Investment grade risk exposure $ 100 $ 3 5 years Corporate Credit A- $ — $ — Basket credit default swaps [4] Investment grade risk exposure 400 10 5 years Corporate Credit BBB+ — — Investment grade risk exposure 1 — Less than 1 year CMBS Credit A 1 — Below investment grade risk exposure 14 (5 ) Less than 1 year CMBS Credit CCC- 14 5 Total [5] $ 515 $ 8 $ 15 $ 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 5 - Fair Value Measurements of Notes to Condensed 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 June 30, 2020 and December 31, 2019 , the Company pledged cash collateral with a fair value of less than $1 associated with derivative instruments. The collateral receivable has been recorded in other assets or other liabilities on the Company's Condensed Consolidated Balance Sheets as determined by the Company's election to offset on the balance sheet. As of June 30, 2020 and December 31, 2019 , the Company also pledged securities collateral associated with derivative instruments with a fair value of $86 and $78 , respectively, which have been included in fixed maturities on the Company's Condensed Consolidated Balance Sheets. The counterparties generally have the right to sell or re-pledge these securities. In addition, as of June 30, 2020 and December 31, 2019 , the Company has pledged initial margin of securities related to OTC-cleared and exchange traded derivatives with a fair value of $98 and $88 , respectively, which are included within fixed maturities on the Company's Condensed Consolidated Balance Sheets. As of June 30, 2020 and December 31, 2019 , the Company accepted cash collateral associated with derivative instruments of $25 and $16 , respectively, which was invested and recorded in the Company's Condensed 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 June 30, 2020 and December 31, 2019 , with a fair value of $1 as of both dates, which the Company has the right to sell or repledge. As of June 30, 2020 and December 31, 2019 , the Company had no repledged securities and no securities held as collateral have been sold. Non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets .

Premiums Receivable (Notes)

Premiums Receivable (Notes)	6 Months Ended
	Jun. 30, 2020
Credit Loss [Abstract]
Premiums Receivable Note [Text Block]	8 . PREMIUMS RECEIVABLE AND AGENTS' BALANCES Premiums Receivable and Agents' Balances As of June 30, 2020 Premiums receivable, excluding receivables for losses within a deductible and retrospectively-rated policy premiums $ 4,177 Receivables for loss within a deductible and retrospectively-rated policy premiums, by credit quality: AAA — AA 141 A 61 BBB 222 BB 104 Below BB 73 Total receivables for losses within a deductible and retrospectively-rated policy premiums 601 Total Premiums Receivable and Agents' Balances, Gross 4,778 ACL (183 ) Total Premiums Receivable and Agents' Balances, Net of ACL $ 4,595 ACL on Premiums Receivable and Agents' Balances Premium receivable and agents' balances, excluding receivables for losses within a deductible and retrospectively-rated policy premiums, are primarily comprised of premiums due from policyholders, which are typically collectible within one year or less. The Company had an immaterial amount of receivables with a due date of more than one year that are past-due. Balances are considered past due when amounts that have been billed are not collected within contractually stipulated time periods. For these balances, the ACL is estimated based on an aging of receivables and recent historical credit loss and collection experience, adjusted for current economic conditions and reasonable and supportable forecasts, when appropriate. In response to significant economic stress experienced as a result of the COVID-19 pandemic, the Company increased the expected loss factors used to estimate the ACL based on collections experience during past moderate and severe recessions as well as experience during periods when we provided policyholders additional time to make premiums payments. In the second quarter of 2020, we gave greater weight to recent experience which has shown a higher level of aged and uncollectible receivables than previously estimated due to the economic stress our customers are facing. A portion of the Company's Commercial Lines business is written with large deductibles or under retrospectively-rated plans. Under some commercial insurance contracts with a large deductible, the Company is obligated to pay the claimant the full amount of the claim and the Company is subsequently reimbursed by the policyholder for the deductible amount. As such, the Company is subject to credit risk until reimbursement is made. Retrospectively-rated policies are utilized primarily for workers' compensation coverage, whereby the ultimate premium is adjusted based on actual losses incurred. Although the premium adjustment feature of a retrospectively-rated policy substantially reduces insurance risk for the Company, it presents credit risk to the Company. The Company’s results of operations could be adversely affected if a significant portion of such policyholders failed to reimburse the Company for the deductible amount or the amount of additional premium owed under retrospectively-rated policies. The Company manages these credit risks through credit analysis, collateral requirements, and oversight. The ACL for receivables for loss within a deductible and retrospectively-rated policy premiums is estimated as the amount of the receivable exposed to loss multiplied by estimated factors for probability of default and the amount of loss given a default. The probability of default is assigned based on each policyholder's credit rating, or a rating is estimated if no external rating is available. Credit ratings are reviewed and updated at least annually. The exposure amount is estimated net of collateral and other credit enhancement, considering the nature of the collateral, potential future changes in collateral values, and historical loss information for the type of collateral obtained. The probability of default factors are historical corporate defaults for receivables with similar durations estimated through multiple economic cycles. Credit ratings are forward-looking and consider a variety of economic outcomes. The loss given default factors are based on a study of historical recovery rates for general creditors through multiple economic cycles. The Company's evaluation of the required ACL for receivables for loss within a deductible and retrospectively-rated policy premiums considers the current economic environment as well as the probability-weighted macroeconomic scenarios similar to the approach used for estimating the ACL for mortgage loans. See Note 6 - Investments of Notes to Condensed Consolidated Financial Statements. In response to significant economic stress experienced as a result of the COVID-19 pandemic during the first six months of 2020, the Company increased the weight of both a moderate and severe recession scenario in our estimate of the ACL. The ultimate impact to the Company’s financial statements from the COVID-19 pandemic could vary significantly from our estimates depending on the duration and severity of the pandemic, the duration and severity of the economic downturn and the degree to which federal, state and local government actions to mitigate the economic impact of COVID-19 are effective. Rollforward of ACL on Premiums Receivable and Agents' Balances Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 Premiums Receivable and Agents' Balances, Excluding Receivables for Loss within a Deductible and Retrospectively-Rated Policy Premiums Receivables for Loss within a Deductible and Retrospectively-Rated Policy Premiums Total Premiums Receivable and Agents' Balances, Excluding Receivables for Loss within a Deductible and Retrospectively-Rated Policy Premiums Receivables for Loss within a Deductible and Retrospectively-Rated Policy Premiums Total Beginning ACL $ (98 ) $ (41 ) $ (139 ) $ (85 ) $ (60 ) $ (145 ) Cumulative effect of accounting change [1] — — — 2 21 23 Adjusted beginning ACL (98 ) (41 ) (139 ) (83 ) (39 ) (122 ) Current period provision (48 ) (3 ) (51 ) (76 ) (5 ) (81 ) Current period gross write-offs 8 — 8 23 — 23 Current period gross recoveries (1 ) — (1 ) (3 ) — (3 ) Ending ACL $ (139 ) $ (44 ) $ (183 ) $ (139 ) $ (44 ) $ (183 ) [1] Represents the adjustment to the ACL recorded on adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements. The cumulative effect of accounting changes is attributable to the recognition of an ACL in connection with the adoption of accounting guidance for credit losses on January 1, 2020 that was less than the allowance recognized under the prior guidance. The adjusted beginning ACL was based on the Company’s historical loss information adjusted for current conditions and the forecasted economic environment at the time the guidance was adopted. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements. The increase in the allowance during the three and six months ended June 30, 2020 is primarily due to adjusting loss factors and an increase in aged premiums receivable as well as giving more weight to recession scenarios on receivables for loss within a deductible and retrospectively-rated policy premiums in response to the COVID-19 pandemic, as discussed above. The Company records total credit loss expenses related to premiums receivable in insurance operating costs and other expenses. Write-offs of premiums receivable and agents' balances and any related ACL are recorded in the period in which the balance is deemed uncollectible.

Reinsurance Reinsurance

Reinsurance Reinsurance	6 Months Ended
	Jun. 30, 2020
Insurance [Abstract]
Reinsurance [Text Block]	9 . REINSURANCE The Company cedes insurance risk to reinsurers 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's procedures include carefully selecting its reinsurers, structuring agreements to provide collateral funds where necessary, and regularly monitoring the financial condition and ratings of its reinsurers. 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 gross losses and loss adjustment expense reserves that may be ceded under the terms of the reinsurance agreements, including incurred but not reported unpaid losses. The Company’s estimate of losses and loss adjustment expense reserves ceded to reinsurers is based on assumptions that are consistent with those used in establishing the gross reserves for amounts the Company owes to its claimants. The Company estimates its ceded reinsurance recoverables based on the terms of any applicable facultative and treaty reinsurance, including an estimate of how incurred but not reported losses will ultimately be ceded under reinsurance agreements. Accordingly, the Company’s estimate of reinsurance recoverables is subject to similar risks and uncertainties as the estimate of the gross reserve for unpaid losses and loss adjustment expenses. Reinsurance Recoverables by Credit Quality Indicator as of June 30, 2020 Property and Casualty Group Benefits Corporate Total A.M. Best Financial Strength Rating A++ $ 1,242 $ — $ — $ 1,242 A+ 1,752 232 311 2,295 A 591 — — 591 A- 26 9 — 35 B++ 678 — 3 681 Below B++ 23 1 — 24 Total Rated by A.M. Best 4,312 242 314 4,868 Mandatory (Assigned) and Voluntary Risk Pools 264 — — 264 Captives 322 — — 322 Other not rated companies 288 9 — 297 Gross Reinsurance Recoverables 5,186 251 314 5,751 Allowance for uncollectible reinsurance (108 ) (1 ) (2 ) (111 ) Net Reinsurance Recoverables $ 5,078 $ 250 $ 312 $ 5,640 The Company had no reinsurance recoverables with a due date of one year or more that are past-due. Balances are considered past due when amounts that have been billed are not collected within contractually stipulated time periods, generally 30, 60 or 90 days. To manage reinsurer credit risk, a reinsurance security review committee evaluates the credit standing, financial performance, management and operational quality of each potential reinsurer. In placing reinsurance, the Company considers the nature of the risk reinsured, including the expected liability payout duration, and establishes limits tiered by reinsurer credit rating. Where its contracts permit, the Company secures future claim obligations with various forms of collateral or other credit enhancement, including irrevocable letters of credit, secured trusts, funds held accounts and group wide offsets. As part of its reinsurance recoverable review, the Company analyzes recent developments in commutation activity between reinsurers and cedants, recent trends in arbitration and litigation outcomes in disputes between cedants and reinsurers and the overall credit quality of the Company’s reinsurers. The Company periodically evaluates the recoverability of its reinsurance recoverable assets and establishes an allowance for uncollectible reinsurance. 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 allowance for uncollectible reinsurance comprises an ACL and an allowance for disputed balances. Based on this analysis, the Company may adjust the allowance for uncollectible reinsurance or charge off reinsurer balances that are determined to be uncollectible. Due to the inherent uncertainties as to collection and the length of time before reinsurance recoverables become due, it is possible that future adjustments to the Company’s reinsurance recoverables, net of the allowance, could be required, which could have a material adverse effect on the Company’s consolidated results of operations or cash flows in a particular quarter or annual period. The ACL is estimated as the amount of reinsurance recoverables exposed to loss multiplied by estimated factors for the probability of default and the amount of loss given a default. The probability of default is assigned based on each reinsurer's credit rating, or a rating is estimated if no external rating is available. Credit ratings are reviewed and updated at least annually. The probability of default factors are historical insurer and reinsurer defaults for liabilities with similar durations to the reinsured liabilities as estimated through multiple economic cycles. Credit ratings are forward-looking and consider a variety of economic outcomes. The loss given default factors are based on a study of historical recovery rates for general creditors of corporations through multiple economic cycles or, in the case of purchased annuities funding structured settlements accounted for as reinsurance, historical recovery rates for annuity contract holders. As shown in the table above, a portion of the total gross reinsurance recoverable balance relates to the Company’s participation in various mandatory (assigned) and voluntary risk pools. Reinsurance recoverables due from pools are backed by the financial position of all insurance companies participating in the pools and the credit backing the reinsurance recoverable is not limited to the financial strength of each pool. The mandatory pools generally are funded through policy assessments or surcharges and if any participant in the pool defaults, remaining liabilities are apportioned among the other members. The Company's evaluation of the required ACL for reinsurance recoverables considers the current economic environment as well as macroeconomic scenarios similar to the approach used to estimate the ACL for mortgage loans. See Note 6 - Investments of Notes to Condensed Consolidated Financial Statements. Insurance companies, including reinsurers, are regulated and hold risk-based capital to mitigate the risk of loss due to economic factors and other risks. Non-U.S. reinsurers are either subject to a capital regime substantively equivalent to domestic insurers or we hold collateral to support collection of reinsurance recoverables. As a result, there is limited history of losses from insurer defaults. In response to significant economic stress experienced as a result of the COVID-19 pandemic during the first six months of 2020, the Company increased the weight of both a moderate and severe recession in our estimate of the ACL. The Company expects the impact to reinsurers to be somewhat mitigated by their regulated capital and liquidity positions. The ultimate impact to the Company’s financial statements could vary significantly from our estimates depending on the duration and severity of the pandemic, the duration and severity of the economic downturn and the degree to which federal, state and local government actions to mitigate the economic impact of COVID-19 are effective. The following table presents the activity within the Company’s ACL for reinsurance recoverables. Allowance for Uncollectible Reinsurance Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 Property and Casualty Group Benefits Corporate Total Property and Casualty Group Benefits Corporate Total Beginning allowance for uncollectible reinsurance $ (114 ) $ (1 ) $ (2 ) $ (117 ) $ (114 ) $ — $ — $ (114 ) Beginning allowance for disputed amounts (65 ) — — (65 ) (66 ) — — (66 ) Beginning ACL (49 ) (1 ) (2 ) (52 ) (48 ) — — (48 ) Cumulative effect of accounting change [1] — — — — — (1 ) (1 ) (2 ) Adjusted beginning ACL (49 ) (1 ) (2 ) (52 ) (48 ) (1 ) (1 ) (50 ) Current period provision (1 ) — — (1 ) (2 ) — (1 ) (3 ) Current period gross recoveries (1 ) — — (1 ) (1 ) — — (1 ) Ending ACL (51 ) (1 ) (2 ) (54 ) (51 ) (1 ) (2 ) (54 ) Ending allowance for disputed amounts (57 ) — — (57 ) (57 ) — — (57 ) Ending allowance for uncollectible reinsurance $ (108 ) $ (1 ) $ (2 ) $ (111 ) $ (108 ) $ (1 ) $ (2 ) $ (111 ) [1] Represents the adjustment to the ACL recorded on adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies . The Company records credit loss expenses related to reinsurance recoverables in benefits losses and loss adjustment expenses. Write-offs of reinsurance recoverables and any related ACL are recorded in the period in which the balance is deemed uncollectible. Expected recoveries are included in the estimate of the ACL. There were no write-offs for the three and six months ended June 30, 2020 , respectively.

Reserve for Unpaid Losses and L

Reserve for Unpaid Losses and Loss Adjustment Expenses	6 Months Ended
	Jun. 30, 2020
Liability for Unpaid Claims and Claims Adjustment Expense, Activity in Liability [Abstract]
Reserve for Unpaid Losses and Loss Adjustment Expenses	10 . RESERVE FOR UNPAID LOSSES AND LOSS ADJUSTMENT EXPENSES Property and Casualty Insurance Products Rollforward of Liabilities for Unpaid Losses and Loss Adjustment Expenses For the six months ended June 30, 2020 2019 Beginning liabilities for unpaid losses and loss adjustment expenses, gross $ 28,261 $ 24,584 Reinsurance and other recoverables 5,275 4,232 Beginning liabilities for unpaid losses and loss adjustment expenses, net 22,986 20,352 Navigators Group acquisition — 2,001 Provision for unpaid losses and loss adjustment expenses Current accident year 3,962 3,475 Prior accident year development [1] (245 ) 24 Total provision for unpaid losses and loss adjustment expenses 3,717 3,499 Change in deferred gain on retroactive reinsurance included in other liabilities [1] (83 ) — Payments Current accident year (778 ) (848 ) Prior accident years (2,575 ) (2,381 ) Total payments (3,353 ) (3,229 ) Foreign currency adjustment (10 ) — Ending liabilities for unpaid losses and loss adjustment expenses, net 23,257 22,623 Reinsurance and other recoverables 5,427 5,125 Ending liabilities for unpaid losses and loss adjustment expenses, gross $ 28,684 $ 27,748 [1] Prior accident year development does not include the benefit of a portion of losses ceded under the Navigators adverse development cover (' Navigators ADC') which, under retroactive reinsurance accounting, is deferred and is recognized over the period the ceded losses are recovered in cash from National Indemnity Company ("NICO") . For additional information regarding the Navigators ADC agreement, please refer to Adverse Development Covers discussion below. Unfavorable (Favorable) Prior Accident Year Development For the six months ended June 30, 2020 2019 Workers’ compensation $ (38 ) $ (50 ) Workers’ compensation discount accretion 18 17 General liability 114 43 Marine 1 10 Package business (6 ) (9 ) Commercial property (2 ) (15 ) Professional liability 5 33 Bond (10 ) — Assumed reinsurance (7 ) 3 Automobile liability - Commercial Lines 27 2 Automobile liability - Personal Lines (21 ) (5 ) Homeowners — 1 Catastrophes (413 ) (22 ) Uncollectible reinsurance (2 ) — Other reserve re-estimates, net 6 16 Prior accident year development before change in deferred gain (328 ) 24 Change in deferred gain on retroactive reinsurance included in other liabilities [1] 83 — Total prior accident year development $ (245 ) $ 24 [1] The change in deferred gain for the six months ended June 30, 2020 primarily included increased reserves for professional liability, marine, general liability, prior accident year catastrophes, and assumed reinsurance. Re-estimates of prior accident year reserves for the six months ended June 30, 2020 Workers’ compensation reserves were reduced on national account business within middle & large commercial, driven by lower than previously estimated claim severity for the 2014 and prior accident years and were reduced in small commercial due to lower than expected claim severity for the 2013 to 2018 accident years. General liability reserves were increased in first quarter 2020, primarily related to guaranteed cost construction business for accident years 2016 to 2019 as incurred losses are developing higher than previously expected for premises and operations claims and product liability claims, partly due to a change in industry mix and a heavier concentration of losses in California than initially assumed. General liability reserves were also increased in second quarter 2020 on primary layer construction account business mainly related to the 2018 accident year and is largely included as a component of the change in deferred gain under retroactive reinsurance in the above table. In addition, the Company recorded an increase in reserves for sexual molestation and abuse claims in the second quarter of 2020 related to cases brought against religious and other institutions that were insureds of the Company. During the second quarter of 2020, the Company increased these reserves by $102 considering the impact of recent bankruptcy filings and an expected increase in claim incidence largely driven by legislation passed in a number of states that provides an opportunity for claimants to file claims for a period of time despite the fact that the original statute of limitations had expired. Marine reserves were increased principally due to an increase in domestic marine liability, mostly in accident years 2017 and 2018 due to a higher number of large losses. The increase in marine reserves is included as a component of the change in deferred gain under retroactive reinsurance in the above table. Commercial property reserves were decreased for accident year 2019 due to favorable developments on marine and middle market property claims. Professional liability reserves were increased primarily due to an increase in large D&O losses within Global Specialty, principally in the 2016 and 2017 accident years. The reserve increases within Global Specialty are included as a component of the change in deferred gain under retroactive reinsurance in the above table. Assumed reinsurance reserves were increased for accident year 2018 mostly due to higher accident and health reserve estimates for medical professionals on assumed casualty business. These reserve increases are included as a component of the change in deferred gain under retroactive reinsurance in the above table. Automobile liability reserves were decreased in Personal Lines principally due to lower than previously expected AARP Direct automobile liability claim severity for the 2017 and 2018 accident years. Automobile liability reserves were increased in Commercial Lines primarily due to higher than expected large losses on national accounts in the first quarter of 2020 related to accident years 2015 to 2017 and due to large losses within middle & large commercial, primarily within the 2018 and 2019 accident years. Catastrophes reserves were reduced, primarily due to a a reduction in estimated reserves for 2017 and 2018 California wildfires and a reduction in estimated catastrophes for wind and hail events in the 2018 and 2019 accident years, partially offset by an increase in reserves for 2019 typhoons Hagibis and Faxai in Asia. The reduction in reserves for the 2017 and 2018 wildfires was largely due to recognizing a $289 subrogation benefit in the second quarter of 2020 from PG&E Corporation and Pacific Gas and Electric Company (together, “PG&E”). In December, 2019, the judge overseeing the bankruptcy of PG&E approved an $11 billion settlement of insurance subrogation claims to resolve all such claims arising from the 2017 Northern California wildfires and 2018 Camp wildfire. That settlement was contingent upon, among other things, the judge entering an order confirming PG&E’s chapter 11 bankruptcy plan (“PG&E Plan”) incorporating the settlement agreement. On June 20, 2020, the bankruptcy court judge approved the PG&E Plan and PG&E subsequently transferred the $11 billion settlement amount to a trust designed to allocate and distribute the settlement among subrogation holders, including certain of the Company’s insurance subsidiaries. In the second quarter of 2020, the Company recorded an estimated $289 subrogation benefit though the ultimate amount it collects will depend on how the Company’s ultimate paid claims subject to subrogation compare to other insurers’ ultimate paid claims subject to subrogation. Re-estimates of prior accident year reserves for the six months ended June 30, 2019 Workers’ compensation reserves were reduced, principally in small commercial driven by lower than previously estimated claim severity for the 2014 through 2017 accident years. General liability reserves were increased, primarily due to reserve increases in small commercial for accident years 2017 and 2018 due to higher frequency of high-severity bodily injury claims, as well as increased estimated severity on the acquired Navigators book of business related to U.S. construction, premises liability, products liability and excess casualty, mostly related to accident years 2014 to 2018. Package business reserves were decreased, primarily due to favorable emergence on property claims related to accident years 2016 through 2018. Commercial property reserves were decreased, principally due to favorable emergence of reported losses, including on the acquired Navigators Group book of business related to offshore energy in accident years 2017 to 2018 and construction engineering across accident years 2015 to 2018. Professional liability reserves were increased, primarily due to large loss activity, including wrongful termination and discrimination claims, in accident years 2017 and 2018 and increased estimated frequency and severity of directors’ and officers’ reserves on the Navigators Group book of business, principally for the 2014 to 2018 accident years. Marine reserves were increased, principally related to pollution exposure from the 1980s and 1990s related to the Navigators Group book of business. Automobile liability reserves were reduced, primarily driven by the emergence of lower estimated severity in personal automobile liability for accident year 2017. Catastrophes reserves were reduced, primarily as a result of lower estimated net losses from 2017 hurricanes Harvey and Irma. Adverse Development Covers The Company has an adverse development cover reinsurance agreement with NICO, a subsidiary of Berkshire Hathaway Inc., to reinsure loss development after 2016 on substantially all of the Company’s asbestos and environmental reserves (the “A&E ADC”). Under the A&E ADC, the Company paid a reinsurance premium of $650 for NICO to assume adverse net loss reserve development up to $1.5 billion above the Company’s existing net A&E reserves as of December 31, 2016 of approximately $1.7 billion including reserves for A&E exposure for accident years prior to 1986 that are reported in Property & Casualty Other Operations ("Run-off A&E") and reserves for A&E exposure for accident years 1986 and subsequent from policies underwritten prior to 2016 that are reported in ongoing Commercial Lines and Personal Lines. The $650 reinsurance premium was placed into a collateral trust account as security for NICO’s claim payment obligations to the Company. The Company has retained the risk of collection on amounts due from other third-party reinsurers and continues to be responsible for claims handling and other administrative services, subject to certain conditions. The A&E ADC covers substantially all the Company’s A&E reserve development up to the reinsurance limit. Under retroactive reinsurance accounting, net adverse A&E reserve development after December 31, 2016 will result in an offsetting reinsurance recoverable up to the $1.5 billion limit. Cumulative ceded losses up to the $650 reinsurance premium paid are recognized as a dollar-for-dollar offset to direct losses incurred. Cumulative ceded losses exceeding the $650 reinsurance premium paid would result in a deferred gain. The deferred gain would be recognized over the claim settlement period in the proportion of the amount of cumulative ceded losses collected from the reinsurer to the estimated ultimate reinsurance recoveries. Consequently, until periods when the deferred gain is recognized as a benefit to earnings, cumulative adverse development of asbestos and environmental claims after December 31, 2016 in excess of $650 may result in significant charges against earnings. As of June 30, 2020, the Company has incurred $640 in cumulative adverse development on asbestos and environmental reserves that have been ceded under the A&E ADC treaty with NICO with $860 of available limit remaining under the A&E ADC. Immediately after closing on the acquisition of Navigators Group, effective May 23, 2019, the Company purchased the Navigators ADC, an aggregate excess of loss reinsurance agreement covering adverse reserve development, from NICO, on behalf of Navigators Insurers. Under the Navigators ADC, the Navigators Insurers paid NICO a reinsurance premium of $91 in exchange for reinsurance coverage of $300 of adverse net loss reserve development that attaches $100 above the Navigators Insurers' existing net loss and allocated loss adjustment reserves as of December 31, 2018 subject to the treaty of $1.816 billion for accidents and losses prior to December 31, 2018. As of June 30, 2020, the Company has recorded a reinsurance recoverable under the Navigators ADC of $190 , as estimated cumulative loss development on the 2018 and prior accident year reserves of $290 exceed the $100 deductible. While the reinsurance recoverable is $190 , the Company has also recorded a $99 cumulative deferred gain within other liabilities since, under retroactive reinsurance accounting, ceded losses in excess of the $91 of ceded premium paid must be recognized as a deferred gain. As the Company has ceded $190 of the $300 available limit, there is $110 of remaining limit available as of June 30, 2020. Group Life, Disability and Accident Products Rollforward of Liabilities for Unpaid Losses and Loss Adjustment Expenses For the six months ended June 30, 2020 2019 Beginning liabilities for unpaid losses and loss adjustment expenses, gross $ 8,256 $ 8,445 Reinsurance recoverables [1] 246 239 Beginning liabilities for unpaid losses and loss adjustment expenses, net 8,010 8,206 Provision for unpaid losses and loss adjustment expenses Current incurral year 2,297 2,269 Prior year's discount accretion 111 117 Prior incurral year development [2] (315 ) (206 ) Total provision for unpaid losses and loss adjustment expenses [3] 2,093 2,180 Payments Current incurral year (871 ) (922 ) Prior incurral years (1,290 ) (1,342 ) Total payments (2,161 ) (2,264 ) Ending liabilities for unpaid losses and loss adjustment expenses, net 7,942 8,122 Reinsurance recoverables 244 234 Ending liabilities for unpaid losses and loss adjustment expenses, gross $ 8,186 $ 8,356 [1] Reflects a cumulative effect adjustment of $(1) representing an adjustment to the ACL recorded on adoption of accounting guidance for credit losses on January 1, 2020. See Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements for further information. [2] Prior incurral year development represents the change in estimated ultimate incurred losses and loss adjustment expenses for prior incurral years on a discounted basis. [3] Includes unallocated loss adjustment expenses of $89 and $85 for the six months ended June 30, 2020 and 2019 , respectively, that are recorded in insurance operating costs and other expenses in the Condensed Consolidated Statements of Operations. Re-estimates of prior incurral years reserves for the six months ended June 30, 2020 Group disability- Prior period reserve estimates decreased by approximately $230 largely driven by group long-term disability lower claim incidence and higher recoveries on prior incurral year claims, and a refund on the New York Paid Family Leave program. Group life and accident (including group life premium waiver)- Prior period reserve estimates decreased by approximately $ 65 largely driven by lower prior year mortality than prior assumptions in group life and lower-than-previously expected claim incidence in group life premium waiver. Supplemental Accident & Health- Prior period reserve estimates decreased by approximately $20 driven by lower-than-expected emergence of prior year claims, especially for voluntary critical Illness and voluntary accident products. Re-estimates of prior incurral years reserves for the six months ended June 30, 2019 Group disability- Prior period reserve estimates decreased by approximately $175 largely driven by group long-term disability claim incidence lower than prior assumptions, as well as claim recoveries and Social Security Disability approvals higher than prior reserve assumptions. New York Paid Family Leave also experienced favorable claim emergence compared to year-end estimates. Group life and accident (including group life premium waiver)- Prior period reserve estimates decreased by approximately $25 largely driven by lower than previously expected claim incidence in group life premium waiver. 11 . RESERVE FOR FUTURE POLICY BENEFITS Changes in Reserves for Future Policy Benefits [1] Liability balance, as of January 1, 2020 $ 635 Incurred 53 Paid (42 ) Change in unrealized investment gains and losses 6 Liability balance, as of June 30, 2020 $ 652 Reinsurance recoverable asset, as of January 1, 2020 $ 31 Incurred (4 ) Paid — Reinsurance recoverable asset, as of June 30, 2020 $ 27 Liability balance, as of January 1, 2019 $ 642 Incurred 44 Paid (55 ) Change in unrealized investment gains and losses 13 Liability balance, as of June 30, 2019 $ 644 Reinsurance recoverable asset, as of January 1, 2019 $ 27 Incurred — Paid — Reinsurance recoverable asset, as of June 30, 2019 $ 27 [1]Reserves for future policy benefits includes paid-up life insurance and whole-life policies resulting from conversion from group life policies included within the Group Benefits segment and reserves for run-off structured settlement and terminal funding agreement liabilities which are in the Corporate category.

Reserve for Future Policy Benef

Reserve for Future Policy Benefits	6 Months Ended
	Jun. 30, 2020
Insurance Loss Reserves [Abstract]
Reserve for Future Policy Benefits	10 . RESERVE FOR UNPAID LOSSES AND LOSS ADJUSTMENT EXPENSES Property and Casualty Insurance Products Rollforward of Liabilities for Unpaid Losses and Loss Adjustment Expenses For the six months ended June 30, 2020 2019 Beginning liabilities for unpaid losses and loss adjustment expenses, gross $ 28,261 $ 24,584 Reinsurance and other recoverables 5,275 4,232 Beginning liabilities for unpaid losses and loss adjustment expenses, net 22,986 20,352 Navigators Group acquisition — 2,001 Provision for unpaid losses and loss adjustment expenses Current accident year 3,962 3,475 Prior accident year development [1] (245 ) 24 Total provision for unpaid losses and loss adjustment expenses 3,717 3,499 Change in deferred gain on retroactive reinsurance included in other liabilities [1] (83 ) — Payments Current accident year (778 ) (848 ) Prior accident years (2,575 ) (2,381 ) Total payments (3,353 ) (3,229 ) Foreign currency adjustment (10 ) — Ending liabilities for unpaid losses and loss adjustment expenses, net 23,257 22,623 Reinsurance and other recoverables 5,427 5,125 Ending liabilities for unpaid losses and loss adjustment expenses, gross $ 28,684 $ 27,748 [1] Prior accident year development does not include the benefit of a portion of losses ceded under the Navigators adverse development cover (' Navigators ADC') which, under retroactive reinsurance accounting, is deferred and is recognized over the period the ceded losses are recovered in cash from National Indemnity Company ("NICO") . For additional information regarding the Navigators ADC agreement, please refer to Adverse Development Covers discussion below. Unfavorable (Favorable) Prior Accident Year Development For the six months ended June 30, 2020 2019 Workers’ compensation $ (38 ) $ (50 ) Workers’ compensation discount accretion 18 17 General liability 114 43 Marine 1 10 Package business (6 ) (9 ) Commercial property (2 ) (15 ) Professional liability 5 33 Bond (10 ) — Assumed reinsurance (7 ) 3 Automobile liability - Commercial Lines 27 2 Automobile liability - Personal Lines (21 ) (5 ) Homeowners — 1 Catastrophes (413 ) (22 ) Uncollectible reinsurance (2 ) — Other reserve re-estimates, net 6 16 Prior accident year development before change in deferred gain (328 ) 24 Change in deferred gain on retroactive reinsurance included in other liabilities [1] 83 — Total prior accident year development $ (245 ) $ 24 [1] The change in deferred gain for the six months ended June 30, 2020 primarily included increased reserves for professional liability, marine, general liability, prior accident year catastrophes, and assumed reinsurance. Re-estimates of prior accident year reserves for the six months ended June 30, 2020 Workers’ compensation reserves were reduced on national account business within middle & large commercial, driven by lower than previously estimated claim severity for the 2014 and prior accident years and were reduced in small commercial due to lower than expected claim severity for the 2013 to 2018 accident years. General liability reserves were increased in first quarter 2020, primarily related to guaranteed cost construction business for accident years 2016 to 2019 as incurred losses are developing higher than previously expected for premises and operations claims and product liability claims, partly due to a change in industry mix and a heavier concentration of losses in California than initially assumed. General liability reserves were also increased in second quarter 2020 on primary layer construction account business mainly related to the 2018 accident year and is largely included as a component of the change in deferred gain under retroactive reinsurance in the above table. In addition, the Company recorded an increase in reserves for sexual molestation and abuse claims in the second quarter of 2020 related to cases brought against religious and other institutions that were insureds of the Company. During the second quarter of 2020, the Company increased these reserves by $102 considering the impact of recent bankruptcy filings and an expected increase in claim incidence largely driven by legislation passed in a number of states that provides an opportunity for claimants to file claims for a period of time despite the fact that the original statute of limitations had expired. Marine reserves were increased principally due to an increase in domestic marine liability, mostly in accident years 2017 and 2018 due to a higher number of large losses. The increase in marine reserves is included as a component of the change in deferred gain under retroactive reinsurance in the above table. Commercial property reserves were decreased for accident year 2019 due to favorable developments on marine and middle market property claims. Professional liability reserves were increased primarily due to an increase in large D&O losses within Global Specialty, principally in the 2016 and 2017 accident years. The reserve increases within Global Specialty are included as a component of the change in deferred gain under retroactive reinsurance in the above table. Assumed reinsurance reserves were increased for accident year 2018 mostly due to higher accident and health reserve estimates for medical professionals on assumed casualty business. These reserve increases are included as a component of the change in deferred gain under retroactive reinsurance in the above table. Automobile liability reserves were decreased in Personal Lines principally due to lower than previously expected AARP Direct automobile liability claim severity for the 2017 and 2018 accident years. Automobile liability reserves were increased in Commercial Lines primarily due to higher than expected large losses on national accounts in the first quarter of 2020 related to accident years 2015 to 2017 and due to large losses within middle & large commercial, primarily within the 2018 and 2019 accident years. Catastrophes reserves were reduced, primarily due to a a reduction in estimated reserves for 2017 and 2018 California wildfires and a reduction in estimated catastrophes for wind and hail events in the 2018 and 2019 accident years, partially offset by an increase in reserves for 2019 typhoons Hagibis and Faxai in Asia. The reduction in reserves for the 2017 and 2018 wildfires was largely due to recognizing a $289 subrogation benefit in the second quarter of 2020 from PG&E Corporation and Pacific Gas and Electric Company (together, “PG&E”). In December, 2019, the judge overseeing the bankruptcy of PG&E approved an $11 billion settlement of insurance subrogation claims to resolve all such claims arising from the 2017 Northern California wildfires and 2018 Camp wildfire. That settlement was contingent upon, among other things, the judge entering an order confirming PG&E’s chapter 11 bankruptcy plan (“PG&E Plan”) incorporating the settlement agreement. On June 20, 2020, the bankruptcy court judge approved the PG&E Plan and PG&E subsequently transferred the $11 billion settlement amount to a trust designed to allocate and distribute the settlement among subrogation holders, including certain of the Company’s insurance subsidiaries. In the second quarter of 2020, the Company recorded an estimated $289 subrogation benefit though the ultimate amount it collects will depend on how the Company’s ultimate paid claims subject to subrogation compare to other insurers’ ultimate paid claims subject to subrogation. Re-estimates of prior accident year reserves for the six months ended June 30, 2019 Workers’ compensation reserves were reduced, principally in small commercial driven by lower than previously estimated claim severity for the 2014 through 2017 accident years. General liability reserves were increased, primarily due to reserve increases in small commercial for accident years 2017 and 2018 due to higher frequency of high-severity bodily injury claims, as well as increased estimated severity on the acquired Navigators book of business related to U.S. construction, premises liability, products liability and excess casualty, mostly related to accident years 2014 to 2018. Package business reserves were decreased, primarily due to favorable emergence on property claims related to accident years 2016 through 2018. Commercial property reserves were decreased, principally due to favorable emergence of reported losses, including on the acquired Navigators Group book of business related to offshore energy in accident years 2017 to 2018 and construction engineering across accident years 2015 to 2018. Professional liability reserves were increased, primarily due to large loss activity, including wrongful termination and discrimination claims, in accident years 2017 and 2018 and increased estimated frequency and severity of directors’ and officers’ reserves on the Navigators Group book of business, principally for the 2014 to 2018 accident years. Marine reserves were increased, principally related to pollution exposure from the 1980s and 1990s related to the Navigators Group book of business. Automobile liability reserves were reduced, primarily driven by the emergence of lower estimated severity in personal automobile liability for accident year 2017. Catastrophes reserves were reduced, primarily as a result of lower estimated net losses from 2017 hurricanes Harvey and Irma. Adverse Development Covers The Company has an adverse development cover reinsurance agreement with NICO, a subsidiary of Berkshire Hathaway Inc., to reinsure loss development after 2016 on substantially all of the Company’s asbestos and environmental reserves (the “A&E ADC”). Under the A&E ADC, the Company paid a reinsurance premium of $650 for NICO to assume adverse net loss reserve development up to $1.5 billion above the Company’s existing net A&E reserves as of December 31, 2016 of approximately $1.7 billion including reserves for A&E exposure for accident years prior to 1986 that are reported in Property & Casualty Other Operations ("Run-off A&E") and reserves for A&E exposure for accident years 1986 and subsequent from policies underwritten prior to 2016 that are reported in ongoing Commercial Lines and Personal Lines. The $650 reinsurance premium was placed into a collateral trust account as security for NICO’s claim payment obligations to the Company. The Company has retained the risk of collection on amounts due from other third-party reinsurers and continues to be responsible for claims handling and other administrative services, subject to certain conditions. The A&E ADC covers substantially all the Company’s A&E reserve development up to the reinsurance limit. Under retroactive reinsurance accounting, net adverse A&E reserve development after December 31, 2016 will result in an offsetting reinsurance recoverable up to the $1.5 billion limit. Cumulative ceded losses up to the $650 reinsurance premium paid are recognized as a dollar-for-dollar offset to direct losses incurred. Cumulative ceded losses exceeding the $650 reinsurance premium paid would result in a deferred gain. The deferred gain would be recognized over the claim settlement period in the proportion of the amount of cumulative ceded losses collected from the reinsurer to the estimated ultimate reinsurance recoveries. Consequently, until periods when the deferred gain is recognized as a benefit to earnings, cumulative adverse development of asbestos and environmental claims after December 31, 2016 in excess of $650 may result in significant charges against earnings. As of June 30, 2020, the Company has incurred $640 in cumulative adverse development on asbestos and environmental reserves that have been ceded under the A&E ADC treaty with NICO with $860 of available limit remaining under the A&E ADC. Immediately after closing on the acquisition of Navigators Group, effective May 23, 2019, the Company purchased the Navigators ADC, an aggregate excess of loss reinsurance agreement covering adverse reserve development, from NICO, on behalf of Navigators Insurers. Under the Navigators ADC, the Navigators Insurers paid NICO a reinsurance premium of $91 in exchange for reinsurance coverage of $300 of adverse net loss reserve development that attaches $100 above the Navigators Insurers' existing net loss and allocated loss adjustment reserves as of December 31, 2018 subject to the treaty of $1.816 billion for accidents and losses prior to December 31, 2018. As of June 30, 2020, the Company has recorded a reinsurance recoverable under the Navigators ADC of $190 , as estimated cumulative loss development on the 2018 and prior accident year reserves of $290 exceed the $100 deductible. While the reinsurance recoverable is $190 , the Company has also recorded a $99 cumulative deferred gain within other liabilities since, under retroactive reinsurance accounting, ceded losses in excess of the $91 of ceded premium paid must be recognized as a deferred gain. As the Company has ceded $190 of the $300 available limit, there is $110 of remaining limit available as of June 30, 2020. Group Life, Disability and Accident Products Rollforward of Liabilities for Unpaid Losses and Loss Adjustment Expenses For the six months ended June 30, 2020 2019 Beginning liabilities for unpaid losses and loss adjustment expenses, gross $ 8,256 $ 8,445 Reinsurance recoverables [1] 246 239 Beginning liabilities for unpaid losses and loss adjustment expenses, net 8,010 8,206 Provision for unpaid losses and loss adjustment expenses Current incurral year 2,297 2,269 Prior year's discount accretion 111 117 Prior incurral year development [2] (315 ) (206 ) Total provision for unpaid losses and loss adjustment expenses [3] 2,093 2,180 Payments Current incurral year (871 ) (922 ) Prior incurral years (1,290 ) (1,342 ) Total payments (2,161 ) (2,264 ) Ending liabilities for unpaid losses and loss adjustment expenses, net 7,942 8,122 Reinsurance recoverables 244 234 Ending liabilities for unpaid losses and loss adjustment expenses, gross $ 8,186 $ 8,356 [1] Reflects a cumulative effect adjustment of $(1) representing an adjustment to the ACL recorded on adoption of accounting guidance for credit losses on January 1, 2020. See Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements for further information. [2] Prior incurral year development represents the change in estimated ultimate incurred losses and loss adjustment expenses for prior incurral years on a discounted basis. [3] Includes unallocated loss adjustment expenses of $89 and $85 for the six months ended June 30, 2020 and 2019 , respectively, that are recorded in insurance operating costs and other expenses in the Condensed Consolidated Statements of Operations. Re-estimates of prior incurral years reserves for the six months ended June 30, 2020 Group disability- Prior period reserve estimates decreased by approximately $230 largely driven by group long-term disability lower claim incidence and higher recoveries on prior incurral year claims, and a refund on the New York Paid Family Leave program. Group life and accident (including group life premium waiver)- Prior period reserve estimates decreased by approximately $ 65 largely driven by lower prior year mortality than prior assumptions in group life and lower-than-previously expected claim incidence in group life premium waiver. Supplemental Accident & Health- Prior period reserve estimates decreased by approximately $20 driven by lower-than-expected emergence of prior year claims, especially for voluntary critical Illness and voluntary accident products. Re-estimates of prior incurral years reserves for the six months ended June 30, 2019 Group disability- Prior period reserve estimates decreased by approximately $175 largely driven by group long-term disability claim incidence lower than prior assumptions, as well as claim recoveries and Social Security Disability approvals higher than prior reserve assumptions. New York Paid Family Leave also experienced favorable claim emergence compared to year-end estimates. Group life and accident (including group life premium waiver)- Prior period reserve estimates decreased by approximately $25 largely driven by lower than previously expected claim incidence in group life premium waiver. 11 . RESERVE FOR FUTURE POLICY BENEFITS Changes in Reserves for Future Policy Benefits [1] Liability balance, as of January 1, 2020 $ 635 Incurred 53 Paid (42 ) Change in unrealized investment gains and losses 6 Liability balance, as of June 30, 2020 $ 652 Reinsurance recoverable asset, as of January 1, 2020 $ 31 Incurred (4 ) Paid — Reinsurance recoverable asset, as of June 30, 2020 $ 27 Liability balance, as of January 1, 2019 $ 642 Incurred 44 Paid (55 ) Change in unrealized investment gains and losses 13 Liability balance, as of June 30, 2019 $ 644 Reinsurance recoverable asset, as of January 1, 2019 $ 27 Incurred — Paid — Reinsurance recoverable asset, as of June 30, 2019 $ 27 [1]Reserves for future policy benefits includes paid-up life insurance and whole-life policies resulting from conversion from group life policies included within the Group Benefits segment and reserves for run-off structured settlement and terminal funding agreement liabilities which are in the Corporate category.

Debt

Debt	6 Months Ended
	Jun. 30, 2020
Debt Disclosure [Abstract]
Debt	12 . DEBT Senior Notes On March 30, 2020, The Hartford repaid at maturity the $500 principal amount of its 5.5% senior notes. Lloyd's Letter of Credit Facilities As a result of the acquisition of Navigators Group, The Hartford has two letter of credit facility agreements: the Club Facility and the Bilateral Facility, which are used to provide a portion of the capital requirements at Lloyd's. As of June 30, 2020 , uncollateralized letters of credit with an aggregate face amount of $165 and £60 million were outstanding under the Club Facility and £18 million was outstanding under the Bilateral Facility. As of June 30, 2020 , the Bilateral Facility has unused capacity of $3 for issuance of additional letters of credit. Among other covenants, the Club Facility and Bilateral Facility contain financial covenants regarding tangible net worth and Funds at Lloyd's ("FAL"). As of June 30, 2020 , Navigators Group was in compliance with all financial covenants.

Income Taxes

Income Taxes	6 Months Ended
	Jun. 30, 2020
Income Tax Disclosure [Abstract]
Income Taxes	13 . INCOME TAXES Income Tax Expense Income Tax Rate Reconciliation Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Tax provision at U.S. federal statutory rate $ 125 $ 95 $ 197 $ 258 Tax-exempt interest (12 ) (14 ) (24 ) (29 ) Executive compensation — 1 5 5 Increase in deferred tax valuation allowance 7 — 13 — Stock-based compensation — (1 ) (1 ) (4 ) Other 4 3 5 (1 ) Provision for income taxes $ 124 $ 84 $ 195 $ 229 Uncertain Tax Positions Rollforward of Unrecognized Tax Benefits Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Balance, beginning of period $ 14 $ 14 $ 14 $ 14 Gross increases - tax positions in prior period — — — — Gross decreases - tax positions in prior period — — — — Balance, end of period $ 14 $ 14 $ 14 $ 14 The entire amount of unrecognized tax benefits, if recognized, would affect the effective tax rate in the period of the release. Other Tax Matters On March 27, 2020, as part of the business stimulus package in response to the COVID-19 pandemic, the U.S. government enacted the Coronavirus Aid, Relief, and Economic Security ("CARES") Act. The CARES Act established new tax provisions including, but not limited to: (1) five-year carryback of net operating losses ("NOLs") generated in 2018, 2019 and 2020; (2) accelerated refund of alternative minimum tax ("AMT") credit carryforwards; and (3) retroactive changes to allow accelerated depreciation for certain depreciable property. The legislation does not have a material impact on the Company due to the lack of taxable income in carryback periods and the fact that the Company was already expecting to receive a refund or reduction of regular tax payable for all the remaining AMT credits in 2020. As of June 30, 2020 the Company had remaining AMT credit carryforwards of $410 which are reflected as a current income tax receivable within other assets in the accompanying Condensed Consolidated Balance Sheets. In July of 2020, the Company received a $206 refund of AMT credits including $1 of interest, with the remaining balance of $205 to be utilized against federal estimated tax payments due in July and September. For the period ending June 30, 2020 , the Company has utilized all US net operating loss carryforwards as a reduction of 2020 current tax liability. The Company has foreign net operating losses of $13 for which a valuation allowance of $11 has been established. While the foreign NOLs do not expire, this assessment reflects uncertainty in the Company's ability to generate sufficient taxable income in the near term in those specific jurisdictions. Management has assessed the need for a valuation allowance against its deferred tax assets based on tax character and jurisdiction. In making the assessment, 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, altering the level of tax exempt securities held, making investments which have specific tax characteristics, and business considerations such as asset-liability matching. Management views such tax planning strategies as prudent and feasible and would implement them, if necessary, to realize the deferred tax assets. The federal audits for the Company have been completed through 2013, and the Company is not currently under federal examination for any open years. The statute of limitations is closed through the 2015 tax year with the exception of NOL carryforwards utilized in open tax years. Navigators Group is currently under federal audit for the 2016 year and has completed examinations through 2015. Management believes that adequate provision has been made in the Company's Condensed Consolidated Financial Statements for any potential adjustments that may result from tax examinations and other tax-related matters for all open tax years.

Commitments and Contingencies

Commitments and Contingencies	6 Months Ended
	Jun. 30, 2020
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies Disclosure [Text Block]	14 . COMMITMENTS AND CONTINGENCIES Management evaluates each contingent matter separately. A loss is recorded if probable and reasonably estimable. Management establishes liabilities 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 Hartford is involved in claims litigation arising in the ordinary course of business, both as a liability insurer defending or providing indemnity for third-party claims brought against insureds and as an insurer defending coverage claims brought against it. The Hartford accounts for such activity through the establishment of unpaid loss and loss adjustment expense reserves. Subject to the uncertainties discussed under “Regulatory and Legal Risks” of the Risk Factors disclosed in Item 1A of Part I of the Company's Annual Report on Form 10-K for the year ended December 31, 2019, as amended in Part II Item 1A herein, and in the following discussion under the caption “Run-off Asbestos and Environmental Claims,” 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 Hartford. The Hartford is also involved in other kinds of legal actions, some of which assert claims for substantial amounts. These actions include putative class actions seeking certification of a state or national class. Such putative class actions have alleged, for example, underpayment of claims or improper sales or underwriting practices in connection with various kinds of insurance policies, such as personal and commercial automobile, property, disability, life and inland marine. The Hartford also is involved in individual actions in which punitive damages are sought, such as claims alleging bad faith in the handling of insurance claims or other allegedly unfair or improper business practices. Like many other insurers, The Hartford also has been joined in actions by asbestos plaintiffs asserting, among other things, that insurers had a duty to protect the public from the dangers of asbestos and that insurers committed unfair trade practices by asserting defenses on behalf of their policyholders in the underlying asbestos cases. 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 Hartford. Nonetheless, given the large or indeterminate amounts sought in certain of these actions, and the inherent unpredictability of litigation, the outcome in certain matters could, from time to time, have a material adverse effect on the Company’s results of operations or cash flows in particular quarterly or annual periods. COVID-19 Pandemic Business Income Insurance Coverage Litigation Like many others in the property and casualty insurance industry, beginning in April 2020, various direct and indirect subsidiaries of the Company (collectively the "Hartford Writing Companies”), and in some instances the Company itself, have been served as defendants in lawsuits seeking insurance coverage under commercial insurance policies issued by the Hartford Writing Companies for alleged losses resulting from the shutdown or suspension of their businesses due to the spread of COVID-19. As of July 29, 2020, the Company is aware of more than 150 such lawsuits, of which 45 purport to be filed on behalf of broad nationwide or statewide classes of policyholders. These lawsuits have been filed in state and federal courts in roughly 25 states. Although the allegations vary, the plaintiffs generally seek a declaration of insurance coverage, damages for breach of contract in unspecified amounts, interest, and attorney’s fees. Many of the lawsuits also allege that the insurance claims were denied in bad faith or otherwise in violation of state laws and seek extra-contractual or punitive damages. Several groups of plaintiffs have asked the Joint Panel on Multi-District Litigation (“JPMDL”) for an order that would coordinate or consolidate for pre-trial purposes, all COVID-19 pandemic business income coverage lawsuits pending in federal court against any commercial insurer, including Hartford Writing Companies. The Company and others in the insurance industry, and some plaintiffs, have opposed that request. The JPMDL's decision is expected in or after August 2020. The Company and its subsidiaries deny the allegations and intend to defend vigorously. The Hartford Writing Companies maintain that they have no coverage obligations with respect to these suits for business income allegedly lost by the plaintiffs due to the COVID-19 pandemic based on the clear terms of the applicable insurance policies. Although the policy terms vary depending, among other things, upon the size, nature, and location of the policyholder’s business, in general, the claims at issue in these lawsuits were denied because the claimant identified no direct physical damage or loss to property at the insured premises, and the governmental orders that led to the complete or partial shutdown of the business were not due to the existence of any such damage or loss in the immediate vicinity of the insured premises and did not prohibit access to the insured premises, as required by the terms of the insurance policies. In addition, the vast majority of the policies at issue expressly exclude from coverage any loss caused directly or indirectly by the presence, growth, proliferation, spread or activity of a virus, subject to a narrow set of exceptions not applicable in connection with this pandemic, and contain a pollution and contamination exclusion that, among other things, expressly excludes from coverage any loss caused by material that threatens human health or welfare. In addition to the inherent difficulty in predicting litigation outcomes, the COVID-19 pandemic business income coverage lawsuits present numerous uncertainties and contingencies that are not yet known, including how many policyholders will ultimately file claims, the number of lawsuits that will be filed, the extent to which any state or nationwide classes will be certified and the size and scope of any such classes, and whether the validity of the coverage defenses will be determined by one court or many. The legal theories advocated by plaintiffs vary significantly by case as do the state laws that govern the policy interpretation, and virtually no substantive legal rulings have been made. In addition, business income calculations depend upon a wide range of factors that are particular to the circumstances of each individual policyholder and, here, virtually none of the plaintiffs have submitted proofs of loss or otherwise quantified or factually supported any allegedly covered loss, and, in any event, the Company’s experience shows that demands for damages often bear little relation to a reasonable estimate of potential loss. Accordingly, management cannot now reasonably estimate the possible loss or range of loss, if any. Nonetheless, given the large number of claims and potential claims, the indeterminate amounts sought, and the inherent unpredictability of litigation, it is possible that adverse outcomes, if any, in the aggregate, could have a material adverse effect on the Company’s consolidated operating results. Run-off Asbestos and Environmental Claims The Company continues to receive A&E claims. Asbestos claims relate primarily to bodily injuries asserted by people who came in contact with asbestos or products containing asbestos. Environmental claims relate primarily to pollution and related clean-up costs. The vast majority of the Company's exposure to A&E relates to Run-off A&E, reported within the P&C Other Operations segment. In addition, since 1986, the Company has written asbestos and environmental exposures under general liability policies and pollution liability under homeowners policies, which are reported in the Commercial Lines and Personal Lines segments. Prior to 1986, the Company wrote several different categories of insurance contracts that may cover A&E claims. First, the Company wrote primary policies providing the first layer of coverage in an insured’s liability program. Second, the Company wrote excess and umbrella policies providing higher layers of coverage for losses that exhaust the limits of underlying coverage. Third, the Company acted as a reinsurer assuming a portion of those risks assumed by other insurers writing primary, excess, umbrella and reinsurance coverages. Significant uncertainty limits the ability of insurers and reinsurers to estimate the ultimate reserves necessary for unpaid gross losses and expenses related to environmental and particularly asbestos claims. The degree of variability of gross reserve estimates for these exposures is significantly greater than for other more traditional exposures. In the case of the reserves for asbestos exposures, factors contributing to the high degree of uncertainty include inadequate loss development patterns, plaintiffs’ expanding theories of liability, the risks inherent in major litigation, and inconsistent emerging legal doctrines. Furthermore, over time, insurers, including the Company, have experienced significant changes in the rate at which asbestos claims are brought, the claims experience of particular insureds, and the value of claims, making predictions of future exposure from past experience uncertain. Plaintiffs and insureds also have sought to use bankruptcy proceedings, including “pre-packaged” bankruptcies, to accelerate and increase loss payments by insurers. In addition, some policyholders have asserted new classes of claims for coverages to which an aggregate limit of liability may not apply. Further uncertainties include insolvencies of other carriers and unanticipated developments pertaining to the Company’s ability to recover reinsurance for A&E claims. Management believes these issues are not likely to be resolved in the near future. In the case of the reserves for environmental exposures, factors contributing to the high degree of uncertainty include expanding theories of liability and damages, the risks inherent in major litigation, inconsistent decisions concerning the existence and scope of coverage for environmental claims, and uncertainty as to the monetary amount being sought by the claimant from the insured. The reporting pattern for assumed reinsurance claims, including those related to A&E claims, is much longer than for direct claims. In many instances, it takes months or years to determine that the policyholder’s own obligations have been met and how the reinsurance in question may apply to such claims. The delay in reporting reinsurance claims and exposures adds to the uncertainty of estimating the related reserves. It is also not possible to predict changes in the legal and legislative environment and their effect on the future development of A&E claims. Given the factors described above, the Company believes the actuarial tools and other techniques it employs to estimate the ultimate cost of claims for more traditional kinds of insurance exposure are less precise in estimating reserves for A&E exposures. For this reason, the Company principally relies on exposure-based analysis to estimate the ultimate costs of these claims, both gross and net of reinsurance, and regularly evaluates new account information in assessing its potential A&E exposures. The Company supplements this exposure-based analysis with evaluations of the Company’s historical direct net loss and expense paid and reported experience, and net loss and expense paid and reported experience by calendar and/or report year, to assess any emerging trends, fluctuations or characteristics suggested by the aggregate paid and reported activity. While the Company believes that its current A&E reserves are appropriate, significant uncertainties limit the ability of insurers and reinsurers to estimate the ultimate reserves necessary for unpaid losses and related expenses. The ultimate liabilities, thus, could exceed the currently recorded reserves, and any such additional liability, while not estimable now, could be material to The Hartford’s consolidated operating results and liquidity. For its Run-off A&E, as of June 30, 2020 , the Company reported $815 of net asbestos reserves and $106 of net environmental reserves. While the Company believes that its current Run-off A&E reserves are appropriate, significant uncertainties limit our ability to estimate the ultimate reserves necessary for unpaid losses and related expenses. The ultimate liabilities, thus, could exceed the currently recorded reserves, and any such additional liability, while not reasonably estimable now, could be material to The Hartford's consolidated operating results and liquidity. The Company’s A&E ADC reinsurance agreement with NICO reinsures substantially all A&E reserve development for 2016 and prior accident years, including Run-off A&E and A&E reserves included in Commercial Lines and Personal Lines. The A&E ADC has a coverage limit of $1.5 billion above the Company’s existing net A&E reserves as of December 31, 2016 of approximately $1.7 billion . As of June 30, 2020 , the Company has incurred $640 in cumulative adverse development on A&E reserves that have been ceded under the A&E ADC treaty with NICO, leaving $860 of coverage available for future adverse net reserve development, if any. Cumulative adverse development of A&E claims for accident years 2016 and prior could ultimately exceed the $1.5 billion treaty limit in which case any adverse development in excess of the treaty limit would be absorbed as a charge to earnings by the Company. In these scenarios, the effect of these charges could be material to the Company’s consolidated operating results and liquidity. For more information on the A&E ADC, refer to Note 11 , Reserve for Unpaid Losses and Loss Adjustment Expenses of Notes to Consolidated Financial Statements included in the Company's 2019 Form 10-K Annual Report. 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, of the individual legal entity that entered into the derivative agreement. If the legal entity’s financial strength were to fall below certain ratings, the counterparties to the derivative agreements could demand immediate and ongoing full collateralization and, in certain instances, enable the counterparties to 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 June 30, 2020 was $83 for which the legal entities have posted collateral of $86 in the normal course of business. Based on derivative market values as of June 30, 2020 , a downgrade of one level below the current financial strength ratings by either Moody's or S&P would not require additional assets to be posted as collateral. A downgrade of two levels would require an additional $5 of assets to be posted as collateral. 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 additional collateral that we would post, if required, would be primarily in the form of U.S. Treasury bills, U.S. Treasury notes and government agency securities. Guarantees The Hartford has guaranteed the timely payment of contractual claims under certain life, accident and health and annuity contracts issued by its former life and annuity business with most of the guaranteed contracts issued between 1990 and 1997 (the "Talcott Guarantees"). Upon the sale of the life and annuity business in May 2018, the purchaser indemnified the Company for any liability arising under the guarantees. The Talcott Guarantees cover contractual obligations only but otherwise have no limitation as to maximum potential future payments. Prior to January 1, 2020, the Company had not recorded a liability because the likelihood of any payment under the Talcott Guarantees is remote. Upon adoption of new credit loss guidance on January 1, 2020, the Company estimated a LCL of $25 . For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements . The LCL is calculated for the estimated amount payable under guaranteed contracts multiplied by the probability of default and the amount of loss given a default. The probability of default is assigned by credit rating of the applicable insurance company that issued the contract and is based on historical insurance industry defaults for liabilities with similar durations estimated through multiple economic cycles. Credit ratings are current and forward-looking and consider a variety of economic outcomes. Because annuities represent the majority of the contracts issued, the loss given default factors are based on a historical study of annuity policyholder recoveries from insolvent estate assets. The Company's exposure is expected to run off over a period that will include more than one economic cycle. The Company's evaluation of the required LCL for the Talcott Guarantees considers the current economic environment as well as macroeconomic scenarios similar to the approach used to estimate the ACL for mortgage loans. See Note 6 - Investments of Notes to Condensed Consolidated Financial Statements. In response to significant economic stress experienced as a result of the COVID-19 pandemic, during the first six months of 2020 the Company increased the weight of both a moderate and severe recession scenario in our estimate of the LCL. The ultimate impact to the Company’s financial statements could vary significantly from our estimates depending on the duration and severity of the pandemic, the duration and severity of the economic downturn and the degree to which federal, state and local government actions to mitigate the economic impact of COVID-19 are effective. The Company has never experienced a loss on financial guarantees of this nature and we believe the risk of loss is remote. For the three and six months ended June 30, 2020, the Company recorded total credit loss expense within insurance operating costs and other expenses of $2 and $3 , respectively, related to the Talcott Guarantees as a result of giving increased weight to recession scenarios in response to the COVID-19 pandemic, as discussed above.

Equity

Equity	6 Months Ended
	Jun. 30, 2020
Equity [Abstract]
Equity	15 . EQUITY Equity Repurchase Program In February, 2019, the Company announced a $1.0 billion share repurchase authorization by the Board of Directors which is effective through December 31, 2020. During the six months ended June 30, 2020 , the Company repurchased 2.7 million common shares for $150 . Any repurchase of shares under the remaining equity repurchase authorization of $650 is dependent on market conditions and other factors including the extent to which COVID-19 impacts our business, results of operations, financial condition and liquidity.

Changes in and Reclassification

Changes in and Reclassifications from Accumulated Other Comprehensive Income (Loss)	6 Months Ended
	Jun. 30, 2020
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Changes in and Reclassifications from Accumulated Other Comprehensive Income (Loss)	16 . CHANGES IN AND RECLASSIFICATIONS FROM ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS) Changes in AOCI, Net of Tax for the Three Months Ended June 30, 2020 Changes in Net Unrealized Gain on Fixed Maturities Unrealized Loss on Fixed Maturities with ACL Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments Pension and Other Postretirement Plan Adjustments AOCI, Beginning balance $ 627 $ (2 ) $ 53 $ 26 $ (1,661 ) $ (957 ) OCI before reclassifications 1,469 — — 1 — 1,470 Amounts reclassified from AOCI (41 ) — (5 ) — 12 (34 ) OCI, net of tax 1,428 — (5 ) 1 12 1,436 Ending balance $ 2,055 $ (2 ) $ 48 $ 27 $ (1,649 ) $ 479 Changes in AOCI, Net of Tax for the Six Months Ended June 30, 2020 Changes in Net Unrealized Gain on Fixed Maturities Unrealized Loss on Fixed Maturities with ACL Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments Pension and Other Postretirement Plan Adjustments AOCI, Beginning balance $ 1,684 $ (3 ) $ 9 $ 34 $ (1,672 ) $ 52 OCI before reclassifications 454 1 47 (7 ) (1 ) 494 Amounts reclassified from AOCI (83 ) — (8 ) — 24 (67 ) OCI, net of tax 371 1 39 (7 ) 23 427 Ending balance $ 2,055 $ (2 ) $ 48 $ 27 $ (1,649 ) $ 479 Reclassifications from AOCI Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Fixed Maturities Available-for-sale fixed maturities $ 52 $ 105 Net realized capital gains (losses) 52 105 Total before tax 11 22 Income tax expense $ 41 $ 83 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps $ 7 10 Net investment income Interest rate swaps (2 ) (2 ) Interest expense Foreign currency swaps 1 2 Net investment income 6 10 Total before tax 1 2 Income tax expense $ 5 $ 8 Net income Pension and Other Postretirement Plan Adjustments Amortization of prior service credit $ 1 $ 3 Insurance operating costs and other expenses Amortization of actuarial loss (16 ) (33 ) Insurance operating costs and other expenses (15 ) (30 ) Total before tax (3 ) (6 ) Income tax expense $ (12 ) $ (24 ) Net income Total amounts reclassified from AOCI $ 34 $ 67 Net income Changes in AOCI, Net of Tax for the Three Months Ended June 30, 2019 Changes in Net Unrealized Gain on Securities OTTI Losses in OCI Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments Pension and Other Postretirement Plan Adjustments AOCI, Beginning balance $ 703 $ (3 ) $ — $ 31 $ (1,616 ) $ (885 ) OCI before reclassifications 703 — 13 3 — 719 Amounts reclassified from AOCI (39 ) — (2 ) — 9 (32 ) OCI, net of tax 664 — 11 3 9 687 Ending balance $ 1,367 $ (3 ) $ 11 $ 34 $ (1,607 ) $ (198 ) Changes in AOCI, Net of Tax for the Six Months Ended June 30, 2019 Changes in Net Unrealized Gain on Securities OTTI Losses in OCI Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments Pension and Other Postretirement Plan Adjustments AOCI, net of tax Beginning balance $ 24 $ (4 ) $ (5 ) $ 30 $ (1,624 ) $ (1,579 ) OCI before reclassifications 1,399 1 19 4 — 1,423 Amounts reclassified from AOCI (56 ) — (3 ) — 17 (42 ) OCI, net of tax 1,343 1 16 4 17 1,381 Ending balance $ 1,367 $ (3 ) $ 11 $ 34 $ (1,607 ) $ (198 ) Reclassifications from AOCI Three Months Ended June 30, 2019 Six Months Ended June 30, 2019 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 50 $ 71 Net realized capital gains (losses) 50 71 Total before tax 11 15 Income tax expense $ 39 $ 56 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps $ 2 $ 2 Net realized capital gains (losses) Interest rate swaps 1 1 Interest expense Foreign currency swaps — 1 Net investment income 3 4 Total before tax 1 1 Income tax expense $ 2 $ 3 Net income Pension and Other Postretirement Plan Adjustments Amortization of prior service credit $ 2 $ 3 Insurance operating costs and other expenses Amortization of actuarial loss (13 ) (25 ) Insurance operating costs and other expenses (11 ) (22 ) Total before tax (2 ) (5 ) Income tax expense $ (9 ) $ (17 ) Net income Total amounts reclassified from AOCI $ 32 $ 42 Net income

Employee Benefit Plans

Employee Benefit Plans	6 Months Ended
	Jun. 30, 2020
Retirement Benefits [Abstract]
Employee Benefit Plans	17 . EMPLOYEE BENEFIT PLANS The Company’s employee benefit plans are described in Note 18 - Employee Benefit Plans of Notes to Consolidated Financial Statements included in The Hartford’s 2019 Annual Report on Form 10-K. Net Periodic Cost (Benefit) Pension Benefits Other Postretirement Benefits Three Months Ended June 30, Six months ended June 30, Three Months Ended June 30, Six months ended June 30, 2020 2019 2020 2019 2020 2019 2020 2019 Service cost $ 1 $ 1 $ 2 $ 2 $ — $ — $ — $ — Interest cost 32 40 64 79 1 2 3 4 Expected return on plan assets (54 ) (56 ) (108 ) (113 ) (1 ) (1 ) (2 ) (2 ) Amortization of prior service credit — — — — (1 ) (2 ) (3 ) (3 ) Amortization of actuarial loss 15 11 30 22 1 2 3 3 Net periodic cost (benefit) $ (6 ) $ (4 ) $ (12 ) $ (10 ) $ — $ 1 $ 1 $ 2

Significant Accounting Policies

Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2020
Accounting Policies [Abstract]
Basis of Presentation	Basis of Presentation The Hartford Financial Services Group, Inc. is a holding company for insurance and financial services subsidiaries that provide property and casualty insurance, group life and disability products and mutual funds and exchange-traded products to individual and business customers (collectively, “The Hartford”, the “Company”, “we” or “our”). On May 23, 2019, the Company completed the acquisition of The Navigators Group, Inc. ("Navigators Group"), a global specialty underwriter, for $70 a share, or $2.137 billion in cash, including transaction expenses. The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information, which differ materially from the accounting practices prescribed by various insurance regulatory authorities. These Condensed Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes thereto included in the Company's 2019 Form 10-K Annual Report. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year. The accompanying Condensed Consolidated Financial Statements and Notes are unaudited. These financial statements reflect all adjustments (generally consisting only of normal accruals) which are, in the opinion of management, necessary for the fair presentation of the financial position, results of operations and cash flows for the interim periods. The Company's significant accounting policies are summarized in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2019 Form 10-K Annual Report.
Consolidation	Consolidation The Condensed Consolidated Financial Statements include the accounts of The Hartford Financial Services Group, Inc., and entities in which the Company directly or indirectly has a controlling financial interest. Entities in which the Company has significant influence over the operating and financing decisions but does not control are reported using the equity method. All intercompany transactions and balances between The Hartford and its subsidiaries and affiliates 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 property and casualty and group long-term disability insurance product reserves, net of reinsurance; evaluation of goodwill for impairment; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters.
Reclassification, Comparability Adjustment [Policy Text Block]	Reclassifications Certain reclassifications have been made to prior year financial information to conform to the current year presentation.
Adoption of New Accounting Standards	Adoption of New Accounting Standards Goodwill On January 1, 2020, the Company adopted the Financial Accounting Standards Board's ("FASB") updated guidance on testing goodwill for impairment with no effect at adoption. The updated guidance requires impairment of goodwill if the carrying value of the reporting unit is greater than the estimated fair value, with the amount of the impairment not to exceed the carrying value of the reporting unit’s goodwill. Goodwill is reviewed for impairment at least annually and more frequently if events occur or circumstances change that would indicate that a triggering event for a potential impairment has occurred. Under the updated guidance, changes in market-based factors are more likely to result in a goodwill impairment than under the prior accounting guidance, whether a reporting unit's fair value is estimated using an income approach or a market approach. For example, changes in the weighted average cost of capital that is used to discount expected cash flows under the income approach or changes in market-based factors such as peer company price to earnings multiples or price to book multiples under a market approach can significantly affect changes to the estimated fair value of each reporting unit and such changes could result in impairments that have a material effect on our results of operations and financial condition. Financial Instruments - Credit Losses On January 1, 2020, the Company adopted the FASB’s updated guidance for recognition and measurement of credit losses on financial instruments. The new guidance replaces the “incurred loss” approach with an “expected loss” model for recognizing credit losses for financial instruments carried at other than fair value. Under the new model, for financial instruments carried at other than fair value, such as mortgage loans, reinsurance recoverables and receivables, an allowance for credit losses ("ACL") is recognized which is an estimate of credit losses expected over the life of financial instruments. Under the prior accounting model an ACL was recognized using an incurred loss approach. The new guidance also requires that we estimate a liability for credit losses ("LCL") on off balance sheet credit exposures such as financial guarantees and mortgage loan commitments that the Company cannot unconditionally cancel. Credit losses on fixed maturities, AFS carried at fair value continue to be measured based on the present value of expected future cash flows compared to amortized cost; however, the losses are now recognized through an ACL and no longer as an adjustment to the amortized cost. Recoveries of impairments on fixed maturities, AFS are now recognized as reversals of the ACL and no longer accreted as investment income through an adjustment to the investment yield. The ACL on fixed maturities, AFS cannot cause the net carrying value to be below fair value and, therefore, it is possible that future increases in fair value due to decreases in market interest rates could cause the reversal of the ACL and increase net income. The new guidance also requires purchased financial assets with a more-than-insignificant amount of credit deterioration since original issuance to be recorded based on contractual amounts due and an initial allowance recorded at the date of purchase. The Company adopted the guidance effective January 1, 2020, through a cumulative-effect adjustment that decreased retained earnings by $18 , representing a net increase to the ACL and LCL, after-tax. No ACL was recognized at adoption for fixed maturities AFS; rather, these investments are evaluated for an ACL prospectively. The Company does not have any purchased financial assets with a more than insignificant amount of credit deterioration since original issuance. Impact of Adoption on Condensed Consolidated Balance Sheet Balance as of January 1, 2020 Opening Balance Cumulative Effect of Accounting Change Adjusted Opening Balance Mortgage loans $ 4,215 $ 4,215 ACL on mortgage loans — $ (19 ) (19 ) Mortgage loans, net of ACL 4,215 (19 ) 4,196 Premiums receivable and agents’ balances 4,529 4,529 ACL on premiums receivable and agents' balances (145 ) 23 (122 ) Premiums receivable and agents' balances, net of ACL 4,384 23 4,407 Reinsurance recoverables 5,641 5,641 ACL and allowance for disputed amounts on reinsurance recoverables (114 ) (2 ) (116 ) Reinsurance recoverables, net of allowance for uncollectible reinsurance 5,527 (2 ) 5,525 Deferred income tax asset, net 299 5 304 Other liabilities (5,157 ) (25 ) (5,182 ) Retained Earnings $ 12,685 $ (18 ) $ 12,667 Summary of Adoption Impacts Net increase to ACL and LCL $ (23 ) Net tax effects 5 Net decrease to retained earnings $ (18 ) Reference Rate Reform On March 12, 2020, the Company adopted the FASB’s temporary guidance which allows The Hartford to account for contract modifications made solely due to rate reform (such as replacing LIBOR with another reference rate) as continuations of existing contracts and to maintain hedge accounting when the hedging effectiveness between a financial instrument and its hedge is only affected by the change to a replacement rate. As a result, The Hartford will not recognize gains and losses during the transition period of LIBOR to an alternative reference rate that would otherwise have arisen from accounting assessments and remeasurements. The guidance expires for contract modifications made and hedge relationships entered into or evaluated after December 31, 2022. The Company is not required to measure the effect of adoption on its financial position, cash flows or net income because the guidance provides relief from accounting for the effects of the change to a replacement rate. Mortgage Loan Modification On March 27, 2020, the President signed into law the Coronavirus Aid, Relief, and Economic Security Act (the “CARES Act”). Section 4013 of the CARES Act allows financial institutions the option to suspend the requirement to disclose and account for loan modifications as troubled debt restructurings for loan modifications related to the novel strain of coronavirus, specifically identified as the Coronavirus Disease 2019 (“COVID-19”) pandemic occurring between March 1, 2020 and the earlier of 60 days after the end of the national emergency or December 31, 2020. The Company’s adoption of Section 4013 of the CARES Act had no impact on our results of operations, financial position or cash flows because The Hartford has not granted significant concessions to borrowers on its mortgage loans that would have been disclosed and accounted for as troubled debt restructurings.
Commitments and Contingencies, Policy [Policy Text Block]	Management evaluates each contingent matter separately. A loss is recorded if probable and reasonably estimable. Management establishes liabilities 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 of Financial Instruments, Policy [Policy Text Block]	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 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, 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 derivative instruments is determined primarily using a discounted cash flow model or option model technique and incorporates 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. Valuation Controls The process for determining the fair value of investments is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company. The purpose of the Valuation Committee is to provide oversight of the pricing policy, procedures and controls, including approval of valuation methodologies and pricing sources. The Valuation Committee reviews market data trends, pricing statistics and trading statistics to ensure that prices are reasonable and consistent with our fair value framework. Controls and procedures used to assess third-party pricing services are reviewed by the Valuation Committee, including the results of annual due-diligence reviews. Controls include, but are not limited to, reviewing daily and monthly price changes, stale prices, and missing prices and comparing new trade prices to third-party pricing services, weekly price changes to published bond prices of a corporate bond index, and daily OTC derivative market valuations to counterparty valuations. The Company has a dedicated pricing unit that works with trading and investment professionals to challenge the price received by a third party pricing source if the Company believes that the valuation received does not accurately reflect the fair value. New valuation models and changes to current models require approval by the Valuation Committee. In addition, the Company’s enterprise-wide Operational Risk Management function provides an independent review of the suitability and reliability of model inputs, as well as an analysis of significant changes to current models. 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, certain short-term investments, and exchange traded futures and option contracts. Valuation Inputs Used in Levels 2 and 3 Measurements for Securities and Derivatives Level 2 Primary Observable Inputs Level 3 Primary Unobservable Inputs Fixed Maturity Investments Structured securities (includes ABS, CLOs, CMBS and RMBS) • Benchmark yields and spreads • Independent broker quotes • Credit spreads beyond observable curve • Interest rates beyond observable curve Other inputs for less liquid securities or those that trade less actively, including subprime RMBS: • Estimated cash flows • Credit spreads, which include illiquidity premium • Constant prepayment rates • Constant default rates • Loss severity Corporates • Benchmark yields and spreads • Reported trades, bids, offers of the same or similar securities • Issuer spreads and credit default swap curves Other inputs for investment grade privately placed securities that utilize internal matrix pricing: • Credit spreads for public securities of similar quality, maturity, and sector, adjusted for non-public nature • Independent broker quotes • Credit spreads beyond observable curve • Interest rates beyond observable curve Other inputs for below investment grade privately placed securities and private bank loans: • Independent broker quotes • Credit spreads for public securities of similar quality, maturity, and sector, adjusted for non-public nature U.S. Treasuries, Municipals, and Foreign government/government agencies • Benchmark yields and spreads • Credit spreads beyond observable curve • Interest rates beyond observable curve 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 • Reported trades, bids, offers • Issuer spreads and credit default swap curves • Material event notices and new issue money market rates • Independent broker quotes Derivatives Credit derivatives • Swap yield curve • Credit default swap curves Not applicable Equity derivatives • Equity index levels • Swap yield curve • Independent broker quotes • Equity volatility Foreign exchange derivatives • Swap yield curve • Currency spot and forward rates • Cross currency basis curves Not applicable Interest rate derivatives • Swap yield curve • Independent broker quotes • Interest rate volatility
Financing Receivable, Allowance for Credit Losses, Policy for Uncollectible Amounts [Policy Text Block]	The Company does not include the current accrued interest receivable balance when estimating the ACL. The Company has a policy to write-off accrued interest receivable balances that are more than 90 days past due. Write-offs of accrued interest receivable are recorded as a credit loss component of realized capital gains and losses.
Derivatives, Policy [Policy Text Block]	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.
Credit Loss, Financial Instrument [Policy Text Block]	The Company will record an "intent-to-sell impairment" as a reduction to the amortized cost of fixed maturities, AFS in an unrealized loss position if the Company intends to sell or it is more likely than not that the Company will be required to sell the fixed maturity before a recovery in value. A corresponding charge is recorded in net realized capital losses equal to the difference between the fair value on the impairment date and the amortized cost basis of the fixed maturity before recognizing the impairment. Interest income on fixed maturities and mortgage loans is accrued unless it is past due over 90 days or management deems the interest uncollectible.

Basis of Presentation and Sig_2

Basis of Presentation and Significant Accounting Policies (Tables)	6 Months Ended
	Jun. 30, 2020
Accounting Policies [Abstract]
Schedule of Prospective Adoption of New Accounting Pronouncements [Table Text Block]	Impact of Adoption on Condensed Consolidated Balance Sheet Balance as of January 1, 2020 Opening Balance Cumulative Effect of Accounting Change Adjusted Opening Balance Mortgage loans $ 4,215 $ 4,215 ACL on mortgage loans — $ (19 ) (19 ) Mortgage loans, net of ACL 4,215 (19 ) 4,196 Premiums receivable and agents’ balances 4,529 4,529 ACL on premiums receivable and agents' balances (145 ) 23 (122 ) Premiums receivable and agents' balances, net of ACL 4,384 23 4,407 Reinsurance recoverables 5,641 5,641 ACL and allowance for disputed amounts on reinsurance recoverables (114 ) (2 ) (116 ) Reinsurance recoverables, net of allowance for uncollectible reinsurance 5,527 (2 ) 5,525 Deferred income tax asset, net 299 5 304 Other liabilities (5,157 ) (25 ) (5,182 ) Retained Earnings $ 12,685 $ (18 ) $ 12,667 Summary of Adoption Impacts Net increase to ACL and LCL $ (23 ) Net tax effects 5 Net decrease to retained earnings $ (18 )

Business Acquisitions (Tables)

Business Acquisitions (Tables)	6 Months Ended
	Jun. 30, 2020
Business Combinations [Abstract]
Schedule of Recognized Identified Assets Acquired and Liabilities Assumed [Table Text Block]	Fair Value of Assets Acquired and Liabilities Assumed at the Acquisition Date Preliminary Values as of May 23, 2019 (as previously reported) Measurement Period Adjustments Adjusted Values as of May 23, 2019 Assets Cash and invested assets $ 3,848 $ 3 $ 3,851 Premiums receivable 492 6 498 Reinsurance recoverables 1,100 (3 ) 1,097 Prepaid reinsurance premiums 238 — 238 Other intangible assets 580 — 580 Property and equipment 83 — 83 Other assets 99 3 102 Total Assets Acquired 6,440 9 6,449 Liabilities Unpaid losses and loss adjustment expenses 2,823 — 2,823 Unearned premiums 1,219 — 1,219 Long-term debt 284 — 284 Deferred income taxes, net 48 (1 ) 47 Other liabilities 568 8 576 Total Liabilities Assumed 4,942 7 4,949 Net identifiable assets acquired 1,498 2 1,500 Goodwill [1] 623 (2 ) 621 Net Assets Acquired $ 2,121 $ — $ 2,121 [1] Non-deductible for income tax purposes.
Business Acquisition, Pro Forma Information [Table Text Block]	Pro Forma Results Six months ended June 30, 2019 Total Revenue $ 10,708 Net Income $ 997

Earnings (Loss) Per Common Shar

Earnings (Loss) Per Common Share Earnings Per Common Share (Tables)	6 Months Ended
	Jun. 30, 2020
Earnings Per Share [Abstract]
Earnings (Loss) Per Common Share	Computation of Basic and Diluted Earnings per Common Share Three Months Ended June 30, Six Months Ended June 30, (In millions, except for per share data) 2020 2019 2020 2019 Earnings Net income $ 468 $ 372 $ 741 $ 1,002 Less: Preferred stock dividends 5 — 10 5 Net income available to common stockholders $ 463 $ 372 $ 731 $ 997 Shares Weighted average common shares outstanding, basic 358.1 361.4 358.3 360.7 Dilutive effect of warrants [1] — 0.5 — 0.9 Dilutive effect of stock-based awards under compensation plans 1.2 3.2 1.9 3.3 Weighted average common shares outstanding and dilutive potential common shares 359.3 365.1 360.2 364.9 Net income available to com mon stockholders per common share Basic $ 1.29 $ 1.03 $ 2.04 $ 2.76 Diluted $ 1.29 $ 1.02 $ 2.03 $ 2.73 [1] On June 26, 2019, the Capital Purchase Program warrants issued in 2009 expired.

Segment Information (Tables)

Segment Information (Tables)	6 Months Ended
	Jun. 30, 2020
Segment Reporting [Abstract]
Reconciliation of Net Income from Segments to Consolidated	Net Income Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Commercial Lines $ (66 ) $ 191 $ 55 $ 554 Personal Lines 371 62 469 158 Property & Casualty Other Operations 5 11 10 34 Group Benefits 101 113 205 231 Hartford Funds 39 38 75 68 Corporate 18 (43 ) (73 ) (43 ) Net income 468 372 741 1,002 Preferred stock dividends 5 — 10 5 Net income available to common stockholders $ 463 $ 372 $ 731 $ 997
Reconciliation of Revenue from Segments to Consolidated	Revenues Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Earned premiums and fee income: Commercial Lines Workers’ compensation $ 720 $ 832 $ 1,536 $ 1,656 Liability 337 233 680 401 Marine 67 27 132 27 Package business 383 365 760 717 Property 185 175 390 331 Professional liability 149 98 292 166 Bond 68 65 138 125 Assumed reinsurance 72 29 138 29 Automobile 181 172 369 330 Total Commercial Lines 2,162 1,996 4,435 3,782 Personal Lines Automobile 462 565 1,005 1,126 Homeowners 241 246 481 493 Total Personal Lines [1] 703 811 1,486 1,619 Group Benefits Group disability 719 723 1,445 1,427 Group life 632 638 1,239 1,281 Other 72 61 130 123 Total Group Benefits 1,423 1,422 2,814 2,831 Hartford Funds Mutual fund and Exchange-Traded Products ("ETP") 207 227 432 443 Talcott Resolution life and annuity separate accounts [2] 20 24 42 46 Total Hartford Funds 227 251 474 489 Corporate 17 12 34 25 Total earned premiums and fee income 4,532 4,492 9,243 8,746 Net investment income 339 488 798 958 Net realized capital gains (losses) 109 80 (122 ) 243 Other revenues 88 32 105 85 Total revenues $ 5,068 $ 5,092 $ 10,024 $ 10,032 [1] For the three months ended June 30, 2020 and 2019 , AARP members accounted for earned premiums of $633 and $726 , respectively. For the six months ended June 30, 2020 and 2019 , AARP members accounted for earned premiums of $1.3 billion and $1.4 billion , respectively. [2] Represents revenues earned for investment advisory services on the life and annuity separate account AUM sold in May 2018 that is still managed by the Company's Hartford Funds segment.
Disaggregation of Revenue [Table Text Block]	Revenue from Non-Insurance Contracts with Customers Three Months Ended June 30, Six Months Ended June 30, Revenue Line Item 2020 2019 2020 2019 Commercial Lines Installment billing fees Fee income $ 5 $ 9 $ 13 $ 18 Personal Lines Installment billing fees Fee income 9 10 18 19 Insurance servicing revenues Other revenues 21 23 40 42 Group Benefits Administrative services Fee income 45 45 88 90 Hartford Funds Advisor, distribution and other management fees Fee income 207 228 431 446 Other fees Fee income 20 22 43 43 Corporate Investment management and other fees Fee income 12 11 25 24 Transition service revenues Other revenues — 6 2 12 Total non-insurance revenues with customers $ 319 $ 354 $ 660 $ 694

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	6 Months Ended
	Jun. 30, 2020
Fair Value Disclosures [Abstract]
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis	Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of June 30, 2020 Total Quoted Prices in Significant Significant Assets accounted for at fair value on a recurring basis Fixed maturities, AFS Asset-backed-securities ("ABS") $ 1,416 $ — $ 1,393 $ 23 Collateralized loan obligations ("CLOs") 2,187 — 2,088 99 Commercial mortgage-backed securities ("CMBS") 4,211 — 4,191 20 Corporate 18,563 — 17,454 1,109 Foreign government/government agencies 972 — 972 — Municipal 9,394 — 9,394 — Residential mortgage-backed securities ("RMBS") 3,895 — 3,416 479 U.S. Treasuries 1,562 450 1,112 — Total fixed maturities 42,200 450 40,020 1,730 Fixed maturities, FVO 1 — 1 — Equity securities, at fair value 756 320 370 66 Derivative assets Credit derivatives 7 — 7 — Foreign exchange derivatives 5 — 5 — Total derivative assets [1] 12 — 12 — Short-term investments 3,668 3,125 529 14 Total assets accounted for at fair value on a recurring basis $ 46,637 $ 3,895 $ 40,932 $ 1,810 Liabilities accounted for at fair value on a recurring basis Derivative liabilities Foreign exchange derivatives $ 16 $ — $ 16 $ — Interest rate derivatives (86 ) — (86 ) — Total derivative liabilities [2] (70 ) — (70 ) — Total liabilities accounted for at fair value on a recurring basis $ (70 ) $ — $ (70 ) $ — Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 2019 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 ABS $ 1,476 $ — $ 1,461 $ 15 CLOs 2,183 — 2,088 95 CMBS 4,338 — 4,329 9 Corporate 17,396 — 16,664 732 Foreign government/government agencies 1,123 — 1,120 3 Municipal 9,498 — 9,498 — RMBS 4,869 — 4,309 560 U.S. Treasuries 1,265 330 935 — Total fixed maturities 42,148 330 40,404 1,414 Fixed maturities, FVO 11 — 11 — Equity securities, at fair value 1,657 1,401 183 73 Derivative assets Credit derivatives 11 — 11 — Interest rate derivatives 1 — 1 — Total derivative assets [1] 12 — 12 — Short-term investments 2,921 1,028 1,878 15 Total assets accounted for at fair value on a recurring basis $ 46,749 $ 2,759 $ 42,488 $ 1,502 Liabilities accounted for at fair value on a recurring basis Derivative liabilities Credit derivatives $ (1 ) $ — $ (1 ) $ — Equity derivatives (15 ) — — (15 ) Foreign exchange derivatives (2 ) — (2 ) — Interest rate derivatives (60 ) — (60 ) — Total derivative liabilities [2] (78 ) — (63 ) (15 ) Contingent consideration [3] (22 ) — — (22 ) Total liabilities accounted for at fair value on a recurring basis $ (100 ) $ — $ (63 ) $ (37 ) [1] 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. [2] 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. [3] For additional information see the Contingent Consideration section below.
Fair Value Inputs, Assets, Quantitative Information	Significant Unobservable Inputs for Level 3 - Derivatives [1] Fair Predominant Significant Unobservable Input Minimum Maximum Weighted Average [2] Impact of As of December 31, 2019 Equity options $ (15 ) Option model Equity volatility 13 % 28 % 17 % Increase [1] As of June 30, 2020 , the fair values of the Company's level 3 derivatives were less than $1 and are excluded from the table. [2] The weighted average is determined based on the fair value of the derivatives. [3] 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. Significant Unobservable Inputs for Level 3 - Securities Assets accounted for at fair value on a recurring basis Fair Predominant Significant Unobservable Input Minimum Maximum Weighted Average [1] Impact of As of June 30, 2020 CLOs [3] $ 79 Discounted cash flows Spread 486 bps 486 bps 486 bps Decrease Corporate [4] $ 994 Discounted cash flows Spread 78 bps 1,007 bps 323 bps Decrease RMBS [3] $ 479 Discounted cash flows Spread [6] 43 bps 528 bps 167 bps Decrease Constant prepayment rate [6] —% 11% 5% Decrease [5] Constant default rate [6] 1% 7% 3% Decrease Loss severity [6] —% 100% 77% Decrease As of December 31, 2019 CLOs [3] $ 95 Discounted cash flows Spread 246 bps 246 bps 246 bps Decrease CMBS [3] $ 1 Discounted cash flows Spread (encompasses prepayment, default risk and loss severity) 9 bps 1,832 bps 161 bps Decrease Corporate [4] $ 633 Discounted cash flows Spread 93 bps 788 bps 236 bps Decrease RMBS [3] $ 560 Discounted cash flows Spread [6] 5 bps 233 bps 79 bps Decrease Constant prepayment rate [6] —% 11% 6% Decrease [5] Constant default rate [6] 1% 6% 3% Decrease Loss severity [6] —% 100% 70% 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 bases 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. [6]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Table Text Block]	Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Three Months Ended June 30, 2020 Total realized/unrealized gains (losses) Fair value as of March 31, 2020 Included in net income [1] Included in OCI [2] Purchases Settlements Sales Transfers into Level 3 [3] Transfers out of Level 3 [3] Fair value as of June 30, 2020 Assets Fixed Maturities, AFS ABS $ 19 $ — $ — $ 23 $ — $ — $ — $ (19 ) $ 23 CLOs 83 — 4 19 (7 ) — — — 99 CMBS 18 — — 3 (1 ) — — — 20 Corporate 709 (22 ) 61 22 (28 ) (19 ) 412 (26 ) 1,109 Foreign Govt./Govt. Agencies 3 — — — — — — (3 ) — RMBS 487 — 13 21 (42 ) — — — 479 Total Fixed Maturities, AFS 1,319 (22 ) 78 88 (78 ) (19 ) 412 (48 ) 1,730 Equity Securities, at fair value 69 (3 ) — — — — — — 66 Short-term investments 14 — — — — — — — 14 Total Assets $ 1,402 $ (25 ) $ 78 $ 88 $ (78 ) $ (19 ) $ 412 $ (48 ) $ 1,810 Liabilities Contingent Consideration $ — $ — $ — $ — $ — $ — $ — $ — $ — Total Liabilities $ — $ — $ — $ — $ — $ — $ — $ — $ — Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Six Months Ended June 30, 2020 Total realized/unrealized gains (losses) Fair value as of January 1, 2020 Included in net income [1] Included in OCI [2] Purchases Settlements Sales Transfers into Level 3 [3] Transfers out of Level 3 [3] Fair value as of June 30, 2020 Assets Fixed Maturities, AFS ABS $ 15 $ — $ (1 ) $ 43 $ — $ — $ — $ (34 ) $ 23 CLOs 95 — (2 ) 19 (13 ) — — — 99 CMBS 9 — — 13 (2 ) — — — 20 Corporate 732 (32 ) (19 ) 116 (64 ) (27 ) 459 (56 ) 1,109 Foreign Govt./Govt. Agencies 3 — — — — — — (3 ) — RMBS 560 — (12 ) 26 (88 ) (7 ) — — 479 Total Fixed Maturities, AFS 1,414 (32 ) (34 ) 217 (167 ) (34 ) 459 (93 ) 1,730 Equity Securities, at fair value 73 (10 ) — 3 — — — — 66 Short-term investments 15 — — — (1 ) — — — 14 Total Assets $ 1,502 $ (42 ) $ (34 ) $ 220 $ (168 ) $ (34 ) $ 459 $ (93 ) $ 1,810 Liabilities Contingent Consideration $ (22 ) $ 12 $ — $ — $ 10 $ — $ — $ — $ — Derivatives, net [4] Equity (15 ) 36 — — — (21 ) — — — Total Derivatives, net [4] (15 ) 36 — — — (21 ) — — — Total Liabilities $ (37 ) $ 48 $ — $ — $ 10 $ (21 ) $ — $ — $ — Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Three Months Ended June 30, 2019 Total realized/unrealized gains (losses) Fair value as of March 31, 2019 Included in net income [1] Included in OCI [2] Purchases Settlements Sales Transfers into Level 3 [3] Transfers out of Level 3 [3] Fair value as of June 30, 2019 Assets Fixed Maturities, AFS ABS $ 9 $ — $ — $ 5 $ — $ — $ — $ (9 ) $ 5 CLOs 114 — — 202 (10 ) — — (20 ) 286 CMBS 12 — — 24 (1 ) — — — 35 Corporate 525 — 2 58 (4 ) (39 ) 34 (8 ) 568 Foreign Govt./Govt. Agencies 3 — — — — — — — 3 RMBS 771 — — 90 (58 ) — — (45 ) 758 Total Fixed Maturities, AFS 1,434 — 2 379 (73 ) (39 ) 34 (82 ) 1,655 Equity Securities, at fair value 73 — — 4 — (5 ) — — 72 Derivatives, net [4] Equity 1 (4 ) — — — — — — (3 ) Total Derivatives, net [4] 1 (4 ) — — — — — — (3 ) Total Assets $ 1,508 $ (4 ) $ 2 $ 383 $ (73 ) $ (44 ) $ 34 $ (82 ) $ 1,724 Liabilities Contingent Consideration (29 ) (2 ) — — 10 — — — (21 ) Total Liabilities $ (29 ) $ (2 ) $ — $ — $ 10 $ — $ — $ — $ (21 ) Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Six Months Ended June 30, 2019 Total realized/unrealized gains (losses) Fair value as of January 1, 2019 Included in net income [1] Included in OCI [2] Purchases Settlements Sales Transfers into Level 3 [3] Transfers out of Level 3 [3] Fair value as of June 30, 2019 Assets Fixed Maturities, AFS ABS $ 10 $ — $ — $ 5 $ (1 ) $ — $ — $ (9 ) $ 5 CLOs 100 — — 237 (10 ) (6 ) — (35 ) 286 CMBS 12 — 1 24 (2 ) — — — 35 Corporate 520 (1 ) 9 95 (6 ) (64 ) 46 (31 ) 568 Foreign Govt./Govt. Agencies 3 — — — — — — — 3 RMBS 920 1 (2 ) 134 (112 ) (35 ) — (148 ) 758 Total Fixed Maturities, AFS 1,565 — 8 495 (131 ) (105 ) 46 (223 ) 1,655 Equity Securities, at fair value 77 (1 ) — 9 — (13 ) — — 72 Derivatives, net [4] Equity 3 (6 ) — — — — — — (3 ) Interest rate 1 (1 ) — — — — — — — Total Derivatives, net [4] 4 (7 ) — — — — — — (3 ) Total Assets $ 1,646 $ (8 ) $ 8 $ 504 $ (131 ) $ (118 ) $ 46 $ (223 ) $ 1,724 Liabilities Contingent Consideration $ (35 ) $ (6 ) $ — $ — $ 20 $ — $ — $ — $ (21 ) Total Liabilities $ (35 ) $ (6 ) $ — $ — $ 20 $ — $ — $ — $ (21 ) [1] Amounts in these columns are generally reported in net realized capital gains (losses). All amounts are before income taxes. [2] All amounts are before income taxes. [3] 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. Transfers into Level 3 for the three and six months ended June 30, 2020, were primarily related to private securities that were priced using internal matrix pricing in the prior period, but changed to broker pricing in the current period. [4] Derivative instruments are reported in this table on a net basis for asset (liability) positions and reported in the Condensed Consolidated Balance Sheets in other investments and other liabilities. Changes in Unrealized Gains (Losses) for Financial Instruments Classified as Level 3 Still Held at End of Period Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 2020 2019 2020 2019 Changes in Unrealized Gain/(Loss) included in Net Income [1] [2] Changes in Unrealized Gain/(Loss) included in OCI [3] Changes in Unrealized Gain/(Loss) included in Net Income [1] [2] Changes in Unrealized Gain/(Loss) included in OCI [3] Assets Fixed Maturities, AFS CLOs $ — $ — $ 4 $ — $ — $ — $ (2 ) $ — Corporate — — 61 2 — (1 ) (12 ) 9 RMBS — — 13 — — — (11 ) (1 ) Total Fixed Maturities, AFS — — 78 2 — (1 ) (25 ) 8 Equity Securities, at fair value (3 ) — — — (9 ) — — — Derivatives, net Equity — (4 ) — — (6 ) — — Interest rate — — — — — (1 ) — — Total Derivatives, net — (4 ) — — — (7 ) — — Total Assets $ (3 ) $ (4 ) $ 78 $ 2 $ (9 ) $ (8 ) $ (25 ) $ 8 Liabilities Contingent Consideration $ — $ (2 ) $ — $ — $ 12 $ (6 ) $ — $ — Total Liabilities $ — $ (2 ) $ — $ — $ 12 $ (6 ) $ — $ — [1] All amounts in these rows are reported in net realized capital gains (losses). All amounts are before income taxes. [2] Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein. [3] Changes in unrealized gain (loss) on fixed maturities, AFS are reported in changes in net unrealized gain on securities in the Condensed Consolidated Statements of Comprehensive Income. Changes in interest rate derivatives are reported in changes in net gain on cash flow hedging instruments in the Condensed Consolidated Statements of Comprehensive Income.
Schedule of Carrying Values and Estimated Fair Values of Debt Instruments	Financial Assets and Liabilities Not Carried at Fair Value June 30, 2020 December 31, 2019 Fair Value Hierarchy Level Carrying Amount [1] Fair Value Fair Value Hierarchy Level Carrying Amount Fair Value Assets Mortgage loans Level 3 $ 4,399 $ 4,586 Level 3 $ 4,215 $ 4,350 Liabilities Other policyholder funds and benefits payable Level 3 $ 758 $ 760 Level 3 $ 763 $ 765 Senior notes [2] Level 2 $ 3,260 $ 4,088 Level 2 $ 3,759 $ 4,456 Junior subordinated debentures [2] Level 2 $ 1,090 $ 1,026 Level 2 $ 1,089 $ 1,153 [1] As of June 30, 2020, carrying amount of mortgage loans is net of ACL of $43 . [2] Included in long-term debt in the Condensed Consolidated Balance Sheets, except for current maturities, which are included in short-term debt.

Investments (Tables)

Investments (Tables)	6 Months Ended
	Jun. 30, 2020
Investments [Abstract]
Net Realized Capital Gains (Losses)	Net Realized Capital Gains (Losses) Three Months Ended June 30, Six Months Ended June 30, (Before tax) 2020 2019 2020 2019 Gross gains on sales $ 96 $ 69 $ 174 $ 113 Gross losses on sales (22 ) (19 ) (30 ) (40 ) Equity securities [1] 75 30 (311 ) 162 Change in ACL on fixed maturities, AFS [2] (20 ) (32 ) Change in ACL on mortgage loans [2] (22 ) (24 ) Intent-to-sell impairments — — (5 ) — Net OTTI losses recognized in earnings — (2 ) Valuation allowances on mortgage loans 1 1 Other, net [3] 2 (1 ) 106 9 Net realized capital gains (losses) $ 109 $ 80 $ (122 ) $ 243 [1] The net unrealized gains (losses) on equity securities included in net realized capital gains (losses) related to equity securities still held as of June 30, 2020 , were $67 and $(34) for the three and six months ended June 30, 2020 , respectively. The net unrealized gains (losses) on equity securities included in net realized capital gains (losses) related to equity securities still held as of June 30, 2019 , were $29 and $74 for the three and six months ended June 30, 2019 , respectively. [2] Represents the change in ACL recorded during the period following the adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies . [3] Includes gains (losses) from transactional foreign currency revaluation of $0 and $10 for the three and six months ended June 30, 2020 , respectively. For the same periods, also includes gains (losses) on non-qualifying derivatives of $7 and $99 , respectively. For the three and six months ended June 30, 2019 , includes gains (losses) on non-qualifying derivatives of $(7) and $8
Debt Securities, Available-for-sale, Allowance for Credit Loss [Table Text Block]	ACL on Fixed Maturities, AFS by Type Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 (Before tax) Corporate Total Corporate Total Balance as of beginning of period $ (12 ) $ (12 ) $ — $ — Credit losses on fixed maturities where credit losses were not previously recorded (23 ) (23 ) (35 ) (35 ) Reduction due to sales 2 2 2 2 Net increases (decreases) in allowance on fixed maturities that had an allowance in a previous period 1 1 1 1 Balance as of end of period $ (32 ) $ (32 ) $ (32 ) $ (32 )
Impairments	Cumulative Credit Impairments on Fixed Maturities, AFS Three Months Ended June 30, Six Months Ended June 30, (Before tax) 2019 2019 Balance as of beginning of period $ (18 ) $ (19 ) Additions for credit impairments recognized on [1]: Fixed maturities not previously impaired — (2 ) Reductions for credit impairments previously recognized on: Fixed maturities that matured or were sold during the period — 3 Balance as of end of period $ (18 ) $ (18 ) [1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.
Schedule of Available-for-sale Securities	Fixed Maturities, AFS, by Type June 30, 2020 December 31, 2019 Amortized Cost ACL [1] Gross Unrealized Gains Gross Unrealized Losses Fair Value Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Non-Credit OTTI [2] ABS $ 1,387 $ — $ 30 $ (1 ) $ 1,416 $ 1,461 $ 18 $ (3 ) $ 1,476 $ — CLOs 2,246 — — (59 ) 2,187 2,186 5 (8 ) 2,183 — CMBS 4,067 — 208 (64 ) 4,211 4,210 141 (13 ) 4,338 (4 ) Corporate 17,283 (32 ) 1,441 (129 ) 18,563 16,435 986 (25 ) 17,396 — Foreign govt./govt. agencies 906 — 70 (4 ) 972 1,057 66 — 1,123 — Municipal 8,604 — 804 (14 ) 9,394 8,763 737 (2 ) 9,498 — RMBS 3,750 — 149 (4 ) 3,895 4,775 97 (3 ) 4,869 — U.S. Treasuries 1,397 — 165 — 1,562 1,191 75 (1 ) 1,265 — Total fixed maturities, AFS $ 39,640 $ (32 ) $ 2,867 $ (275 ) $ 42,200 $ 40,078 $ 2,125 $ (55 ) $ 42,148 $ (4 ) [1] Represents the ACL recorded following the adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies. [2] Represents the amount of cumulative non-credit impairment losses recognized in OCI on fixed maturities that also had credit impairments. These losses are included in gross unrealized losses as of December 31, 2019.
Investments by Contractual Maturity Year	Fixed Maturities, AFS, by Contractual Maturity Year June 30, 2020 December 31, 2019 Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 1,312 $ 1,324 $ 1,082 $ 1,090 Over one year through five years 7,274 7,556 7,200 7,401 Over five years through ten years 7,601 8,129 7,395 7,803 Over ten years 12,003 13,482 11,769 12,988 Subtotal 28,190 30,491 27,446 29,282 Mortgage-backed and asset-backed securities 11,450 11,709 12,632 12,866 Total fixed maturities, AFS $ 39,640 $ 42,200 $ 40,078 $ 42,148
Unrealized Gain (Loss) on Investments [Table Text Block]	Unrealized Loss Aging for Fixed Maturities, AFS by Type and Length of Time as of June 30, 2020 Less Than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses ABS $ 127 $ (1 ) $ — $ — $ 127 $ (1 ) CLOs 1,435 (34 ) 723 (25 ) 2,158 (59 ) CMBS 734 (59 ) 17 (5 ) 751 (64 ) Corporate 1,646 (99 ) 179 (30 ) 1,825 (129 ) Foreign govt./govt. agencies 136 (4 ) 1 — 137 (4 ) Municipal 319 (14 ) — — 319 (14 ) RMBS 195 (3 ) 35 (1 ) 230 (4 ) U.S. Treasuries 236 — — — 236 — Total fixed maturities, AFS in an unrealized loss position $ 4,828 $ (214 ) $ 955 $ (61 ) $ 5,783 $ (275 ) Unrealized Loss Aging for Fixed Maturities, AFS by Type and Length of Time as of December 31, 2019 Less Than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses ABS $ 398 $ (3 ) $ 9 $ — $ 407 $ (3 ) CLOs 679 (2 ) 923 (6 ) 1,602 (8 ) CMBS 538 (7 ) 20 (6 ) 558 (13 ) Corporate 789 (9 ) 328 (16 ) 1,117 (25 ) Foreign govt./govt. agencies 101 — 29 — 130 — Municipal 222 (2 ) — — 222 (2 ) RMBS 614 (3 ) 68 — 682 (3 ) U.S. Treasuries 88 — 34 (1 ) 122 (1 ) Total fixed maturities, AFS in an unrealized loss position $ 3,429 $ (26 ) $ 1,411 $ (29 ) $ 4,840 $ (55 )
Financing Receivable, Allowance for Credit Loss [Table Text Block]	ACL on Mortgage Loans Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 ACL as of beginning of period $ (21 ) $ (1 ) $ — $ (1 ) Cumulative effect of accounting changes [1] (19 ) Adjusted beginning ACL (21 ) (1 ) (19 ) (1 ) Current period provision (22 ) 1 (24 ) 1 ACL as of June 30, $ (43 ) $ — $ (43 ) $ — [1] Represents the adjustment to the ACL recorded on adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies .
Loans Credit Quality	Mortgage Loans LTV & DSCR by Origination Year as of June 30, 2020 2020 2019 2018 2017 2016 2015 & Prior Total Loan-to-value Amortized Cost Avg. DSCR Amortized Cost Avg. DSCR Amortized Cost Avg. DSCR Amortized Cost Avg. DSCR Amortized Cost Avg. DSCR Amortized Cost Avg. DSCR Amortized Cost [1] Avg. DSCR 65% - 80% $ 8 2.59x $ 266 1.85x $ 248 2.07x $ 80 1.63x $ 80 1.85x $ 131 1.74x $ 813 1.89x Less than 65% 393 2.58x 705 2.68x 450 2.02x 428 1.88x 207 2.98x 1,446 2.89x 3,629 2.59x Total mortgage loans $ 401 2.58x $ 971 2.45x $ 698 2.04x $ 508 1.84x $ 287 2.66x $ 1,577 2.79x $ 4,442 2.46x [1] Amortized cost of mortgage loans excludes ACL of $43 . Mortgage Loans LTV & DSCR December 31, 2019 Loan-to-value Amortized Cost Avg. DSCR 65% - 80% $ 376 1.53x Less than 65% 3,839 2.56x Total mortgage loans $ 4,215 2.46x Mortgage Loans by Region June 30, 2020 December 31, 2019 Amortized Cost [1] Percent of Total Amortized Cost Percent of Total East North Central $ 284 6.4 % $ 270 6.4 % Middle Atlantic 338 7.6 % 319 7.5 % Mountain 185 4.2 % 109 2.6 % New England 398 9.0 % 344 8.2 % Pacific 931 20.9 % 906 21.5 % South Atlantic 955 21.5 % 944 22.4 % West North Central 44 1.0 % 46 1.1 % West South Central 475 10.7 % 439 10.4 % Other [2] 832 18.7 % 838 19.9 % Total mortgage loans $ 4,442 100.0 % $ 4,215 100.0 % [1] Amortized cost of mortgage loans excludes ACL of $43 . [2] Primarily represents loans collateralized by multiple properties in various regions. Mortgage Loans by Property Type June 30, 2020 December 31, 2019 Amortized Cost [1] Percent of Total Amortized Cost Percent of Total Commercial Industrial $ 1,298 29.2 % $ 1,167 27.7 % Multifamily 1,427 32.1 % 1,313 31.2 % Office 757 17.1 % 723 17.2 % Retail 785 17.7 % 735 17.4 % Single Family 135 3.0 % 137 3.2 % Other 40 0.9 % 140 3.3 % Total mortgage loans $ 4,442 100.0 % $ 4,215 100.0 % [1] Amortized cost of mortgage loans excludes ACL of $43 .
Securities Lending and Repurchase Agreements [Table Text Block]	Securities Lending and Repurchase Agreements June 30, 2020 December 31, 2019 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 165 $ 606 Gross amount of associated liability for collateral received [1] $ 169 $ 621 Repurchase agreements: Gross amount of recognized receivables for reverse repurchase agreements $ 14 $ 15 [1] Cash collateral received is reinvested in fixed maturities, AFS and short-term investments which are included in the Condensed Consolidated Balance Sheets. Amount includes additional securities collateral received of $0 and $34 which are excluded from the Company's Condensed Consolidated Balance Sheets as of June 30, 2020 and December 31, 2019 , respectively.

Derivative Instruments (Tables)

Derivative Instruments (Tables)	6 Months Ended
	Jun. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Balance Sheet Presentation	Derivative Balance Sheet Presentation Net Derivatives Asset Derivatives Liability Derivatives Notional Amount Fair Value Fair Value Fair Value Hedge Designation/ Derivative Type Jun. 30, 2020 Dec. 31, 2019 Jun. 30, 2020 Dec. 31, 2019 Jun. 30, 2020 Dec. 31, 2019 Jun. 30, 2020 Dec. 31, 2019 Cash flow hedges Interest rate swaps $ 2,340 $ 2,040 $ — $ — $ — $ 1 $ — $ (1 ) Foreign currency swaps 287 270 21 (1 ) 21 3 — (4 ) Total cash flow hedges 2,627 2,310 21 (1 ) 21 4 — (5 ) Non-qualifying strategies Interest rate contracts Interest rate swaps and futures 8,333 9,338 (86 ) (59 ) 4 3 (90 ) (62 ) Foreign exchange contracts Foreign currency swaps and forwards 270 464 — (1 ) — — — (1 ) Credit contracts Credit derivatives that purchase credit protection 5 124 — (3 ) — — — (3 ) Credit derivatives that assume credit risk [1] 600 500 7 13 7 13 — — Credit derivatives in offsetting positions 224 29 — — 5 5 (5 ) (5 ) Equity contracts Equity index swaps and options 4 941 — (15 ) — 15 — (30 ) Total non-qualifying strategies 9,436 11,396 (79 ) (65 ) 16 36 (95 ) (101 ) Total cash flow hedges and non-qualifying strategies $ 12,063 $ 13,706 $ (58 ) $ (66 ) $ 37 $ 40 $ (95 ) $ (106 ) Balance Sheet Location Fixed maturities, available-for-sale $ 270 $ 244 $ — $ — $ — $ — $ — $ — Other investments 1,490 1,277 12 12 14 13 (2 ) (1 ) Other liabilities 10,303 12,185 (70 ) (78 ) 23 27 (93 ) (105 ) Total derivatives $ 12,063 $ 13,706 $ (58 ) $ (66 ) $ 37 $ 40 $ (95 ) $ (106 ) [1] The derivative instruments related to this strategy are held for other investment purposes.
Offsetting Liabilities	Offsetting Derivative Assets and Liabilities (i) (ii) (iii) = (i) - (ii) (iv) (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) Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] (Liabilities) [2] Accrued Interest and Cash Collateral (Received) [3] Pledged [2] Financial Collateral (Received) Pledged [4] Net Amount As of June 30, 2020 Other investments $ 37 $ 35 $ 12 $ (10 ) $ 1 $ 1 Other liabilities $ (95 ) $ (10 ) $ (70 ) $ (15 ) $ (78 ) $ (7 ) As of December 31, 2019 Other investments $ 40 $ 37 $ 12 $ (9 ) $ 1 $ 2 Other liabilities $ (106 ) $ (23 ) $ (78 ) $ (5 ) $ (73 ) $ (10 ) [1] Included in other investments in the Company's Condensed Consolidated Balance Sheets. [2] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. [3] Included in other investments in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty. [4] Excludes collateral associated with exchange-traded derivative instruments.
Derivatives in Cash Flow Hedging Relationships	Gain (Loss) Recognized in OCI Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Interest rate swaps $ 4 $ 13 $ 36 $ 20 Foreign currency swaps (4 ) 4 24 4 Total $ — $ 17 $ 60 $ 24 Gain (Loss) Reclassified from AOCI into Income Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Net Realized Capital Gain/(Loss) Net Investment Income Interest Expense Net Realized Capital Gain/(Loss) Net Investment Income Interest Expense Net Realized Capital Gain/(Loss) Net Investment Income Interest Expense Net Realized Capital Gain/(Loss) Net Investment Income Interest Expense Interest rate swaps $ — $ 7 $ (2 ) $ 2 $ — $ 1 $ — $ 10 $ (2 ) $ 2 $ — $ 1 Foreign currency swaps — 1 — — — — — 2 — — 1 — Total $ — $ 8 $ (2 ) $ 2 $ — $ 1 $ — $ 12 $ (2 ) $ 2 $ 1 $ 1 Total amounts presented on the Condensed Consolidated Statement of Operations $ 109 $ 339 $ 57 $ 80 $ 488 $ 63 $ (122 ) $ 798 $ 121 $ 243 $ 958 $ 127
Non-Qualifying Strategies Recognized within Net Realized Capital Gains (Losses)	Non-qualifying Strategies Recognized within Net Realized Capital Gains (Losses) Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Foreign exchange contracts Foreign currency swaps and forwards $ — $ (1 ) $ 3 $ — Interest rate contracts Interest rate swaps, swaptions, and futures 1 (7 ) 21 (15 ) Credit contracts Credit derivatives that purchase credit protection (2 ) (1 ) 4 — Credit derivatives that assume credit risk 8 6 (4 ) 27 Equity contracts Equity index swaps and options — (4 ) 75 (4 ) Total [1] $ 7 $ (7 ) $ 99 $ 8 [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 5 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.
Credit Derivatives by Type	Credit Risk Assumed Derivatives by Type Underlying Referenced Credit Obligation(s) [1] Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] As of June 30, 2020 Single name credit default swaps Investment grade risk exposure $ 100 $ 1 5 years Corporate Credit A- $ — $ — Basket credit default swaps [4] Investment grade risk exposure 500 6 5 years Corporate Credit BBB+ — — Investment grade risk exposure 100 — 8 years CMBS Credit AAA 100 — Below investment grade risk exposure 12 (4 ) Less than 1 year CMBS Credit CCC 12 4 Total [5] $ 712 $ 3 $ 112 $ 4 As of December 31, 2019 Single name credit default swaps Investment grade risk exposure $ 100 $ 3 5 years Corporate Credit A- $ — $ — Basket credit default swaps [4] Investment grade risk exposure 400 10 5 years Corporate Credit BBB+ — — Investment grade risk exposure 1 — Less than 1 year CMBS Credit A 1 — Below investment grade risk exposure 14 (5 ) Less than 1 year CMBS Credit CCC- 14 5 Total [5] $ 515 $ 8 $ 15 $ 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 5 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

Premiums Receivable (Tables)

Premiums Receivable (Tables)	6 Months Ended
	Jun. 30, 2020
Credit Loss [Abstract]
Premium Receivable, Allowance for Credit Loss [Table Text Block]	Rollforward of ACL on Premiums Receivable and Agents' Balances Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 Premiums Receivable and Agents' Balances, Excluding Receivables for Loss within a Deductible and Retrospectively-Rated Policy Premiums Receivables for Loss within a Deductible and Retrospectively-Rated Policy Premiums Total Premiums Receivable and Agents' Balances, Excluding Receivables for Loss within a Deductible and Retrospectively-Rated Policy Premiums Receivables for Loss within a Deductible and Retrospectively-Rated Policy Premiums Total Beginning ACL $ (98 ) $ (41 ) $ (139 ) $ (85 ) $ (60 ) $ (145 ) Cumulative effect of accounting change [1] — — — 2 21 23 Adjusted beginning ACL (98 ) (41 ) (139 ) (83 ) (39 ) (122 ) Current period provision (48 ) (3 ) (51 ) (76 ) (5 ) (81 ) Current period gross write-offs 8 — 8 23 — 23 Current period gross recoveries (1 ) — (1 ) (3 ) — (3 ) Ending ACL $ (139 ) $ (44 ) $ (183 ) $ (139 ) $ (44 ) $ (183 ) [1] Represents the adjustment to the ACL recorded on adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements. Premiums Receivable and Agents' Balances As of June 30, 2020 Premiums receivable, excluding receivables for losses within a deductible and retrospectively-rated policy premiums $ 4,177 Receivables for loss within a deductible and retrospectively-rated policy premiums, by credit quality: AAA — AA 141 A 61 BBB 222 BB 104 Below BB 73 Total receivables for losses within a deductible and retrospectively-rated policy premiums 601 Total Premiums Receivable and Agents' Balances, Gross 4,778 ACL (183 ) Total Premiums Receivable and Agents' Balances, Net of ACL $ 4,595

Reinsurance (Tables)

Reinsurance (Tables)	6 Months Ended
	Jun. 30, 2020
Credit Loss [Abstract]
Reinsurance Recoverable, Credit Quality Indicator [Table Text Block]	Reinsurance Recoverables by Credit Quality Indicator as of June 30, 2020 Property and Casualty Group Benefits Corporate Total A.M. Best Financial Strength Rating A++ $ 1,242 $ — $ — $ 1,242 A+ 1,752 232 311 2,295 A 591 — — 591 A- 26 9 — 35 B++ 678 — 3 681 Below B++ 23 1 — 24 Total Rated by A.M. Best 4,312 242 314 4,868 Mandatory (Assigned) and Voluntary Risk Pools 264 — — 264 Captives 322 — — 322 Other not rated companies 288 9 — 297 Gross Reinsurance Recoverables 5,186 251 314 5,751 Allowance for uncollectible reinsurance (108 ) (1 ) (2 ) (111 ) Net Reinsurance Recoverables $ 5,078 $ 250 $ 312 $ 5,640
Reinsurance Recoverable, Allowance for Credit Loss [Table Text Block]	Allowance for Uncollectible Reinsurance Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 Property and Casualty Group Benefits Corporate Total Property and Casualty Group Benefits Corporate Total Beginning allowance for uncollectible reinsurance $ (114 ) $ (1 ) $ (2 ) $ (117 ) $ (114 ) $ — $ — $ (114 ) Beginning allowance for disputed amounts (65 ) — — (65 ) (66 ) — — (66 ) Beginning ACL (49 ) (1 ) (2 ) (52 ) (48 ) — — (48 ) Cumulative effect of accounting change [1] — — — — — (1 ) (1 ) (2 ) Adjusted beginning ACL (49 ) (1 ) (2 ) (52 ) (48 ) (1 ) (1 ) (50 ) Current period provision (1 ) — — (1 ) (2 ) — (1 ) (3 ) Current period gross recoveries (1 ) — — (1 ) (1 ) — — (1 ) Ending ACL (51 ) (1 ) (2 ) (54 ) (51 ) (1 ) (2 ) (54 ) Ending allowance for disputed amounts (57 ) — — (57 ) (57 ) — — (57 ) Ending allowance for uncollectible reinsurance $ (108 ) $ (1 ) $ (2 ) $ (111 ) $ (108 ) $ (1 ) $ (2 ) $ (111 ) [1] Represents the adjustment to the ACL recorded on adoption of accounting guidance for credit losses on January 1, 2020. For further information refer to Note 1 - Basis of Presentation and Significant Accounting Policies

Reserve for Unpaid Losses and_2

Reserve for Unpaid Losses and Loss Adjustment Expenses (Tables)	6 Months Ended
	Jun. 30, 2020
Schedule of Liability for Unpaid Claims and Claims Adjustment Expense [Table Text Block]	Unfavorable (Favorable) Prior Accident Year Development For the six months ended June 30, 2020 2019 Workers’ compensation $ (38 ) $ (50 ) Workers’ compensation discount accretion 18 17 General liability 114 43 Marine 1 10 Package business (6 ) (9 ) Commercial property (2 ) (15 ) Professional liability 5 33 Bond (10 ) — Assumed reinsurance (7 ) 3 Automobile liability - Commercial Lines 27 2 Automobile liability - Personal Lines (21 ) (5 ) Homeowners — 1 Catastrophes (413 ) (22 ) Uncollectible reinsurance (2 ) — Other reserve re-estimates, net 6 16 Prior accident year development before change in deferred gain (328 ) 24 Change in deferred gain on retroactive reinsurance included in other liabilities [1] 83 — Total prior accident year development $ (245 ) $ 24 [1] The change in deferred gain for the six months ended June 30, 2020 primarily included increased reserves for professional liability, marine, general liability, prior accident year catastrophes, and assumed reinsurance.
Property, Liability and Casualty Insurance Product Line
Schedule of Liability for Unpaid Claims and Claims Adjustment Expense [Table Text Block]	Rollforward of Liabilities for Unpaid Losses and Loss Adjustment Expenses For the six months ended June 30, 2020 2019 Beginning liabilities for unpaid losses and loss adjustment expenses, gross $ 28,261 $ 24,584 Reinsurance and other recoverables 5,275 4,232 Beginning liabilities for unpaid losses and loss adjustment expenses, net 22,986 20,352 Navigators Group acquisition — 2,001 Provision for unpaid losses and loss adjustment expenses Current accident year 3,962 3,475 Prior accident year development [1] (245 ) 24 Total provision for unpaid losses and loss adjustment expenses 3,717 3,499 Change in deferred gain on retroactive reinsurance included in other liabilities [1] (83 ) — Payments Current accident year (778 ) (848 ) Prior accident years (2,575 ) (2,381 ) Total payments (3,353 ) (3,229 ) Foreign currency adjustment (10 ) — Ending liabilities for unpaid losses and loss adjustment expenses, net 23,257 22,623 Reinsurance and other recoverables 5,427 5,125 Ending liabilities for unpaid losses and loss adjustment expenses, gross $ 28,684 $ 27,748 [1] Prior accident year development does not include the benefit of a portion of losses ceded under the Navigators adverse development cover (' Navigators ADC') which, under retroactive reinsurance accounting, is deferred and is recognized over the period the ceded losses are recovered in cash from National Indemnity Company ("NICO") . For additional information regarding the Navigators ADC agreement, please refer to Adverse Development Covers discussion below.
Group Insurance Policy [Member]
Schedule of Liability for Unpaid Claims and Claims Adjustment Expense [Table Text Block]	Rollforward of Liabilities for Unpaid Losses and Loss Adjustment Expenses For the six months ended June 30, 2020 2019 Beginning liabilities for unpaid losses and loss adjustment expenses, gross $ 8,256 $ 8,445 Reinsurance recoverables [1] 246 239 Beginning liabilities for unpaid losses and loss adjustment expenses, net 8,010 8,206 Provision for unpaid losses and loss adjustment expenses Current incurral year 2,297 2,269 Prior year's discount accretion 111 117 Prior incurral year development [2] (315 ) (206 ) Total provision for unpaid losses and loss adjustment expenses [3] 2,093 2,180 Payments Current incurral year (871 ) (922 ) Prior incurral years (1,290 ) (1,342 ) Total payments (2,161 ) (2,264 ) Ending liabilities for unpaid losses and loss adjustment expenses, net 7,942 8,122 Reinsurance recoverables 244 234 Ending liabilities for unpaid losses and loss adjustment expenses, gross $ 8,186 $ 8,356 [1] Reflects a cumulative effect adjustment of $(1) representing an adjustment to the ACL recorded on adoption of accounting guidance for credit losses on January 1, 2020. See Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements for further information. [2] Prior incurral year development represents the change in estimated ultimate incurred losses and loss adjustment expenses for prior incurral years on a discounted basis. [3] Includes unallocated loss adjustment expenses of $89 and $85 for the six months ended June 30, 2020 and 2019

Reserves for Future Policy Bene

Reserves for Future Policy Benefits (Tables)	6 Months Ended
	Jun. 30, 2020
Insurance Loss Reserves [Abstract]
Changes in Reserves for Future Policy Benefits	Changes in Reserves for Future Policy Benefits [1] Liability balance, as of January 1, 2020 $ 635 Incurred 53 Paid (42 ) Change in unrealized investment gains and losses 6 Liability balance, as of June 30, 2020 $ 652 Reinsurance recoverable asset, as of January 1, 2020 $ 31 Incurred (4 ) Paid — Reinsurance recoverable asset, as of June 30, 2020 $ 27 Liability balance, as of January 1, 2019 $ 642 Incurred 44 Paid (55 ) Change in unrealized investment gains and losses 13 Liability balance, as of June 30, 2019 $ 644 Reinsurance recoverable asset, as of January 1, 2019 $ 27 Incurred — Paid — Reinsurance recoverable asset, as of June 30, 2019 $ 27 [1]Reserves for future policy benefits includes paid-up life insurance and whole-life policies resulting from conversion from group life policies included within the Group Benefits segment and reserves for run-off structured settlement and terminal funding agreement liabilities which are in the Corporate category.

Income Taxes (Tables)

Income Taxes (Tables)	6 Months Ended
	Jun. 30, 2020
Income Tax Disclosure [Abstract]
Income Tax Rate Reconciliation	Income Tax Rate Reconciliation Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Tax provision at U.S. federal statutory rate $ 125 $ 95 $ 197 $ 258 Tax-exempt interest (12 ) (14 ) (24 ) (29 ) Executive compensation — 1 5 5 Increase in deferred tax valuation allowance 7 — 13 — Stock-based compensation — (1 ) (1 ) (4 ) Other 4 3 5 (1 ) Provision for income taxes $ 124 $ 84 $ 195 $ 229
Roll-forward of Unrecognized Tax Benefits	Rollforward of Unrecognized Tax Benefits Three Months Ended June 30, Six Months Ended June 30, 2020 2019 2020 2019 Balance, beginning of period $ 14 $ 14 $ 14 $ 14 Gross increases - tax positions in prior period — — — — Gross decreases - tax positions in prior period — — — — Balance, end of period $ 14 $ 14 $ 14 $ 14

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income Loss (Tables)	6 Months Ended
	Jun. 30, 2020
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Changes in AOCI, net of tax	<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;padding-top:0px;text-align:start;font-size:11pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="19" rowspan="1"></td></tr><tr><td style="width:28%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td></tr><tr><td colspan="19" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="padding-bottom:8px;text-align:center;font-size:11pt;"><font style="font-family:Montserrat,sans-serif;font-size:11pt;color:#3a557c;font-style:normal;font-weight:bold;text-decoration:none;">Changes in AOCI, Net of Tax for the Three Months Ended June 30, 2019</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #3a5a78;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="18" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #3a5a78;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Changes in</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #0c3b60;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #0c3b60;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Net Unrealized Gain on Securities</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #0c3b60;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">OTTI Losses in OCI</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #0c3b60;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Net Gain on Cash Flow Hedging Instruments</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #0c3b60;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Foreign Currency Translation Adjustments</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #0c3b60;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Pension and Other Postretirement Plan Adjustments</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #0c3b60;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">AOCI,<br clear="none"/>net of tax</font></div></td></tr><tr><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Beginning balance</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">703</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">(3</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">31</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;border-top:1px solid #0c3b60;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;border-top:1px solid #0c3b60;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">(1,616</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #0c3b60;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">(885</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">OCI before reclassifications</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">703</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">13</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">3</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">719</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Amounts reclassified from AOCI</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">(39</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">)</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">(2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">)</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">9</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">(32</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">     OCI, net of tax</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">664</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">11</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">3</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">9</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">687</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Ending balance</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">1,367</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">(3</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">11</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">34</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">(1,607</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">(198</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">)</font></div></td></tr></table></div><font style="font-family:Lato,sans-serif;font-size:7.5pt;"><br clear="none"/></font></div><div style="line-height:120%;padding-bottom:8px;padding-left:0px;text-indent:0px;font-size:11pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="19" rowspan="1"></td></tr><tr><td style="width:28%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:10%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td></tr><tr><td colspan="19" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="padding-bottom:8px;text-align:center;font-size:11pt;"><font style="font-family:Montserrat,sans-serif;font-size:11pt;color:#3a557c;font-style:normal;font-weight:bold;text-decoration:none;">Changes in AOCI, Net of Tax for the Six Months Ended June 30, 2019</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #3a5a78;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-fa
Reclassifications from AOCI	<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;padding-bottom:8px;text-align:left;font-size:11pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="8" rowspan="1"></td></tr><tr><td style="width:40%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:11%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:11%;" rowspan="1" colspan="1"></td><td style="width:1%;" rowspan="1" colspan="1"></td><td style="width:34%;" rowspan="1" colspan="1"></td></tr><tr><td colspan="8" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="padding-bottom:8px;text-align:center;font-size:11pt;"><font style="font-family:Montserrat,sans-serif;font-size:11pt;color:#3a557c;font-style:normal;font-weight:bold;text-decoration:none;">Reclassifications from AOCI</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #3a5a78;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #3a5a78;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #3a5a78;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Three Months Ended June 30, 2020</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #3a5a78;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #3a5a78;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Six Months Ended June 30, 2020</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #3a5a78;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #3a5a78;" rowspan="1" colspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Affected Line Item in the Condensed Consolidated Statement of Operations</font></div></td></tr><tr><td style="vertical-align:top;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Net Unrealized Gain on Fixed Maturities</font></div></td><td colspan="3" style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Available-for-sale fixed maturities</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">52</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">105</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Net realized capital gains (losses)</font></div></td></tr><tr><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">52</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">105</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Total before tax</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">11</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">22</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;"> Income tax expense</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">41</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">83</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Net income</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Net Gains on Cash Flow Hedging Instruments</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Interest rate swaps</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">$</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">7</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">10</font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Net investment income</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Interest rate swaps</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">(2</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">(2</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Interest expense</font></div></td></tr><tr><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Foreign currency swaps</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Net investment income</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">6</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">10</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Total before tax</font></div></td></tr><tr><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;"> Income tax expense</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">5</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">8</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Net income</font></div></td></tr><tr><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;font-weight:bold;">Pension and Other Postretirement Plan Adjustments</font></div></td><td colspan="3" style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Amortization of prior service credit</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">1</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">3</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Insurance operating costs and other expenses</font></div></td></tr><tr><td style="vertical-align:bottom;background-color:#e2e1e1;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Amortization of actuarial loss</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">(16</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">)</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">(33</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;background-color:#e2e1e1;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:Lato,sans-serif;font-size:9pt;color:#1a1a1a;">Insurance operating costs and other expenses</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="

Employee Benefit Plans (Tables)

Employee Benefit Plans (Tables)	6 Months Ended
	Jun. 30, 2020
Retirement Benefits [Abstract]
Schedule of Net Benefit Costs	Net Periodic Cost (Benefit) Pension Benefits Other Postretirement Benefits Three Months Ended June 30, Six months ended June 30, Three Months Ended June 30, Six months ended June 30, 2020 2019 2020 2019 2020 2019 2020 2019 Service cost $ 1 $ 1 $ 2 $ 2 $ — $ — $ — $ — Interest cost 32 40 64 79 1 2 3 4 Expected return on plan assets (54 ) (56 ) (108 ) (113 ) (1 ) (1 ) (2 ) (2 ) Amortization of prior service credit — — — — (1 ) (2 ) (3 ) (3 ) Amortization of actuarial loss 15 11 30 22 1 2 3 3 Net periodic cost (benefit) $ (6 ) $ (4 ) $ (12 ) $ (10 ) $ — $ 1 $ 1 $ 2

Basis of Presentation and Sig_3

Basis of Presentation and Significant Accounting Policies - Additional Information (Details) - USD ($)	May 23, 2019	Jun. 30, 2020	Mar. 31, 2020	Jan. 01, 2020	Dec. 31, 2019
Cumulative Effect, Period of Adoption, Adjustment [Member] | Accounting Standards Update 2016-13 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest			$ 0		$ (2,000,000)
Cumulative Effect, Period of Adoption, Adjustment [Member] | Retained Earnings | Accounting Standards Update 2017-04 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest				$ 0
Cumulative Effect, Period of Adoption, Adjustment [Member] | Retained Earnings | Accounting Standards Update 2016-13 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest				$ (18,000,000)
Cumulative Effect, Period of Adoption, Adjustment [Member] | Retained Earnings | Section 4013 of the CARES Act [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest		$ 0
The Navigators Group, Inc. [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Business Acquisition, Share Price	$ 70
Business Combination, Consideration Transferred	$ 2,137,000,000

Basis of Presentation and Sig_4

Basis of Presentation and Significant Accounting Policies Impact of Accounting Changes (Details) - USD ($) $ in Millions	Jun. 30, 2020	Mar. 31, 2020	Jan. 01, 2020	Dec. 31, 2019	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Financing Receivable, before Allowance for Credit Loss				$ 4,215
Adjusted beginning balance				0
Financing Receivable, after Allowance for Credit Loss				4,215
Premiums Receivable, Gross	$ 4,778			4,529
Premium Receivable, Allowance for Credit Loss	(183)	$ (139)		(145)
Premiums receivable and agents' balances (net of ACL of $183 and $145)	4,595			4,384
Reinsurance Recoverables, Gross	5,751			5,641
Reinsurance Recoverable, Allowance for Credit Loss	(54)	(52)		(48)
Reinsurance Recoverables, Including Reinsurance Premium Paid	5,640			5,527
Deferred income taxes, net	130			299
Other Liabilities	(4,424)			(5,157)
Commercial Loan [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Financing Receivable, before Allowance for Credit Loss	4,442			4,215
Adjusted beginning balance	(43)	(21)		0	$ 0	$ (1)	$ (1)
Cumulative Effect, Period of Adoption, Adjustment [Member] | Accounting Standards Update 2016-13 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest		0		2
Cumulative Effect, Period of Adoption, Adjustment [Member] | Retained Earnings | Accounting Standards Update 2016-13 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest			$ 18
Cumulative Effect, Period of Adoption, Adjustment [Member] | Retained Earnings | Premiums Receivable [Member] | Accounting Standards Update 2016-13 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest			(23)
Cumulative Effect, Period of Adoption, Adjustment [Member] | Retained Earnings | Reinsurance Recoverable Including Reinsurance Premium Paid [Member] | Accounting Standards Update 2016-13 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest			(2)
Cumulative Effect, Period of Adoption, Adjustment [Member] | Retained Earnings | Deferred Income Tax Asset, Net [Member] | Accounting Standards Update 2016-13 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest			(5)
Cumulative Effect, Period of Adoption, Adjustment [Member] | Retained Earnings | Other liabilities | Accounting Standards Update 2016-13 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest			(25)
Cumulative Effect, Period of Adoption, Adjustment [Member] | Retained Earnings | Total Change to LCL and ACL [Member] | Accounting Standards Update 2016-13 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest			23
Cumulative Effect, Period of Adoption, Adjustment [Member] | Commercial Loan [Member] | Retained Earnings | Accounting Standards Update 2016-13 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest			(19)
Cumulative Effect, Period of Adoption, Adjusted Balance [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Financing Receivable, before Allowance for Credit Loss			4,215
Adjusted beginning balance			(19)
Financing Receivable, after Allowance for Credit Loss			4,196
Premiums Receivable, Gross			4,529
Premium Receivable, Allowance for Credit Loss		(139)	(122)	(122)
Premiums receivable and agents' balances (net of ACL of $183 and $145)			4,407
Reinsurance Recoverables, Gross			5,641
Reinsurance Recoverable, Allowance for Credit Loss		(52)		(50)
Reinsurance Recoverables, Including Reinsurance Premium Paid			5,525
Deferred income taxes, net			304
Other Liabilities			(5,182)
Cumulative Effect, Period of Adoption, Adjusted Balance [Member] | Commercial Loan [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Adjusted beginning balance		(21)	(19)
Uncollectible reinsurance
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Reinsurance Recoverable, Allowance for Credit Loss	$ (111)	$ (117)		$ (114)
Uncollectible reinsurance | Cumulative Effect, Period of Adoption, Adjusted Balance [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Reinsurance Recoverable, Allowance for Credit Loss			$ (116)

Business Acquisitions - Additio

Business Acquisitions - Additional Information (Details) - The Navigators Group, Inc. [Member] - USD ($) $ in Millions	May 23, 2019	Jun. 30, 2020
Business Acquisition [Line Items]
Business Acquisition, Effective Date of Acquisition	May 23, 2019
Payments to Acquire Businesses, Gross	$ 2,121
Total assets acquired, adjustment		$ 9
Total liabilities assumed, adjustment		7
Goodwill, adjustment		$ 2

Business Acquisitions - Fair Va

Business Acquisitions - Fair Value of Assets Acquired and Liabilities Assumed at the Acquisition Date (Details) - USD ($) $ in Millions	3 Months Ended
	Jun. 30, 2020	Dec. 31, 2019	May 23, 2019
Business Acquisition [Line Items]
Goodwill	$ 1,911	$ 1,913
The Navigators Group, Inc. [Member]
Business Acquisition [Line Items]
Cash and invested assets	3,851		$ 3,848
Premiums receivable	498		492
Reinsurance recoverables	1,097		1,100
Prepaid reinsurance premiums	238		238
Other intangible assets	580		580
Property and equipment	83		83
Other assets	102		99
Total assets acquired	6,449		6,440
Unpaid losses and loss adjustment expenses	2,823		2,823
Unearned premiums	1,219		1,219
Long-term debt	284		284
Deferred income taxes, net	47		48
Other liabilities	576		568
Total liabilities assumed	4,949		4,942
Net identifiable assets acquired	1,500		1,498
Goodwill	621		623
Net assets acquired	2,121		$ 2,121
Cash and invested assets, adjustment	3
Premiums receivable, adjustment	6
Reinsurance recoverables, adjustment	(3)
Prepaid reinsurance premiums, adjustment	0
Other intangible assets, adjustment	0
Property and equipment, adjustment	0
Other assets, adjustment	3
Total assets acquired, adjustment	9
Unpaid losses and loss adjustment expenses, adjustment	0
Unearned premiums, adjustment	0
Long-term debt, adjustment	0
Deferred income taxes, net, adjustment	(1)
Other liabilities, adjustment	8
Total liabilities assumed, adjustment	7
Net identifiable assets acquired, adjustment	2
Goodwill, adjustment	2
Net assets acquired, adjustment	$ 0

Business Acquisitions - Pro For

Business Acquisitions - Pro Forma Results (Details) - The Navigators Group, Inc. [Member] $ in Millions	6 Months Ended
	Jun. 30, 2019USD ($)
Business Acquisition [Line Items]
Pro forma revenue	$ 10,708
Pro forma net income	$ 997

Earnings (Loss) Per Common Sh_2

Earnings (Loss) Per Common Share - Computation of Basic and Diluted Earnings Per Common Share (Detail) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Earnings
Net income	$ 468	$ 372	$ 741	$ 1,002
Less: Preferred stock dividends	5	0	10	5
Net income available to common stockholders	$ 463	$ 372	$ 731	$ 997
Shares
Weighted average common shares outstanding, basic	358.1	361.4	358.3	360.7
Dilutive effect of warrants [1]	0	0.5	0	0.9
Dilutive effect of stock-based awards under compensation plans	1.2	3.2	1.9	3.3
Weighted average common shares outstanding and dilutive potential common shares	359.3	365.1	360.2	364.9
Earnings Per Share, Basic [Abstract]
Net income available to common stockholders	$ 1.29	$ 1.03	$ 2.04	$ 2.76
Earnings Per Share, Diluted [Abstract]
Net income available to common stockholders	$ 1.29	$ 1.02	$ 2.03	$ 2.73

Segment Information - Additiona

Segment Information - Additional Information (Details)	6 Months Ended
	Jun. 30, 2020
Segment Reporting [Abstract]
Number of Reportable Segments	5

Segment Information - Net Incom

Segment Information - Net Income (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Segment Reporting Information [Line Items]
Net income	$ 468	$ 372	$ 741	$ 1,002
Preferred stock dividends	5	0	10	5
Net income available to common stockholders	463	372	731	997
Corporate
Segment Reporting Information [Line Items]
Net income	18	(43)	(73)	(43)
Commercial Lines
Segment Reporting Information [Line Items]
Net income	(66)	191	55	554
Personal Lines
Segment Reporting Information [Line Items]
Net income	371	62	469	158
Property & Casualty Other Operations
Segment Reporting Information [Line Items]
Net income	5	11	10	34
Group Benefits
Segment Reporting Information [Line Items]
Net income	101	113	205	231
Hartford Funds
Segment Reporting Information [Line Items]
Net income	$ 39	$ 38	$ 75	$ 68

Segment Information - Revenues

Segment Information - Revenues (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Segment Reporting Information [Line Items]
Earned premiums and fee income	$ 4,532	$ 4,492	$ 9,243	$ 8,746
Net investment income	339	488	798	958
Net realized capital gains	109	80	(122)	243
Other revenues	88	32	105	85
Total revenues	5,068	5,092	10,024	10,032
Corporate
Segment Reporting Information [Line Items]
Earned premiums and fee income	17	12	34	25
Commercial Lines
Segment Reporting Information [Line Items]
Earned premiums and fee income	2,162	1,996	4,435	3,782
Commercial Lines | Workers’ compensation
Segment Reporting Information [Line Items]
Earned premiums and fee income	720	832	1,536	1,656
Commercial Lines | Liability
Segment Reporting Information [Line Items]
Earned premiums and fee income	337	233	680	401
Commercial Lines | Marine
Segment Reporting Information [Line Items]
Earned premiums and fee income	67	27	132	27
Commercial Lines | Package business
Segment Reporting Information [Line Items]
Earned premiums and fee income	383	365	760	717
Commercial Lines | Property
Segment Reporting Information [Line Items]
Earned premiums and fee income	185	175	390	331
Commercial Lines | Professional liability
Segment Reporting Information [Line Items]
Earned premiums and fee income	149	98	292	166
Commercial Lines | Bond
Segment Reporting Information [Line Items]
Earned premiums and fee income	68	65	138	125
Commercial Lines | Assumed reinsurance
Segment Reporting Information [Line Items]
Earned premiums and fee income	72	29	138	29
Commercial Lines | Automobile
Segment Reporting Information [Line Items]
Earned premiums and fee income	181	172	369	330
Personal Lines
Segment Reporting Information [Line Items]
Earned premiums and fee income	703	811	1,486	1,619
Personal Lines | AARP Members [Member]
Segment Reporting Information [Line Items]
Earned premiums and fee income	633	726	1,300	1,400
Personal Lines | Property
Segment Reporting Information [Line Items]
Earned premiums and fee income	241	246	481	493
Personal Lines | Automobile
Segment Reporting Information [Line Items]
Earned premiums and fee income	462	565	1,005	1,126
Group Benefits
Segment Reporting Information [Line Items]
Earned premiums and fee income	1,423	1,422	2,814	2,831
Group Benefits | Group disability
Segment Reporting Information [Line Items]
Earned premiums and fee income	719	723	1,445	1,427
Group Benefits | Group life
Segment Reporting Information [Line Items]
Earned premiums and fee income	632	638	1,239	1,281
Group Benefits | Other
Segment Reporting Information [Line Items]
Earned premiums and fee income	72	61	130	123
Hartford Funds
Segment Reporting Information [Line Items]
Earned premiums and fee income	227	251	474	489
Hartford Funds | Mutual fund and Exchange-Traded Products (ETP)
Segment Reporting Information [Line Items]
Earned premiums and fee income	207	227	432	443
Hartford Funds | Talcott Resolution life and annuity separate accounts [2]
Segment Reporting Information [Line Items]
Earned premiums and fee income	$ 20	$ 24	$ 42	$ 46

Segment Information - Non-insur

Segment Information - Non-insurance Revenue from Customers (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Segment Reporting Information [Line Items]
Insurance Commissions and Fees	$ 298	$ 326	$ 618	$ 640
Other revenues	88	32	105	85
Non-insurance revenues with customers	319	354	660	694
Installment billing fees [Member] | Operating Segments [Member] | Commercial Lines
Segment Reporting Information [Line Items]
Insurance Commissions and Fees	5	9	13	18
Installment billing fees [Member] | Operating Segments [Member] | Personal Lines
Segment Reporting Information [Line Items]
Insurance Commissions and Fees	9	10	18	19
Insurance servicing revenues | Operating Segments [Member] | Personal Lines
Segment Reporting Information [Line Items]
Other revenues	21	23	40	42
Administrative services | Operating Segments [Member] | Group Benefits
Segment Reporting Information [Line Items]
Insurance Commissions and Fees	45	45	88	90
Advisor, distribution and other management fees | Operating Segments [Member] | Hartford Funds
Segment Reporting Information [Line Items]
Insurance Commissions and Fees	207	228	431	446
Other fees | Operating Segments [Member] | Hartford Funds
Segment Reporting Information [Line Items]
Insurance Commissions and Fees	20	22	43	43
Investment management and other fees | Corporate
Segment Reporting Information [Line Items]
Insurance Commissions and Fees	12	11	25	24
Transition service revenues | Corporate
Segment Reporting Information [Line Items]
Other revenues	$ 0	$ 6	$ 2	$ 12

Fair Value Measurements - Fair

Fair Value Measurements - Fair Value by Hierarchy (Details) - USD ($) $ in Millions	Jun. 30, 2020	Dec. 31, 2019
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	$ 42,200	$ 42,148
Fixed maturities, FVO	1	11
Equity securities, at fair value	756	1,657
Derivative assets	12	12
Short-term investments	3,668	2,921
Total assets accounted for at fair value on a recurring basis	46,637	46,749
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	(70)	(78)
Contingent consideration		(22)
Total liabilities accounted for at fair value on a recurring basis	(70)	(100)
Credit derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets	7	11
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities		(1)
Equity
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities		(15)
Foreign exchange derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets	5
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	16	(2)
Interest rate derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets		1
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	(86)	(60)
Asset-backed-securities (ABS)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1,416	1,476
Collateralized loan obligations (CLOs)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	2,187	2,183
CMBS
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	4,211	4,338
Corporate
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	18,563	17,396
Foreign government/government agencies
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	972	1,123
Municipal
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	9,394	9,498
RMBS
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	3,895	4,869
U.S. Treasuries
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1,562	1,265
Quoted Prices in Active Markets for Identical Assets (Level 1)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	450	330
Fixed maturities, FVO	0	0
Equity securities, at fair value	320	1,401
Derivative assets	0	0
Short-term investments	3,125	1,028
Total assets accounted for at fair value on a recurring basis	3,895	2,759
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	0	0
Contingent consideration		0
Total liabilities accounted for at fair value on a recurring basis	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Credit derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets	0	0
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities		0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Equity
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities		0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Foreign exchange derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets	0
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Interest rate derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets		0
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Asset-backed-securities (ABS)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Collateralized loan obligations (CLOs)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | CMBS
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Corporate
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Foreign government/government agencies
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Municipal
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | RMBS
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | U.S. Treasuries
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	450	330
Significant Observable Inputs (Level 2)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	40,020	40,404
Fixed maturities, FVO	1	11
Equity securities, at fair value	370	183
Derivative assets	12	12
Short-term investments	529	1,878
Total assets accounted for at fair value on a recurring basis	40,932	42,488
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	(70)	(63)
Contingent consideration		0
Total liabilities accounted for at fair value on a recurring basis	(70)	(63)
Significant Observable Inputs (Level 2) | Credit derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets	7	11
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities		(1)
Significant Observable Inputs (Level 2) | Foreign exchange derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets	5
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	16	(2)
Significant Observable Inputs (Level 2) | Interest rate derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets		1
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	(86)	(60)
Significant Observable Inputs (Level 2) | Asset-backed-securities (ABS)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1,393	1,461
Significant Observable Inputs (Level 2) | Collateralized loan obligations (CLOs)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	2,088	2,088
Significant Observable Inputs (Level 2) | CMBS
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	4,191	4,329
Significant Observable Inputs (Level 2) | Corporate
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	17,454	16,664
Significant Observable Inputs (Level 2) | Foreign government/government agencies
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	972	1,120
Significant Observable Inputs (Level 2) | Municipal
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	9,394	9,498
Significant Observable Inputs (Level 2) | RMBS
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	3,416	4,309
Significant Observable Inputs (Level 2) | U.S. Treasuries
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1,112	935
Significant Unobservable Inputs (Level 3)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1,730	1,414
Fixed maturities, FVO	0	0
Equity securities, at fair value	66	73
Derivative assets	0	0
Short-term investments	14	15
Total assets accounted for at fair value on a recurring basis	1,810	1,502
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	0	(15)
Contingent consideration		(22)
Total liabilities accounted for at fair value on a recurring basis	0	(37)
Significant Unobservable Inputs (Level 3) | Credit derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets	0	0
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities		0
Significant Unobservable Inputs (Level 3) | Equity
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities		(15)
Significant Unobservable Inputs (Level 3) | Foreign exchange derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets	0
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	0	0
Significant Unobservable Inputs (Level 3) | Interest rate derivatives
Assets accounted for at fair value on a recurring basis
Derivative assets		0
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities	0	0
Significant Unobservable Inputs (Level 3) | Asset-backed-securities (ABS)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	23	15
Significant Unobservable Inputs (Level 3) | Collateralized loan obligations (CLOs)
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	99	95
Significant Unobservable Inputs (Level 3) | CMBS
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	20	9
Significant Unobservable Inputs (Level 3) | Corporate
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	1,109	732
Significant Unobservable Inputs (Level 3) | Foreign government/government agencies
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0	3
Significant Unobservable Inputs (Level 3) | Municipal
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0	0
Significant Unobservable Inputs (Level 3) | RMBS
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	479	560
Significant Unobservable Inputs (Level 3) | U.S. Treasuries
Assets accounted for at fair value on a recurring basis
Debt Securities, Available-for-sale	0	0
Fair Value Measured at Net Asset Value Per Share [Member]
Liabilities accounted for at fair value on a recurring basis
Deposit Assets	$ 48	$ 38

Fair Value Measurements - Signi

Fair Value Measurements - Significant Unobservable Inputs Securities (Details) $ in Millions	Jun. 30, 2020USD ($)	Dec. 31, 2019USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	$ 42,200	$ 42,148
CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	4,211	4,338
Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	18,563	17,396
RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	3,895	4,869
Significant Unobservable Inputs (Level 3)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	1,730	1,414
Significant Unobservable Inputs (Level 3) | CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	20	9
Significant Unobservable Inputs (Level 3) | Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	1,109	732
Significant Unobservable Inputs (Level 3) | RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	479	560
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	$ 79	$ 95
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member] | Measurement Input, Credit Spread [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	4.86	2.46
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member] | Measurement Input, Credit Spread [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	4.86	2.46
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member] | Measurement Input, Credit Spread [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	4.86	2.46
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale		$ 1
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS | Measurement Input, Credit Spread [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input		0.09
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS | Measurement Input, Credit Spread [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input		18.32
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS | Measurement Input, Credit Spread [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input		1.61
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	$ 994	$ 633
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate | Measurement Input, Credit Spread [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.78	0.93
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate | Measurement Input, Credit Spread [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	10.07	7.88
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate | Measurement Input, Credit Spread [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	3.23	2.36
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale	$ 479	$ 560
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Credit Spread [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.43	0.05
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Credit Spread [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	5.28	2.33
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Credit Spread [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	1.67	0.79
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Constant Prepayment Rate [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0	0
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Constant Prepayment Rate [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.11	0.11
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Constant Prepayment Rate [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.05	0.06
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Default Rate [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.01	0.01
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Default Rate [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.07	0.06
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Default Rate [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.03	0.03
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Loss Severity [Member] | Minimum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0	0
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Loss Severity [Member] | Maximum
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	1	1
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Loss Severity [Member] | Weighted Average [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.77	0.70

Fair Value Measurements - Sig_2

Fair Value Measurements - Significant Unobservable Inputs Freestanding Derivatives (Details)	6 Months Ended
	Jun. 30, 2020USD ($)	Dec. 31, 2019USD ($)
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)
Adjustment Resulting from Broker Prices Received	$ 0
Fair Value, Inputs, Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)
Derivative Assets (Liabilities), at Fair Value, Net	$ 1
Equity options
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)
Derivative Assets (Liabilities), at Fair Value, Net		$ (15,000,000)
Equity options | Measurement Input, Option Volatility [Member] | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)
Derivative Asset (Liability) Net, Measurement Input		0.13
Equity options | Measurement Input, Option Volatility [Member] | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)
Derivative Asset (Liability) Net, Measurement Input		0.28
Equity options | Measurement Input, Option Volatility [Member] | Weighted Average [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)
Derivative Asset (Liability) Net, Measurement Input		0.17

Fair Value Measurements - Conti

Fair Value Measurements - Contingent Consideration (Details) - USD ($) $ in Millions	Jul. 29, 2016	Jan. 31, 2020	Mar. 31, 2020	Jun. 30, 2020	Jul. 29, 2020	Dec. 31, 2019
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Payment for Contingent Consideration Liability, Operating Activities		$ 10
Contingent Consideration Commission payable			$ 0
Lattice
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Contingent Consideration	$ 60
Contingent Consideration Payment Period	4 years
Other revenues			(11.9)
Lattice | Contingent Obligations
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assumption for Fair Value of Assets or Liabilities that relate to Transferor's Continuing Involvement, Discount Rate				10.00%
AUM Value [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Business Combination,Contingent Consideration, Liability, Measurement Input Amount			$ 2,300			$ 3,000
Subsequent Event [Member] | Lattice
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Contingent Consideration Commission payable					$ 0

Fair Value Measurements - Fai_2

Fair Value Measurements - Fair Value Recurring Basis, Unobservable Input (Details) - Fair Value, Measurements, Recurring - Significant Unobservable Inputs (Level 3) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Assets
Beginning balance	$ 1,402	$ 1,508	$ 1,502	$ 1,646
Total realized/unrealized gains (losses), Included in net income	(25)	(4)	(42)	(8)
Total realized/unrealized gains (losses), Included in OCI	78	2	(34)	8
Purchases	88	383	220	504
Settlements	(78)	(73)	(168)	(131)
Sales	(19)	(44)	(34)	(118)
Transfers into Level 3	412	34	459	46
Transfers out of Level 3	(48)	(82)	(93)	(223)
Ending balance	1,810	1,724	1,810	1,724
Liabilities
Changes in Unrealized Gain/(Loss) Included in Net Income, Liabilities	0	(2)	12	(6)
Freestanding Derivatives, net
Beginning balance		(1)		(4)
Realized/unrealized gain/loss included in net income, liabilities		(4)		(7)
Realized/unrealized gain/loss included in OCI, liabilities		0		0
Purchases		0		0
Settlements		0		0
Sales		0		0
Transfers into level 3		0		0
Transfers out of level 3		0		0
Ending balance		3		3
Contingent Consideration
Liabilities
Beginning balance	0	(29)	(22)	(35)
Changes in Unrealized Gain/(Loss) Included in Net Income, Liabilities	0	(2)	12	(6)
Total realized/unrealized gains (losses), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Settlements	0	10	(10)	20
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Sales	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Ending balance	0	(21)	0	(21)
Liability [Member]
Liabilities
Beginning balance	0	(29)	(37)	(35)
Changes in Unrealized Gain/(Loss) Included in Net Income, Liabilities	0	(2)	48	(6)
Total realized/unrealized gains (losses), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Settlements	0	10	10	20
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Sales	0	0	(21)	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Ending balance	0	(21)	0	(21)
Equity
Freestanding Derivatives, net
Beginning balance		(1)		(3)
Realized/unrealized gain/loss included in net income, liabilities		(4)		(6)
Realized/unrealized gain/loss included in OCI, liabilities		0		0
Purchases		0		0
Settlements		0		0
Sales		0		0
Transfers into level 3		0		0
Transfers out of level 3		0		0
Ending balance	0	3	0	3
Equity | Liability [Member]
Freestanding Derivatives, net
Beginning balance			15
Realized/unrealized gain/loss included in net income, liabilities			36
Realized/unrealized gain/loss included in OCI, liabilities			0
Purchases			0
Settlements			0
Sales			(21)
Transfers into level 3			0
Transfers out of level 3			0
Interest rate derivatives
Freestanding Derivatives, net
Beginning balance				(1)
Realized/unrealized gain/loss included in net income, liabilities				(1)
Realized/unrealized gain/loss included in OCI, liabilities				0
Purchases				0
Settlements				0
Sales				0
Transfers into level 3				0
Transfers out of level 3				0
Ending balance		0		0
Derivative [Member] | Liability [Member]
Freestanding Derivatives, net
Beginning balance			15
Realized/unrealized gain/loss included in net income, liabilities			36
Realized/unrealized gain/loss included in OCI, liabilities			0
Purchases			0
Settlements			0
Sales			(21)
Transfers into level 3			0
Transfers out of level 3			0
Ending balance	0		0
Equity Securities, at fair value
Assets
Beginning balance	69
Total realized/unrealized gains (losses), Included in net income	(3)
Total realized/unrealized gains (losses), Included in OCI	0
Purchases	0
Settlements	0
Sales	0
Transfers into Level 3	0
Transfers out of Level 3	0
Ending balance	66		66
Short-term investments
Assets
Beginning balance	14		15
Total realized/unrealized gains (losses), Included in net income	0		0
Total realized/unrealized gains (losses), Included in OCI	0		0
Purchases	0		0
Settlements	0		(1)
Sales	0		0
Transfers into Level 3	0		0
Transfers out of Level 3	0		0
Ending balance	14		14
Securities available-for-sale and other | Total fixed maturities, FVO
Assets
Beginning balance	1,319	1,434	1,414	1,565
Total realized/unrealized gains (losses), Included in net income	(22)	0	(32)	0
Total realized/unrealized gains (losses), Included in OCI	78	2	(34)	8
Purchases	88	379	217	495
Settlements	(78)	(73)	(167)	(131)
Sales	(19)	(39)	(34)	(105)
Transfers into Level 3	412	34	459	46
Transfers out of Level 3	(48)	(82)	(93)	(223)
Ending balance	1,730	1,655	1,730	1,655
Securities available-for-sale and other | ABS | Total fixed maturities, FVO
Assets
Beginning balance	19	9	15	10
Total realized/unrealized gains (losses), Included in net income	0	0	0	0
Total realized/unrealized gains (losses), Included in OCI	0	0	(1)	0
Purchases	23	5	43	5
Settlements	0	0	0	(1)
Sales	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(19)	(9)	(34)	(9)
Ending balance	23	5	23	5
Securities available-for-sale and other | CLOs | Total fixed maturities, FVO
Assets
Beginning balance	83	114	95	100
Total realized/unrealized gains (losses), Included in net income	0	0	0	0
Total realized/unrealized gains (losses), Included in OCI	4	0	(2)	0
Purchases	19	202	19	237
Settlements	(7)	(10)	(13)	(10)
Sales	0	0	0	(6)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	(20)	0	(35)
Ending balance	99	286	99	286
Securities available-for-sale and other | CMBS | Total fixed maturities, FVO
Assets
Beginning balance	18	12	9	12
Total realized/unrealized gains (losses), Included in net income	0	0	0	0
Total realized/unrealized gains (losses), Included in OCI	0	0	0	1
Purchases	3	24	13	24
Settlements	(1)	(1)	(2)	(2)
Sales	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Ending balance	20	35	20	35
Securities available-for-sale and other | Corporate | Total fixed maturities, FVO
Assets
Beginning balance	709	525	732	520
Total realized/unrealized gains (losses), Included in net income	(22)	0	(32)	(1)
Total realized/unrealized gains (losses), Included in OCI	61	2	(19)	9
Purchases	22	58	116	95
Settlements	(28)	(4)	(64)	(6)
Sales	(19)	(39)	(27)	(64)
Transfers into Level 3	412	34	459	46
Transfers out of Level 3	(26)	(8)	(56)	(31)
Ending balance	1,109	568	1,109	568
Securities available-for-sale and other | Foreign government/government agencies | Total fixed maturities, FVO
Assets
Beginning balance	3	3	3	3
Total realized/unrealized gains (losses), Included in net income	0	0	0	0
Total realized/unrealized gains (losses), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Settlements	0	0	0	0
Sales	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(3)	0	(3)	0
Ending balance	0	3	0	3
Securities available-for-sale and other | RMBS | Total fixed maturities, FVO
Assets
Beginning balance	487	771	560	920
Total realized/unrealized gains (losses), Included in net income	0	0	0	1
Total realized/unrealized gains (losses), Included in OCI	13	0	(12)	(2)
Purchases	21	90	26	134
Settlements	(42)	(58)	(88)	(112)
Sales	0	0	(7)	(35)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	(45)	0	(148)
Ending balance	479	758	479	758
Equity Securities, at fair value
Assets
Beginning balance		73		77
Total realized/unrealized gains (losses), Included in net income		0		(1)
Total realized/unrealized gains (losses), Included in OCI		0		0
Purchases		4		9
Settlements		0		0
Sales		(5)		(13)
Transfers into Level 3		0		0
Transfers out of Level 3