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Derivative Instruments (Tables)

12 Months Ended

Dec. 31, 2023

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value

The table below provides a summary of the gross notional amount and fair value of derivative contracts by the primary underlying risks they are utilized to manage, excluding embedded derivatives. Many derivative instruments contain multiple underlying risks. The fair value amounts below represent the value of derivative contracts prior to taking into account the netting effects of master netting agreements and cash collateral. These netting impacts resulted in total derivative assets of $1,103 million and $1,455 million as of December 31, 2023 and 2022, respectively, and total derivative liabilities of $4,181 million and $3,055 million as of December 31, 2023 and 2022, respectively, reflected in the Consolidated Statements of Financial Position.

			December 31, 2023																		December 31, 2022
Primary Underlying Risk / Instrument Type									Fair Value																		Fair Value
			Gross Notional						Assets						Liabilities						Gross Notional						Assets						Liabilities
			(in millions)
Derivatives Designated as Hedge Accounting Instruments:
Interest Rate
Interest Rate Swaps			$	3,582					$	55					$	(252)					$	3,627					$	66					$	(245)
Interest Rate Forwards			0						0						0						398						0						(85)
Foreign Currency
Foreign Currency Forwards			4,748						43						(195)						4,830						155						(262)
Currency/Interest Rate
Foreign Currency Swaps			27,933						1,952						(676)						25,636						3,469						(333)
Total Derivatives Designated as Hedge Accounting Instruments			$	36,263					$	2,050					$	(1,123)					$	34,491					$	3,690					$	(925)
Derivatives Not Qualifying as Hedge Accounting Instruments:
Interest Rate
Interest Rate Swaps			$	224,445					$	8,604					$	(21,599)					$	212,934					$	9,097					$	(21,154)
Interest Rate Futures			10,448						7						(26)						18,080						13						(24)
Interest Rate Options			32,718						292						(1,095)						9,778						224						(280)
Interest Rate Forwards			3,678						39						(14)						2,354						21						(42)
Foreign Currency
Foreign Currency Forwards			27,686						965						(954)						31,317						1,556						(1,924)
Foreign Currency Options			0						0						0						0						0						0
Currency/Interest Rate
Foreign Currency Swaps			7,771						502						(164)						8,410						813						(170)
Credit
Credit Default Swaps			3,446						64						0						6,351						27						(57)
Equity
Equity Futures			672						1						(2)						1,372						1						(2)
Equity Options			51,792						1,688						(1,662)						38,323						708						(1,590)
Total Return Swaps			9,237						48						(514)						11,806						106						(184)
Other
Other(1)			1,250						0						0						1,250						0						0
Synthetic GICs			78,009						1						(1)						84,338						1						(1)
Total Derivatives Not Qualifying as Hedge Accounting Instruments			$	451,152					$	12,211					$	(26,031)					$	426,313					$	12,567					$	(25,428)
Total Derivatives(2)(3)			$	487,415					$	14,261					$	(27,154)					$	460,804					$	16,257					$	(26,353)

__________

(1)“Other” primarily includes derivative contracts used to improve the balance of the Company’s tail longevity and mortality risk. Under these contracts, the Company’s gains (losses) are capped at the notional amount.

(2)Excludes embedded derivatives which contain multiple underlying risks. The fair value of these embedded derivatives was a net liability of $8,096 million (including the Prismic funds withheld-related embedded derivative net liability of $508 million) and $2,997 million as of December 31, 2023, and 2022, respectively, primarily included in “Policyholder account balances” and “Reinsurance and funds withheld payables.”

(3)Recorded in “Other invested assets” and “Other liabilities” on the Consolidated Statements of Financial Position.

Schedule of financial instruments in a fair value hedge accounting relationship

As of December 31, 2023, the following amounts were recorded on the Consolidated Statements of Financial Position related to the carrying amount of the hedged assets (liabilities) and cumulative basis adjustments included in the carrying amount for fair value hedges:

			December 31, 2023												December 31, 2022
Balance Sheet Line Item in which Hedged Item is Recorded			Carrying Amount of the Hedged Assets (Liabilities)						Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Assets (Liabilities)(1)						Carrying Amount of the Hedged Assets (Liabilities)						Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Assets (Liabilities)(1)
			(in millions)
Fixed maturities, available-for-sale, at fair value			$	224					$	19					$	297					$	27
Policyholders’ account balances			$	(810)					$	219					$	(966)					$	217
Future policy benefits			$	(2,441)					$	298					$	(2,354)					$	391

__________

(1)There were no material fair value hedging adjustments for hedged assets and liabilities for which hedge accounting has been discontinued.

Offsetting Assets

The following tables present recognized derivative instruments (excluding embedded derivatives), and repurchase and reverse repurchase agreements that are offset in the Consolidated Statements of Financial Position, and/or are subject to an enforceable master netting arrangement or similar agreement, irrespective of whether they are offset in the Consolidated Statements of Financial Position:

						December 31, 2023
						Gross Amounts of Recognized Financial Instruments						Gross Amounts Offset in the Statements of Financial Position						Net Amounts Presented in the Statements of Financial Position						Financial Instruments/ Collateral(1)						Net Amount
						(in millions)
Offsetting of Financial Assets:
Derivatives						$	14,169					$	(13,158)					$	1,011					$	(240)					$	771
Securities purchased under agreement to resell						388						0						388						(363)						25
Total Assets						$	14,557					$	(13,158)					$	1,399					$	(603)					$	796
Offsetting of Financial Liabilities:
Derivatives						$	27,154					$	(22,973)					$	4,181					$	(3,775)					$	406
Securities sold under agreement to repurchase						6,056						0						6,056						(5,811)						245
Total Liabilities						$	33,210					$	(22,973)					$	10,237					$	(9,586)					$	651

						December 31, 2022
						Gross Amounts of Recognized Financial Instruments						Gross Amounts Offset in the Statements of Financial Position						Net Amounts Presented in the Statements of Financial Position						Financial Instruments/ Collateral(1)						Net Amount
						(in millions)
Offsetting of Financial Assets:
Derivatives						$	16,178					$	(14,802)					$	1,376					$	(702)					$	674
Securities purchased under agreement to resell						385						0						385						(385)						0
Total Assets						$	16,563					$	(14,802)					$	1,761					$	(1,087)					$	674
Offsetting of Financial Liabilities:
Derivatives						$	26,352					$	(23,298)					$	3,054					$	(3,054)					$	0
Securities sold under agreement to repurchase						6,589						0						6,589						(6,589)						0
Total Liabilities						$	32,941					$	(23,298)					$	9,643					$	(9,643)					$	0

__________

(1)Amounts exclude the excess of collateral received/pledged from/to the counterparty.

Offsetting Liabilities

The following tables present recognized derivative instruments (excluding embedded derivatives), and repurchase and reverse repurchase agreements that are offset in the Consolidated Statements of Financial Position, and/or are subject to an enforceable master netting arrangement or similar agreement, irrespective of whether they are offset in the Consolidated Statements of Financial Position:

						December 31, 2023
						Gross Amounts of Recognized Financial Instruments						Gross Amounts Offset in the Statements of Financial Position						Net Amounts Presented in the Statements of Financial Position						Financial Instruments/ Collateral(1)						Net Amount
						(in millions)
Offsetting of Financial Assets:
Derivatives						$	14,169					$	(13,158)					$	1,011					$	(240)					$	771
Securities purchased under agreement to resell						388						0						388						(363)						25
Total Assets						$	14,557					$	(13,158)					$	1,399					$	(603)					$	796
Offsetting of Financial Liabilities:
Derivatives						$	27,154					$	(22,973)					$	4,181					$	(3,775)					$	406
Securities sold under agreement to repurchase						6,056						0						6,056						(5,811)						245
Total Liabilities						$	33,210					$	(22,973)					$	10,237					$	(9,586)					$	651

						December 31, 2022
						Gross Amounts of Recognized Financial Instruments						Gross Amounts Offset in the Statements of Financial Position						Net Amounts Presented in the Statements of Financial Position						Financial Instruments/ Collateral(1)						Net Amount
						(in millions)
Offsetting of Financial Assets:
Derivatives						$	16,178					$	(14,802)					$	1,376					$	(702)					$	674
Securities purchased under agreement to resell						385						0						385						(385)						0
Total Assets						$	16,563					$	(14,802)					$	1,761					$	(1,087)					$	674
Offsetting of Financial Liabilities:
Derivatives						$	26,352					$	(23,298)					$	3,054					$	(3,054)					$	0
Securities sold under agreement to repurchase						6,589						0						6,589						(6,589)						0
Total Liabilities						$	32,941					$	(23,298)					$	9,643					$	(9,643)					$	0

__________

(1)Amounts exclude the excess of collateral received/pledged from/to the counterparty.

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance

The following tables provide the financial statement classification and impact of derivatives used in qualifying and non-qualifying hedge relationships, including the offset of the hedged item in fair value hedge relationships.

			Year Ended December 31, 2023
			Realized Investment Gains (Losses)						Change in Value of Market Risk Benefits, Net of Related Hedging Gain (Loss)						Net Investment Income						Other Income (Loss)						Interest Expense						Interest Credited to Policyholders’ Account Balances						Policyholders’ Benefits						Change in AOCI(1)
			(in millions)
Derivatives Designated as Hedge Accounting Instruments:
Fair value hedges
Gains (losses) on derivatives designated as hedge instruments:
Interest Rate			$	2					$	0					$	0					$	0					$	0					$	(31)					$	(39)					$	0
Currency			(1)						0						(1)						0						0						0						104						0
Total gains (losses) on derivatives designated as hedge instruments			1						0						(1)						0						0						(31)						65						0
Gains (losses) on the hedged item:
Interest Rate			(2)						0						13						0						0						2						10						0
Currency			1						0						1						0						0						0						(102)						0
Total gains (losses) on hedged item			(1)						0						14						0						0						2						(92)						0
Amortization for gains (losses) excluded from assessment of the effectiveness
Currency			0						0						0						0						0						0						(8)						(6)
Total amortization for gain (loss) excluded from assessment of the effectiveness			0						0						0						0						0						0						(8)						(6)
Total gains (losses) on fair value hedges net of hedged item			0						0						13						0						0						(29)						(35)						(6)
Cash flow hedges
Interest Rate			(21)						0						(16)						0						0						0						0						23
Currency			8						0						0						0						0						0						0						(122)
Currency/Interest Rate			74						0						315						(189)						0						0						0						(1,648)
Total gains (losses) on cash flow hedges			61						0						299						(189)						0						0						0						(1,747)
Net investment hedges
Currency			0						0						0						0						0						0						0						12
Currency/Interest Rate			0						0						0						0						0						0						0						0
Total gains (losses) on net investment hedges			0						0						0						0						0						0						0						12
Derivatives Not Qualifying as Hedge Accounting Instruments:
Interest Rate			(285)						(1,657)						0						0						0						0						0						0
Currency			(567)						0						0						3						0						0						0						0
Currency/Interest Rate			(211)						0						0						(3)						0						0						0						0
Credit			164						0						0						0						0						0						0						0
Equity			1,751						(929)						0						0						0						0						0						0
Other			0						0						0						0						0						0						0						0
Embedded Derivatives (3)			(3,133)						0						0						0						0						0						0						0
Total gains (losses) on derivatives not qualifying as hedge accounting instruments			(2,281)						(2,586)						0						0						0						0						0						0
Total			$	(2,220)					$	(2,586)					$	312					$	(189)					$	0					$	(29)					$	(35)					$	(1,741)

			Year Ended December 31, 2022(2)
			Realized Investment Gains (Losses)						Change in Value of Market Risk Benefits, Net of Related Hedging Gain (Loss)						Net Investment Income						Other Income (Loss)						Interest Expense						Interest Credited to Policyholders’ Account Balances						Policyholders’ Benefits						Change in AOCI(1)
			(in millions)
Derivatives Designated as Hedge Accounting Instruments:
Fair value hedges
Gains (losses) on derivatives designated as hedge instruments:
Interest Rate			$	39					$	0					$	(5)					$	0					$	0					$	(375)					$	(438)					$	0
Currency			(28)						0						(2)						0						0						0						(224)						0
Total gains (losses) on derivatives designated as hedge instruments			11						0						(7)						0						0						(375)						(662)						0
Gains (losses) on the hedged item:
Interest Rate			(39)						0						14						0						0						387						448						0
Currency			31						0						9						0						0						0						225						0
Total gains (losses) on hedged item			(8)						0						23						0						0						387						673						0
Amortization for gains (losses) excluded from assessment of the effectiveness
Currency			0						0						0						0						0						0						(4)						(19)
Total amortization for gain (loss) excluded from assessment of the effectiveness			0						0						0						0						0						0						(4)						(19)
Total gains (losses) on fair value hedges net of hedged item			3						0						16						0						0						12						7						(19)
Cash flow hedges
Interest Rate			(4)						0						(3)						0						0						0						0						(217)
Currency			15						0						0						0						0						0						0						191
Currency/Interest Rate			121						0						299						477						0						0						0						1,623
Total gains (losses) on cash flow hedges			132						0						296						477						0						0						0						1,597
Net investment hedges
Currency			0						0						0						0						0						0						0						2
Currency/Interest Rate			0						0						0						0						0						0						0						0
Total gains (losses) on net investment hedges			0						0						0						0						0						0						0						2
Derivatives Not Qualifying as Hedge Accounting Instruments:
Interest Rate			(3,410)						(6,483)						0						0						0						0						0						0
Currency			(400)						0						0						(3)						0						0						0						0
Currency/Interest Rate			854						0						0						6						0						0						0						0
Credit			5						0						0						0						0						0						0						0
Equity			6						1,403						0						0						0						0						0						0
Other			2						0						0						0						0						0						0						0
Embedded Derivatives (3)			(26)						0						0						0						0						0						0						0
Total gains (losses) on derivatives not qualifying as hedge accounting instruments			(2,969)						(5,080)						0						3						0						0						0						0
Total			$	(2,834)					$	(5,080)					$	312					$	480					$	0					$	12					$	7					$	1,580

			Year Ended December 31, 2021(2)
			Realized Investment Gains (Losses)						Change in Value of Market Risk Benefits, Net of Related Hedging Gain (Loss)						Net Investment Income						Other Income (Loss)						Interest Expense						Interest Credited to Policyholders’ Account Balances						Policyholders’ Benefits						Change in AOCI(1)
			(in millions)
Derivatives Designated as Hedge Accounting Instruments:
Fair value hedges
Gains (losses) on derivatives designated as hedge instruments:
Interest Rate			$	20					$	0					$	(9)					$	0					$	0					$	(98)					$	(73)					$	0
Currency			(8)						0						0						0						0						0						6						0
Total gains (losses) on derivatives designated as hedge instruments			12						0						(9)						0						0						(98)						(67)						0
Gains (losses) on the hedged item:
Interest Rate			(24)						0						16						0						0						133						96						0
Currency			7						0						2						0						0						0						(6)						0
Total gains (losses) on hedged item			(17)						0						18						0						0						133						90						0
Amortization for gains (losses) excluded from assessment of the effectiveness
Currency			0						0						0						0						0						0						(6)						(46)
Total amortization for gain (loss) excluded from assessment of the effectiveness			0						0						0						0						0						0						(6)						(46)
Total gains (losses) on fair value hedges net of hedged item			(5)						0						9						0						0						35						17						(46)
Cash flow hedges
Interest Rate			(2)						0						2						0						0						0						0						(13)
Currency			(4)						0						0						0						0						0						0						48
Currency/Interest Rate			105						0						271						181						0						0						0						1,152
Total gains (losses) on cash flow hedges			99						0						273						181						0						0						0						1,187
Net investment hedges
Currency			0						0						0						0						0						0						0						(9)
Currency/Interest Rate			0						0						0						0						0						0						0						0
Total gains (losses) on net investment hedges			0						0						0						0						0						0						0						(9)
Derivatives Not Qualifying as Hedge Accounting Instruments:
Interest Rate			717						(2,592)						0						0						0						0						0						0
Currency			(364)						0						0						(3)						0						0						0						0
Currency/Interest Rate			802						0						0						5						0						0						0						0
Credit			61						0						0						0						0						0						0						0
Equity			(283)						(2,318)						0						0						0						0						0						0
Other			1						0						0						0						0						0						0						0
Embedded Derivatives (3)			(1,145)						0						0						0						0						0						0						0
Total gains (losses) on derivatives not qualifying as hedge accounting instruments			(211)						(4,910)						0						2						0						0						0						0
Total			$	(117)					$	(4,910)					$	282					$	183					$	0					$	35					$	17					$	1,132

__________

(1)Excludes changes related to net investment hedges using non-derivative instruments of $28 million for year ended December 31, 2023, $134 million for year ended December 31, 2022, and $25 million for year ended December 31, 2021.

(2)Prior period amounts have been updated to conform to current period presentation.

(3)Includes the Prismic funds withheld-related embedded derivative realized gain (loss) of $(508) million for the year ended December 31, 2023.

Schedule of Derivative Instruments Recognized in Accumulated Other Comprehensive Income(Loss) Before Taxes

Presented below is a rollforward of current period cash flow hedges in AOCI before taxes:

			(in millions)
Balance, December 31, 2020			$	(168)
Amount recorded in AOCI
Interest Rate			(13)
Currency			44
Currency/Interest Rate			1,709
Total amount recorded in AOCI			1,740
Amount reclassified from AOCI to income
Interest Rate			0
Currency			4
Currency/Interest Rate			(557)
Total amount reclassified from AOCI to income			(553)
Balance, December 31, 2021			$	1,019
Amount recorded in AOCI
Interest Rate			(224)
Currency			206
Currency/Interest Rate			2,520
Total amount recorded in AOCI			2,502
Amount reclassified from AOCI to income
Interest Rate			7
Currency			(15)
Currency/Interest Rate			(897)
Total amount reclassified from AOCI to income			(905)
Balance, December 31, 2022			$	2,616
Amount recorded in AOCI
Interest Rate			(15)
Currency			(108)
Currency/Interest Rate			(1,448)
Total amount recorded in AOCI			(1,571)
Amount reclassified from AOCI to income
Interest Rate			38
Currency			(14)
Currency/Interest Rate			(200)
Total amount reclassified from AOCI to income			(176)
Balance, December 31, 2023			$	869

Disclosure of Credit Derivatives

The following tables provide a summary of the notional and fair value of written credit protection, presented as assets (liabilities). The Company’s maximum amount at risk under these credit derivatives, assuming the value of the underlying referenced securities become worthless, is equal to the notional amounts. These credit derivatives have maturities of less than 24 years for index reference.

			December 31, 2023
			NAIC Rating Designation of Underlying Credit Obligation(1)
			NAIC 1						NAIC 2						NAIC 3						NAIC 4						NAIC 5						NAIC 6(2)						Total
			Gross Notional			Fair Value			Gross Notional			Fair Value			Gross Notional			Fair Value			Gross Notional			Fair Value			Gross Notional			Fair Value			Gross Notional			Fair Value			Gross Notional			Fair Value
			(in millions)
Single name reference(3)			$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0
Index reference(3)			0			0			0			0			2,723			19			0			0			89			5			634			40			3,446			64
Total			$	0		$	0		$	0		$	0		$	2,723		$	19		$	0		$	0		$	89		$	5		$	634		$	40		$	3,446		$	64

			December 31, 2022
			NAIC Rating Designation of Underlying Credit Obligation(1)
			NAIC 1						NAIC 2						NAIC 3						NAIC 4						NAIC 5						NAIC 6(2)						Total
			Gross Notional			Fair Value			Gross Notional			Fair Value			Gross Notional			Fair Value			Gross Notional			Fair Value			Gross Notional			Fair Value			Gross Notional			Fair Value			Gross Notional			Fair Value
			(in millions)
Single name reference(3)			$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0		$	0
Index reference(3)			48			0			0			0			5,197			(46)			0			0			0			0			782			15			6,027			(31)
Total			$	48		$	0		$	0		$	0		$	5,197		$	(46)		$	0		$	0		$	0		$	0		$	782		$	15		$	6,027		$	(31)

__________

(1)The NAIC rating designations are based on availability and the lowest ratings among Moody's Investors Service, Inc. (“Moody's”), Standard & Poor’s Rating Services (“S&P”) and Fitch Ratings Inc. (“Fitch”). If no rating is available from a rating agency, a NAIC 6 rating is used.

(2)The NAIC rating designation is due to approximately 3% and 2% as of December 31, 2023, and 2022, respectively, of the index reference name rated as NAIC 6.

(3)Single name credit default swaps may make reference to the credit of corporate debt, sovereign debt, and structured finance. Index reference NAIC designations are based on the lowest rated single name reference included in the index.

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Tabular disclosure of credit derivatives which includes information by sellers of credit derivatives, about each credit derivative, or each group of similar credit derivatives, including (a) the nature of the credit derivative - its term, how it arose, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative; (b) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative; (c) the current fair value of the credit derivative; and (d) the nature of any recourse provisions under the credit derivative, and any assets held either as collateral or by third parties. A credit derivative is a derivative instrument (1) in which one or more of its underlyings are related to the credit risk of a specified entity (or a group of entities) or an index based on the credit risk of a group of entities and (2) that exposes the seller to potential loss from credit-risk-related events specified in the contract. Examples of credit derivatives within the scope of this paragraph include, but are not limited to, credit default swaps, credit spread options, and credit index products; also includes a hybrid instrument that has an embedded credit derivative (for example, but not limited to, a credit-linked note).

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Tabular disclosure of derivative and other financial assets that are subject to offsetting, including master netting arrangements.

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Tabular disclosure of derivative and other financial liabilities that are subject to offsetting, including master netting arrangements.

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Tabular disclosure of gain (loss) on derivative and nonderivative instruments designated and qualifying as cash flow hedge recorded in accumulated other comprehensive income (AOCI) and reclassified into earnings.

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Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments.

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Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

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