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Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions | Dec. 31, 2022 | Dec. 31, 2021
--- | --- | ---
Equity Contract |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | $ 1,816 | $ 1,582
Short Notional Exposure |  | 5,354 | 5,986
Credit Risk Contract |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure | [1] | 0 | 0
Short Notional Exposure | [1] | 945 | 2,081
Commodity Contract |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | 0 | 0
Short Notional Exposure |  | 22 |
Credit Default Swap |  |  |
Primary underlying risk: |  |  |
Short notional amount of credit default swap positions |  | $ 3,500 | $ 6,600
[1] | The short notional amount on our credit default swap positions was approximately $3.5 billion at December 31, 2022. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.9 billion as of December 31, 2022. The short notional amount on our credit default swap positions was approximately $6.6 billion as of December 31, 2021. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is $2.1 billion as of December 31, 2021.

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