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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.