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Financial Instruments - Derivative Activities Table (Details) - USD ($) $ in Millions | Mar. 31, 2023 | Dec. 31, 2022
--- | --- | ---
Commodity Contract | CVR Energy |  |  |
Primary underlying risk: |  |  |
Short notional amount of credit default swap positions |  | $ 15 |
Investment Segment | Equity Contract |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | 2,419 | $ 1,816
Short Notional Exposure |  | 5,732 | 5,354
Investment Segment | Credit Risk Contract |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure | [1] | 0 | 0
Short Notional Exposure | [1] | 795 | 945
Investment Segment | Commodity Contract |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | 0 | 0
Short Notional Exposure |  | 21 | 22
Investment Segment | Credit Default Swap |  |  |
Primary underlying risk: |  |  |
Short Notional Exposure |  | 0 |
Short notional amount of credit default swap positions |  | $ 3,200 | $ 3,500
[1] | The short notional amount on our credit default swap positions was approximately $3.2 billion and $3.5 billion at March 31, 2023 and December 31, 2022, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.8 billion and $0.9 billion as of

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