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Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions | Mar. 31, 2025 | Dec. 31, 2024
--- | --- | ---
Equity contracts |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | $ 1,591 | $ 1,813
Short Notional Exposure |  | 1,782 | 1,845
Credit contracts |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure | [1] | 0 | 185
Short Notional Exposure | [1] | 53 | 55
Short notional amount of credit default swap positions |  | 210 | 213
Commodity contracts |  |  |
Primary underlying risk: |  |  |
Long Notional Exposure |  | 0 | 0
Short Notional Exposure |  | $ 119 | $ 90
[1] | The short notional amount on our credit default swap positions was approximately $210 million and $213 million at March 31, 2025 and December 31, 2024, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $53 million and $55 million as of March 31, 2025 and December 31, 2024, respectively.

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