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Derivatives (Tables) | 3 Months Ended
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Mar. 31, 2024
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position | The primary underlying risk exposure, gross notional amount and estimated fair value of derivatives, excluding embedded derivatives, held were as follows at:
|  |  | March 31, 2024 |  | December 31, 2023
| Primary Underlying Risk Exposure |  | Gross Notional Amount |  | Estimated Fair Value |  | Gross Notional Amount |  | Estimated Fair Value
| Assets |  | Liabilities |  | Assets |  | Liabilities
|  |  | (In millions)
Derivatives Designated as Hedging Instruments: |  |  |  |  |  |  |  |  |  |  |  |
Cash flow hedges: |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps | Interest rate |  | $ | 500 |  |  | $ | 9 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Foreign currency swaps | Foreign currency exchange rate |  | 3,923 |  |  | 377 |  |  | 31 |  |  | 3,939 |  |  | 348 |  |  | 45 |
Total qualifying hedges |  |  | 4,423 |  |  | 386 |  |  | 31 |  |  | 3,939 |  |  | 348 |  |  | 45 |
Derivatives Not Designated or Not Qualifying as Hedging Instruments: |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps | Interest rate |  | 31,565 |  |  | 115 |  |  | 144 |  |  | 31,252 |  |  | 140 |  |  | 103 |
Interest rate floors | Interest rate |  | 3,500 |  |  | 3 |  |  | — |  |  | 3,500 |  |  | 7 |  |  | 1 |
Interest rate caps | Interest rate |  | 7,050 |  |  | 20 |  |  | — |  |  | 7,050 |  |  | 19 |  |  | 1 |
Interest rate options | Interest rate |  | 23,580 |  |  | 20 |  |  | 269 |  |  | 33,680 |  |  | 47 |  |  | 167 |
Interest rate forwards | Interest rate |  | 19,649 |  |  | 92 |  |  | 2,325 |  |  | 17,017 |  |  | 32 |  |  | 1,937 |
Foreign currency swaps | Foreign currency exchange rate |  | 737 |  |  | 105 |  |  | — |  |  | 747 |  |  | 101 |  |  | 1 |
Foreign currency forwards | Foreign currency exchange rate |  | 479 |  |  | 2 |  |  | — |  |  | 535 |  |  | — |  |  | 9 |
Credit default swaps — written | Credit |  | 1,405 |  |  | 29 |  |  | — |  |  | 1,405 |  |  | 27 |  |  | — |
Credit default swaptions | Credit |  | 300 |  |  | — |  |  | 1 |  |  | — |  |  | — |  |  | — |
Equity index options | Equity market |  | 23,490 |  |  | 1,132 |  |  | 884 |  |  | 20,099 |  |  | 757 |  |  | 687 |
Equity total return swaps | Equity market |  | 65,287 |  |  | 1,940 |  |  | 1,719 |  |  | 53,742 |  |  | 2,236 |  |  | 2,137 |
Hybrid options | Equity market |  | 300 |  |  | 1 |  |  | — |  |  | 270 |  |  | — |  |  | — |
Total non-designated or non-qualifying derivatives |  |  | 177,342 |  |  | 3,459 |  |  | 5,342 |  |  | 169,297 |  |  | 3,366 |  |  | 5,043 |
Total |  |  | $ | 181,765 |  |  | $ | 3,845 |  |  | $ | 5,373 |  |  | $ | 173,236 |  |  | $ | 3,714 |  |  | $ | 5,088 |
Derivative Instruments, Gain (Loss) | The amount and location of gains (losses), including earned income, recognized for derivatives and gains (losses) pertaining to hedged items reported in net derivative gains (losses) were as follows:
| Net Derivative Gains (Losses) Recognized for Derivatives |  | Net Derivative Gains (Losses) Recognized for Hedged Items |  | Net Investment Income |  | Policyholder Benefits and Claims |  | Amount of Gains (Losses) Deferred in AOCI
| (In millions)
Three Months Ended March 31, 2024 |  |  |  |  |  |  |  |  |
Derivatives Designated as Hedging Instruments: |  |  |  |  |  |  |  |  |
Cash flow hedges: |  |  |  |  |  |  |  |  |
Interest rate | $ | 3 |  |  | $ | — |  |  | $ | — |  |  | $ | 2 |  |  | $ | 9 |
Foreign currency exchange rate | — |  |  | (1) |  |  | 13 |  |  | — |  |  | 44 |
Total cash flow hedges | 3 |  |  | (1) |  |  | 13 |  |  | 2 |  |  | 53 |
Derivatives Not Designated or Not Qualifying as Hedging Instruments: |  |  |  |  |  |  |  |  |
Interest rate | (782) |  |  | — |  |  | — |  |  | — |  |  | — |
Foreign currency exchange rate | 31 |  |  | (3) |  |  | — |  |  | — |  |  | — |
Credit | 6 |  |  | — |  |  | — |  |  | — |  |  | — |
Equity market | 711 |  |  | — |  |  | — |  |  | — |  |  | — |
Embedded | (1,886) |  |  | — |  |  | — |  |  | — |  |  | — |
Total non-qualifying hedges | (1,920) |  |  | (3) |  |  | — |  |  | — |  |  | — |
Total | $ | (1,917) |  |  | $ | (4) |  |  | $ | 13 |  |  | $ | 2 |  |  | $ | 53 |
Three Months Ended March 31, 2023 |  |  |  |  |  |  |  |  |
Derivatives Designated as Hedging Instruments: |  |  |  |  |  |  |  |  |
Cash flow hedges: |  |  |  |  |  |  |  |  |
Interest rate | $ | — |  |  | $ | — |  |  | $ | 1 |  |  | $ | — |  |  | $ | 2 |
Foreign currency exchange rate | (1) |  |  | — |  |  | 14 |  |  | — |  |  | (42) |
Total cash flow hedges | (1) |  |  | — |  |  | 15 |  |  | — |  |  | (40) |
Derivatives Not Designated or Not Qualifying as Hedging Instruments: |  |  |  |  |  |  |  |  |
Interest rate | 610 |  |  | — |  |  | — |  |  | — |  |  | — |
Foreign currency exchange rate | (5) |  |  | 10 |  |  | — |  |  | — |  |  | — |
Credit | 10 |  |  | — |  |  | — |  |  | — |  |  | — |
Equity market | (109) |  |  | — |  |  | — |  |  | — |  |  | — |
Embedded | (1,090) |  |  | — |  |  | — |  |  | — |  |  | — |
Total non-qualifying hedges | (584) |  |  | 10 |  |  | — |  |  | — |  |  | — |
Total | $ | (585) |  |  | $ | 10 |  |  | $ | 15 |  |  | $ | — |  |  | $ | (40) |
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) | The amount and location of gains (losses), including earned income, recognized for derivatives and gains (losses) pertaining to hedged items reported in net derivative gains (losses) were as follows:
| Net Derivative Gains (Losses) Recognized for Derivatives |  | Net Derivative Gains (Losses) Recognized for Hedged Items |  | Net Investment Income |  | Policyholder Benefits and Claims |  | Amount of Gains (Losses) Deferred in AOCI
| (In millions)
Three Months Ended March 31, 2024 |  |  |  |  |  |  |  |  |
Derivatives Designated as Hedging Instruments: |  |  |  |  |  |  |  |  |
Cash flow hedges: |  |  |  |  |  |  |  |  |
Interest rate | $ | 3 |  |  | $ | — |  |  | $ | — |  |  | $ | 2 |  |  | $ | 9 |
Foreign currency exchange rate | — |  |  | (1) |  |  | 13 |  |  | — |  |  | 44 |
Total cash flow hedges | 3 |  |  | (1) |  |  | 13 |  |  | 2 |  |  | 53 |
Derivatives Not Designated or Not Qualifying as Hedging Instruments: |  |  |  |  |  |  |  |  |
Interest rate | (782) |  |  | — |  |  | — |  |  | — |  |  | — |
Foreign currency exchange rate | 31 |  |  | (3) |  |  | — |  |  | — |  |  | — |
Credit | 6 |  |  | — |  |  | — |  |  | — |  |  | — |
Equity market | 711 |  |  | — |  |  | — |  |  | — |  |  | — |
Embedded | (1,886) |  |  | — |  |  | — |  |  | — |  |  | — |
Total non-qualifying hedges | (1,920) |  |  | (3) |  |  | — |  |  | — |  |  | — |
Total | $ | (1,917) |  |  | $ | (4) |  |  | $ | 13 |  |  | $ | 2 |  |  | $ | 53 |
Three Months Ended March 31, 2023 |  |  |  |  |  |  |  |  |
Derivatives Designated as Hedging Instruments: |  |  |  |  |  |  |  |  |
Cash flow hedges: |  |  |  |  |  |  |  |  |
Interest rate | $ | — |  |  | $ | — |  |  | $ | 1 |  |  | $ | — |  |  | $ | 2 |
Foreign currency exchange rate | (1) |  |  | — |  |  | 14 |  |  | — |  |  | (42) |
Total cash flow hedges | (1) |  |  | — |  |  | 15 |  |  | — |  |  | (40) |
Derivatives Not Designated or Not Qualifying as Hedging Instruments: |  |  |  |  |  |  |  |  |
Interest rate | 610 |  |  | — |  |  | — |  |  | — |  |  | — |
Foreign currency exchange rate | (5) |  |  | 10 |  |  | — |  |  | — |  |  | — |
Credit | 10 |  |  | — |  |  | — |  |  | — |  |  | — |
Equity market | (109) |  |  | — |  |  | — |  |  | — |  |  | — |
Embedded | (1,090) |  |  | — |  |  | — |  |  | — |  |  | — |
Total non-qualifying hedges | (584) |  |  | 10 |  |  | — |  |  | — |  |  | — |
Total | $ | (585) |  |  | $ | 10 |  |  | $ | 15 |  |  | $ | — |  |  | $ | (40) |
Schedule of estimated fair value, maximum amount of future payments and weighted average years to maturity of written credit default swaps | The estimated fair value, maximum amount of future payments and weighted average years to maturity of written credit default swaps were as follows at:
|  | March 31, 2024 |  | December 31, 2023
Rating Agency Designation of Referenced Credit Obligations (1) |  | Estimated Fair Value of Credit Default Swaps |  | Maximum Amount of Future Payments under Credit Default Swaps |  | Weighted Average Years to Maturity (2) |  | Estimated Fair Value of Credit Default Swaps |  | Maximum Amount of Future Payments under Credit Default Swaps |  | Weighted Average Years to Maturity (2)
|  | (Dollars in millions)
Aaa/Aa/A |  | $ | 5 |  |  | $ | 425 |  |  | 1.4 |  | $ | 6 |  |  | $ | 419 |  |  | 1.6
Baa |  | 22 |  |  | 952 |  |  | 4.9 |  | 19 |  |  | 958 |  |  | 4.9
Ba |  | 2 |  |  | 24 |  |  | 2.7 |  | 2 |  |  | 24 |  |  | 3.0
Caa and Lower |  | — |  |  | 4 |  |  | 1.7 |  | — |  |  | 4 |  |  | 2.0
Total |  | $ | 29 |  |  | $ | 1,405 |  |  | 3.8 |  | $ | 27 |  |  | $ | 1,405 |  |  | 3.9
_______________ (1)The Company has written credit protection on both single name and index references. The rating agency designations are based on availability and the midpoint of the applicable ratings among Moody’s, S&P and Fitch. If no rating is available from a rating agency, then an internally developed rating is used. (2)The weighted average years to maturity of the credit default swaps is calculated based on weighted average gross notional amounts.
Estimated Fair Value of Derivative Assets after Master Netting Agreements and Cash Collateral | The estimated fair values of net derivative assets and net derivative liabilities after the application of master netting agreements and collateral were as follows at:
|  |  |  | Gross Amounts Not Offset on the Consolidated Balance Sheets |  |  |  |  |  |
|  | Gross Amount Recognized |  | Financial Instruments (1) |  | Collateral Received/Pledged (2) |  | Net Amount |  | Securities Collateral Received/Pledged (3) |  | Net Amount After Securities Collateral
|  | (In millions)
March 31, 2024 |  |  |  |  |  |  |  |  |  |  |  |
Derivative assets |  | $ | 3,605 |  |  | $ | (3,308) |  |  | $ | (275) |  |  | $ | 22 |  |  | $ | (16) |  |  | $ | 6 |
Derivative liabilities |  | $ | 5,181 |  |  | $ | (3,308) |  |  | $ | — |  |  | $ | 1,873 |  |  | $ | (1,873) |  |  | $ | — |
December 31, 2023 |  |  |  |  |  |  |  |  |  |  |  |
Derivative assets |  | $ | 3,506 |  |  | $ | (3,112) |  |  | $ | (164) |  |  | $ | 230 |  |  | $ | (194) |  |  | $ | 36 |
Derivative liabilities |  | $ | 4,925 |  |  | $ | (3,112) |  |  | $ | (8) |  |  | $ | 1,805 |  |  | $ | (1,805) |  |  | $ | — |
_______________ (1)Represents amounts subject to an enforceable master netting agreement or similar agreement. (2)The amount of cash collateral offset in the table above is limited to the net estimated fair value of derivatives after application of netting agreement. (3)Securities collateral received from counterparties is not reported on the consolidated balance sheets and may not be sold or re-pledged unless the counterparty is in default. Amounts do not include excess of collateral pledged or received.
Estimated Fair Value of Derivative Liabilities after Master Netting Agreements and Cash Collateral | The estimated fair values of net derivative assets and net derivative liabilities after the application of master netting agreements and collateral were as follows at:
|  |  |  | Gross Amounts Not Offset on the Consolidated Balance Sheets |  |  |  |  |  |
|  | Gross Amount Recognized |  | Financial Instruments (1) |  | Collateral Received/Pledged (2) |  | Net Amount |  | Securities Collateral Received/Pledged (3) |  | Net Amount After Securities Collateral
|  | (In millions)
March 31, 2024 |  |  |  |  |  |  |  |  |  |  |  |
Derivative assets |  | $ | 3,605 |  |  | $ | (3,308) |  |  | $ | (275) |  |  | $ | 22 |  |  | $ | (16) |  |  | $ | 6 |
Derivative liabilities |  | $ | 5,181 |  |  | $ | (3,308) |  |  | $ | — |  |  | $ | 1,873 |  |  | $ | (1,873) |  |  | $ | — |
December 31, 2023 |  |  |  |  |  |  |  |  |  |  |  |
Derivative assets |  | $ | 3,506 |  |  | $ | (3,112) |  |  | $ | (164) |  |  | $ | 230 |  |  | $ | (194) |  |  | $ | 36 |
Derivative liabilities |  | $ | 4,925 |  |  | $ | (3,112) |  |  | $ | (8) |  |  | $ | 1,805 |  |  | $ | (1,805) |  |  | $ | — |
_______________ (1)Represents amounts subject to an enforceable master netting agreement or similar agreement. (2)The amount of cash collateral offset in the table above is limited to the net estimated fair value of derivatives after application of netting agreement. (3)Securities collateral received from counterparties is not reported on the consolidated balance sheets and may not be sold or re-pledged unless the counterparty is in default. Amounts do not include excess of collateral pledged or received.
Schedule of Derivative Instruments | The aggregate estimated fair values of derivatives in a net liability position containing such credit-contingent provisions and the aggregate estimated fair value of assets posted as collateral for such instruments were as follows at:
|  | March 31, 2024 |  | December 31, 2023
|  | (In millions)
Estimated fair value of derivatives in a net liability position (1) |  | $ | 1,873 |  |  | $ | 1,813 |
Estimated fair value of collateral provided (2): |  |  |  |
Fixed maturity securities |  | $ | 4,801 |  |  | $ | 4,811 |
_______________ (1)After taking into consideration the existence of netting agreements. (2)Substantially all of the Company’s collateral arrangements provide for daily posting of collateral for the full value of the derivative contract. As a result, if the credit-contingent provisions of derivative contracts in a net liability position were triggered, minimal additional assets would be required to be posted as collateral or needed to settle the instruments immediately. Additionally, the Company is required to pledge initial margin for certain new over-the-counter (“OTC”) bilateral contracts between two counterparties (“OTC-bilateral”) derivative transactions to third-party custodians.

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- Definition 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). + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4J -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4J Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4K Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4L -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4L + Details
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