Derivative Financial Instruments - Information Regarding Exposure to Credit Loss on Call Options Held (Details) - USD ($) $ in Millions	Sep. 30, 2023	Dec. 31, 2022
Derivatives, Fair Value [Line Items]
Fair Value	$ 756	$ 546
Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	28,522	23,297
Fair Value	404	244
Collateral	381	219
Net Credit Risk	40	33
Merrill Lynch \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	4,131	3,563
Fair Value	47	23
Collateral	8	0
Net Credit Risk	39	23
Morgan Stanley \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	2,865	1,699
Fair Value	32	14
Collateral	38	19
Net Credit Risk	0	0
Barclay's Bank \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	6,809	6,049
Fair Value	73	65
Collateral	81	59
Net Credit Risk	0	6
Canadian Imperial Bank of Commerce \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	6,903	5,169
Fair Value	92	68
Collateral	94	64
Net Credit Risk	0	4
Wells Fargo \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	1,300	1,361
Fair Value	37	17
Collateral	38	17
Net Credit Risk	0	0
Goldman Sachs \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	1,520	1,133
Fair Value	16	9
Collateral	16	10
Net Credit Risk	0	0
Credit Suisse \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	198	1,039
Fair Value	6	5
Collateral	6	5
Net Credit Risk	0	0
Truist \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	2,853	2,489
Fair Value	78	35
Collateral	77	36
Net Credit Risk	1	0
Citibank \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	1,400	795
Fair Value	11	8
Collateral	11	9
Net Credit Risk	0	$ 0
JP Morgan \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	543
Fair Value	12
Collateral	12
Net Credit Risk	$ 0

Amount of obligation to return cash collateral under master netting arrangements offset against derivative assets.

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Fair value, after effect of master netting arrangement and deduction of obligation to return financial collateral not offset and financial instrument subject to master netting arrangement not offset, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and contract can be net settled by means outside contract or delivery of asset. Includes derivative not subject to master netting arrangement or similar agreement.

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