Derivative Financial Instruments - Information Regarding Exposure to Credit Loss on Call Options Held (Details) - USD ($) $ in Millions	Mar. 31, 2024	Dec. 31, 2023
Derivatives, Fair Value [Line Items]
Fair Value	$ 1,188	$ 977
Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	32,521	29,968
Fair Value	1,005	796
Collateral	968	775
Net Credit Risk	46	39
Merrill Lynch \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	4,340	4,408
Fair Value	132	96
Collateral	93	59
Net Credit Risk	39	37
Morgan Stanley \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	4,353	3,466
Fair Value	159	102
Collateral	166	116
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	6,389	6,236
Fair Value	124	102
Collateral	122	100
Net Credit Risk	2	2
Canadian Imperial Bank of Commerce \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	5,552	5,983
Fair Value	163	147
Collateral	163	148
Net Credit Risk	0	0
Wells Fargo \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	1,313	1,443
Fair Value	69	58
Collateral	70	60
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	2,340	1,919
Fair Value	45	45
Collateral	44	45
Net Credit Risk	1	0
Credit Suisse \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	16	92
Fair Value	1	4
Collateral	1	4
Net Credit Risk	0	0
Truist \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	3,185	2,759
Fair Value	135	124
Collateral	134	124
Net Credit Risk	1	0
Citibank \| Call Options and Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	1,145	1,073
Fair Value	25	27
Collateral	26	28
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	3,888	2,589
Fair Value	152	91
Collateral	149	91
Net Credit Risk	$ 3	$ 0

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

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Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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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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Nominal or face amount used to calculate payment on derivative.

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