Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Mar. 31, 2021	Dec. 31, 2020
Equity contracts
Derivative [Line Items]
Long Notional Exposure		$ 217	$ 0
Short Notional Exposure		4,074	8,623
Credit contracts
Derivative [Line Items]
Long Notional Exposure	[1]	8	0
Short Notional Exposure	[1]	4,113	2,099
Credit Default Swap
Derivative [Line Items]
Short notional amount of credit default swap positions		$ 8,200	$ 6,300

[1] The short notional amount on our credit default swap positions was approximately $8.2 billion at March 31, 2021. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $4.1 billion as of March 31, 2021. The short notional amount on our credit default swap positions was approximately $6.3 billion as of December 31, 2020. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $2.1 billion as of December 31, 2020.