Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Dec. 31, 2021	Dec. 31, 2020
Equity Contract [Member]
Primary underlying risk:
Long Notional Exposure		$ 1,582	$ 0
Short Notional Exposure		5,986	8,623
Credit Risk Contract [Member]
Primary underlying risk:
Long Notional Exposure	[1]	0	0
Short Notional Exposure	[1]	2,081	2,099
Credit Default Swap [Member]
Primary underlying risk:
Short notional amount of credit default swap positions		$ 6,600	$ 6,300

[1] The short notional amount on our credit default swap positions was approximately $6.6 billion at December 31, 2021. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $2.1 billion as of December 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 $2.1 billion as of December 31, 2020.