Financial Instruments - Derivative Activities Table (Details) - Investment Segment. - USD ($) $ in Millions		Mar. 31, 2024	Dec. 31, 2023
Equity Contracts
Primary underlying risk:
Long Notional Exposure		$ 2,033	$ 1,882
Short Notional Exposure		2,292	2,350
Credit Contracts
Primary underlying risk:
Long Notional Exposure	[1]	0	0
Short Notional Exposure	[1]	392	435
Commodity Contracts
Primary underlying risk:
Long Notional Exposure		0	0
Short Notional Exposure		321	409
Credit Default Swap
Primary underlying risk:
Short notional amount of credit default swap positions		$ 2,400	$ 2,500

[1] The short notional amount on our credit default swap positions was approximately $2.4 billion and $2.5 billion at March 31, 2024 and December 31, 2023, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $0.4 billion and $0.4 billion as of March 31, 2024 and December 31, 2023, respectively.