Financial Instruments - Derivative Activities Table (Details) - Investment Segment - USD ($) $ in Millions		Mar. 31, 2025	Dec. 31, 2024
Equity contracts
Primary underlying risk:
Long Notional Exposure		$ 1,591	$ 1,813
Short Notional Exposure		1,782	1,845
Credit contracts
Primary underlying risk:
Long Notional Exposure	[1]	0	185
Short Notional Exposure	[1]	53	55
Short notional amount of credit default swap positions		210	213
Commodity contracts
Primary underlying risk:
Long Notional Exposure		0	0
Short Notional Exposure		$ 119	$ 90

[1] The short notional amount on our credit default swap positions was approximately $210 million and $213 million at March 31, 2025 and December 31, 2024, respectively. However, because credit spreads cannot compress below zero, our downside short notional exposure to loss is approximately $53 million and $55 million as of March 31, 2025 and December 31, 2024, respectively.