MetLife (MET) 10-Q 7 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	9 Months Ended
In Billions, except Share data, unless otherwise specified	Sep. 30, 2013	Oct. 31, 2013	Jun. 30, 2012
Document and Entity Information [Abstract]	'	'	'
Entity Registrant Name	'METLIFE INC	'	'
Entity Central Index Key	'0001099219	'	'
Document Type	'10-Q	'	'
Document Period End Date	30-Sep-13	'	'
Amendment Flag	'false	'	'
Document Fiscal Year Focus	'2013	'	'
Document Fiscal Period Focus	'Q3	'	'
Current Fiscal Year End Date	'--12-31	'	'
Entity Well-known Seasoned Issuer	'Yes	'	'
Entity Voluntary Filers	'No	'	'
Entity Current Reporting Status	'Yes	'	'
Entity Filer Category	'Large Accelerated Filer	'	'
Entity Public Float	'	'	$32.80
Entity Common Stock, Shares Outstanding	'	1,121,056,612	'

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Investments:	'	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	$348,787	$374,266
Equity securities available-for-sale, at estimated fair value (cost: $2,978 and $2,838, respectively)	3,241	2,891
Fair value option and trading securities, at estimated fair value (includes $636 and $659, respectively, of actively traded securities; and $91 and $112, respectively, relating to variable interest entities)	16,646	16,348
Mortgage loans:	'	'
Held-for-investment, principally at amortized cost (net of valuation allowances of $326 and $347, respectively; includes $2,119 and $2,715, respectively, at estimated fair value, relating to variable interest entities)	57,508	56,592
Held-for-sale, principally at estimated fair value (includes $0 and $49, respectively, under the fair value option)	225	414
Mortgage loans, net	57,733	57,006
Policy loans (includes $3 and $0, respectively, relating to variable interest entities)	11,782	11,884
Real estate and real estate joint ventures (includes $9 and $10, respectively, relating to variable interest entities)	10,053	9,918
Other limited partnership interests (includes $151 and $274, respectively, relating to variable interest entities)	7,253	6,688
Short-term investments, principally at estimated fair value (includes $6 and $0, respectively, relating to variable interest entities)	12,664	16,906
Other invested assets, principally at estimated fair value (includes $78 and $81, respectively, relating to variable interest entities)	16,766	21,145
Total investments	484,925	517,052
Cash and cash equivalents, principally at estimated fair value (includes $64 and $99, respectively, relating to variable interest entities)	11,376	15,738
Accrued investment income (includes $27 and $13, respectively, relating to variable interest entities)	4,519	4,374
Premiums, reinsurance and other receivables (includes $19 and $5, respectively, relating to variable interest entities)	23,473	21,634
Deferred policy acquisition costs and value of business acquired (includes $251 and $0, respectively, relating to variable interest entities)	25,639	24,761
Goodwill	9,509	9,953
Other assets (includes $133 and $5, respectively, relating to variable interest entities)	7,952	7,876
Separate account assets (includes $984 and $0, respectively, relating to variable interest entities)	255,250	235,393
Total assets	822,643	836,781
Liabilities	'	'
Future policy benefits (includes $468 and $0, respectively, relating to variable interest entities)	186,528	192,351
Policyholder account balances (includes $55 and $0, respectively, relating to variable interest entities)	214,512	225,821
Other policy-related balances (includes $124 and $0, respectively, relating to variable interest entities)	15,530	15,463
Policyholder dividends payable	769	728
Policyholder dividend obligation	2,013	3,828
Payables for collateral under securities loaned and other transactions	31,866	33,687
Bank deposits	0	6,416
Short-term debt	100	100
Long-term debt (includes $1,946 and $2,527, respectively, at estimated fair value, relating to variable interest entities)	18,252	19,062
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,192
Current income tax payable	199	401
Deferred income tax liability	5,955	8,693
Other liabilities (includes $89 and $40, respectively, relating to variable interest entities)	22,902	22,492
Separate account liabilities (includes $984 and $0, respectively, relating to variable interest entities)	255,250	235,393
Total liabilities	761,265	771,823
Contingencies, Commitments and Guarantees (Note 15)	'	'
Redeemable noncontrolling interests in partially-owned consolidated subsidiaries	110	121
MetLife, Inc.'s stockholders' equity:	'	'
Preferred stock, par value $0.01 per share; 200,000,000 shares authorized: 84,000,000 shares issued and outstanding; $2,100 aggregate liquidation preference	1	1
Common stock, par value $0.01 per share; 3,000,000,000 shares authorized; 1,124,039,249 and 1,094,880,623 shares issued at September 30, 2013 and December 31, 2012, respectively; 1,120,845,362 and 1,091,686,736 shares outstanding at September 30, 2013 and December 31, 2012, respectively	11	11
Additional paid-in capital	29,221	28,011
Retained earnings	26,766	25,205
Treasury stock, at cost; 3,193,887 shares at September 30, 2013 and December 31, 2012	-172	-172
Accumulated other comprehensive income (loss)	5,100	11,397
Total MetLife, Inc.'s stockholders' equity	60,927	64,453
Noncontrolling interests	341	384
Total equity	61,268	64,837
Total liabilities and equity	$822,643	$836,781

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, except Share data, unless otherwise specified
Investments:	'	'
Amortized cost of fixed maturity securities available-for-sale	$330,900	$340,870
Fixed maturity securities relating to variable interest entities	348,787	374,266
Cost of equity securities available-for-sale	2,978	2,838
Actively traded securities	636	659
Fair value option and trading securities relating to variable interest entities	16,646	16,348
Mortgage loans:	'	'
Mortgage loans valuation allowances	326	347
Mortgage loans, at estimated fair value, relating to variable interest entities	57,508	56,592
Mortgage loans held-for-sale under fair value option	225	414
Policy loans	11,782	11,884
Real estate and real estate joint ventures relating to variable interest entities	10,053	9,918
Other limited partnership interests relating to variable interest entities	7,253	6,688
Short-term investments	12,664	16,906
Other invested assets relating to variable interest entities	16,766	21,145
Cash and cash equivalents relating to variable interest entities	11,376	15,738
Accrued investment income relating to variable interest entities	4,519	4,374
Premiums, reinsurance and other receivables relating to variable interest entities	23,473	21,634
Deferred policy acquisition costs and value of business acquired relating to variable interest entities	25,639	24,761
Other assets relating to variable interest entities	7,952	7,876
Separate account assets	255,250	235,393
Liabilities	'	'
Future policy benefits relating to variable interest entities	186,528	192,351
Policyholder account balances	214,512	225,821
Other policy-related balances relating to variable interest entities	15,530	15,463
Long-term debt, at estimated fair value, relating to variable interest entities	18,252	19,062
Other liabilities relating to variable interest entities	22,902	22,492
Separate account liabilities	255,250	235,393
MetLife, Inc.'s stockholders' equity:	'	'
Preferred stock, par value	$0.01	$0.01
Preferred stock, shares authorized	200,000,000	200,000,000
Preferred stock, shares issued	84,000,000	84,000,000
Preferred stock, shares outstanding	84,000,000	84,000,000
Preferred stock, aggregate liquidation preference	$2,100	$2,100
Common stock, par value	$0.01	$0.01
Common stock, shares authorized	3,000,000,000	3,000,000,000
Common stock, shares issued	1,124,039,249	1,094,880,623
Common stock, shares outstanding	1,120,845,362	1,091,686,736
Treasury stock, shares	3,193,887	3,193,887
Mortgage Loans Held-for-sale [Member]	'	'
Mortgage loans:	'	'
Mortgage loans held-for-sale under fair value option	0	49
Variable interest entities [Member]	'	'
Investments:	'	'
Fixed maturity securities relating to variable interest entities	3,940	3,378
Fair value option and trading securities relating to variable interest entities	91	112
Mortgage loans:	'	'
Mortgage loans, at estimated fair value, relating to variable interest entities	2,119	2,715
Policy loans	3	0
Real estate and real estate joint ventures relating to variable interest entities	9	10
Other limited partnership interests relating to variable interest entities	151	274
Short-term investments	6	0
Other invested assets relating to variable interest entities	78	81
Cash and cash equivalents relating to variable interest entities	64	99
Accrued investment income relating to variable interest entities	27	13
Premiums, reinsurance and other receivables relating to variable interest entities	19	5
Deferred policy acquisition costs and value of business acquired relating to variable interest entities	251	0
Other assets relating to variable interest entities	133	5
Separate account assets	984	0
Liabilities	'	'
Future policy benefits relating to variable interest entities	468	0
Policyholder account balances	55	0
Other policy-related balances relating to variable interest entities	124	0
Long-term debt, at estimated fair value, relating to variable interest entities	1,946	2,527
Other liabilities relating to variable interest entities	89	40
Separate account liabilities	$984	$0

Consolidated_Statements_of_Ope

Consolidated Statements of Operations and Comprehensive Income (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Revenues	'	'	'	'
Premiums	$9,094	$9,096	$27,403	$27,386
Universal life and investment-type product policy fees	2,372	2,131	7,034	6,306
Net investment income	5,026	5,517	16,385	16,436
Other revenues	476	455	1,446	1,445
Net investment gains (losses):	'	'	'	'
Other-than-temporary impairments on fixed maturity securities	-13	-57	-77	-310
Other-than-temporary impairments on fixed maturity securities transferred to other comprehensive income (loss)	-21	10	-56	39
Other net investment gains (losses)	-51	69	472	119
Total net investment gains (losses)	-85	22	339	-152
Net derivative gains (losses)	-546	-718	-2,866	-604
Total revenues	16,337	16,503	49,741	50,817
Expenses	'	'	'	'
Policyholder benefits and claims	9,472	8,943	27,827	26,958
Interest credited to policyholder account balances	1,600	2,102	6,036	5,681
Policyholder dividends	312	355	954	1,050
Goodwill impairment	0	1,868	0	1,868
Other expenses	3,977	4,245	12,140	13,341
Total expenses	15,361	17,513	46,957	48,898
Income (loss) from continuing operations before provision for income tax	976	-1,010	2,784	1,919
Provision for income tax expense (benefit)	3	-53	308	710
Income (loss) from continuing operations, net of income tax	973	-957	2,476	1,209
Income (loss) from discontinued operations, net of income tax	2	0	1	17
Net income (loss)	975	-957	2,477	1,226
Less: Net income (loss) attributable to noncontrolling interests	3	-3	17	29
Net income (loss) attributable to MetLife, Inc.	972	-954	2,460	1,197
Less: Preferred stock dividends	30	30	91	91
Net income (loss) available to MetLife, Inc.'s common shareholders	942	-984	2,369	1,106
Comprehensive income (loss)	-188	1,655	-3,891	6,474
Less: Comprehensive income (loss) attributable to noncontrolling interests, net of income tax	-58	19	-54	35
Comprehensive income (loss) attributable to MetLife, Inc.	($130)	$1,636	($3,837)	$6,439
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.'s common shareholders per common share:	'	'	'	'
Basic	$0.85	($0.92)	$2.15	$1.02
Diluted	$0.84	($0.92)	$2.14	$1.01
Net income (loss) available to MetLife, Inc.'s common shareholders per common share:	'	'	'	'
Basic	$0.85	($0.92)	$2.15	$1.04
Diluted	$0.84	($0.92)	$2.14	$1.03
Cash dividends declared per common share	$0	$0	$0.74	$0

Consolidated_Statements_of_Equ

Consolidated Statements of Equity (Unaudited) (USD $)	Total	Noncontrolling Interests [Member]		Total MetLife, Inc.'s Stockholders' Equity [Member]	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-in Capital [Member]	Treasury Stock at Cost [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive Income (Loss) Net Unrealized Investment Gains (Losses) [Member]	Accumulated Other Comprehensive Income (Loss) Other-Than-Temporary Impairments [Member]	Accumulated Other Comprehensive Income (Loss) Foreign Currency Translation Adjustments [Member]	Accumulated Other Comprehensive Income (Loss) Defined Benefit Plans Adjustment [Member]
In Millions
Beginning Balance at Dec. 31, 2011	$57,889	$370		$57,519	$1	$11	$26,782	($172)	$24,814	$9,115	($441)	($648)	($1,943)
Stock-based compensation	182	'		182	'	'	182	'	'	'	'	'	'
Dividends on preferred stock	-91	'		-91	'	'	'	'	-91	'	'	'	'
Change in equity of noncontrolling interests	-56	-56		'	'	'	'	'	'	'	'	'	'
Net income (loss)	1,221	24	[1]	1,197	'	'	'	'	1,197	'	'	'	'
Other comprehensive income (loss), net of income tax	5,253	11		5,242	'	'	'	'	'	4,908	170	89	75
Ending Balance at Sep. 30, 2012	64,398	349		64,049	1	11	26,964	-172	25,920	14,023	-271	-559	-1,868
Beginning Balance at Dec. 31, 2012	64,837	384		64,453	1	11	28,011	-172	25,205	14,642	-223	-533	-2,489
Common stock issuance - newly issued shares	1,000	'		1,000	'	'	1,000	'	'	'	'	'	'
Stock-based compensation	249	'		249	'	'	249	'	'	'	'	'	'
Dividends on preferred stock	-91	'		-91	'	'	'	'	-91	'	'	'	'
Dividends on common stock	-808	'		-808	'	'	'	'	-808	'	'	'	'
Change in equity of noncontrolling interests	-28	11		-39	'	'	-39	'	'	'	'	'	'
Net income (loss)	2,477	17	[1]	2,460	'	'	'	'	2,460	'	'	'	'
Other comprehensive income (loss), net of income tax	-6,368	-71		-6,297	'	'	'	'	'	-5,389	70	-1,085	107
Ending Balance at Sep. 30, 2013	$61,268	$341		$60,927	$1	$11	$29,221	($172)	$26,766	$9,253	($153)	($1,618)	($2,382)
[1]	Net income (loss) at June 30, 2013 and 2012, attributable to noncontrolling interests excludes gains (losses) of redeemable noncontrolling interests in partially-owned consolidated subsidiaries of less than $1 million and $5 million, respectively.

Consolidated_Statements_of_Equ1

Consolidated Statements of Equity (Unaudited) (Parenthetical) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2012	Sep. 30, 2013
		Maximum [Member]
Net Income (Loss) Attributable to Redeemable Noncontrolling Interest	$5	$1

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Statement of Cash Flows [Abstract]	'	'
Net cash provided by (used in) operating activities	$9,984	$15,288
Cash flows from investing activities	'	'
Sales, maturities and repayments of fixed maturity securities	95,972	78,296
Sales, maturities and repayments of equity securities	567	1,011
Sales, maturities and repayments of mortgage loans	8,000	6,696
Sales, maturities and repayments of real estate and real estate joint ventures	323	669
Sales, maturities and repayments of other limited partnership interests	546	690
Purchases of fixed maturity securities	-93,304	-91,998
Purchases of equity securities	-812	-499
Purchases of mortgage loans	-9,570	-7,585
Purchases of real estate and real estate joint ventures	-991	-595
Purchases of other limited partnership interests	-1,077	-1,017
Cash received in connection with freestanding derivatives	1,333	1,560
Cash paid in connection with freestanding derivatives	-5,593	-2,534
Net change in securitized reverse residential mortgage loans	0	-1,198
Sales of businesses	386	0
Sale of bank deposits	-6,395	0
Net change in policy loans	-93	-116
Net change in short-term investments	4,272	2,825
Net change in other invested assets	-121	-206
Other, net	-18	-74
Net cash provided by (used in) investing activities	-6,575	-14,075
Cash flows from financing activities	'	'
Policyholder account balances: Deposits	60,168	69,438
Policyholder account balances: Withdrawals	-65,141	-64,718
Net change in payables for collateral under securities loaned and other transactions	-1,821	4,777
Net change in bank deposits	8	-4,052
Net change in short-term debt	0	-586
Long-term debt issued	0	750
Long-term debt repaid	-765	-1,106
Collateral financing arrangements repaid	0	-349
Cash received (paid) in connection with collateral financing arrangements	0	-44
Net change in liability for securitized reverse residential mortgage loans	0	1,198
Sales of businesses, net of cash and cash equivalents disposed of $13 and $0, respectively	1,000	0
Dividends on preferred stock	-91	-91
Dividends on common stock	-808	0
Other, net	-134	35
Net cash provided by (used in) financing activities	-7,584	5,252
Effect of change in foreign currency exchange rates on cash and cash equivalents balances	-187	24
Change in cash and cash equivalents	-4,362	6,489
Cash and cash equivalents, beginning of period	15,738	10,461
Cash and cash equivalents, end of period	11,376	16,950
Supplemental disclosures of cash flow information:	'	'
Net cash paid for Interest	891	946
Net cash paid (received) for Income tax	539	442
Non-cash transactions:	'	'
Real estate and real estate joint ventures acquired in satisfaction of debt	55	334
Collateral financing arrangements repaid	0	102
Redemption of Advances Agreements in Long-Term Debt	0	3,806	[1]
Issuance of funding agreements in policyholder account balances	$0	$3,806	[1]
[1]	See Note 3 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report.

Consolidated_Statements_of_Cas1

Consolidated Statements of Cash Flows (Unaudited) (Parenthetical) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Statement of Cash Flows [Abstract]	'	'
Cash disposed from sale of businesses	$13	$0

Business_Basis_of_Presentation

Business, Basis of Presentation and Summary of Significant Accounting Policies	9 Months Ended
	Sep. 30, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Business, Basis of Presentation and Summary of Significant Accounting Policies	'
	1. Business, Basis of Presentation and Summary of Significant Accounting Policies
	Business
	“MetLife” or the “Company” refers to MetLife, Inc., a Delaware corporation incorporated in 1999, its subsidiaries and affiliates. MetLife is a leading global provider of insurance, annuities and employee benefit programs throughout the United States, Japan, Latin America, Asia, Europe and the Middle East. MetLife offers life insurance, annuities, property & casualty insurance, and other financial services to individuals, as well as group insurance and retirement & savings products and services to corporations and other institutions.
	MetLife is organized into six segments: Retail; Group, Voluntary & Worksite Benefits; Corporate Benefit Funding; and Latin America (collectively, the “Americas”); Asia; and Europe, the Middle East and Africa (“EMEA”).
	Basis of Presentation
	The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America (“GAAP”) requires management to adopt accounting policies and make estimates and assumptions that affect amounts reported in the interim condensed consolidated financial statements. In applying these policies and estimates, management makes subjective and complex judgments that frequently require assumptions about matters that are inherently uncertain. Many of these policies, estimates and related judgments are common in the insurance and financial services industries; others are specific to the Company’s business and operations. Actual results could differ from estimates.
	The accompanying interim condensed consolidated financial statements include the accounts of MetLife, Inc. and its subsidiaries, as well as partnerships and joint ventures in which the Company has control, and variable interest entities (“VIEs”) for which the Company is the primary beneficiary. Intercompany accounts and transactions have been eliminated.
	Certain international subsidiaries have a fiscal year-end of November 30. Accordingly, the Company’s interim condensed consolidated financial statements reflect the assets and liabilities of such subsidiaries as of August 31, 2013 and November 30, 2012 and the operating results of such subsidiaries for the three months and nine months ended August 31, 2013 and 2012.
	The Company uses the equity method of accounting for investments in equity securities when it has significant influence or at least a 20% interest and for investments in real estate joint ventures and other limited partnership interests (“investees”) when it has more than a minor ownership interest or more than minor influence over the investee’s operations, but does not have a controlling financial interest. The Company generally recognizes its share of the investee’s earnings on a three-month lag in instances where the investee’s financial information is not sufficiently timely or when the investee’s reporting period differs from the Company’s reporting period. The Company uses the cost method of accounting for investments in which it has virtually no influence over the investee’s operations.
	Certain amounts in the prior year periods’ interim condensed consolidated financial statements and related footnotes thereto have been reclassified to conform with the 2013 presentation as discussed throughout the Notes to the Interim Condensed Consolidated Financial Statements.
	The accompanying interim condensed consolidated financial statements are unaudited and reflect all adjustments (including normal recurring adjustments) necessary to present fairly the financial position, results of operations and cash flows for the interim periods presented in conformity with GAAP. Interim results are not necessarily indicative of full year performance. The December 31, 2012 consolidated balance sheet data was derived from audited consolidated financial statements included in MetLife, Inc.’s Annual Report on Form 10-K for the year ended December 31, 2012, (the “2012 Annual Report”), filed with the U.S. Securities and Exchange Commission (“SEC”), which include all disclosures required by GAAP. Therefore, these interim condensed consolidated financial statements should be read in conjunction with the consolidated financial statements of the Company included in the 2012 Annual Report.
	Adoption of New Accounting Pronouncements
	Effective July 17, 2013, the Company adopted new guidance regarding derivatives that permits the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate) to be used as a U.S. benchmark interest rate for hedge accounting purposes, in addition to the United States Treasury and London Interbank Offered Rate (“LIBOR”). Also, this new guidance removes the restriction on using different benchmark rates for similar hedges. The new guidance did not have a material impact on the consolidated financial statements upon adoption, but may impact the selection of benchmark interest rates for hedging relationships in the future.
	Effective January 1, 2013, the Company adopted new guidance regarding comprehensive income that requires an entity to provide information about the amounts reclassified out of accumulated other comprehensive income (loss) (“AOCI”) by component. In addition, an entity is required to present, either on the face of the statement where net income is presented or in the notes, significant amounts reclassified out of AOCI by the respective line items of net income but only if the amount reclassified is required under GAAP to be reclassified to net income in its entirety in the same reporting period. For other amounts that are not required under GAAP to be reclassified in their entirety to net income, an entity is required to cross-reference to other disclosures required under GAAP that provide additional detail about those amounts. The adoption was prospectively applied and resulted in additional disclosures in Note 11.
	Effective January 1, 2013, the Company adopted new guidance regarding balance sheet offsetting disclosures which requires an entity to disclose information about offsetting and related arrangements for derivatives, including bifurcated embedded derivatives, repurchase and reverse repurchase agreements, and securities borrowing and lending transactions, to enable users of its financial statements to understand the effects of those arrangements on its financial position. Entities are required to disclose both gross information and net information about both instruments and transactions eligible for offset in the statement of financial position and instruments and transactions subject to an agreement similar to a master netting arrangement. The adoption was retrospectively applied and resulted in additional disclosures related to derivatives in Note 7.
	Future Adoption of New Accounting Pronouncements
	In March 2013, the Financial Accounting Standards Board (“FASB”) issued new guidance regarding foreign currency (Accounting Standards Update (“ASU”) 2013-05, Foreign Currency Matters (Topic 830): Parent’s Accounting for the Cumulative Translation Adjustment upon Derecognition of Certain Subsidiaries or Groups of Assets within a Foreign Entity or of an Investment in a Foreign Entity), effective prospectively for fiscal years and interim reporting periods within those years beginning after December 15, 2013. The amendments require an entity that ceases to have a controlling financial interest in a subsidiary or group of assets within a foreign entity to apply the guidance in Subtopic 830-30, Foreign Currency Matters — Translation of Financial Statements, to release any related cumulative translation adjustment into net income. Accordingly, the cumulative translation adjustment should be released into net income only if the sale or transfer results in the complete or substantially complete liquidation of the foreign entity in which the subsidiary or group of assets had resided. For an equity method investment that is a foreign entity, the partial sale guidance in section 830-30-40, Derecognition, still applies. As such, a pro rata portion of the cumulative translation adjustment should be released into net income upon a partial sale of such an equity method investment. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In February 2013, the FASB issued new guidance regarding liabilities (ASU 2013-04, Liabilities (Topic 405): Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date), effective retrospectively for fiscal years beginning after December 15, 2013 and interim periods within those years. The amendments require an entity to measure obligations resulting from joint and several liability arrangements for which the total amount of the obligation within the scope of the guidance is fixed at the reporting date, as the sum of the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and any additional amount the reporting entity expects to pay on behalf of its co-obligors. In addition, the amendments require an entity to disclose the nature and amount of the obligation, as well as other information about the obligation. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In July 2011, the FASB issued new guidance on other expenses (ASU 2011-06, Other Expenses (Topic 720): Fees Paid to the Federal Government by Health Insurers), effective for calendar years beginning after December 31, 2013. The objective of this standard is to address how health insurers should recognize and classify in their income statements fees mandated by the Patient Protection and Affordable Care Act, as amended by the Health Care and Education Reconciliation Act. The amendments in this standard specify that the liability for the fee should be estimated and recorded in full once the entity provides qualifying health insurance in the applicable calendar year in which the fee is payable with a corresponding deferred cost that is amortized to expense using the straight-line method of allocation unless another method better allocates the fee over the calendar year that it is payable. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.

Segment_Information

Segment Information	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Segment Information	'
	2. Segment Information
	MetLife is organized into six segments, reflecting three broad geographic regions: Retail; Group, Voluntary & Worksite Benefits; Corporate Benefit Funding; and Latin America (collectively, the “Americas”); Asia; and EMEA. In addition, the Company reports certain of its results of operations in Corporate & Other, which includes MetLife Home Loans LLC (“MLHL”), the surviving, non-bank entity of the merger of MetLife Bank, National Association (“MetLife Bank”) with and into MLHL (see Note 3) and other business activities.
	Americas
	The Americas consists of the following segments:
	Retail
	The Retail segment offers a broad range of protection products and services and a variety of annuities to individuals and employees of corporations and other institutions, and is organized into two businesses: Life & Other and Annuities. Life & Other insurance products and services include variable life, universal life, term life and whole life products. Additionally, through broker-dealer affiliates, the Company offers a full range of mutual funds and other securities products. Life & Other products and services also include individual disability income products and personal lines property & casualty insurance, including private passenger automobile, homeowners and personal excess liability insurance. Annuities includes a variety of variable and fixed annuities which provide for both asset accumulation and asset distribution needs.
	Group, Voluntary & Worksite Benefits
	The Group, Voluntary & Worksite Benefits segment offers a broad range of protection products and services to individuals and corporations, as well as other institutions and their respective employees, and is organized into two businesses: Group and Voluntary & Worksite. Group insurance products and services include variable life, universal life and term life products. Group insurance products and services also include dental, group short- and long-term disability and accidental death & dismemberment coverages. The Voluntary & Worksite business includes personal lines property & casualty insurance, including private passenger automobile, homeowners and personal excess liability insurance offered to employees on a voluntary basis. The Voluntary & Worksite business also includes long-term care, prepaid legal plans and critical illness products.
	Corporate Benefit Funding
	The Corporate Benefit Funding segment offers a broad range of annuity and investment products, including guaranteed interest products and other stable value products, income annuities, and separate account contracts for the investment management of defined benefit and defined contribution plan assets. This segment also includes certain products to fund postretirement benefits and company-, bank- or trust-owned life insurance used to finance non-qualified benefit programs for executives.
	Latin America
	The Latin America segment offers a broad range of products to both individuals and corporations, as well as other institutions and their respective employees, which include life insurance, accident and health insurance, group medical, dental, credit insurance, endowment and retirement & savings products written in Latin America. Starting in the first quarter of 2013, the Latin America segment includes U.S. sponsored direct business, comprised of group products sold through sponsoring organizations and affinity groups. Products included are life, dental, group short- and long-term disability, accidental death & dismemberment coverages, property & casualty and critical illness.
	Asia
	The Asia segment offers a broad range of products to both individuals and corporations, as well as other institutions and their respective employees, which include whole life, term life, variable life, universal life, accident and health insurance, fixed and variable annuities and endowment products.
	EMEA
	The EMEA segment offers a broad range of products to both individuals and corporations, as well as other institutions and their respective employees, which include life insurance, accident and health insurance, credit insurance, annuities, endowment and retirement & savings products.
	Corporate & Other
	Corporate & Other contains the excess capital not allocated to the segments, external integration costs, internal resource costs for associates committed to acquisitions, enterprise-wide strategic initiative restructuring charges, and various start-up and certain run-off businesses. Start-up businesses include expatriate benefits insurance, as well as direct and digital marketing products. Corporate & Other also includes assumed reinsurance of certain variable annuity products from the Company’s former operating joint venture in Japan. Under this in-force reinsurance agreement, the Company reinsures living and death benefit guarantees issued in connection with variable annuity products. Additionally, Corporate & Other includes interest expense related to the majority of the Company’s outstanding debt and expenses associated with certain legal proceedings and income tax audit issues. Corporate & Other also includes the elimination of intersegment amounts, which generally relate to intersegment loans, which bear interest rates commensurate with related borrowings.
	Financial Measures and Segment Accounting Policies
	Operating earnings is the measure of segment profit or loss the Company uses to evaluate segment performance and allocate resources. Consistent with GAAP guidance for segment reporting, operating earnings is the Company’s measure of segment performance and is reported below. Operating earnings should not be viewed as a substitute for income (loss) from continuing operations, net of income tax. The Company believes the presentation of operating earnings as the Company measures it for management purposes enhances the understanding of its performance by highlighting the results of operations and the underlying profitability drivers of the business.
	Operating earnings is defined as operating revenues less operating expenses, both net of income tax.
	Operating revenues and operating expenses exclude results of discontinued operations and other businesses that have been or will be sold or exited by MetLife. Operating revenues also excludes net investment gains (losses) and net derivative gains (losses). Operating expenses also excludes goodwill impairments.
	The following additional adjustments are made to GAAP revenues, in the line items indicated, in calculating operating revenues:
	•	Universal life and investment-type product policy fees excludes the amortization of unearned revenue related to net investment gains (losses) and net derivative gains (losses) and certain variable annuity guaranteed minimum income benefits (“GMIBs”) fees (“GMIB Fees”);
	•	Net investment income: (i) includes amounts for scheduled periodic settlement payments and amortization of premium on derivatives that are hedges of investments or that are used to replicate certain investments, but do not qualify for hedge accounting treatment, (ii) includes income from discontinued real estate operations, (iii) excludes post-tax operating earnings adjustments relating to insurance joint ventures accounted for under the equity method, (iv) excludes certain amounts related to contractholder-directed unit-linked investments, and (v) excludes certain amounts related to securitization entities that are VIEs consolidated under GAAP; and
	•	Other revenues are adjusted for settlements of foreign currency earnings hedges.
	The following additional adjustments are made to GAAP expenses, in the line items indicated, in calculating operating expenses:
	•	Policyholder benefits and claims and policyholder dividends excludes: (i) changes in the policyholder dividend obligation related to net investment gains (losses) and net derivative gains (losses), (ii) inflation-indexed benefit adjustments associated with contracts backed by inflation-indexed investments and amounts associated with periodic crediting rate adjustments based on the total return of a contractually referenced pool of assets, (iii) benefits and hedging costs related to GMIBs (“GMIB Costs”), and (iv) market value adjustments associated with surrenders or terminations of contracts (“Market Value Adjustments”);
	•	Interest credited to policyholder account balances includes adjustments for scheduled periodic settlement payments and amortization of premium on derivatives that are hedges of policyholder account balances (“PABs”) but do not qualify for hedge accounting treatment and excludes amounts related to net investment income earned on contractholder-directed unit-linked investments;
	•	Amortization of deferred policy acquisition costs (“DAC”) and value of business acquired (“VOBA”) excludes amounts related to: (i) net investment gains (losses) and net derivative gains (losses), (ii) GMIB Fees and GMIB Costs, and (iii) Market Value Adjustments;
	•	Amortization of negative VOBA excludes amounts related to Market Value Adjustments;
	•	Interest expense on debt excludes certain amounts related to securitization entities that are VIEs consolidated under GAAP; and
	•	Other expenses excludes costs related to: (i) noncontrolling interests, (ii) implementation of new insurance regulatory requirements, and (iii) acquisition and integration costs.
	Operating earnings also excludes the recognition of certain contingent assets and liabilities that could not be recognized at acquisition or adjusted for during the measurement period under GAAP business combination accounting guidance.
	Set forth in the tables below is certain financial information with respect to the Company’s segments, as well as Corporate & Other, for the three months and nine months ended September 30, 2013 and 2012. The segment accounting policies are the same as those used to prepare the Company’s consolidated financial statements, except for operating earnings adjustments as defined above. In addition, segment accounting policies include the method of capital allocation described below.
	Economic capital is an internally developed risk capital model, the purpose of which is to measure the risk in the business and to provide a basis upon which capital is deployed. The economic capital model accounts for the unique and specific nature of the risks inherent in the Company’s business.
	The Company’s economic capital model aligns segment allocated equity with emerging standards and consistent risk principles. The model applies statistical based risk evaluation principles to the material risks to which the Company is exposed. These consistent risk principles include calibrating required economic capital shock factors to a specific confidence level and time horizon and applying an industry standard method for the inclusion of diversification benefits among risk types.
	Segment net investment income is credited or charged based on the level of allocated equity; however, changes in allocated equity do not impact the Company’s consolidated net investment income, operating earnings or income (loss) from continuing operations, net of income tax.
	Net investment income is based upon the actual results of each segment’s specifically identifiable investment portfolio adjusted for allocated equity. Other costs are allocated to each of the segments based upon: (i) a review of the nature of such costs; (ii) time studies analyzing the amount of employee compensation costs incurred by each segment; and (iii) cost estimates included in the Company’s product pricing.
			Operating Earnings
			Americas
	Three Months Ended September 30, 2013		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			America												& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	1,607			$	3,767		$	490		$	692		$	6,556		$	1,922		$	586		$	30		$	9,094		$	—		$	9,094
	Universal life and investment-type product policy fees		1,257				171			54			222			1,704			438			100			34			2,276			96			2,372
	Net investment income		1,928				459			1,424			354			4,165			696			124			58			5,043			(17		)	5,026
	Other revenues		267				103			68			—			438			22			21			5			486			(10		)	476
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(85		)	(85		)
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(546		)	(546		)
	Total revenues		5,059				4,500			2,036			1,268			12,863			3,078			831			127			16,899			(562		)	16,337
	Expenses
	Policyholder benefits and claims and policyholder dividends		2,234				3,527			1,144			637			7,542			1,506			243			25			9,316			468			9,784
	Interest credited to policyholder account balances		582				38			292			106			1,018			407			37			10			1,472			128			1,600
	Goodwill impairment		—				—			—			—			—			—			—			—			—			—			—
	Capitalization of DAC		(318		)		(37		)	(2		)	(103		)	(460		)	(515		)	(173		)	(5		)	(1,153		)	—			(1,153		)
	Amortization of DAC and VOBA		315				37			4			63			419			393			166			1			979			(138		)	841
	Amortization of negative VOBA		—				—			—			(1		)	(1		)	(99		)	(13		)	—			(113		)	(13		)	(126		)
	Interest expense on debt		(1		)		—			3			—			2			—			—			286			288			29			317
	Other expenses		1,245				595			134			395			2,369			1,040			443			179			4,031			67			4,098
Total expenses		4,057				4,160			1,575			1,097			10,889			2,732			703			496			14,820			541			15,361
Provision for income tax expense (benefit)		343				114			161			38			656			89			43			(239		)	549			(546		)	3
Operating earnings		$	659			$	226		$	300		$	133		$	1,318		$	257		$	85		$	(130	)	1,530
Adjustments to:
Total revenues																											(562		)
Total expenses																											(541		)
Provision for income tax (expense) benefit																											546
Income (loss) from continuing operations, net of income tax																											$	973					$	973
		Operating Earnings
		Americas
Three Months Ended September 30, 2012		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	1,604			$	3,753		$	450		$	610		$	6,417		$	2,112		$	536		$	15		$	9,080		$	16		$	9,096
Universal life and investment-type product policy fees		1,132				166			53			189			1,540			388			82			38			2,048			83			2,131
Net investment income		1,930				450			1,421			299			4,100			709			122			117			5,048			469			5,517
Other revenues		221				100			64			3			388			4			35			8			435			20			455
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			22			22
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(718		)	(718		)
Total revenues		4,887				4,469			1,988			1,101			12,445			3,213			775			178			16,611			(108		)	16,503
Expenses
Policyholder benefits and claims and policyholder dividends		2,228				3,449			1,070			507			7,254			1,455			255			31			8,995			303			9,298
Interest credited to policyholder account balances		598				42			339			99			1,078			468			32			11			1,589			513			2,102
Goodwill impairment		—				—			—			—			—			—			—			—			—			1,868			1,868
Capitalization of DAC		(430		)		(38		)	(13		)	(83		)	(564		)	(579		)	(158		)	—			(1,301		)	(1		)	(1,302		)
Amortization of DAC and VOBA		438				40			4			42			524			396			130			1			1,051			(43		)	1,008
Amortization of negative VOBA		—				—			—			(1		)	(1		)	(128		)	(26		)	—			(155		)	(15		)	(170		)
Interest expense on debt		—				1			2			(4		)	(1		)	—			2			285			286			40			326
Other expenses		1,308				547			120			353			2,328			1,206			440			146			4,120			263			4,383
Total expenses		4,142				4,041			1,522			913			10,618			2,818			675			474			14,585			2,928			17,513
Provision for income tax expense (benefit)		253				145			163			36			597			136			38			(192		)	579			(632		)	(53		)
Operating earnings		$	492			$	283		$	303		$	152		$	1,230		$	259		$	62		$	(104	)	1,447
Adjustments to:
Total revenues																											(108		)
Total expenses																											(2,928		)
Provision for income tax (expense) benefit																											632
Income (loss) from continuing operations, net of income tax																											$	(957	)				$	(957	)
		Operating Earnings
		Americas
Nine Months Ended September 30, 2013		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	4,735			$	11,438		$	1,457		$	2,077		$	19,707		$	5,900		$	1,711		$	84		$	27,402		$	1		$	27,403
Universal life and investment-type product policy fees		3,662				521			187			682			5,052			1,324			287			105			6,768			266			7,034
Net investment income		5,876				1,384			4,302			912			12,474			2,151			372			282			15,279			1,106			16,385
Other revenues		767				316			208			9			1,300			63			82			22			1,467			(21		)	1,446
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			339			339
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(2,866		)	(2,866		)
Total revenues		15,040				13,659			6,154			3,680			38,533			9,438			2,452			493			50,916			(1,175		)	49,741
Expenses
Policyholder benefits and claims and policyholder dividends		6,659				10,681			3,352			1,792			22,484			4,354			736			52			27,626			1,155			28,781
Interest credited to policyholder account balances		1,750				116			940			313			3,119			1,286			109			33			4,547			1,489			6,036
Goodwill impairment		—				—			—			—			—			—			—			—			—			—			—
Capitalization of DAC		(1,036		)		(105		)	(25		)	(316		)	(1,482		)	(1,583		)	(542		)	(14		)	(3,621		)	—			(3,621		)
Amortization of DAC and VOBA		1,042				104			21			220			1,387			1,186			526			1			3,100			(477		)	2,623
Amortization of negative VOBA		—				—			—			(2		)	(2		)	(325		)	(41		)	—			(368		)	(42		)	(410		)
Interest expense on debt		—				1			7			—			8			—			—			855			863			96			959
Other expenses		3,788				1,761			398			1,157			7,104			3,188			1,351			489			12,132			457			12,589
Total expenses		12,203				12,558			4,693			3,164			32,618			8,106			2,139			1,416			44,279			2,678			46,957
Provision for income tax expense (benefit)		971				370			512			115			1,968			412			73			(635		)	1,818			(1,510		)	308
Operating earnings		$	1,866			$	731		$	949		$	401		$	3,947		$	920		$	240		$	(288	)	4,819
Adjustments to:
Total revenues																											(1,175		)
Total expenses																											(2,678		)
Provision for income tax (expense) benefit																											1,510
Income (loss) from continuing operations, net of income tax																											$	2,476					$	2,476
		Operating Earnings
		Americas
Nine Months Ended September 30, 2012		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	4,804			$	11,021		$	1,480		$	1,948		$	19,253		$	6,215		$	1,815		$	43		$	27,326		$	60		$	27,386
Universal life and investment-type product policy fees		3,365				497			161			581			4,604			1,102			233			117			6,056			250			6,306
Net investment income		5,735				1,325			4,253			881			12,194			2,150			406			547			15,297			1,139			16,436
Other revenues		647				320			193			11			1,171			17			98			27			1,313			132			1,445
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(152		)	(152		)
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(604		)	(604		)
Total revenues		14,551				13,163			6,087			3,421			37,222			9,484			2,552			734			49,992			825			50,817
Expenses
Policyholder benefits and claims and policyholder dividends		6,668				10,153			3,293			1,667			21,781			4,250			941			94			27,066			942			28,008
Interest credited to policyholder account balances		1,784				127			1,016			289			3,216			1,323			91			23			4,653			1,028			5,681
Goodwill impairment		—				—			—			—			—			—			—			—			—			1,868			1,868
Capitalization of DAC		(1,352		)		(102		)	(28		)	(238		)	(1,720		)	(1,721		)	(535		)	—			(3,976		)	(5		)	(3,981		)
Amortization of DAC and VOBA		1,319				98			18			151			1,586			1,188			456			1			3,231			(30		)	3,201
Amortization of negative VOBA		—				—			—			(4		)	(4		)	(387		)	(65		)	—			(456		)	(50		)	(506		)
Interest expense on debt		—				1			6			(3		)	4			5			3			886			898			128			1,026
Other expenses		4,060				1,692			368			1,002			7,122			3,550			1,333			409			12,414			1,187			13,601
Total expenses		12,479				11,969			4,673			2,864			31,985			8,208			2,224			1,413			43,830			5,068			48,898
Provision for income tax expense (benefit)		703				401			495			122			1,721			437			116			(516		)	1,758			(1,048		)	710
Operating earnings		$	1,369			$	793		$	919		$	435		$	3,516		$	839		$	212		$	(163	)	4,404
Adjustments to:
Total revenues																											825
Total expenses																											(5,068		)
Provision for income tax (expense) benefit																											1,048
Income (loss) from continuing operations, net of income tax																											$	1,209					$	1,209
The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
	30-Sep-13				31-Dec-12
	(In millions)
Retail	$	342,665			$	332,387
Group, Voluntary & Worksite Benefits	43,648				44,138
Corporate Benefit Funding	218,819				217,352
Latin America	24,116				23,272
Asia	119,742				131,138
EMEA	24,203				23,474
Corporate & Other	49,450				65,020
Total	$	822,643			$	836,781

Acquisitions_and_Dispositions

Acquisitions and Dispositions	9 Months Ended
	Sep. 30, 2013
Business Combinations [Abstract]	'
Acquisitions and Dispositions	'
	3. Acquisitions and Disposition
	2013 Acquisition
	Provida
	On October 1, 2013, MetLife, Inc. completed its previously announced acquisition of Administradora de Fondos de Pensiones Provida S.A. (“Provida”), the largest private pension fund administrator in Chile based on assets under management and number of pension fund contributors. The acquisition of Provida supports the Company's growth strategy in emerging markets and further strengthens the Company's overall position in Chile. A subsidiary of MetLife, Inc. conducted a public cash tender offer for all of the outstanding shares of Provida, and under the terms of the acquisition agreement with Banco Bilbao Vizcaya Argentaria, S.A. ("BBVA") and BBVA Inversiones Chile S.A (together with BBVA, the "BBVA Sellers"), acquired 64.32% of the outstanding shares of Provida from the BBVA Sellers. An additional 27.06% of remaining publicly traded shares were acquired through the public cash tender offer, resulting in a 91.38% total ownership in Provida by MetLife as of October 1, 2013, for a total acquisition price of $1.9 billion. Due to limited access to Provida's financial information prior to the acquisition and limited time since the transaction closing, initial accounting for the acquisition is incomplete. The Company is unable to provide its valuation of assets and liabilities acquired, intangible assets associated with the acquired business and goodwill. The Company will complete the allocation of the acquisition price to identifiable assets and liabilities in the fourth quarter of 2013 and provide required disclosures in the Company's consolidated financial statements included in its Annual Report on Form 10-K for the year ended December 31, 2013.
	2013 Disposition
	MetLife Bank
	On January 11, 2013, MetLife Bank and MetLife, Inc. completed the sale of MetLife Bank’s $6.4 billion of deposits to GE Capital Retail Bank for $6.4 billion in net consideration paid. On February 14, 2013, MetLife, Inc. announced that it had received the required approvals from both the Federal Deposit Insurance Corporation and the Board of Governors of the Federal Reserve System (the “Federal Reserve Board”) to de-register as a bank holding company. Subsequently, MetLife Bank terminated its deposit insurance and MetLife, Inc. de-registered as a bank holding company. In August 2013, MetLife Bank merged with and into MLHL, its former subsidiary, with MLHL as the surviving, non-bank entity.
	MetLife Bank has sold or has otherwise committed to exit substantially all of its operations. In conjunction with exiting its businesses (the “MetLife Bank Divestiture”), the Company recorded net losses of $22 million and $96 million, net of income tax, for the three months and nine months ended September 30, 2013, respectively, related to the gain on disposal of the depository business and other costs related to MetLife Bank’s businesses. For the three months and nine months ended September 30, 2012, the Company recorded net losses of $45 million and $155 million, respectively, net of income tax, related to the loss on disposal of mortgage servicing rights (“MSRs”), gains (losses) on securities and mortgage loans sold and other costs related to MetLife Bank’s businesses. See Note 3 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report. The Company expects to incur additional charges of $40 million to $65 million, net of income tax, exclusive of incremental legal settlements, related to the MetLife Bank Divestiture. See Note 15.
	Each of the businesses that were exited as part of the MetLife Bank Divestiture could not be separated from the rest of the operations since the Company did not separately manage the businesses as a reportable segment, operating segment, or reporting unit. As a result, the businesses have not been reported as discontinued operations in the consolidated financial statements.
	2010 Acquisition
	American Life Insurance Company
	Branch Restructuring
	During the first quarter of 2013, and in accordance with the closing agreement, American Life Insurance Company (“American Life”) entered into on March 4, 2010 (the “Closing Agreement”) with the Commissioner of the Internal Revenue Service (see Note 3 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report), the Company transferred the business of American Life in Portugal and Spain to wholly-owned subsidiaries. The deferred tax asset valuation allowance associated with this branch restructuring was reduced from $25 million at December 31, 2012 to $0 at September 30, 2013. For further information, see Note 19 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report.
	A liability of $277 million was recognized in purchase accounting at November 1, 2010 for the anticipated and estimated costs associated with restructuring American Life’s foreign branches into subsidiaries in connection with the Closing Agreement. This liability has been reduced based on payments and revised estimates through September 30, 2013 resulting in a liability of $42 million at September 30, 2013.
	Japan Income Tax Refund
	In December 2012, the Tokyo District Court ruled in favor of the Japan branch of American Life in a tax case related to the deduction of unrealized foreign exchange losses on certain securities held by American Life prior to its acquisition by MetLife. See Note 3 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report. During the first quarter of 2013, American Life received a refund of ¥16 billion ($176 million) related to income tax, interest and penalties. Under the indemnification provisions of the stock purchase agreement dated March 7, 2010, as amended, by and among MetLife, Inc., American International Group, Inc. (“AIG”) and AM Holdings LLC (formerly known as ALICO Holdings LLC), MetLife, Inc. has remitted the refund to AIG, net of certain amounts it can retain as a counter claim. The receipt of the refund, net of obligations to AIG with related foreign currency exchange impact and corresponding U.S. tax effects, resulted in a net charge of $16 million in the interim condensed consolidated statements of operations and comprehensive income (loss) for the nine months ended September 30, 2013, which was comprised of a $154 million charge included in other expenses, a $19 million gain included in other net investment gains (losses) and a $119 million benefit included in provision for income tax expense (benefit).

Insurance

Insurance	9 Months Ended
	Sep. 30, 2013
Insurance [Abstract]	'
Insurance	'
	4. Insurance
	Guarantees
	As discussed in Notes 1 and 4 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report, the Company issues variable annuity products with guaranteed minimum benefits. The non-life-contingent portion of guaranteed minimum withdrawal benefits (“GMWBs”) and the portion of certain GMIBs that does not require annuitization are accounted for as embedded derivatives in PABs and are further discussed in Note 7.
	The Company also issues annuity contracts that apply a lower rate on funds deposited if the contractholder elects to surrender the contract for cash and a higher rate if the contractholder elects to annuitize (“two tier annuities”). These guarantees include benefits that are payable in the event of death, maturity or at annuitization. Additionally, the Company issues universal and variable life contracts where the Company contractually guarantees to the contractholder a secondary guarantee or a guaranteed paid-up benefit.
	Based on the type of guarantee, the Company defines net amount at risk as listed below. These amounts include direct and assumed business, but exclude offsets from hedging or reinsurance, if any.
	Variable Annuity Guarantees
	In the Event of Death
	Defined as the guaranteed minimum death benefit less the total contract account value, as of the balance sheet date. It represents the amount of the claim that the Company would incur if death claims were filed on all contracts on the balance sheet date and includes any additional contractual claims associated with riders purchased to assist with covering income taxes payable upon death.
	At Annuitization
	Defined as the amount (if any) that would be required to be added to the total contract account value to purchase a lifetime income stream, based on current annuity rates, equal to the minimum amount provided under the guaranteed benefit. This amount represents the Company’s potential economic exposure to such guarantees in the event all contractholders were to annuitize on the balance sheet date, even though the contracts contain terms that allow annuitization of the guaranteed amount only after the 10th anniversary of the contract, which not all contractholders have achieved.
	Two Tier Annuities
	Defined as the excess of the upper tier, adjusted for a profit margin, less the lower tier, as of the balance sheet date. These contracts apply a lower rate of funds if the contractholder elects to surrender the contract for cash and a higher rate if the contractholder elects to annuitize.
	Universal and Variable Life Contracts
	Defined as the guarantee amount less the account value, as of the balance sheet date. It represents the amount of the claim that the Company would incur if death claims were filed on all contracts on the balance sheet date.
	Information regarding the types of guarantees relating to annuity contracts and universal and variable life contracts was as follows at:
		30-Sep-13				31-Dec-12
		In the		At		In the		At
		Event of Death		Annuitization		Event of Death		Annuitization
		(In millions)
	Annuity Contracts (1)
	Variable Annuity Guarantees
	Total contract account value (2)	$	195,725	$	97,145	$	184,095	$	89,137
	Separate account value	$	157,974	$	92,961	$	143,893	$	84,354
	Net amount at risk	$	5,543	$	1,405	$	9,501	$	4,593
	Average attained age of contractholders	63 years		63 years		62 years		62 years
	Two Tier Annuities
	General account value	N/A		$	862	N/A		$	848
	Net amount at risk	N/A		$	229	N/A		$	232
	Average attained age of contractholders	N/A		50 years		N/A		51 years
		September 30, 2013				December 31, 2012
		Secondary		Paid-Up		Secondary		Paid-Up
		Guarantees		Guarantees		Guarantees		Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	15,394	$	3,727	$	14,256	$	3,828
	Net amount at risk	$	187,686	$	22,084	$	189,197	$	23,276
	Average attained age of policyholders	55 years		60 years		54 years		60 years
	__________________
	-1	The Company’s annuity and life contracts with guarantees may offer more than one type of guarantee in each contract. Therefore, the amounts listed above may not be mutually exclusive.
	-2	Includes amounts, which are not reported in the consolidated balance sheets, from assumed reinsurance of certain variable annuity products from the Company’s former operating joint venture in Japan.

Closed_Block

Closed Block	9 Months Ended
	Sep. 30, 2013
Closed Block Disclosure [Abstract]	'
Closed Block	'
	5. Closed Block
	On April 7, 2000 (the “Demutualization Date”), Metropolitan Life Insurance Company (“MLIC”) converted from a mutual life insurance company to a stock life insurance company and became a wholly-owned subsidiary of MetLife, Inc. The conversion was pursuant to an order by the New York Superintendent of Insurance approving MLIC’s plan of reorganization, as amended (the “Plan”). On the Demutualization Date, MLIC established a closed block for the benefit of holders of certain individual life insurance policies of MLIC.
	Experience within the closed block, in particular mortality and investment yields, as well as realized and unrealized gains and losses, directly impact the policyholder dividend obligation. Amortization of the closed block DAC, which resides outside of the closed block, is based upon cumulative actual and expected earnings within the closed block. Accordingly, the Company’s net income continues to be sensitive to the actual performance of the closed block.
	Closed block assets, liabilities, revenues and expenses are combined on a line-by-line basis with the assets, liabilities, revenues and expenses outside the closed block based on the nature of the particular item.
	Information regarding the closed block liabilities and assets designated to the closed block was as follows:
		30-Sep-13			31-Dec-12
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	42,105		$	42,586
	Other policy-related balances	301			298
	Policyholder dividends payable	507			466
	Policyholder dividend obligation	2,013			3,828
	Other liabilities	724			602
	Total closed block liabilities	45,650			47,780
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	28,124			30,546
	Equity securities available-for-sale, at estimated fair value	87			41
	Mortgage loans	6,520			6,192
	Policy loans	4,669			4,670
	Real estate and real estate joint ventures	481			459
	Other invested assets	923			953
	Total investments	40,804			42,861
	Cash and cash equivalents	404			381
	Accrued investment income	497			481
	Premiums, reinsurance and other receivables	101			107
	Current income tax recoverable	15			2
	Deferred income tax assets	292			319
	Total assets designated to the closed block	42,113			44,151
	Excess of closed block liabilities over assets designated to the closed block	3,537			3,629
	Amounts included in AOCI:
	Unrealized investment gains (losses), net of income tax	1,682			2,891
	Unrealized gains (losses) on derivatives, net of income tax	2			9
	Allocated to policyholder dividend obligation, net of income tax	(1,309		)	(2,488		)
	Total amounts included in AOCI	375			412
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,912		$	4,041
	Information regarding the closed block policyholder dividend obligation was as follows:
		Nine Months			Year
		Ended			Ended
		September 30, 2013			December 31, 2012
		(In millions)
	Balance, beginning of period	$	3,828		$	2,919
	Change in unrealized investment and derivative gains (losses)	(1,815		)	909
	Balance, end of period	$	2,013		$	3,828
	Information regarding the closed block revenues and expenses was as follows:
		Three Months						Nine Months
		Ended						Ended
		September 30,						September 30,
		2013			2012			2013			2012
		(In millions)
	Revenues
	Premiums	$	478		$	512		$	1,431		$	1,538
	Net investment income	514			555			1,576			1,644
	Net investment gains (losses)	(7		)	6			20			30
	Net derivative gains (losses)	(16		)	(9		)	(1		)	(7		)
	Total revenues	969			1,064			3,026			3,205
	Expenses
	Policyholder benefits and claims	651			654			1,963			2,016
	Policyholder dividends	251			278			740			821
	Other expenses	39			45			124			136
	Total expenses	941			977			2,827			2,973
	Revenues, net of expenses before provision for income tax expense (benefit)	28			87			199			232
	Provision for income tax expense (benefit)	10			30			70			82
Revenues, net of expenses and provision for income tax expense (benefit)	18			57			129			150
from continuing operations
Revenues, net of expenses and provision for income tax expense (benefit)	—			—			—			4
from discontinued operations
Revenues, net of expenses and provision for income tax expense (benefit)	$	18		$	57		$	129		$	154
MLIC charges the closed block with federal income taxes, state and local premium taxes and other additive state or local taxes, as well as investment management expenses relating to the closed block as provided in the Plan. MLIC also charges the closed block for expenses of maintaining the policies included in the closed block.

Investments

Investments	9 Months Ended
	Sep. 30, 2013
Investments, Debt and Equity Securities [Abstract]	'
Investments	'
	6. Investments
	Fixed Maturity and Equity Securities Available-for-Sale
	Fixed Maturity and Equity Securities Available-for-Sale by Sector
	The following table presents the fixed maturity and equity securities available-for-sale (“AFS”) by sector. The unrealized loss amounts presented below include the noncredit loss component of other-than-temporary impairments (“OTTI”) losses. Redeemable preferred stock is reported within U.S. corporate and foreign corporate fixed maturity securities and non-redeemable preferred stock is reported within equity securities. Included within fixed maturity securities are structured securities including residential mortgage-backed securities (“RMBS”), commercial mortgage-backed securities (“CMBS”) and asset-backed securities (“ABS”).
		September 30, 2013																				December 31, 2012
		Cost or				Gross Unrealized												Estimated				Cost or				Gross Unrealized									Estimated
		Amortized																Fair				Amortized													Fair
		Cost				Gains				Temporary				OTTI				Value				Cost				Gains			Temporary			OTTI			Value
										Losses				Losses															Losses			Losses
		(In millions)
	Fixed maturity securities:
	U.S. corporate	$	101,107			$	7,650			$	1,266			$	—			$	107,491			$	102,669			$	11,887		$	430		$	—		$	114,126
	Foreign corporate (1)	60,374				3,871				597				—				63,648				61,806				5,654			277			(1		)	67,184
	Foreign government	49,400				3,969				365				—				53,004				51,967				5,440			71			—			57,336
	U.S. Treasury and agency	41,926				2,967				739				—				44,154				41,874				6,104			11			—			47,967
	RMBS	34,412				1,698				403				229				35,478				35,666				2,477			315			349			37,479
	CMBS	16,425				635				164				—				16,896				18,177				1,009			57			—			19,129
	ABS	14,023				296				146				12				14,161				15,762				404			156			13			15,997
	State and political subdivision	13,233				985				263				—				13,955				12,949				2,169			70			—			15,048
	Total fixed maturity securities	$	330,900			$	22,071			$	3,943			$	241			$	348,787			$	340,870			$	35,144		$	1,387		$	361		$	374,266
	Equity securities:
	Common stock	$	1,948			$	336			$	14			$	—			$	2,270			$	2,034			$	147		$	19		$	—		$	2,162
	Non-redeemable preferred stock	1,030				60				119				—				971				804				65			140			—			729
	Total equity securities	$	2,978			$	396			$	133			$	—			$	3,241			$	2,838			$	212		$	159		$	—		$	2,891
	__________________
	-1	OTTI losses, as presented above, represent the noncredit portion of OTTI losses that is included in AOCI. OTTI losses include both the initial recognition of noncredit losses, and the effects of subsequent increases and decreases in estimated fair value for those fixed maturity securities that were previously noncredit loss impaired. The noncredit loss component of OTTI losses for foreign corporate securities was in an unrealized gain position of $1 million at December 31, 2012, due to increases in estimated fair value subsequent to initial recognition of noncredit losses on such securities. See also “— Net Unrealized Investment Gains (Losses).”
	The Company held non-income producing fixed maturity securities with an estimated fair value of $60 million and $85 million with unrealized gains (losses) of $25 million and $11 million at September 30, 2013 and December 31, 2012, respectively.
	Maturities of Fixed Maturity Securities
	The amortized cost and estimated fair value of fixed maturity securities, by contractual maturity date, were as follows at:
		September 30, 2013								December 31, 2012
		Amortized				Estimated				Amortized				Estimated
		Cost				Fair				Cost				Fair
						Value								Value
		(In millions)
	Due in one year or less	$	13,648			$	13,890			$	24,177			$	24,394
	Due after one year through five years	72,766				76,296				66,973				70,759
	Due after five years through ten years	77,195				82,484				82,376				91,975
	Due after ten years	102,431				109,582				97,739				114,533
	Subtotal	266,040				282,252				271,265				301,661
	Structured securities (RMBS, CMBS and ABS)	64,860				66,535				69,605				72,605
	Total fixed maturity securities	$	330,900			$	348,787			$	340,870			$	374,266
	Actual maturities may differ from contractual maturities due to the exercise of call or prepayment options. Fixed maturity securities not due at a single maturity date have been presented in the year of final contractual maturity. RMBS, CMBS and ABS are shown separately, as they are not due at a single maturity.
	Continuous Gross Unrealized Losses for Fixed Maturity and Equity Securities AFS by Sector
	The following table presents the estimated fair value and gross unrealized losses of fixed maturity and equity securities AFS in an unrealized loss position, aggregated by sector and by length of time that the securities have been in a continuous unrealized loss position. The unrealized loss amounts include the noncredit component of OTTI loss.
		September 30, 2013																December 31, 2012
		Less than 12 Months								Equal to or Greater								Less than 12 Months								Equal to or Greater
										than 12 Months																than 12 Months
		Estimated				Gross				Estimated				Gross				Estimated				Gross				Estimated			Gross
		Fair				Unrealized				Fair				Unrealized				Fair				Unrealized				Fair			Unrealized
		Value				Losses				Value				Losses				Value				Losses				Value			Losses
		(In millions, except number of securities)
	Fixed maturity securities:
	U.S. corporate	$	17,625			$	978			$	2,427			$	288			$	3,799			$	88			$	3,695		$	342
	Foreign corporate	10,709				484				1,491				113				2,783				96				2,873			180
	Foreign government	6,431				332				247				33				1,431				22				543			49
	U.S. Treasury and agency	11,326				734				47				5				1,951				11				—			—
	RMBS	8,457				263				2,357				369				735				31				4,098			633
	CMBS	3,893				147				228				17				842				11				577			46
	ABS	2,949				70				695				88				1,920				30				1,410			139
	State and political subdivision	2,801				198				225				65				260				4				251			66
	Total fixed maturity securities	$	64,191			$	3,206			$	7,717			$	978			$	13,721			$	293			$	13,447		$	1,455
	Equity securities:
	Common stock	$	92			$	13			$	15			$	1			$	201			$	18			$	14		$	1
Non-redeemable preferred stock	361				59				198				60				—				—				295			140
Total equity securities	$	453			$	72			$	213			$	61			$	201			$	18			$	309		$	141
Total number of securities in an unrealized loss position	4,868								807								1,941								1,335
Evaluation of AFS Securities for OTTI and Evaluating Temporarily Impaired AFS Securities
As described more fully in Notes 1 and 8 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report, the Company performs a regular evaluation of all investment classes for impairment, including fixed maturity securities, equity securities and perpetual hybrid securities, in accordance with its impairment policy, in order to evaluate whether such investments are other-than-temporarily impaired.
Current Period Evaluation
Based on the Company’s current evaluation of its AFS securities in an unrealized loss position in accordance with its impairment policy, and the Company’s current intentions and assessments (as applicable to the type of security) about holding, selling and any requirements to sell these securities, the Company has concluded that these securities are not other-than-temporarily impaired at September 30, 2013. Future OTTI will depend primarily on economic fundamentals, issuer performance (including changes in the present value of future cash flows expected to be collected), and changes in credit ratings, collateral valuation, interest rates and credit spreads. If economic fundamentals deteriorate or if there are adverse changes in the above factors, OTTI may be incurred in upcoming periods.
Gross unrealized losses on fixed maturity securities in an unrealized loss position increased $2.5 billion during the nine months ended September 30, 2013 from $1.7 billion to $4.2 billion. The increase in gross unrealized losses for the nine months ended September 30, 2013, was primarily attributable to an increase in interest rates.
At September 30, 2013, $282 million of the total $4.2 billion of gross unrealized losses were from 95 fixed maturity securities with an unrealized loss position of 20% or more of amortized cost for six months or greater.
Investment Grade Fixed Maturity Securities
Of the $282 million of gross unrealized losses on fixed maturity securities with an unrealized loss of 20% or more of amortized cost for six months or greater, $129 million, or 46%, are related to gross unrealized losses on 48 investment grade fixed maturity securities. Unrealized losses on investment grade fixed maturity securities are principally related to widening credit spreads and, with respect to fixed rate fixed maturity securities, rising interest rates since purchase.
Below Investment Grade Fixed Maturity Securities
Of the $282 million of gross unrealized losses on fixed maturity securities with an unrealized loss of 20% or more of amortized cost for six months or greater, $153 million, or 54%, are related to gross unrealized losses on 47 below investment grade fixed maturity securities. Unrealized losses on below investment grade fixed maturity securities are principally related to non-agency RMBS (primarily alternative residential mortgage loans), ABS (primarily foreign ABS) and foreign government securities (primarily European sovereign bonds) and are the result of significantly wider credit spreads resulting from higher risk premiums since purchase, largely due to economic and market uncertainties including concerns over unemployment levels, sovereign debt levels and valuations of residential real estate supporting non-agency RMBS. Management evaluates foreign government securities based on factors such as expected cash flows and the financial condition and near-term and long-term prospects of the issuer; and evaluates non-agency RMBS and ABS based on actual and projected cash flows after considering the quality of underlying collateral, expected prepayment speeds, current and forecasted loss severity, consideration of the payment terms of the underlying assets backing a particular security, and the payment priority within the tranche structure of the security.
Equity Securities
Equity securities in an unrealized loss position decreased $26 million during the nine months ended September 30, 2013 from $159 million to $133 million. Of the $133 million, $46 million were from 13 equity securities with gross unrealized losses of 20% or more of cost for 12 months or greater, all of which were financial services industry investment grade non-redeemable preferred stock, of which 63% were rated A or better.
Fair Value Option and Trading Securities
See Note 8 for tables that present the categories of securities that comprise fair value option (“FVO”) and trading securities. See “— Net Investment Income” and “— Net Investment Gains (Losses)” for the net investment income recognized on FVO and trading securities and the related changes in estimated fair value subsequent to purchase included in net investment income and net investment gains (losses) for securities still held as of the end of the respective periods, as applicable.
Mortgage Loans
Mortgage Loans Held-for-Investment and Held-for-Sale by Portfolio Segment
Mortgage loans are summarized as follows at:
	September 30, 2013							December 31, 2012
	Carrying				% of			Carrying				% of
	Value				Total			Value				Total
	(In millions)							(In millions)
Mortgage loans held-for-investment:
Commercial	$	40,262			69.8	%		$	40,472			71	%
Agricultural	12,830				22.2			12,843				22.5
Residential	2,434				4.2			958				1.7
Subtotal (1)	55,526				96.2			54,273				95.2
Valuation allowances	(326		)		(0.6	)		(347		)		(0.6	)
Subtotal mortgage loans held-for-investment, net	55,200				95.6			53,926				94.6
Residential — FVO	212				0.4			—				—
Commercial mortgage loans held by CSEs	2,096				3.6			2,666				4.7
Total mortgage loans held-for-investment, net	57,508				99.6			56,592				99.3
Mortgage loans held-for-sale	225				0.4			414				0.7
Total mortgage loans, net	$	57,733			100	%		$	57,006			100	%
__________________
-1	Purchases of mortgage loans were $676 million and $1.6 billion for the three months and nine months ended September 30, 2013, respectively, and $100 million for both the three months and nine months ended September 30, 2012.
See “— Variable Interest Entities” for discussion of consolidated securitization entities (“CSEs”).
Mortgage Loans and Valuation Allowance by Portfolio Segment
The carrying value prior to valuation allowance (“recorded investment”) in mortgage loans held-for-investment, by portfolio segment, by method of evaluation of credit loss, and the related valuation allowances, by type of credit loss, were as follows at:
	September 30, 2013																December 31, 2012
	Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential			Total
	(In millions)
Mortgage loans:
Evaluated individually for	$	520			$	170			$	14			$	704			$	539			$	181			$	13		$	733
credit losses
Evaluated collectively for	39,742				12,660				2,420				54,822				39,933				12,662				945			53,540
credit losses
Total mortgage loans	40,262				12,830				2,434				55,526				40,472				12,843				958			54,273
Valuation allowances:
Specific credit losses	62				12				2				76				94				21				2			117
Non-specifically identified	197				38				15				250				199				31				—			230
credit losses
Total valuation allowances	259				50				17				326				293				52				2			347
Mortgage loans, net of	$	40,003			$	12,780			$	2,417			$	55,200			$	40,179			$	12,791			$	956		$	53,926
valuation allowances
Valuation Allowance Rollforward by Portfolio Segment
The changes in the valuation allowance, by portfolio segment, were as follows:
	Three Months
	Ended
	September 30,
	2013																2012
	Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential			Total
	(In millions)
Balance, beginning of period	$	242			$	49			$	11			$	302			$	300			$	59			$	2		$	361
Provision (release)	17				1				6				24				2				6				—			8
Charge-offs, net of recoveries	—				—				—				—				(2		)		(8		)		—			(10		)
Transfers to held-for-sale (1)	—				—				—				—				—				(5		)		—			(5		)
Balance, end of period	$	259			$	50			$	17			$	326			$	300			$	52			$	2		$	354
	Nine Months
	Ended
	September 30,
	2013																2012
	Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential			Total
	(In millions)
Balance, beginning of period	$	293			$	52			$	2			$	347			$	398			$	81			$	2		$	481
Provision (release)	(34		)		8				15				(11		)		(96		)		—				6			(90		)
Charge-offs, net of recoveries	—				(10		)		—				(10		)		(2		)		(24		)		—			(26		)
Transfers to held-for-sale (1)	—				—				—				—				—				(5		)		(6		)	(11		)
Balance, end of period	$	259			$	50			$	17			$	326			$	300			$	52			$	2		$	354
__________________
-1	The valuation allowance on and the related carrying value of certain residential mortgage loans held-for-investment were transferred to mortgage loans held-for-sale in connection with the MetLife Bank Divestiture. See Note 3 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report.
Credit Quality of Commercial Mortgage Loans
Information about the credit quality of commercial mortgage loans held-for-investment is presented below at:
	Recorded Investment																			Estimated				% of
	Debt Service Coverage Ratios																% of			Fair Value				Total
	> 1.20x				1.00x - 1.20x				< 1.00x				Total				Total
	(In millions)																			(In millions)
September 30, 2013:
Loan-to-value ratios:
Less than 65%	$	29,992			$	751			$	746			$	31,489			78.2	%		$	33,188			79	%
65% to 75%	6,029				501				199				6,729				16.7			6,860				16.3
76% to 80%	290				192				258				740				1.8			737				1.7
Greater than 80%	902				261				141				1,304				3.3			1,246				3
Total	$	37,213			$	1,705			$	1,344			$	40,262			100	%		$	42,031			100	%
December 31, 2012:
Loan-to-value ratios:
Less than 65%	$	29,839			$	730			$	722			$	31,291			77.3	%		$	33,730			78.3	%
65% to 75%	5,057				672				153				5,882				14.6			6,129				14.2
76% to 80%	938				131				316				1,385				3.4			1,436				3.3
Greater than 80%	1,085				552				277				1,914				4.7			1,787				4.2
Total	$	36,919			$	2,085			$	1,468			$	40,472			100	%		$	43,082			100	%
Credit Quality of Agricultural Mortgage Loans
Information about the credit quality of agricultural mortgage loans held-for-investment is presented below at:
	September 30, 2013							December 31, 2012
	Recorded				% of			Recorded				% of
	Investment				Total			Investment				Total
	(In millions)							(In millions)
Loan-to-value ratios:
Less than 65%	$	12,024			93.7	%		$	11,908			92.7	%
65% to 75%	560				4.4			590				4.6
76% to 80%	132				1			92				0.7
Greater than 80%	114				0.9			253				2
Total	$	12,830			100	%		$	12,843			100	%
The estimated fair value of agricultural mortgage loans held-for-investment was $13.2 billion and $13.3 billion at September 30, 2013 and December 31, 2012, respectively.
Credit Quality of Residential Mortgage Loans
Information about the credit quality of residential mortgage loans held-for-investment is presented below at:
	September 30, 2013							December 31, 2012
	Recorded				% of			Recorded				% of
	Investment				Total			Investment				Total
	(In millions)							(In millions)
Performance indicators:
Performing	$	2,381			97.8	%		$	929			97	%
Nonperforming	53				2.2			29				3
Total	$	2,434			100	%		$	958			100	%
The estimated fair value of residential mortgage loans held-for-investment was $2.4 billion and $1.0 billion at September 30, 2013 and December 31, 2012, respectively.
Past Due and Interest Accrual Status of Mortgage Loans
The Company has a high quality, well performing, mortgage loan portfolio, with 99% of all mortgage loans classified as performing at both September 30, 2013 and December 31, 2012. The Company defines delinquency consistent with industry practice, when the mortgage loan is past due as follows: commercial and residential mortgage loans — 60 days and agricultural mortgage loans — 90 days. The recorded investment in mortgage loans held-for-investment, prior to valuation allowances, past due according to these aging categories, greater than 90 days past due and still accruing interest and in nonaccrual status, by portfolio segment, were as follows at:
	Past Due								Greater than 90 Days Past Due								Nonaccrual Status
									and Still Accruing Interest
	September 30, 2013				December 31, 2012				September 30, 2013				December 31, 2012				September 30, 2013				December 31, 2012
	(In millions)
Commercial	$	12			$	2			$	11			$	—			$	196			$	84
Agricultural	93				116				2				53				106				67
Residential	53				29				11				—				18				18
Total	$	158			$	147			$	24			$	53			$	320			$	169
Impaired Mortgage Loans
Information regarding impaired mortgage loans held-for-investment, including those modified in a troubled debt restructuring, by portfolio segment, was as follows at:
	Loans with a Valuation Allowance																Loans without								All Impaired Loans
																	a Valuation Allowance
	Unpaid				Recorded				Valuation				Carrying				Unpaid				Recorded				Unpaid			Carrying
	Principal				Investment				Allowances				Value				Principal				Investment				Principal			Value
	Balance																Balance								Balance
	(In millions)
September 30, 2013:
Commercial	$	230			$	224			$	62			$	162			$	303			$	296			$	533		$	458
Agricultural	85				82				12				70				93				88				178			158
Residential	12				12				2				10				2				2				14			12
Total	$	327			$	318			$	76			$	242			$	398			$	386			$	725		$	628
December 31, 2012:
Commercial	$	445			$	436			$	94			$	342			$	103			$	103			$	548		$	445
Agricultural	110				107				21				86				79				74				189			160
Residential	13				13				2				11				—				—				13			11
Total	$	568			$	556			$	117			$	439			$	182			$	177			$	750		$	616
Unpaid principal balance is generally prior to any charge-offs.
The average recorded investment in impaired mortgage loans held-for-investment, including those modified in a troubled debt restructuring, and the related interest income, which is primarily recognized on a cash basis, by portfolio segment, was:
	Impaired Mortgage Loans
	Three Months																Nine Months
	Ended																Ended
	September 30,																September 30,
	2013								2012								2013								2012
	Average				Interest				Average				Interest				Average				Interest				Average			Interest
	Recorded				Income				Recorded				Income				Recorded				Income				Recorded			Income
	Investment								Investment								Investment								Investment
	(In millions)
Commercial	$	525			$	4			$	395			$	1			$	530			$	11			$	334		$	4
Agricultural	165				5				191				2				167				8				210			5
Residential	14				—				12				—				14				—				13			—
Total	$	704			$	9			$	598			$	3			$	711			$	19			$	557		$	9
Mortgage Loans Modified in a Troubled Debt Restructuring
The number of mortgage loans and carrying value after specific valuation allowance of mortgage loans modified during the period in a troubled debt restructuring were as follows:
	Three Months
	Ended
	September 30,
	2013											2012
	Number of			Carrying Value after Specific								Number of			Carrying Value after Specific
	Mortgage			Valuation Allowance								Mortgage			Valuation Allowance
	Loans											Loans
				Pre-				Post-							Pre-				Post-
				Modification				Modification							Modification				Modification
				(In millions)											(In millions)
Commercial	1			$	49			$	49			—			$	—			$	—
Agricultural	2			24				24				5			17				16
Residential	5			1				1				—			—				—
Total	8			$	74			$	74			5			$	17			$	16
	Nine Months
	Ended
	September 30,
	2013											2012
	Number of			Carrying Value after Specific								Number of			Carrying Value after Specific
	Mortgage			Valuation Allowance								Mortgage			Valuation Allowance
	Loans											Loans
				Pre-				Post-							Pre-				Post-
				Modification				Modification							Modification				Modification
				(In millions)											(In millions)
Commercial	1			$	49			$	49			—			$	—			$	—
Agricultural	3			28				28				5			17				16
Residential	11			2				2				—			—				—
Total	15			$	79			$	79			5			$	17			$	16
During the three months and nine months ended September 30, 2013 and 2012, the Company had no mortgage loans with subsequent payment defaults that were modified in a troubled debt restructuring during the previous 12 months. Payment default is determined in the same manner as delinquency status as described above.
Cash Equivalents
The carrying value of cash equivalents, which includes securities and other investments with an original or remaining maturity of three months or less at the time of purchase, was $5.6 billion and $6.1 billion at September 30, 2013 and December 31, 2012, respectively.
Net Unrealized Investment Gains (Losses)
The components of net unrealized investment gains (losses), included in AOCI, were as follows at:
	September 30, 2013				December 31, 2012
	(In millions)
Fixed maturity securities	$	18,075			$	33,641
Fixed maturity securities with noncredit OTTI losses in AOCI	(241		)		(361		)
Total fixed maturity securities	17,834				33,280
Equity securities	262				97
Derivatives	624				1,274
Other	(21		)		(30		)
Subtotal	18,699				34,621
Amounts allocated from:
Insurance liability loss recognition	(1,099		)		(6,049		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	7				19
DAC and VOBA	(1,306		)		(2,485		)
Policyholder dividend obligation	(2,013		)		(3,828		)
Subtotal	(4,411		)		(12,343		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	81				119
Deferred income tax benefit (expense)	(5,299		)		(7,973		)
Net unrealized investment gains (losses)	9,070				14,424
Net unrealized investment gains (losses) attributable to noncontrolling interests	30				(5		)
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$	9,100			$	14,419
The changes in fixed maturity securities with noncredit OTTI losses included in AOCI were as follows:
	Nine Months				Year
	Ended				Ended
	September 30, 2013				December 31, 2012
	(In millions)
Balance, beginning of period	$	(361	)		$	(724	)
Noncredit OTTI losses and subsequent changes recognized (1)	56				(29		)
Securities sold with previous noncredit OTTI loss	132				177
Subsequent changes in estimated fair value	(68		)		215
Balance, end of period	$	(241	)		$	(361	)
__________________
-1	Noncredit OTTI losses and subsequent changes recognized, net of DAC, were $47 million and ($21) million for the nine months ended September 30, 2013 and year ended December 31, 2012, respectively.
The changes in net unrealized investment gains (losses) were as follows:
	Nine Months
	Ended
	September 30, 2013
	(In millions)
Balance, beginning of period	$	14,419
Fixed maturity securities on which noncredit OTTI losses have been recognized	120
Unrealized investment gains (losses) during the period	(16,042		)
Unrealized investment gains (losses) relating to:
Insurance liability gain (loss) recognition	4,950
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(12		)
DAC and VOBA	1,179
Policyholder dividend obligation	1,815
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(38		)
Deferred income tax benefit (expense)	2,674
Net unrealized investment gains (losses)	9,065
Net unrealized investment gains (losses) attributable to noncontrolling interests	35
Balance, end of period	$	9,100
Change in net unrealized investment gains (losses)	$	(5,354	)
Change in net unrealized investment gains (losses) attributable to noncontrolling interests	35
Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$	(5,319	)
Concentrations of Credit Risk
Investments in any counterparty that were greater than 10% of the Company’s equity, other than the U.S. government and its agencies, were in fixed income securities of the Japanese government and its agencies with an estimated fair value of $21.2 billion and $22.4 billion at September 30, 2013 and December 31, 2012, respectively. The Company’s investment in fixed maturity and equity securities to counterparties that primarily conduct business in Japan, including Japan government and agency fixed maturity securities, was $26.4 billion and $28.7 billion at September 30, 2013 and December 31, 2012, respectively.
Securities Lending
The Company participates in a securities lending program. Elements of the securities lending program are presented below at:
	September 30, 2013				December 31, 2012
	(In millions)
Securities on loan: (1)
Amortized cost	$	27,781			$	23,380
Estimated fair value	$	28,810			$	27,077
Cash collateral on deposit from counterparties (2)	$	29,416			$	27,727
Security collateral on deposit from counterparties (3)	$	18			$	104
Reinvestment portfolio — estimated fair value	$	29,676			$	28,112
__________________
-1	Included within fixed maturity securities, cash and cash equivalents, short-term investments and equity securities.
-2	Included within payables for collateral under securities loaned and other transactions.
-3	Security collateral on deposit from counterparties may not be sold or repledged, unless the counterparty is in default, and is not reflected in the consolidated financial statements.
Invested Assets on Deposit, Held in Trust and Pledged as Collateral
Invested assets on deposit, held in trust and pledged as collateral are presented below at estimated fair value for cash and cash equivalents, short-term investments, fixed maturity and equity securities, and FVO and trading securities, and at carrying value for mortgage loans.
	September 30, 2013				December 31, 2012
	(In millions)
Invested assets on deposit (regulatory deposits)	$	2,229			$	2,362
Invested assets held in trust (collateral financing arrangements and reinsurance agreements)	10,928				12,434
Invested assets pledged as collateral (1)	22,927				23,251
Total invested assets on deposit, held in trust and pledged as collateral	$	36,084			$	38,047
__________________
-1	The Company has pledged fixed maturity securities, mortgage loans and cash and cash equivalents in connection with various agreements and transactions, including funding agreements (see Notes 4 and 12 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report), collateral financing arrangements (see Note 13 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report) and derivative transactions (see Note 7).
Variable Interest Entities
The Company has invested in certain structured transactions (including CSEs), formed trusts to invest proceeds from certain collateral financing arrangements and has insurance operations, that are VIEs. In certain instances, the Company holds both the power to direct the most significant activities of the entity, as well as an economic interest in the entity and, as such, is deemed to be the primary beneficiary or consolidator of the entity.
The determination of the VIE’s primary beneficiary requires an evaluation of the contractual and implied rights and obligations associated with each party’s relationship with or involvement in the entity, an estimate of the entity’s expected losses and expected residual returns and the allocation of such estimates to each party involved in the entity. The Company generally uses a qualitative approach to determine whether it is the primary beneficiary. However, for VIEs that are investment companies or apply measurement principles consistent with those utilized by investment companies, the primary beneficiary is based on a risks and rewards model and is defined as the entity that will absorb a majority of a VIE’s expected losses, receive a majority of a VIE’s expected residual returns if no single entity absorbs a majority of expected losses, or both. The Company reassesses its involvement with VIEs on a quarterly basis. The use of different methodologies, assumptions and inputs in the determination of the primary beneficiary could have a material effect on the amounts presented within the consolidated financial statements.
Consolidated VIEs
The following table presents the total assets and total liabilities relating to VIEs for which the Company has concluded that it is the primary beneficiary and which are consolidated at September 30, 2013 and December 31, 2012. Creditors or beneficial interest holders of VIEs where the Company is the primary beneficiary have no recourse to the general credit of the Company, as the Company’s obligation to the VIEs is limited to the amount of its committed investment.
	September 30, 2013								December 31, 2012
	Total				Total				Total				Total
	Assets				Liabilities				Assets				Liabilities
	(In millions)
MRSC (collateral financing arrangement (primarily securities)) (1)	$	3,430			$	—			$	3,439			$	—
CSEs (assets (primarily loans) and liabilities (primarily debt)) (2)	2,130				1,953				2,730				2,545
Operating joint venture (3)	1,982				1,681				—				—
Investments:
Other limited partnership interests	172				10				356				8
FVO and trading securities	69				—				71				—
Other invested assets	82				7				85				—
Real estate joint ventures	10				15				11				14
Total	$	7,875			$	3,666			$	6,692			$	2,567
__________________
-1	See Note 13 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for a description of the MetLife Reinsurance Company of South Carolina (“MRSC”) collateral financing arrangement. These assets primarily consist of fixed maturity securities.
-2	The Company consolidates former qualified special purpose entities (“QSPEs”) that are structured as CMBS and as collateralized debt obligations. The assets of these entities can only be used to settle their respective liabilities, and under no circumstances is the Company liable for any principal or interest shortfalls should any arise. The assets and liabilities of these CSEs are primarily commercial mortgage loans held-for-investment and long-term debt, respectively. The Company’s exposure was limited to that of its remaining investment in the former QSPEs of $158 million and $168 million at estimated fair value at September 30, 2013 and December 31, 2012, respectively. The long-term debt bears interest primarily at fixed rates ranging from 2.25% to 5.57%, payable primarily on a monthly basis. Interest expense related to these obligations, included in other expenses, was $29 million and $96 million for the three months and nine months ended September 30, 2013, respectively, and $40 million and $125 million for the three months and nine months ended September 30, 2012, respectively.
-3	Assets of the operating joint venture are primarily fixed maturity securities and separate account assets. Liabilities of the operating joint venture are primarily future policy benefits, other policyholder funds and separate account liabilities. The assets and liabilities of the operating joint venture were consolidated in earlier periods; however, as a result of the quarterly reassessment in the first quarter of 2013, it was determined to be a consolidated VIE.
Unconsolidated VIEs
The carrying amount and maximum exposure to loss relating to VIEs in which the Company holds a significant variable interest but is not the primary beneficiary and which have not been consolidated were as follows at:
	September 30, 2013								December 31, 2012
	Carrying				Maximum				Carrying				Maximum
	Amount				Exposure				Amount				Exposure
					to Loss (1)								to Loss (1)
	(In millions)
Fixed maturity securities AFS:
Structured securities (RMBS, CMBS and ABS) (2)	$	66,535			$	66,535			$	72,605			$	72,605
U.S. and foreign corporate	4,437				4,437				5,287				5,287
Other limited partnership interests	4,925				6,782				4,436				5,908
Other invested assets	1,348				1,607				1,117				1,431
FVO and trading securities	598				598				563				563
Mortgage loans	162				162				351				351
Real estate joint ventures	106				110				150				157
Equity securities AFS:
Non-redeemable preferred stock	32				32				32				32
Total	$	78,143			$	80,263			$	84,541			$	86,334
__________________
-1	The maximum exposure to loss relating to fixed maturity securities AFS, FVO and trading securities and equity securities AFS is equal to their carrying amounts or the carrying amounts of retained interests. The maximum exposure to loss relating to other limited partnership interests, mortgage loans and real estate joint ventures is equal to the carrying amounts plus any unfunded commitments of the Company. For certain of its investments in other invested assets, the Company’s return is in the form of income tax credits which are guaranteed by creditworthy third parties. For such investments, the maximum exposure to loss is equal to the carrying amounts plus any unfunded commitments, reduced by income tax credits guaranteed by third parties of $271 million and $318 million at September 30, 2013 and December 31, 2012, respectively. Such a maximum loss would be expected to occur only upon bankruptcy of the issuer or investee.
-2	For these variable interests, the Company’s involvement is limited to that of a passive investor.
As described in Note 15, the Company makes commitments to fund partnership investments in the normal course of business. Excluding these commitments, the Company did not provide financial or other support to investees designated as VIEs during the nine months ended September 30, 2013 and 2012.
Net Investment Income
The components of net investment income were as follows:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2013				2012				2013				2012
	(In millions)
Investment income:
Fixed maturity securities	$	3,784			$	3,825			$	11,319			$	11,370
Equity securities	28				26				88				96
FVO and trading securities — Actively Traded Securities and FVO general account securities (1)	14				24				24				68
Mortgage loans	725				811				2,179				2,405
Policy loans	158				157				465				471
Real estate and real estate joint ventures	227				173				663				630
Other limited partnership interests	144				145				665				593
Cash, cash equivalents and short-term investments	42				40				136				115
International joint ventures	16				7				7				11
Other	25				27				137				148
Subtotal	5,163				5,235				15,683				15,907
Less: Investment expenses	302				276				889				793
Subtotal, net	4,861				4,959				14,794				15,114
FVO and trading securities — FVO contractholder-directed unit-linked investments (1)	132				512				1,485				1,010
Securitized reverse residential mortgage loans	—				3				—				177
FVO CSEs — interest income:
Commercial mortgage loans	33				42				104				131
Securities	—				1				2				4
Subtotal	165				558				1,591				1,322
Net investment income	$	5,026			$	5,517			$	16,385			$	16,436
__________________
-1	Changes in estimated fair value subsequent to purchase for securities still held as of the end of the respective periods included in net investment income were:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2013				2012				2013				2012
	(In millions)
Actively Traded Securities and FVO general account securities	$	2			$	6			$	(14	)		$	36
FVO contractholder-directed unit-linked investments	$	(9	)		$	247			$	1,069			$	741
See “— Variable Interest Entities” for discussion of CSEs.
Net Investment Gains (Losses)
Components of Net Investment Gains (Losses)
The components of net investment gains (losses) were as follows:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2013				2012				2013				2012
	(In millions)
Total gains (losses) on fixed maturity securities:
Total OTTI losses recognized — by sector and industry:
U.S. and foreign corporate securities — by industry:
Utility	$	(1	)		$	(10	)		$	(33	)		$	(61	)
Finance	—				—				(10		)		(32		)
Consumer	(3		)		(4		)		(11		)		(16		)
Communications	—				(1		)		(2		)		(19		)
Industrial	—				(4		)		—				(5		)
Transportation	(3		)		(11		)		(3		)		(17		)
Total U.S. and foreign corporate securities	(7		)		(30		)		(59		)		(150		)
RMBS	(27		)		(15		)		(74		)		(61		)
CMBS	—				—				—				(50		)
ABS	—				(2		)		—				(9		)
State and political subdivision	—				—				—				(1		)
OTTI losses on fixed maturity securities recognized in earnings	(34		)		(47		)		(133		)		(271		)
Fixed maturity securities — net gains (losses) on sales and disposals	(44		)		80				504				146
Total gains (losses) on fixed maturity securities (1)	(78		)		33				371				(125		)
Total gains (losses) on equity securities:
Total OTTI losses recognized — by sector:
Non-redeemable preferred stock	—				—				(20		)		—
Common stock	—				(9		)		(2		)		(26		)
OTTI losses on equity securities recognized in earnings	—				(9		)		(22		)		(26		)
Equity securities — net gains (losses) on sales and disposals	3				12				2				39
Total gains (losses) on equity securities	3				3				(20		)		13
FVO and trading securities — FVO general account securities — changes in estimated fair value subsequent to purchase	1				1				9				4
Mortgage loans (1)	(13		)		—				22				49
Real estate and real estate joint ventures	4				(15		)		(19		)		(35		)
Other limited partnership interests	—				(7		)		(41		)		(18		)
Other investment portfolio gains (losses)	12				15				46				(20		)
Subtotal — investment portfolio gains (losses) (1)	(71		)		30				368				(132		)
FVO CSEs — changes in estimated fair value subsequent to consolidation:
Commercial mortgage loans	(14		)		9				(46		)		8
Securities	1				—				1				—
Long-term debt — related to commercial mortgage loans	18				(2		)		66				8
Long-term debt — related to securities	(1		)		8				(1		)		(2		)
Non-investment portfolio gains (losses) (2)	(18		)		(23		)		(49		)		(34		)
Subtotal FVO CSEs and non-investment portfolio gains (losses)	(14		)		(8		)		(29		)		(20		)
Total net investment gains (losses)	$	(85	)		$	22			$	339			$	(152	)
__________________
-1	For the three months and nine months ended September 30, 2012, net investment gains (losses) includes a net gain (loss) of ($26) million and $34 million, respectively, as a result of the MetLife Bank Divestiture, which is comprised of gains (losses) on investments sold of $0 and $75 million, respectively, and impairments on mortgage loans of ($26) million and ($41) million, respectively. See Note 3.
-2	For the three months and nine months ended September 30, 2013, there were $0 and $30 million, respectively, in non-investment portfolio gains (losses) related to the MetLife Bank Divestiture. For both the three months and nine months ended September 30, 2012, there were $41 million in non-investment portfolio gains (losses), related to the MetLife Bank Divestiture. See Note 3.
See “— Variable Interest Entities” for discussion of CSEs.
Gains (losses) from foreign currency transactions included within net investment gains (losses) were $90 million and $165 million for the three months and nine months ended September 30, 2013, respectively, and ($79) million and ($56) million for the three months and nine months ended September 30, 2012, respectively.
Sales or Disposals and Impairments of Fixed Maturity and Equity Securities
Proceeds from sales or disposals of fixed maturity and equity securities and the components of fixed maturity and equity securities net investment gains (losses) are as shown in the tables below. Investment gains and losses on sales of securities are determined on a specific identification basis.
	Three Months
	Ended
	September 30,
	2013				2012				2013				2012				2013				2012
	Fixed Maturity Securities								Equity Securities								Total
	(In millions)
Proceeds	$	20,003			$	12,004			$	173			$	231			$	20,176			$	12,235
Gross investment gains	$	238			$	192			$	5			$	23			$	243			$	215
Gross investment losses	(282		)		(112		)		(2		)		(11		)		(284		)		(123		)
Total OTTI losses recognized in earnings:
Credit-related	(33		)		(36		)		—				—				(33		)		(36		)
Other (1)	(1		)		(11		)		—				(9		)		(1		)		(20		)
Total OTTI losses recognized in earnings	(34		)		(47		)		—				(9		)		(34		)		(56		)
Net investment gains (losses)	$	(78	)		$	33			$	3			$	3			$	(75	)		$	36
	Nine Months
	Ended
	September 30,
	2013				2012				2013				2012				2013				2012
	Fixed Maturity Securities								Equity Securities								Total
	(In millions)
Proceeds	$	61,625			$	47,023			$	528			$	594			$	62,153			$	47,617
Gross investment gains	$	1,061			$	742			$	23			$	56			$	1,084			$	798
Gross investment losses	(557		)		(596		)		(21		)		(17		)		(578		)		(613		)
Total OTTI losses recognized in earnings:
Credit-related	(114		)		(177		)		—				—				(114		)		(177		)
Other (1)	(19		)		(94		)		(22		)		(26		)		(41		)		(120		)
Total OTTI losses recognized in earnings	(133		)		(271		)		(22		)		(26		)		(155		)		(297		)
Net investment gains (losses)	$	371			$	(125	)		$	(20	)		$	13			$	351			$	(112	)
__________________
-1	Other OTTI losses recognized in earnings include impairments on (i) equity securities, (ii) perpetual hybrid securities classified within fixed maturity securities where the primary reason for the impairment was the severity and/or the duration of an unrealized loss position and (iii) fixed maturity securities where there is an intent to sell or it is more likely than not that the Company will be required to sell the security before recovery of the decline in estimated fair value.
Credit Loss Rollforward
The table below presents a rollforward of the cumulative credit loss component of OTTI loss recognized in earnings on fixed maturity securities still held for which a portion of the OTTI loss was recognized in other comprehensive income (loss) (“OCI”):
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2013				2012				2013				2012
	(In millions)
Balance, beginning of period	$	381			$	391			$	392			$	471
Additions:
Initial impairments — credit loss OTTI recognized on securities not previously impaired	3				2				5				39
Additional impairments — credit loss OTTI recognized on securities previously impaired	23				15				64				41
Reductions:
Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(21		)		(36		)		(75		)		(155		)
Securities impaired to net present value of expected future cash flows	—				—				—				(23		)
Increases in cash flows accretion of previous credit loss OTTI	(1		)		(1		)		(1		)		(2		)
Balance, end of period	$	385			$	371			$	385			$	371

Derivatives

Derivatives	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivatives	'
	7. Derivatives
	Accounting for Derivatives
	Freestanding Derivatives
	Freestanding derivatives are carried in the Company’s consolidated balance sheets either as assets within other invested assets or as liabilities within other liabilities at estimated fair value. The Company does not offset the fair value amounts recognized for derivatives executed with the same counterparty under the same master netting agreement. See “— Credit Risk on Freestanding Derivatives.”
	Accruals on derivatives are generally recorded in accrued investment income or within other liabilities. However, accruals that are not scheduled to settle within one year are included with the derivatives carrying value in other invested assets or other liabilities.
	If a derivative is not designated as an accounting hedge or its use in managing risk does not qualify for hedge accounting, changes in the estimated fair value of the derivative are reported in net derivative gains (losses) except as follows:
	Statement of Operations Presentation:	Derivative:
	Policyholder benefits and claims	•  Economic hedges of variable annuity guarantees included in future policy
		benefits
	Net investment income	•  Economic hedges of equity method investments in joint ventures
		•  All derivatives held in relation to trading portfolios
		•  Derivatives held within contractholder-directed unit-linked investments
	Other revenues	•  Derivatives held in connection with the Company’s mortgage banking
		activities prior to the MetLife Bank Divestiture
	Hedge Accounting
	To qualify for hedge accounting, at the inception of the hedging relationship, the Company formally documents its risk management objective and strategy for undertaking the hedging transaction, as well as its designation of the hedge. Hedge designation and financial statement presentation of changes in estimated fair value of the hedging derivatives are as follows:
	•	Fair value hedge (a hedge of the estimated fair value of a recognized asset or liability) - in net derivative gains (losses), consistent with the change in fair value of the hedged item attributable to the designated risk being hedged.
	•	Cash flow hedge (a hedge of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability) - effectiveness in OCI (deferred gains or losses on the derivative are reclassified into the consolidated statement of operations when the Company’s earnings are affected by the variability in cash flows of the hedged item); ineffectiveness in net derivative gains (losses).
	•	Net investment in a foreign operation hedge - effectiveness in OCI, consistent with the translation adjustment for the hedged net investment in the foreign operation; ineffectiveness in net derivative gains (losses).
	The change in estimated fair values of the hedging derivatives are exclusive of any accruals that are separately reported in the consolidated statement of operations within interest income or interest expense to match the location of the hedged item. Accruals on derivatives in net investment hedges are recognized in OCI.
	In its hedge documentation, the Company sets forth how the hedging instrument is expected to hedge the designated risks related to the hedged item and sets forth the method that will be used to retrospectively and prospectively assess the hedging instrument’s effectiveness and the method that will be used to measure ineffectiveness. A derivative designated as a hedging instrument must be assessed as being highly effective in offsetting the designated risk of the hedged item. Hedge effectiveness is formally assessed at inception and at least quarterly throughout the life of the designated hedging relationship. Assessments of hedge effectiveness and measurements of ineffectiveness are also subject to interpretation and estimation and different interpretations or estimates may have a material effect on the amount reported in net income.
	The Company discontinues hedge accounting prospectively when: (i) it is determined that the derivative is no longer highly effective in offsetting changes in the estimated fair value or cash flows of a hedged item; (ii) the derivative expires, is sold, terminated, or exercised; (iii) it is no longer probable that the hedged forecasted transaction will occur; or (iv) the derivative is de-designated as a hedging instrument.
	When hedge accounting is discontinued because it is determined that the derivative is not highly effective in offsetting changes in the estimated fair value or cash flows of a hedged item, the derivative continues to be carried in the consolidated balance sheets at its estimated fair value, with changes in estimated fair value recognized in net derivative gains (losses). The carrying value of the hedged recognized asset or liability under a fair value hedge is no longer adjusted for changes in its estimated fair value due to the hedged risk, and the cumulative adjustment to its carrying value is amortized into income over the remaining life of the hedged item. Provided the hedged forecasted transaction is still probable of occurrence, the changes in estimated fair value of derivatives recorded in OCI related to discontinued cash flow hedges are released into the consolidated statement of operations when the Company’s earnings are affected by the variability in cash flows of the hedged item.
	When hedge accounting is discontinued because it is no longer probable that the forecasted transactions will occur on the anticipated date or within two months of that date, the derivative continues to be carried in the consolidated balance sheets at its estimated fair value, with changes in estimated fair value recognized currently in net derivative gains (losses). Deferred gains and losses of a derivative recorded in OCI pursuant to the discontinued cash flow hedge of a forecasted transaction that is no longer probable are recognized immediately in net derivative gains (losses).
	In all other situations in which hedge accounting is discontinued, the derivative is carried at its estimated fair value in the consolidated balance sheets, with changes in its estimated fair value recognized in the current period as net derivative gains (losses).
	Embedded Derivatives
	The Company purchases certain securities, issues certain insurance products and investment contracts and is a party to certain reinsurance agreements that have embedded derivatives. The Company assesses each identified embedded derivative to determine whether it is required to be bifurcated. The embedded derivative is bifurcated from the host contract and accounted for as a freestanding derivative if:
	•	the combined instrument is not accounted for in its entirety at fair value with changes in fair value recorded in earnings;
	•	the terms of the embedded derivative are not clearly and closely related to the economic characteristics of the host contract; and
	•	a separate instrument with the same terms as the embedded derivative would qualify as a derivative instrument.
	Such embedded derivatives are carried in the consolidated balance sheets at estimated fair value with the host contract and changes in their estimated fair value are generally reported in net derivative gains (losses) except for those in policyholder benefits and claims related to ceded reinsurance of GMIB. If the Company is unable to properly identify and measure an embedded derivative for separation from its host contract, the entire contract is carried on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income. Additionally, the Company may elect to carry an entire contract on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income if that contract contains an embedded derivative that requires bifurcation. At inception, the Company attributes to the embedded derivative a portion of the projected future guarantee fees to be collected from the policyholder equal to the present value of projected future guaranteed benefits. Any additional fees represent “excess” fees and are reported in universal life and investment-type product policy fees.
	See Note 8 for information about the fair value hierarchy for derivatives.
	Derivative Strategies
	The Company is exposed to various risks relating to its ongoing business operations, including interest rate, foreign currency exchange rate, credit and equity market. The Company uses a variety of strategies to manage these risks, including the use of derivatives.
	Derivatives are financial instruments whose values are derived from interest rates, foreign currency exchange rates, credit spreads and/or other financial indices. Derivatives may be exchange-traded or contracted in the over-the-counter (“OTC”) market. Certain of the Company’s OTC derivatives are cleared and settled through central clearing counterparties (“OTC-cleared”), while others are bilateral contracts between two counterparties (“OTC-bilateral”). The types of derivatives the Company uses include swaps, forwards, futures and option contracts. To a lesser extent, the Company uses credit default swaps and structured interest rate swaps to synthetically replicate investment risks and returns which are not readily available in the cash market.
	Interest Rate Derivatives
	The Company uses a variety of interest rate derivatives to reduce its exposure to changes in interest rates, including interest rate swaps, caps, floors, swaptions, futures and forwards.
	Interest rate swaps are used by the Company primarily to reduce market risks from changes in interest rates and to alter interest rate exposure arising from mismatches between assets and liabilities (duration mismatches). In an interest rate swap, the Company agrees with another party to exchange, at specified intervals, the difference between fixed rate and floating rate interest amounts as calculated by reference to an agreed notional amount. The Company utilizes interest rate swaps in fair value, cash flow and non-qualifying hedging relationships.
	The Company uses structured interest rate swaps to synthetically create investments that are either more expensive to acquire or otherwise unavailable in the cash markets. These transactions are a combination of a derivative and a cash instrument such as a U.S. Treasury, agency, or other fixed maturity security. Structured interest rate swaps are included in interest rate swaps. Structured interest rate swaps are not designated as hedging instruments.
	The Company purchases interest rate caps and floors primarily to protect its floating rate liabilities against rises in interest rates above a specified level, and against interest rate exposure arising from mismatches between assets and liabilities, as well as to protect its minimum rate guarantee liabilities against declines in interest rates below a specified level, respectively. In certain instances, the Company locks in the economic impact of existing purchased caps and floors by entering into offsetting written caps and floors. The Company utilizes interest rate caps and floors in non-qualifying hedging relationships.
	In exchange-traded interest rate (Treasury and swap) futures transactions, the Company agrees to purchase or sell a specified number of contracts, the value of which is determined by the different classes of interest rate securities, and to post variation margin on a daily basis in an amount equal to the difference in the daily market values of those contracts. The Company enters into exchange-traded futures with regulated futures commission merchants that are members of the exchange. Exchange-traded interest rate (Treasury and swap) futures are used primarily to hedge mismatches between the duration of assets in a portfolio and the duration of liabilities supported by those assets, to hedge against changes in value of securities the Company owns or anticipates acquiring and to hedge against changes in interest rates on anticipated liability issuances by replicating Treasury or swap curve performance. The Company utilizes exchange-traded interest rate futures in non-qualifying hedging relationships.
	Swaptions are used by the Company to hedge interest rate risk associated with the Company’s long-term liabilities and invested assets. A swaption is an option to enter into a swap with a forward starting effective date. In certain instances, the Company locks in the economic impact of existing purchased swaptions by entering into offsetting written swaptions. The Company pays a premium for purchased swaptions and receives a premium for written swaptions. The Company utilizes swaptions in non-qualifying hedging relationships. Swaptions are included in interest rate options.
	The Company enters into interest rate forwards to buy and sell securities. The price is agreed upon at the time of the contract and payment for such a contract is made at a specified future date. The Company utilizes interest rate forwards in cash flow hedging relationships.
	Foreign Currency Exchange Rate Derivatives
	The Company uses foreign currency exchange rate derivatives including foreign currency swaps, foreign currency forwards and currency options, to reduce the risk from fluctuations in foreign currency exchange rates associated with its assets and liabilities denominated in foreign currencies. The Company also uses foreign currency derivatives to hedge the foreign currency exchange rate risk associated with certain of its net investments in foreign operations.
	In a foreign currency swap transaction, the Company agrees with another party to exchange, at specified intervals, the difference between one currency and another at a fixed exchange rate, generally set at inception, calculated by reference to an agreed upon notional amount. The notional amount of each currency is exchanged at the inception and termination of the currency swap by each party. The Company utilizes foreign currency swaps in fair value, cash flow and non-qualifying hedging relationships.
	In a foreign currency forward transaction, the Company agrees with another party to deliver a specified amount of an identified currency at a specified future date. The price is agreed upon at the time of the contract and payment for such a contract is made at the specified future date. The Company utilizes foreign currency forwards in fair value, net investment in foreign operations and non-qualifying hedging relationships.
	The Company enters into currency options that give it the right, but not the obligation, to sell the foreign currency amount in exchange for a functional currency amount within a limited time at a contracted price. The contracts may also be net settled in cash, based on differentials in the foreign exchange rate and the strike price. The Company uses currency options to hedge against the foreign currency exposure inherent in certain of its variable annuity products. The Company also uses currency options as an economic hedge of foreign currency exposure related to the Company’s international subsidiaries. The Company utilizes currency options in net investment in foreign operations and non-qualifying hedging relationships.
	To a lesser extent, the Company uses exchange-traded currency futures to hedge currency mismatches between assets and liabilities. The Company utilizes exchange-traded currency futures in non-qualifying hedging relationships.
	Credit Derivatives
	The Company enters into purchased credit default swaps to hedge against credit-related changes in the value of its investments. In a credit default swap transaction, the Company agrees with another party to pay, at specified intervals, a premium to hedge credit risk. If a credit event occurs, as defined by the contract, the contract may be cash settled or it may be settled gross by the delivery of par quantities of the referenced investment equal to the specified swap notional in exchange for the payment of cash amounts by the counterparty equal to the par value of the investment surrendered. Credit events vary by type of issuer but typically include bankruptcy, failure to pay debt obligations, repudiation, moratorium, or involuntary restructuring. In each case, payout on a credit default swap is triggered only after the Credit Derivatives Determinations Committee of the International Swaps and Derivatives Association, Inc. (“ISDA”) deems that a credit event has occurred. The Company utilizes credit default swaps in non-qualifying hedging relationships.
	The Company enters into written credit default swaps to synthetically create credit investments that are either more expensive to acquire or otherwise unavailable in the cash markets. These transactions are a combination of a derivative and one or more cash instruments, such as U.S. Treasury securities, agency securities or other fixed maturity securities. These credit default swaps are not designated as hedging instruments.
	The Company also enters into certain purchased and written credit default swaps held in relation to trading portfolios for the purpose of generating profits on short-term differences in price. These credit default swaps are not designated as hedging instruments.
	The Company enters into forwards to lock in the price to be paid for forward purchases of certain securities. The price is agreed upon at the time of the contract and payment for the contract is made at a specified future date. When the primary purpose of entering into these transactions is to hedge against the risk of changes in purchase price due to changes in credit spreads, the Company designates these as credit forwards. The Company utilizes credit forwards in cash flow hedging relationships.
	Equity Derivatives
	The Company uses a variety of equity derivatives to reduce its exposure to equity market risk, including equity index options, variance swaps, exchange-traded equity futures and total rate of return swaps (“TRRs”).
	Equity index options are used by the Company primarily to hedge minimum guarantees embedded in certain variable annuity products offered by the Company. To hedge against adverse changes in equity indices, the Company enters into contracts to sell the equity index within a limited time at a contracted price. The contracts will be net settled in cash based on differentials in the indices at the time of exercise and the strike price. Certain of these contracts may also contain settlement provisions linked to interest rates. In certain instances, the Company may enter into a combination of transactions to hedge adverse changes in equity indices within a pre-determined range through the purchase and sale of options. The Company utilizes equity index options in non-qualifying hedging relationships.
	Equity variance swaps are used by the Company primarily to hedge minimum guarantees embedded in certain variable annuity products offered by the Company. In an equity variance swap, the Company agrees with another party to exchange amounts in the future, based on changes in equity volatility over a defined period. The Company utilizes equity variance swaps in non-qualifying hedging relationships.
	In exchange-traded equity futures transactions, the Company agrees to purchase or sell a specified number of contracts, the value of which is determined by the different classes of equity securities, and to post variation margin on a daily basis in an amount equal to the difference in the daily market values of those contracts. The Company enters into exchange-traded futures with regulated futures commission merchants that are members of the exchange. Exchange-traded equity futures are used primarily to hedge liabilities embedded in certain variable annuity products offered by the Company. The Company utilizes exchange-traded equity futures in non-qualifying hedging relationships.
	TRRs are swaps whereby the Company agrees with another party to exchange, at specified intervals, the difference between the economic risk and reward of an asset or a market index and the LIBOR, calculated by reference to an agreed notional amount. No cash is exchanged at the outset of the contract. Cash is paid and received over the life of the contract based on the terms of the swap. The Company uses TRRs to hedge its equity market guarantees in certain of its insurance products. TRRs can be used as hedges or to synthetically create investments. The Company utilizes TRRs in non-qualifying hedging relationships.
	Primary Risks Managed by Derivatives
	The following table presents the gross notional amount, estimated fair value and primary underlying risk exposure of the Company’s derivatives, excluding embedded derivatives, held at:
					September 30, 2013												December 31, 2012
		Primary Underlying Risk Exposure		Notional				Estimated Fair Value								Notional				Estimated Fair Value
				Amount				Assets				Liabilities				Amount				Assets		Liabilities
				(In millions)
Derivatives Designated as Hedging Instruments
Fair value hedges:
Interest rate swaps		Interest rate		$	6,452			$	1,412			$	61			$	5,397			$	1,921	$	90
Foreign currency swaps		Foreign currency exchange rate		3,004				264				123				3,187				332		85
Subtotal				9,456				1,676				184				8,584				2,253		175
Cash flow hedges:
Interest rate swaps		Interest rate		3,221				174				85				3,642				705		—
Interest rate forwards		Interest rate		495				21				—				675				139		—
Foreign currency swaps		Foreign currency exchange rate		11,813				329				541				9,038				219		355
Subtotal				15,529				524				626				13,355				1,063		355
Foreign operations hedges:
Foreign currency forwards		Foreign currency exchange rate		3,448				10				94				2,552				43		61
Currency options		Foreign currency exchange rate		5,769				161				11				4,375				43		3
Subtotal				9,217				171				105				6,927				86		64
Total qualifying hedges				34,202				2,371				915				28,866				3,402		594
Derivatives Not Designated or Not Qualifying as Hedging Instruments
Interest rate swaps		Interest rate		112,153				3,584				1,671				83,250				5,201		2,043
Interest rate floors		Interest rate		63,064				587				456				56,246				1,174		837
Interest rate caps		Interest rate		34,960				157				—				49,465				74		—
Interest rate futures		Interest rate		7,217				3				7				11,684				1		38
Interest rate options		Interest rate		40,871				335				203				16,328				640		60
Synthetic GICs		Interest rate		4,406				—				—				4,162				—		—
Foreign currency swaps		Foreign currency exchange rate		8,626				143				641				8,208				199		736
Foreign currency forwards		Foreign currency exchange rate		11,873				70				143				9,202				26		288
Currency futures		Foreign currency exchange rate		1,334				2				—				1,408				4		—
Currency options		Foreign currency exchange rate		949				43				5				129				1		—
Credit default swaps — purchased		Credit		3,511				10				38				3,674				11		34
Credit default swaps — written		Credit		9,387				119				2				8,879				79		5
Equity futures		Equity market		5,430				30				4				7,008				14		132
Equity options		Equity market		37,374				1,699				823				22,920				2,825		356
Variance swaps		Equity market		21,961				147				530				19,830				122		310
Total rate of return swaps		Equity market		3,794				1				120				3,092				4		103
Total non-designated or non-qualifying derivatives				366,910				6,930				4,643				305,485				10,375		4,942
Total				$	401,112			$	9,301			$	5,558			$	334,351			$	13,777	$	5,536
Based on notional amounts, a substantial portion of the Company’s derivatives was not designated or did not qualify as part of a hedging relationship at both September 30, 2013 and December 31, 2012. The Company’s use of derivatives includes (i) derivatives that serve as macro hedges of the Company’s exposure to various risks and that generally do not qualify for hedge accounting due to the criteria required under the portfolio hedging rules; (ii) derivatives that economically hedge insurance liabilities that contain mortality or morbidity risk and that generally do not qualify for hedge accounting because the lack of these risks in the derivatives cannot support an expectation of a highly effective hedging relationship; (iii) derivatives that economically hedge embedded derivatives that do not qualify for hedge accounting because the changes in estimated fair value of the embedded derivatives are already recorded in net income; and (iv) written credit default swaps that are used to synthetically create credit investments and that do not qualify for hedge accounting because they do not involve a hedging relationship. For these non-qualified derivatives, changes in market factors can lead to the recognition of fair value changes in the consolidated statement of operations without an offsetting gain or loss recognized in earnings for the item being hedged.
Net Derivative Gains (Losses)
The components of net derivative gains (losses) were as follows:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2013				2012				2013				2012
	(In millions)
Derivatives and hedging gains (losses) (1)	$	(1,444	)		$	(945	)		$	(6,527	)		$	(1,277	)
Embedded derivatives	898				227				3,661				673
Total net derivative gains (losses)	$	(546	)		$	(718	)		$	(2,866	)		$	(604	)
__________________
-1	Includes foreign currency transaction gains (losses) on hedged items in cash flow and non-qualifying hedging relationships, which are not presented elsewhere in this note.
The following table presents earned income on derivatives:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2013				2012				2013				2012
	(In millions)
Qualifying hedges:
Net investment income	$	31			$	27			$	102			$	82
Interest credited to policyholder account balances	39				39				110				122
Other expenses	(1		)		(2		)		(5		)		(4		)
Non-qualifying hedges:
Net investment income	(2		)		(1		)		(5		)		(4		)
Other revenues	—				11				—				44
Net derivative gains (losses)	62				109				277				338
Policyholder benefits and claims	(147		)		(52		)		(203		)		(62		)
Total	$	(18	)		$	131			$	276			$	516
Non-Qualifying Derivatives and Derivatives for Purposes Other Than Hedging
The following table presents the amount and location of gains (losses) recognized in income for derivatives that were not designated or qualifying as hedging instruments:
	Net				Net				Policyholder				Other
	Derivative				Investment				Benefits and				Revenues (3)
	Gains (Losses)				Income (1)				Claims (2)
	(In millions)
Three Months Ended September 30, 2013:
Interest rate derivatives	$	(487	)		$	—			$	—			$	—
Foreign currency exchange rate derivatives	(259		)		—				—				—
Credit derivatives — purchased	(3		)		(5		)		—				—
Credit derivatives — written	45				1				—				—
Equity derivatives	(884		)		(11		)		(160		)		—
Total	$	(1,588	)		$	(15	)		$	(160	)		$	—
Three Months Ended September 30, 2012:
Interest rate derivatives	$	(251	)		$	—			$	—			$	30
Foreign currency exchange rate derivatives	(145		)		—				—				—
Credit derivatives — purchased	(91		)		(6		)		—				—
Credit derivatives — written	79				—				—				—
Equity derivatives	(679		)		2				(186		)		—
Total	$	(1,087	)		$	(4	)		$	(186	)		$	30
Nine Months Ended September 30, 2013:
Interest rate derivatives	$	(2,848	)		$	—			$	(17	)		$	—
Foreign currency exchange rate derivatives	(1,243		)		—				—				—
Credit derivatives — purchased	(8		)		(9		)		—				—
Credit derivatives — written	72				1				—				—
Equity derivatives	(2,766		)		(22		)		(516		)		—
Total	$	(6,793	)		$	(30	)		$	(533	)		$	—
Nine Months Ended September 30, 2012:
Interest rate derivatives	$	467			$	—			$	—			$	35
Foreign currency exchange rate derivatives	(167		)		—				—				—
Credit derivatives — purchased	(262		)		(13		)		—				—
Credit derivatives — written	130				—				—				—
Equity derivatives	(1,825		)		(6		)		(399		)		—
Total	$	(1,657	)		$	(19	)		$	(399	)		$	35
__________________
-1	Changes in estimated fair value related to economic hedges of equity method investments in joint ventures; changes in estimated fair value related to derivatives held in relation to trading portfolios; and changes in estimated fair value related to derivatives held within contractholder-directed unit-linked investments.
-2	Changes in estimated fair value related to economic hedges of variable annuity guarantees included in future policy benefits.
-3	Changes in estimated fair value related to derivatives held in connection with the Company’s mortgage banking activities prior to the MetLife Bank Divestiture.
Fair Value Hedges
The Company designates and accounts for the following as fair value hedges when they have met the requirements of fair value hedging: (i) interest rate swaps to convert fixed rate assets and liabilities to floating rate assets and liabilities; (ii) foreign currency swaps to hedge the foreign currency fair value exposure of foreign currency denominated assets and liabilities; and (iii) foreign currency forwards to hedge the foreign currency fair value exposure of foreign currency denominated fixed rate investments.
The Company recognizes gains and losses on derivatives and the related hedged items in fair value hedges within net derivative gains (losses). The following table presents the amount of such net derivative gains (losses):
Derivatives in Fair Value		Hedged Items in Fair Value		Net Derivative				Net Derivative				Ineffectiveness
Hedging Relationships		Hedging Relationships		Gains (Losses)				Gains (Losses)				Recognized in
				Recognized				Recognized for				Net Derivative
				for Derivatives				Hedged Items				Gains (Losses)
				(In millions)
Three Months Ended September 30, 2013:
Interest rate swaps:		Fixed maturity securities		$	(3	)		$	3			$	—
		Policyholder liabilities (1)		(102		)		105				3
Foreign currency swaps:		Foreign-denominated fixed maturity securities		(7		)		6				(1		)
		Foreign-denominated PABs (2)		103				(100		)		3
Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
Total				$	(9	)		$	14			$	5
Three Months Ended September 30, 2012:
Interest rate swaps:		Fixed maturity securities		$	(9	)		$	7			$	(2	)
		Policyholder liabilities (1)		(47		)		51				4
Foreign currency swaps:		Foreign-denominated fixed maturity securities		(2		)		2				—
		Foreign-denominated PABs (2)		66				(68		)		(2		)
Foreign currency forwards:		Foreign-denominated fixed maturity securities		18				(19		)		(1		)
Total				$	26			$	(27	)		$	(1	)
Nine Months Ended September 30, 2013:
Interest rate swaps:		Fixed maturity securities		$	35			$	(35	)		$	—
		Policyholder liabilities (1)		(638		)		638				—
Foreign currency swaps:		Foreign-denominated fixed maturity securities		10				(10		)		—
		Foreign-denominated PABs (2)		(91		)		96				5
Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
Total				$	(684	)		$	689			$	5
Nine Months Ended September 30, 2012:
Interest rate swaps:		Fixed maturity securities		$	(13	)		$	10			$	(3	)
		Policyholder liabilities (1)		67				(54		)		13
Foreign currency swaps:		Foreign-denominated fixed maturity securities		(1		)		1				—
		Foreign-denominated PABs (2)		(10		)		(7		)		(17		)
Foreign currency forwards:		Foreign-denominated fixed maturity securities		11				(13		)		(2		)
Total				$	54			$	(63	)		$	(9	)
__________________
-1	Fixed rate liabilities reported in PABs or future policy benefits.
-2	Fixed rate or floating rate liabilities.
For the Company’s foreign currency forwards, the change in the fair value of the derivative related to the changes in the difference between the spot price and the forward price is excluded from the assessment of hedge effectiveness. For all other derivatives, all components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. For both the three months and nine months ended September 30, 2013, no component of the change in fair value of derivatives was excluded from the assessment of hedge effectiveness. For both the three months and nine months ended September 30, 2012, the component of the change in fair value of derivatives that was excluded from the assessment of hedge effectiveness was $3 million.
Cash Flow Hedges
The Company designates and accounts for the following as cash flow hedges when they have met the requirements of cash flow hedging: (i) interest rate swaps to convert floating rate assets and liabilities to fixed rate assets and liabilities; (ii) foreign currency swaps to hedge the foreign currency cash flow exposure of foreign currency denominated assets and liabilities; (iii) interest rate forwards and credit forwards to lock in the price to be paid for forward purchases of investments; (iv) interest rate swaps and interest rate forwards to hedge the forecasted purchases of fixed-rate investments; and (v) interest rate swaps and interest rate forwards to hedge forecasted fixed-rate borrowings.
In certain instances, the Company discontinued cash flow hedge accounting because the forecasted transactions were no longer probable of occurring. Because certain of the forecasted transactions also were not probable of occurring within two months of the anticipated date, the Company reclassified certain amounts from AOCI into net derivative gains (losses). These amounts were not significant for both the three months and nine months ended September 30, 2013, and were ($1) million and $3 million for the three months and nine months ended September 30, 2012, respectively.
At both September 30, 2013 and December 31, 2012, the maximum length of time over which the Company was hedging its exposure to variability in future cash flows for forecasted transactions did not exceed eight years.
At September 30, 2013 and December 31, 2012, the balance in AOCI associated with cash flow hedges was $624 million and $1.3 billion, respectively.
The following table presents the effects of derivatives in cash flow hedging relationships on the interim condensed consolidated statements of operations and comprehensive income (loss) and the interim condensed consolidated statements of equity:
Derivatives in Cash Flow		Amount of Gains				Amount and Location												Amount and Location
Hedging Relationships		(Losses) Deferred in				of Gains (Losses)												of Gains (Losses)
		AOCI on Derivatives				Reclassified from												Recognized in Income (Loss)
						AOCI into Income (Loss)												on Derivatives
		(Effective Portion)				(Effective Portion)												(Ineffective Portion)
						Net Derivative				Net Investment				Other				Net Derivative
						Gains (Losses)				Income				Expenses				Gains (Losses)
						(In millions)
Three Months Ended September 30, 2013:
Interest rate swaps		$	(110	)		$	3			$	2			$	—			$	(4	)
Interest rate forwards		(11		)		2				1				(1		)		—
Foreign currency swaps		(165		)		216				—				1				(2		)
Credit forwards		(1		)		—				—				—				—
Total		$	(287	)		$	221			$	3			$	—			$	(6	)
Three Months Ended September 30, 2012:
Interest rate swaps		$	(93	)		$	2			$	2			$	1			$	—
Interest rate forwards		(16		)		—				—				(1		)		—
Foreign currency swaps		(215		)		(3		)		(1		)		—				(7		)
Credit forwards		—				—				—				—				—
Total		$	(324	)		$	(1	)		$	1			$	—			$	(7	)
Nine Months Ended September 30, 2013:
Interest rate swaps		$	(507	)		$	17			$	6			$	—			$	—
Interest rate forwards		(41		)		8				2				(2		)		1
Foreign currency swaps		(108		)		(41		)		(2		)		1				4
Credit forwards		(4		)		—				1				—				—
Total		$	(660	)		$	(16	)		$	7			$	(1	)		$	5
Nine Months Ended September 30, 2012:
Interest rate swaps		$	105			$	1			$	3			$	(2	)		$	—
Interest rate forwards		(4		)		—				1				(1		)		—
Foreign currency swaps		(105		)		2				(4		)		1				(6		)
Credit forwards		—				—				1				—				—
Total		$	(4	)		$	3			$	1			$	(2	)		$	(6	)
All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
At September 30, 2013, ($25) million of deferred net gains (losses) on derivatives in AOCI was expected to be reclassified to earnings within the next 12 months.
Hedges of Net Investments in Foreign Operations
The Company uses foreign currency exchange rate derivatives, which may include foreign currency forwards and currency options, to hedge portions of its net investments in foreign operations against adverse movements in exchange rates. The Company measures ineffectiveness on these derivatives based upon the change in forward rates.
When net investments in foreign operations are sold or substantially liquidated, the amounts in AOCI are reclassified to the consolidated statement of operations, while a pro rata portion will be reclassified upon partial sale of the net investments in foreign operations.
The following table presents the effects of derivatives in net investment hedging relationships in the interim condensed consolidated statements of operations and comprehensive income (loss) and the interim condensed consolidated statements of equity:
Derivatives in Net Investment Hedging Relationships (1), (2)		Amount of Gains (Losses) Deferred in AOCI
		(Effective Portion)
		(In millions)
Three Months Ended September 30, 2013:
Foreign currency forwards		$	(154	)
Currency options		(122		)
Total		$	(276	)
Three Months Ended September 30, 2012:
Foreign currency forwards		$	(54	)
Currency options		(24		)
Total		$	(78	)
Nine Months Ended September 30, 2013:
Foreign currency forwards		$	11
Currency options		99
Total		$	110
Nine Months Ended September 30, 2012:
Foreign currency forwards		$	(64	)
Currency options		(48		)
Total		$	(112	)
__________________
-1	During the three months and nine months ended September 30, 2013 and 2012, there were no sales or substantial liquidations of net investments in foreign operations that would have required the reclassification of gains or losses from AOCI into earnings.
-2	There was no ineffectiveness recognized for the Company’s hedges of net investments in foreign operations. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
At September 30, 2013 and December 31, 2012, the cumulative foreign currency translation gain (loss) recorded in AOCI related to hedges of net investments in foreign operations was $12 million and ($98) million, respectively.
Credit Derivatives
In connection with synthetically created credit investment transactions and credit default swaps held in relation to the trading portfolio, the Company writes credit default swaps for which it receives a premium to insure credit risk. Such credit derivatives are included within the non-qualifying derivatives and derivatives for purposes other than hedging table. If a credit event occurs, as defined by the contract, the contract may be cash settled or it may be settled gross by the Company paying the counterparty the specified swap notional amount in exchange for the delivery of par quantities of the referenced credit obligation. The Company’s maximum amount at risk, assuming the value of all referenced credit obligations is zero, was $9.4 billion and $8.9 billion at September 30, 2013 and December 31, 2012, respectively. The Company can terminate these contracts at any time through cash settlement with the counterparty at an amount equal to the then current fair value of the credit default swaps. At September 30, 2013 and December 31, 2012, the Company would have received $117 million and $74 million, respectively, to terminate all of these contracts.
The following table presents the estimated fair value, maximum amount of future payments and weighted average years to maturity of written credit default swaps at:
		September 30, 2013										December 31, 2012
Rating Agency Designation of Referenced		Estimated				Maximum				Weighted		Estimated				Maximum				Weighted
Credit Obligations (1)		Fair Value				Amount				Average		Fair Value				Amount				Average
		of Credit				of Future				Years to		of Credit				of Future				Years to
		Default				Payments under				Maturity (3)		Default				Payments under				Maturity (3)
		Swaps				Credit Default						Swaps				Credit Default
						Swaps (2)										Swaps (2)
		(In millions)										(In millions)
Aaa/Aa/A
Single name credit default swaps (corporate)		$	8			$	652			2.4		$	10			$	777			2.7
Credit default swaps referencing indices		28				2,814				1.5		42				2,713				2.1
Subtotal		36				3,466				1.6		52				3,490				2.2
Baa
Single name credit default swaps (corporate)		20				1,645				3.5		8				1,314				3.4
Credit default swaps referencing indices		43				3,886				4.9		11				3,750				4.9
Subtotal		63				5,531				4.5		19				5,064				4.5
Ba
Single name credit default swaps (corporate)		—				15				4.5		—				25				2.7
Credit default swaps referencing indices		—				—				0		—				—				0
Subtotal		—				15				4.5		—				25				2.7
B
Single name credit default swaps (corporate)		—				—				0		—				—				0
Credit default swaps referencing indices		18				375				5.1		3				300				4.9
Subtotal		18				375				5.1		3				300				4.9
Total		$	117			$	9,387			3.4		$	74			$	8,879			3.6
__________________
-1	The rating agency designations are based on availability and the midpoint of the applicable ratings among Moody’s Investors Service (“Moody’s”), Standard & Poor’s Ratings Services (“S&P”) and Fitch Ratings. If no rating is available from a rating agency, then an internally developed rating is used.
-2	Assumes the value of the referenced credit obligations is zero.
-3	The weighted average years to maturity of the credit default swaps is calculated based on weighted average notional amounts.
The Company has also entered into credit default swaps to purchase credit protection on certain of the referenced credit obligations in the table above. As a result, the maximum amounts of potential future recoveries available to offset the $9.4 billion and $8.9 billion from the table above were $81 million and $150 million at September 30, 2013 and December 31, 2012, respectively.
Written credit default swaps held in relation to the trading portfolio amounted to $10 million in notional and $0 in fair value at both September 30, 2013 and December 31, 2012.
Credit Risk on Freestanding Derivatives
The Company may be exposed to credit-related losses in the event of nonperformance by counterparties to derivatives. Generally, the current credit exposure of the Company’s derivatives is limited to the net positive estimated fair value of derivatives at the reporting date after taking into consideration the existence of master netting or similar agreements and any collateral received pursuant to such agreements.
The Company manages its credit risk related to derivatives by entering into transactions with creditworthy counterparties and establishing and monitoring exposure limits. The Company’s OTC-bilateral derivative transactions are generally governed by ISDA Master Agreements which provide for legally enforceable set-off and close-out netting of exposures to specific counterparties in the event of early termination of a transaction, which includes, but is not limited, to events of default and bankruptcy. In the event of an early termination, the Company is permitted to set off receivables from the counterparty against payables to the same counterparty arising out of all included transactions. Substantially all of the Company’s ISDA Master Agreements also include Credit Support Annex provisions which require both the pledging and accepting of collateral in connection with its OTC-bilateral derivatives.
The Company’s OTC-cleared derivatives are effected through central clearing counterparties and its exchange-traded derivatives are effected through regulated exchanges. Such positions are marked to market and margined on a daily basis, and the Company has minimal exposure to credit-related losses in the event of nonperformance by counterparties to such derivatives.
See Note 8 for a description of the impact of credit risk on the valuation of derivatives.
The estimated fair value of the Company’s net derivative assets and net derivative liabilities after the application of master netting agreements and collateral were as follows at:
		September 30, 2013								December 31, 2012
Derivatives Subject to a Master Netting Arrangement or a Similar Arrangement		Assets				Liabilities				Assets				Liabilities
		(In millions)
Gross estimated fair value of derivatives:
OTC-bilateral (1)		$	9,252			$	5,443			$	14,048			$	5,480
OTC-cleared (1)		214				153				—				—
Exchange-traded		35				11				19				170
Total gross estimated fair value of derivatives (1)		9,501				5,607				14,067				5,650
Amounts offset in the consolidated balance sheets		—				—				—				—
Estimated fair value of derivatives presented in the consolidated balance sheets (1)		9,501				5,607				14,067				5,650
Gross amounts not offset in the consolidated balance sheets:
Gross estimated fair value of derivatives: (2)
OTC-bilateral		(4,308		)		(4,308		)		(4,562		)		(4,562		)
OTC-cleared		(147		)		(147		)		—				—
Exchange-traded		(7		)		(7		)		(19		)		(19		)
Cash collateral: (3)
OTC-bilateral		(2,336		)		(3		)		(5,960		)		(1		)
OTC-cleared		(67		)		(6		)		—				—
Exchange-traded		—				(4		)		—				(151		)
Securities collateral: (4)
OTC-bilateral		(2,299		)		(848		)		(3,526		)		(875		)
OTC-cleared		—				—				—				—
Exchange-traded		—				—				—				—
Net amount after application of master netting agreements and collateral		$	337			$	284			$	—			$	42
__________________
-1	At September 30, 2013 and December 31, 2012, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $200 million and $290 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $49 million and $114 million, respectively.
-2	Estimated fair value of derivatives is limited to the amount that is subject to set-off and includes income or expense accruals.
-3	Cash collateral received is included in cash and cash equivalents, short-term investments or in fixed maturity securities, and the obligation to return it is included in payables for collateral under securities loaned and other transactions in the consolidated balance sheets. The receivable for the return of cash collateral provided by the Company is inclusive of initial margin on exchange-traded and OTC-cleared derivatives and is included in premiums, reinsurance and other receivables in the consolidated balance sheets. The amount of cash collateral offset in the table above is limited to the net estimated fair value of derivatives after application of netting agreements. At September 30, 2013 and December 31, 2012, the Company received excess cash collateral of $47 million and $0, respectively, and provided excess cash collateral of $389 million and $290 million, respectively, which is not included in the table above due to the foregoing limitation.
-4	Securities collateral received by the Company is held in separate custodial accounts and is not recorded on the consolidated balance sheets. Subject to certain constraints, the Company is permitted by contract to sell or repledge this collateral, but at September 30, 2013 none of the collateral had been sold or repledged. Securities collateral pledged by the Company is reported in fixed maturity securities in the consolidated balance sheets. Subject to certain constraints, the counterparties are permitted by contract to sell or repledge this collateral. The amount of securities collateral offset in the table above is limited to the net estimated fair value of derivatives after application of netting agreements and cash collateral. At September 30, 2013 and December 31, 2012, the Company received excess securities collateral of $202 million and $161 million, respectively, for its OTC-bilateral derivatives which are not included in the table above due to the foregoing limitation. At September 30, 2013 and December 31, 2012, the Company provided excess securities collateral of $169 million and $0, respectively, for its OTC-bilateral derivatives, $123 million and $0, respectively, for its OTC-cleared derivatives, and $39 million and $40 million, respectively, for its exchange-traded derivatives, which are not included in the table above due to the foregoing limitation.
The Company’s collateral arrangements for its OTC-bilateral derivatives generally require the counterparty in a net liability position, after considering the effect of netting agreements, to pledge collateral when the fair value of that counterparty’s derivatives reaches a pre-determined threshold. Certain of these arrangements also include credit-contingent provisions that provide for a reduction of these thresholds (on a sliding scale that converges toward zero) in the event of downgrades in the credit ratings of the Company and/or the counterparty. In addition, certain of the Company’s netting agreements for derivatives contain provisions that require both the Company and the counterparty to maintain a specific investment grade credit rating from each of Moody’s and S&P. If a party’s credit ratings were to fall below that specific investment grade credit rating, that party would be in violation of these provisions, and the other party to the derivatives could terminate the transactions and demand immediate settlement and payment based on such party’s reasonable valuation of the derivatives.
The following table presents the estimated fair value of the Company’s OTC-bilateral derivatives that are in a net liability position after considering the effect of netting agreements, together with the estimated fair value and balance sheet location of the collateral pledged. The table also presents the incremental collateral that the Company would be required to provide if there was a one notch downgrade in the Company’s credit rating at the reporting date or if the Company’s credit rating sustained a downgrade to a level that triggered full overnight collateralization or termination of the derivative position at the reporting date. OTC-bilateral derivatives that are not subject to collateral agreements are excluded from this table.
						Estimated Fair Value of								Fair Value of Incremental
						Collateral Provided:								Collateral Provided Upon:
		Estimated				Fixed Maturity				Cash				One Notch				Downgrade in the
		Fair Value of				Securities								Downgrade				Company’s Credit Rating
		Derivatives in Net												in the				to a Level that Triggers
		Liability Position (1)												Company’s				Full Overnight
														Credit				Collateralization or
														Rating				Termination of
																		the Derivative Position
		(In millions)
September 30, 2013:
Derivatives subject to credit-contingent provisions		$	1,068			$	1,017			$	—			$	25			$	49
Derivatives not subject to credit-contingent provisions		12				—				5				—				—
Total		$	1,080			$	1,017			$	5			$	25			$	49
December 31, 2012:
Derivatives subject to credit-contingent provisions		$	771			$	775			$	—			$	35			$	73
Derivatives not subject to credit-contingent provisions		79				100				1				—				—
Total		$	850			$	875			$	1			$	35			$	73
__________________
-1	After taking into consideration the existence of netting agreements.
Embedded Derivatives
The Company issues certain products or purchases certain investments that contain embedded derivatives that are required to be separated from their host contracts and accounted for as freestanding derivatives. These host contracts principally include: variable annuities with guaranteed minimum benefits, including GMWBs, guaranteed minimum accumulation benefits (“GMABs”) and certain GMIBs; ceded reinsurance of guaranteed minimum benefits related to GMABs and certain GMIBs; assumed reinsurance of guaranteed minimum benefits related to GMWBs and GMABs; funding agreements with equity or bond indexed crediting rates; funds withheld on assumed and ceded reinsurance; and certain debt and equity securities.
The following table presents the estimated fair value and balance sheet location of the Company’s embedded derivatives that have been separated from their host contracts at:
		Balance Sheet Location		September 30, 2013				December 31, 2012
				(In millions)
Net embedded derivatives within asset host contracts:
Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	280			$	439
Funds withheld on assumed reinsurance		Other invested assets		42				66
Options embedded in debt or equity securities		Investments		(136		)		(88		)
Other		Other invested assets		—				1
Net embedded derivatives within asset host contracts				$	186			$	418
Net embedded derivatives within liability host contracts:
Direct guaranteed minimum benefits		PABs		$	(1,414	)		$	923
Assumed guaranteed minimum benefits		PABs		1,705				2,582
Funds withheld on ceded reinsurance		Other liabilities		84				162
Other		PABs		7				17
Net embedded derivatives within liability host contracts				$	382			$	3,684
The following table presents changes in estimated fair value related to embedded derivatives:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2013				2012				2013				2012
	(In millions)
Net derivative gains (losses) (1)	$	898			$	227			$	3,661			$	673
Policyholder benefits and claims	$	(30	)		$	(4	)		$	(110	)		$	(9	)
__________________
-1	The valuation of guaranteed minimum benefits includes a nonperformance risk adjustment. The amounts included in net derivative gains (losses), in connection with this adjustment were ($145) million and ($795) million for the three months and nine months ended September 30, 2013, respectively, and ($534) million and ($1.2) billion for the three months and nine months ended September 30, 2012, respectively.

Fair_Value

Fair Value	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value	'
	8. Fair Value
	Considerable judgment is often required in interpreting market data to develop estimates of fair value, and the use of different assumptions or valuation methodologies may have a material effect on the estimated fair value amounts.
	Recurring Fair Value Measurements
	The assets and liabilities measured at estimated fair value on a recurring basis and their corresponding placement in the fair value hierarchy, including those items for which the Company has elected the FVO, are presented below.
		September 30, 2013
		Fair Value Hierarchy
		Level 1				Level 2				Level 3			Total Estimated
													Fair Value
		(In millions)
	Assets:
	Fixed maturity securities:
	U.S. corporate	$	—			$	101,605			$	5,886		$	107,491
	Foreign corporate	—				57,384				6,264			63,648
	Foreign government	—				50,941				2,063			53,004
	U.S. Treasury and agency	23,460				20,629				65			44,154
	RMBS	657				31,803				3,018			35,478
	CMBS	—				15,720				1,176			16,896
	ABS	—				10,098				4,063			14,161
	State and political subdivision	—				13,939				16			13,955
	Total fixed maturity securities	24,117				302,119				22,551			348,787
	Equity securities:
	Common stock	1,102				983				185			2,270
	Non-redeemable preferred stock	—				566				405			971
	Total equity securities	1,102				1,549				590			3,241
	FVO and trading securities:
	Actively Traded Securities	4				621				11			636
	FVO general account securities	5				139				47			191
	FVO contractholder-directed unit-linked investments	10,302				4,888				606			15,796
	FVO securities held by CSEs	—				23				—			23
	Total FVO and trading securities	10,311				5,671				664			16,646
	Short-term investments (1)	3,615				6,799				192			10,606
	Mortgage loans:
	Residential mortgage loans — FVO	—				—				212			212
	Commercial mortgage loans held by CSEs	—				2,096				—			2,096
	Mortgage loans held-for-sale (2)	—				—				—			—
	Total mortgage loans	—				2,096				212			2,308
	Other invested assets:
	Other investments	161				78				—			239
	Derivative assets: (3)
	Interest rate	3				6,206				64			6,273
	Foreign currency exchange rate	2				995				25			1,022
	Credit	—				98				31			129
	Equity market	30				1,543				304			1,877
	Total derivative assets	35				8,842				424			9,301
	Total other invested assets	196				8,920				424			9,540
	Net embedded derivatives within asset host contracts (4)	—				—				322			322
	Separate account assets (5)	35,689				218,144				1,417			255,250
	Total assets	$	75,030			$	545,298			$	26,372		$	646,700
	Liabilities:
	Derivative liabilities: (3)
	Interest rate	$	7			$	2,457			$	19		$	2,483
	Foreign currency exchange rate	—				1,542				16			1,558
	Credit	—				40				—			40
	Equity market	4				918				555			1,477
	Total derivative liabilities	11				4,957				590			5,558
	Net embedded derivatives within liability host contracts (4)	—				7				375			382
	Long-term debt of CSEs	—				1,920				26			1,946
	Trading liabilities (6)	228				4				—			232
	Total liabilities	$	239			$	6,888			$	991		$	8,118
		December 31, 2012
		Fair Value Hierarchy
		Level 1				Level 2				Level 3			Total Estimated
													Fair Value
	(In millions)
Assets:
Fixed maturity securities:
U.S. corporate	$	—			$	106,693			$	7,433		$	114,126
Foreign corporate	—				60,976				6,208			67,184
Foreign government	—				55,522				1,814			57,336
U.S. Treasury and agency	27,441				20,455				71			47,967
RMBS	—				35,442				2,037			37,479
CMBS	—				17,982				1,147			19,129
ABS	—				12,341				3,656			15,997
State and political subdivision	—				14,994				54			15,048
Total fixed maturity securities	27,441				324,405				22,420			374,266
Equity securities:
Common stock	932				1,040				190			2,162
Non-redeemable preferred stock	—				310				419			729
Total equity securities	932				1,350				609			2,891
FVO and trading securities:
Actively Traded Securities	7				646				6			659
FVO general account securities	—				151				32			183
FVO contractholder-directed unit-linked investments	9,103				5,425				937			15,465
FVO securities held by CSEs	—				41				—			41
Total FVO and trading securities	9,110				6,263				975			16,348
Short-term investments (1)	9,426				6,295				429			16,150
Mortgage loans:
Residential mortgage loans — FVO	—				—				—			—
Commercial mortgage loans held by CSEs	—				2,666				—			2,666
Mortgage loans held-for-sale (2)	—				—				49			49
Total mortgage loans	—				2,666				49			2,715
Other invested assets:
Other investments	303				123				—			426
Derivative assets: (3)
Interest rate	1				9,648				206			9,855
Foreign currency exchange rate	4				819				44			867
Credit	—				47				43			90
Equity market	14				2,478				473			2,965
Total derivative assets	19				12,992				766			13,777
Total other invested assets	322				13,115				766			14,203
Net embedded derivatives within asset host contracts (4)	—				1				505			506
Separate account assets (5)	31,620				202,568				1,205			235,393
Total assets	$	78,851			$	556,663			$	26,958		$	662,472
Liabilities:
Derivative liabilities: (3)
Interest rate	$	38			$	3,001			$	29		$	3,068
Foreign currency exchange rate	—				1,521				7			1,528
Credit	—				39				—			39
Equity market	132				424				345			901
Total derivative liabilities	170				4,985				381			5,536
Net embedded derivatives within liability host contracts (4)	—				17				3,667			3,684
Long-term debt of CSEs	—				2,483				44			2,527
Trading liabilities (6)	163				—				—			163
Total liabilities	$	333			$	7,485			$	4,092		$	11,910
__________________
-1	Short-term investments as presented in the tables above differ from the amounts presented in the consolidated balance sheets because certain short-term investments are not measured at estimated fair value on a recurring basis.
-2	See “— Fair Value Option” for additional information on mortgage loans held-for-sale. The amounts in the preceding tables differ from the amounts presented in the consolidated balance sheets as these tables do not include mortgage loans that are stated at lower of amortized cost or estimated fair value.
-3	Derivative assets are presented within other invested assets in the consolidated balance sheets and derivative liabilities are presented within other liabilities in the consolidated balance sheets. The amounts are presented gross in the tables above to reflect the presentation in the consolidated balance sheets, but are presented net for purposes of the rollforward in the Fair Value Measurements Using Significant Unobservable Inputs (Level 3) tables.
-4	Net embedded derivatives within asset host contracts are presented primarily within premiums, reinsurance and other receivables in the consolidated balance sheets. Net embedded derivatives within liability host contracts are presented primarily within PABs in the consolidated balance sheets. At September 30, 2013 and December 31, 2012, equity securities also included embedded derivatives of ($136) million and ($88) million, respectively.
-5	Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders whose liability is reflected within separate account liabilities. Separate account liabilities are set equal to the estimated fair value of separate account assets.
-6	Trading liabilities are presented within other liabilities in the consolidated balance sheets.
The following describes the valuation methodologies used to measure assets and liabilities at fair value. The description includes the valuation techniques and key inputs for each category of assets or liabilities that are classified within Level 2 and Level 3 of the fair value hierarchy.
Investments
Valuation Controls and Procedures
On behalf of the Company’s Chief Investment Officer and Chief Financial Officer, a pricing and valuation committee that is independent of the trading and investing functions and comprised of senior management, provides oversight of control systems and valuation policies for securities, mortgage loans and derivatives. On a monthly basis, this committee reviews and approves new transaction types and markets, ensures that observable market prices and market-based parameters are used for valuation, wherever possible, and determines that judgmental valuation adjustments, when applied, are based upon established policies and are applied consistently over time. This committee also provides oversight of the selection of independent third party pricing providers and the controls and procedures to evaluate third party pricing. Periodically, the Chief Accounting Officer reports to the Audit Committee of MetLife, Inc.’s Board of Directors regarding compliance with fair value accounting standards.
The Company reviews its valuation methodologies on an ongoing basis and revises those methodologies when necessary based on changing market conditions. Assurance is gained on the overall reasonableness and consistent application of input assumptions, valuation methodologies and compliance with fair value accounting standards through controls designed to ensure valuations represent an exit price. Several controls are utilized, including certain monthly controls, which include, but are not limited to, analysis of portfolio returns to corresponding benchmark returns, comparing a sample of executed prices of securities sold to the fair value estimates, comparing fair value estimates to management’s knowledge of the current market, reviewing the bid/ask spreads to assess activity, comparing prices from multiple independent pricing services and ongoing due diligence to confirm that independent pricing services use market-based parameters. The process includes a determination of the observability of inputs used in estimated fair values received from independent pricing services or brokers by assessing whether these inputs can be corroborated by observable market data. The Company ensures that prices received from independent brokers, also referred to herein as “consensus pricing,” represent a reasonable estimate of fair value by considering such pricing relative to the Company’s knowledge of the current market dynamics and current pricing for similar financial instruments. While independent non-binding broker quotations are utilized, they are not used for a significant portion of the portfolio. For example, fixed maturity securities priced using independent non-binding broker quotations represent less than 1% of the total estimated fair value of fixed maturity securities and 7% of the total estimated fair value of Level 3 fixed maturity securities.
The Company also applies a formal process to challenge any prices received from independent pricing services that are not considered representative of estimated fair value. If prices received from independent pricing services are not considered reflective of market activity or representative of estimated fair value, independent non-binding broker quotations are obtained, or an internally developed valuation is prepared. Internally developed valuations of current estimated fair value, which reflect internal estimates of liquidity and nonperformance risks, compared with pricing received from the independent pricing services, did not produce material differences in the estimated fair values for the majority of the portfolio; accordingly, overrides were not material. This is, in part, because internal estimates of liquidity and nonperformance risks are generally based on available market evidence and estimates used by other market participants. In the absence of such market-based evidence, management’s best estimate is used.
Securities, Short-term Investments, Other Investments, Long-term Debt of CSEs and Trading Liabilities
When available, the estimated fair value of these financial instruments is based on quoted prices in active markets that are readily and regularly obtainable. Generally, these are the most liquid of the Company’s securities holdings and valuation of these securities does not involve management’s judgment.
When quoted prices in active markets are not available, the determination of estimated fair value is based on market standard valuation methodologies, giving priority to observable inputs. The significant inputs to the market standard valuation methodologies for certain types of securities with reasonable levels of price transparency are inputs that are observable in the market or can be derived principally from, or corroborated by, observable market data. When observable inputs are not available, the market standard valuation methodologies rely on inputs that are significant to the estimated fair value that are not observable in the market or cannot be derived principally from, or corroborated by, observable market data. These unobservable inputs can be based in large part on management’s judgment or estimation and cannot be supported by reference to market activity. Even though these inputs are unobservable, management believes they are consistent with what other market participants would use when pricing such securities and are considered appropriate given the circumstances.
The estimated fair value of FVO securities held by CSEs, other investments, long-term debt of CSEs and trading liabilities is determined on a basis consistent with the methodologies described herein for securities. The Company consolidates certain securitization entities that hold securities that have been accounted for under the FVO and classified within FVO and trading securities.
Level 2 Valuation Techniques and Key Inputs:
This level includes securities priced principally by independent pricing services using observable inputs. FVO and trading securities, short-term investments and other investments within this level are of a similar nature and class to the Level 2 fixed maturity securities and equity securities. Contractholder-directed unit-linked investments reported within FVO and trading securities include mutual fund interests without readily determinable fair values given prices are not published publicly. Valuation of these mutual funds is based upon quoted prices or reported net asset value (“NAV”) provided by the fund managers, which were based on observable inputs.
U.S. corporate and foreign corporate securities
These securities are principally valued using the market and income approaches. Valuations are based primarily on quoted prices in markets that are not active, or using matrix pricing or other similar techniques that use standard market observable inputs such as benchmark yields, spreads off benchmark yields, new issuances, issuer rating, duration, and trades of identical or comparable securities. Privately-placed securities are valued using matrix pricing methodologies using standard market observable inputs, and inputs derived from, or corroborated by, market observable data including market yield curve, duration, call provisions, observable prices and spreads for similar publicly traded or privately traded issues that incorporate the credit quality and industry sector of the issuer, and in certain cases, delta spread adjustments to reflect specific credit-related issues.
Foreign government and state and political subdivision securities
These securities are principally valued using the market approach. Valuations are based primarily on matrix pricing or other similar techniques using standard market observable inputs, including a benchmark U.S. Treasury yield or other yields, issuer ratings, broker-dealer quotes, issuer spreads and reported trades of similar securities, including those within the same sub-sector or with a similar maturity or credit rating.
U.S. Treasury and agency securities
These securities are principally valued using the market approach. Valuations are based primarily on quoted prices in markets that are not active, or using matrix pricing or other similar techniques using standard market observable inputs such as a benchmark U.S. Treasury yield curve, the spread off the U.S. Treasury yield curve for the identical security and comparable securities that are actively traded.
Structured securities comprised of RMBS, CMBS and ABS
These securities are principally valued using the market and income approaches. Valuations are based primarily on matrix pricing, discounted cash flow methodologies or other similar techniques using standard market inputs, including spreads for actively traded securities, spreads off benchmark yields, expected prepayment speeds and volumes, current and forecasted loss severity, rating, weighted average coupon, weighted average maturity, average delinquency rates, geographic region, debt-service coverage ratios and issuance-specific information, including, but not limited to: collateral type, payment terms of the underlying assets, payment priority within the tranche, structure of the security, deal performance and vintage of loans.
Common and non-redeemable preferred stock
These securities are principally valued using the market approach. Valuations are based principally on observable inputs, including quoted prices in markets that are not considered active.
Level 3 Valuation Techniques and Key Inputs:
In general, securities classified within Level 3 use many of the same valuation techniques and inputs as described previously for Level 2. However, if key inputs are unobservable, or if the investments are less liquid and there is very limited trading activity, the investments are generally classified as Level 3. The use of independent non-binding broker quotations to value investments generally indicates there is a lack of liquidity or a lack of transparency in the process to develop the valuation estimates, generally causing these investments to be classified in Level 3.
FVO and trading securities and short-term investments within this level are of a similar nature and class to the Level 3 securities described below; accordingly, the valuation techniques and significant market standard observable inputs used in their valuation are also similar to those described below.
U.S. corporate and foreign corporate securities
These securities, including financial services industry hybrid securities classified within fixed maturity securities, are principally valued using the market approach. Valuations are based primarily on matrix pricing or other similar techniques that utilize unobservable inputs or inputs that cannot be derived principally from, or corroborated by, observable market data, including illiquidity premium, delta spread adjustments to reflect specific credit-related issues, credit spreads; and inputs including quoted prices for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2. Certain valuations are based on independent non-binding broker quotations.
Foreign government and state and political subdivision securities
These securities are principally valued using the market approach. Valuations are based primarily on independent non-binding broker quotations and inputs, including quoted prices for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2. Certain valuations are based on matrix pricing that utilize inputs that are unobservable or cannot be derived principally from, or corroborated by, observable market data, including credit spreads.
Structured securities comprised of RMBS, CMBS and ABS
These securities are principally valued using the market and income approaches. Valuations are based primarily on matrix pricing, discounted cash flow methodologies or other similar techniques that utilize inputs that are unobservable or cannot be derived principally from, or corroborated by, observable market data, including credit spreads. Below investment grade securities and sub-prime RMBS included in this level are valued based on inputs including quoted prices for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2. Certain of these valuations are based on independent non-binding broker quotations.
Common and non-redeemable preferred stock
These securities, including privately-held securities and financial services industry hybrid securities classified within equity securities, are principally valued using the market and income approaches. Valuations are based primarily on matrix pricing, discounted cash flow methodologies or other similar techniques using inputs such as comparable credit rating and issuance structure. Certain of these securities are valued based on inputs including quoted prices for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2 and independent non-binding broker quotations.
Mortgage Loans
The Company has elected the FVO for certain residential mortgage loans held-for-investment, commercial mortgage loans held by CSEs and certain residential mortgage loans held-for-sale.
Level 2 Valuation Techniques and Key Inputs:
Commercial mortgage loans held by CSEs
These investments are principally valued using the market approach. The principal market for these investments is the securitization market. The Company uses the quoted securitization market price of the obligations of the CSEs to determine the estimated fair value of these commercial loan portfolios. These market prices are determined principally by independent pricing services using observable inputs.
Level 3 Valuation Techniques and Key Inputs:
Residential mortgage loans — FVO
For these investments, the estimated fair values are based primarily on matrix pricing or other similar techniques that utilize inputs that are unobservable or cannot be derived principally from, or corroborated by, observable market data.
Mortgage loans held-for-sale
For these investments, when pricing for securities backed by similar adjustable-rate loans is not observable, the estimated fair value is determined using unobservable independent broker quotations or valuation models using significant unobservable inputs.
Separate Account Assets
Separate account assets are carried at estimated fair value and reported as a summarized total on the consolidated balance sheets. The estimated fair value of separate account assets is based on the estimated fair value of the underlying assets. Separate account assets include: mutual funds, fixed maturity securities, equity securities, derivatives, hedge funds, other limited partnership interests, short-term investments and cash and cash equivalents.
Level 2 Valuation Techniques and Key Inputs:
These assets are comprised of investments that are similar in nature to the instruments described under “— Securities, Short-term Investments, Other Investments, Long-term Debt of CSEs and Trading Liabilities” and “— Derivatives — Freestanding Derivatives.” Also included are certain mutual funds and hedge funds without readily determinable fair values as prices are not published publicly. Valuation of the mutual funds and hedge funds is based upon quoted prices or reported NAVs provided by the fund managers.
Level 3 Valuation Techniques and Key Inputs:
These assets are comprised of investments that are similar in nature to the instruments described under “— Securities, Short-term Investments, Other Investments, Long-term Debt of CSEs and Trading Liabilities” and “— Derivatives — Freestanding Derivatives.” Also included are other limited partnership interests, which are valued giving consideration to the value of the underlying holdings of the partnerships and by applying a premium or discount, if appropriate, for factors such as liquidity, bid/ask spreads, the performance record of the fund manager or other relevant variables that may impact the exit value of the particular partnership interest.
Derivatives
The estimated fair value of derivatives is determined through the use of quoted market prices for exchange-traded derivatives, or through the use of pricing models for OTC-bilateral and OTC-cleared derivatives. The determination of estimated fair value, when quoted market values are not available, is based on market standard valuation methodologies and inputs that management believes are consistent with what other market participants would use when pricing such instruments. Derivative valuations can be affected by changes in interest rates, foreign currency exchange rates, financial indices, credit spreads, default risk, nonperformance risk, volatility, liquidity and changes in estimates and assumptions used in the pricing models. The valuation controls and procedures for derivatives are described in “— Investments.”
The significant inputs to the pricing models for most OTC-bilateral and OTC-cleared derivatives are inputs that are observable in the market or can be derived principally from, or corroborated by, observable market data. Significant inputs that are observable generally include: interest rates, foreign currency exchange rates, interest rate curves, credit curves and volatility. However, certain OTC-bilateral and OTC-cleared derivatives may rely on inputs that are significant to the estimated fair value that are not observable in the market or cannot be derived principally from, or corroborated by, observable market data. Significant inputs that are unobservable generally include references to emerging market currencies and inputs that are outside the observable portion of the interest rate curve, credit curve, volatility or other relevant market measure. These unobservable inputs may involve significant management judgment or estimation. Even though unobservable, these inputs are based on assumptions deemed appropriate given the circumstances and management believes they are consistent with what other market participants would use when pricing such instruments.
Most inputs for OTC-bilateral and OTC-cleared derivatives are mid-market inputs but, in certain cases, liquidity adjustments are made when they are deemed more representative of exit value. Market liquidity, as well as the use of different methodologies, assumptions and inputs, may have a material effect on the estimated fair values of the Company’s derivatives and could materially affect net income.
The credit risk of both the counterparty and the Company are considered in determining the estimated fair value for all OTC-bilateral and OTC-cleared derivatives, and any potential credit adjustment is based on the net exposure by counterparty after taking into account the effects of netting agreements and collateral arrangements. The Company values its OTC-bilateral and OTC-cleared derivatives using standard swap curves which may include a spread to the risk free rate, depending upon specific collateral arrangements. This credit spread is appropriate for those parties that execute trades at pricing levels consistent with similar collateral arrangements. As the Company and its significant derivative counterparties generally execute trades at such pricing levels and hold sufficient collateral, additional credit risk adjustments are not currently required in the valuation process. The Company’s ability to consistently execute at such pricing levels is in part due to the netting agreements and collateral arrangements that are in place with all of its significant derivative counterparties. An evaluation of the requirement to make additional credit risk adjustments is performed by the Company each reporting period.
Freestanding Derivatives
Level 2 Valuation Techniques and Key Inputs:
This level includes all types of derivatives utilized by the Company with the exception of exchange-traded derivatives included within Level 1 and those derivatives with unobservable inputs as described in Level 3. These derivatives are principally valued using the income approach.
Interest rate
Non-option-based. Valuations are based on present value techniques, which utilize significant inputs that may include the swap yield curve and basis curves.
Option-based. Valuations are based on option pricing models, which utilize significant inputs that may include the swap yield curve, basis curves and interest rate volatility.
Foreign currency exchange rate
Non-option-based. Valuations are based on present value techniques, which utilize significant inputs that may include the swap yield curve, basis curves, currency spot rates and cross currency basis curves.
Option-based. Valuations are based on option pricing models, which utilize significant inputs that may include the swap yield curve, basis curves, currency spot rates, cross currency basis curves and currency volatility.
Credit
Non-option-based. Valuations are based on present value techniques, which utilize significant inputs that may include the swap yield curve, credit curves and recovery rates.
Equity market
Non-option-based. Valuations are based on present value techniques, which utilize significant inputs that may include the swap yield curve, spot equity index levels and dividend yield curves.
Option-based. Valuations are based on option pricing models, which utilize significant inputs that may include the swap yield curve, spot equity index levels, dividend yield curves and equity volatility.
Level 3 Valuation Techniques and Key Inputs:
These derivatives are principally valued using the income approach. Valuations of non-option-based derivatives utilize present value techniques, whereas valuations of option-based derivatives utilize option pricing models. These valuation methodologies generally use the same inputs as described in the corresponding sections above for Level 2 measurements of derivatives. However, these derivatives result in Level 3 classification because one or more of the significant inputs are not observable in the market or cannot be derived principally from, or corroborated by, observable market data.
Interest rate
Non-option-based. Significant unobservable inputs may include the extrapolation beyond observable limits of the swap yield curve and basis curves.
Option-based. Significant unobservable inputs may include the extrapolation beyond observable limits of the swap yield curve, basis curves and interest rate volatility.
Foreign currency exchange rate
Non-option-based. Significant unobservable inputs may include the extrapolation beyond observable limits of the swap yield curve, basis curves, cross currency basis curves and currency correlation.
Option-based. Significant unobservable inputs may include currency correlation and the extrapolation beyond observable limits of the swap yield curve, basis curves, cross currency basis curves and currency volatility.
Credit
Non-option-based. Significant unobservable inputs may include credit spreads, repurchase rates and the extrapolation beyond observable limits of the swap yield curve and credit curves. Certain of these derivatives are valued based on independent non-binding broker quotations.
Equity market
Non-option-based. Significant unobservable inputs may include the extrapolation beyond observable limits of dividend yield curves and equity volatility.
Option-based. Significant unobservable inputs may include the extrapolation beyond observable limits of dividend yield curves, equity volatility and unobservable correlation between model inputs.
Embedded Derivatives
Embedded derivatives principally include certain direct, assumed and ceded variable annuity guarantees and equity or bond indexed crediting rates within certain funding agreements. Embedded derivatives are recorded at estimated fair value with changes in estimated fair value reported in net income.
The Company issues certain variable annuity products with guaranteed minimum benefits. GMWBs, GMABs and GMIBs contain embedded derivatives, which are measured at estimated fair value separately from the host variable annuity contract, with changes in estimated fair value reported in net derivative gains (losses). These embedded derivatives are classified within PABs in the consolidated balance sheets.
The fair value of these embedded derivatives, estimated as the present value of projected future benefits minus the present value of projected future fees using actuarial and capital market assumptions including expectations concerning policyholder behavior, is calculated by the Company’s actuarial department. The calculation is based on in-force business, and is performed using standard actuarial valuation software which projects future cash flows from the embedded derivative over multiple risk neutral stochastic scenarios using observable risk free rates.
Capital market assumptions, such as risk free rates and implied volatilities, are based on market prices for publicly traded instruments to the extent that prices for such instruments are observable. Implied volatilities beyond the observable period are extrapolated based on observable implied volatilities and historical volatilities. Actuarial assumptions, including mortality, lapse, withdrawal and utilization, are unobservable and are reviewed at least annually based on actuarial studies of historical experience.
The valuation of these guarantee liabilities includes nonperformance risk adjustments and adjustments for a risk margin related to non-capital market inputs. The nonperformance adjustment is determined by taking into consideration publicly available information relating to spreads in the secondary market for MetLife, Inc.’s debt, including related credit default swaps. These observable spreads are then adjusted, as necessary, to reflect the priority of these liabilities and the claims paying ability of the issuing insurance subsidiaries compared to MetLife, Inc.
Risk margins are established to capture the non-capital market risks of the instrument which represent the additional compensation a market participant would require to assume the risks related to the uncertainties of such actuarial assumptions as annuitization, premium persistency, partial withdrawal and surrenders. The establishment of risk margins requires the use of significant management judgment, including assumptions of the amount and cost of capital needed to cover the guarantees. These guarantees may be more costly than expected in volatile or declining equity markets. Market conditions including, but not limited to, changes in interest rates, equity indices, market volatility and foreign currency exchange rates; changes in nonperformance risk; and variations in actuarial assumptions regarding policyholder behavior, mortality and risk margins related to non-capital market inputs, may result in significant fluctuations in the estimated fair value of the guarantees that could materially affect net income.
The Company ceded the risk associated with certain of the GMIBs, GMABs and GMWBs previously described. These reinsurance agreements contain embedded derivatives which are included within premiums, reinsurance and other receivables in the consolidated balance sheets with changes in estimated fair value reported in net derivative gains (losses) or policyholder benefits and claims depending on the statement of operations classification of the direct risk. The value of the embedded derivatives on the ceded risk is determined using a methodology consistent with that described previously for the guarantees directly written by the Company with the exception of the input for nonperformance risk that reflects the credit of the reinsurer.
The estimated fair value of the embedded derivatives within funds withheld related to certain ceded reinsurance is determined based on the change in estimated fair value of the underlying assets held by the Company in a reference portfolio backing the funds withheld liability. The estimated fair value of the underlying assets is determined as previously described in “— Investments — Securities, Short-term Investments, Other Investments, Long-term Debt of CSEs and Trading Liabilities.” The estimated fair value of these embedded derivatives is included, along with their funds withheld hosts, in other liabilities in the consolidated balance sheets with changes in estimated fair value recorded in net derivative gains (losses). Changes in the credit spreads on the underlying assets, interest rates and market volatility may result in significant fluctuations in the estimated fair value of these embedded derivatives that could materially affect net income.
The estimated fair value of the embedded equity and bond indexed derivatives contained in certain funding agreements is determined using market standard swap valuation models and observable market inputs, including a nonperformance risk adjustment. The estimated fair value of these embedded derivatives are included, along with their funding agreements host, within PABs with changes in estimated fair value recorded in net derivative gains (losses). Changes in equity and bond indices, interest rates and the Company’s credit standing may result in significant fluctuations in the estimated fair value of these embedded derivatives that could materially affect net income.
Embedded Derivatives Within Asset and Liability Host Contracts
Level 3 Valuation Techniques and Key Inputs:
Direct and assumed guaranteed minimum benefits
These embedded derivatives are principally valued using the income approach. Valuations are based on option pricing techniques, which utilize significant inputs that may include swap yield curve, currency exchange rates and implied volatilities. These embedded derivatives result in Level 3 classification because one or more of the significant inputs are not observable in the market or cannot be derived principally from, or corroborated by, observable market data. Significant unobservable inputs generally include: the extrapolation beyond observable limits of the swap yield curve and implied volatilities, actuarial assumptions for policyholder behavior and mortality and the potential variability in policyholder behavior and mortality, nonperformance risk and cost of capital for purposes of calculating the risk margin.
Reinsurance ceded on certain guaranteed minimum benefits
These embedded derivatives are principally valued using the income approach. The valuation techniques and significant market standard unobservable inputs used in their valuation are similar to those described above in “— Direct and Assumed Guaranteed Minimum Benefits” and also include counterparty credit spreads.
Transfers between Levels
Overall, transfers between levels occur when there are changes in the observability of inputs and market activity. Transfers into or out of any level are assumed to occur at the beginning of the period.
Transfers between Levels 1 and 2:
For assets and liabilities measured at estimated fair value and still held at both September 30, 2013 and December 31, 2012, transfers between Levels 1 and 2 were not significant.
Transfers into or out of Level 3:
Assets and liabilities are transferred into Level 3 when a significant input cannot be corroborated with market observable data. This occurs when market activity decreases significantly and underlying inputs cannot be observed, current prices are not available, and/or when there are significant variances in quoted prices, thereby affecting transparency. Assets and liabilities are transferred out of Level 3 when circumstances change such that a significant input can be corroborated with market observable data. This may be due to a significant increase in market activity, a specific event, or one or more significant input(s) becoming observable.
Transfers into Level 3 for fixed maturity securities, equity securities, short-term investments, mortgage loans and separate account assets were due primarily to a lack of trading activity, decreased liquidity and credit ratings downgrades (e.g., from investment grade to below investment grade) which have resulted in decreased transparency of valuations and an increased use of independent non-binding broker quotations and unobservable inputs, such as illiquidity premiums, delta spread adjustments, or credit spreads.
Transfers out of Level 3 for fixed maturity securities, FVO and trading securities, short-term investments and separate account assets resulted primarily from increased transparency of both new issuances that, subsequent to issuance and establishment of trading activity, became priced by independent pricing services and existing issuances that, over time, the Company was able to obtain pricing from, or corroborate pricing received from, independent pricing services with observable inputs (such as observable spreads used in pricing securities) or increases in market activity and upgraded credit ratings.
Assets and Liabilities Measured at Fair Value Using Significant Unobservable Inputs (Level 3)
The following table presents certain quantitative information about the significant unobservable inputs used in the fair value measurement, and the sensitivity of the estimated fair value to changes in those inputs, for the more significant asset and liability classes measured at fair value on a recurring basis using significant unobservable inputs (Level 3) at:
							30-Sep-13					31-Dec-12					Impact of
																	Increase in Input
																	on Estimated
	Valuation			Significant			Range				Weighted	Range			Weighted		Fair Value (2)
	Techniques			Unobservable Inputs							Average (1)				Average (1)
Fixed maturity securities: (3)
U.S. corporate and foreign corporate	•	Matrix pricing		•	Delta spread adjustments (4)		-40	-	240		66	-50	-	500	90		Decrease
				•	Illiquidity premium (4)		30	-	30		30	30	-	30	30		Decrease
				•	Credit spreads (4)		-1,508	-	711		195	-1,416	-	876	272		Decrease
				•	Offered quotes (5)		—	-	134		101	—	-	348	115		Increase
	•	Consensus pricing		•	Offered quotes (5)		56	-	116		92	—	-	555	92		Increase
Foreign government	•	Matrix pricing		•	Credit spreads (4)		9	-	1,434		490	-58	-	150	72		Decrease
	•	Market pricing		•	Quoted prices (5)		62	-	157		98	77	-	146	99		Increase
	•	Consensus pricing		•	Offered quotes (5)		90	-	152		112	82	-	200	117		Increase
RMBS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		-205	-	3,662		295	9	-	2,980	521		Decrease (6)
	•	Market pricing		•	Quoted prices (5)		22	-	100		97	13	-	109	100		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		37	-	100		90	28	-	100	75		Increase (6)
CMBS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		130	-	2,515		349	1	-	9,164	374		Decrease (6)
	•	Market pricing		•	Quoted prices (5)		75	-	104		99	1	-	106	99		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		96	-	96		96						Increase (6)
ABS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		30	-	1,877		129	—	-	1,829	109		Decrease (6)
	•	Market pricing		•	Quoted prices (5)		—	-	107		101	40	-	105	100		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		—	-	106		89	—	-	111	97		Increase (6)
Derivatives:
Interest rate	•	Present value techniques		•	Swap yield (7)		247	-	427			186	-	353			Increase (12)
Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		193	-	769			228	-	795			Increase (12)
				•	Correlation (8)		38%	-	49%			43%	-	57%
Credit	•	Present value techniques		•	Credit spreads (9)		99	-	100			100	-	100			Decrease (9)
	•	Consensus pricing		•	Offered quotes (10)
Equity market	•	Present value techniques or option pricing models		•	Volatility (11)		14%	-	29%			13%	-	32%			Increase (12)
				•	Correlation (8)		60%	-	60%			65%	-	65%
Embedded derivatives:
Direct and assumed guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
					Ages 0 - 40		0%	-	0.14%			0%	-	0.14%			Decrease (13)
					Ages 41 - 60		0.04%	-	0.88%			0.05%	-	0.88%			Decrease (13)
					Ages 61 - 115		0.26%	-	100%			0.26%	-	100%			Decrease (13)
				•	Lapse rates:
					Durations 1 - 10		0.50%	-	100%			0.50%	-	100%			Decrease (14)
					Durations 11 - 20		2%	-	100%			2%	-	100%			Decrease (14)
					Durations 21 - 116		2%	-	100%			2%	-	100%			Decrease (14)
				•	Utilization rates		20%	-	50%			20%	-	50%			Increase (15)
				•	Withdrawal rates		0%	-	20%			0.07%	-	20%			-16
				•	Long-term equity volatilities		15.20%	-	40%			15.18%	-	40%			Increase (17)
				•	Nonperformance risk spread		-0.19%	-	1.01%			0.10%	-	1.72%			Decrease (18)
__________________
-1	The weighted average for fixed maturity securities is determined based on the estimated fair value of the securities.
-2	The impact of a decrease in input would have the opposite impact on the estimated fair value. For embedded derivatives, changes are based on liability positions.
-3	Significant increases (decreases) in expected default rates in isolation would result in substantially lower (higher) valuations.
-4	Range and weighted average are presented in basis points.
-5	Range and weighted average are presented in accordance with the market convention for fixed maturity securities of dollars per hundred dollars of par.
-6	Changes in the assumptions used for the probability of default is accompanied by a directionally similar change in the assumption used for the loss severity and a directionally opposite change in the assumptions used for prepayment rates.
-7	Ranges represent the rates across different yield curves and are presented in basis points. The swap yield curve is utilized among different types of derivatives to project cash flows, as well as to discount future cash flows to present value. Since this valuation methodology uses a range of inputs across a yield curve to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
-8	Ranges represent the different correlation factors utilized as components within the valuation methodology. Presenting a range of correlation factors is more representative of the unobservable input used in the valuation. Increases (decreases) in correlation in isolation will increase (decrease) the significance of the change in valuations.
-9	Represents the risk quoted in basis points of a credit default event on the underlying instrument. The range being provided is a single quoted spread in the valuation model. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
-10	At both September 30, 2013 and December 31, 2012, independent non-binding broker quotations were used in the determination of less than 1% of the total net derivative estimated fair value.
-11	Ranges represent the underlying equity volatility quoted in percentage points. Since this valuation methodology uses a range of inputs across multiple volatility surfaces to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
-12	Changes are based on long U.S. dollar net asset positions and will be inversely impacted for short U.S. dollar net asset positions.
-13	Mortality rates vary by age and by demographic characteristics such as gender. Mortality rate assumptions are based on company experience. A mortality improvement assumption is also applied. For any given contract, mortality rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
-14	Base lapse rates are adjusted at the contract level based on a comparison of the actuarially calculated guaranteed values and the current policyholder account value, as well as other factors, such as the applicability of any surrender charges. A dynamic lapse function reduces the base lapse rate when the guaranteed amount is greater than the account value as in the money contracts are less likely to lapse. Lapse rates are also generally assumed to be lower in periods when a surrender charge applies. For any given contract, lapse rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
-15	The utilization rate assumption estimates the percentage of contract holders with a GMIB or lifetime withdrawal benefit who will elect to utilize the benefit upon becoming eligible. The rates may vary by the type of guarantee, the amount by which the guaranteed amount is greater than the account value, the contract’s withdrawal history and by the age of the policyholder. For any given contract, utilization rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
-16	The withdrawal rate represents the percentage of account balance that any given policyholder will elect to withdraw from the contract each year. The withdrawal rate assumption varies by age and duration of the contract, and also by other factors such as benefit type. For any given contract, withdrawal rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative. For GMWBs, any increase (decrease) in withdrawal rates results in an increase (decrease) in the estimated fair value of the guarantees. For GMABs and GMIBs, any increase (decrease) in withdrawal rates results in a decrease (increase) in the estimated fair value.
-17	Long-term equity volatilities represent equity volatility beyond the period for which observable equity volatilities are available. For any given contract, long-term equity volatility rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
-18	Nonperformance risk spread varies by duration and by currency. For any given contract, multiple nonperformance risk spreads will apply, depending on the duration of the cash flow being discounted for purposes of valuing the embedded derivative.
The following is a summary of the valuation techniques and significant unobservable inputs used in the fair value measurement of assets and liabilities classified within Level 3 that are not included in the preceding table. Generally, all other classes of securities classified within Level 3, including those within separate account assets, use the same valuation techniques and significant unobservable inputs as previously described for Level 3 securities. This includes matrix pricing and discounted cash flow methodologies, inputs such as quoted prices for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2, as well as independent non-binding broker quotations. The residential mortgage loans — FVO and long-term debt of CSEs are valued using independent non-binding broker quotations and internal models including matrix pricing and discounted cash flow methodologies using current interest rates. The sensitivity of the estimated fair value to changes in the significant unobservable inputs for these other assets and liabilities is similar in nature to that described in the preceding table. The valuation techniques and significant unobservable inputs used in the fair value measurement for the more significant assets measured at estimated fair value on a nonrecurring basis and determined using significant unobservable inputs (Level 3) are summarized in “— Nonrecurring Fair Value Measurements.”
The following tables summarize the change of all assets and (liabilities) measured at estimated fair value on a recurring basis using significant unobservable inputs (Level 3):
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities:
	U.S.				Foreign				Foreign			U.S.			RMBS			CMBS			ABS			State and
	Corporate				Corporate				Government			Treasury												Political
												and Agency												Subdivision
	(In millions)
Three Months Ended September 30, 2013:
Balance, beginning of period	$	5,918			$	6,008			$	1,971		$	82		$	2,735		$	1,050		$	3,758		$	41
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	3				5				(6		)	—			9			4			3			—
Net investment gains (losses)	4				(14		)		2			—			1			(1		)	5			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			—
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	(32		)		71				(42		)	—			(16		)	22			(4		)	—
Purchases (3)	297				684				209			—			563			305			636			—
Sales (3)	(249		)		(273		)		(61		)	(2		)	(138		)	(71		)	(309		)	(1		)
Issuances (3)	—				—				—			—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—			—
Transfers into Level 3 (4)	117				173				68			—			—			—			—			—
Transfers out of Level 3 (4)	(172		)		(390		)		(78		)	(15		)	(136		)	(133		)	(26		)	(24		)
Balance, end of period	$	5,886			$	6,264			$	2,063		$	65		$	3,018		$	1,176		$	4,063		$	16
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	2			$	5			$	(6	)	$	—		$	9		$	4		$	3		$	—
Net investment gains (losses)	$	—			$	(3	)		$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Equity Securities:								FVO and Trading Securities:												Mortgage Loans:
	Common				Non-				Actively			FVO			FVO			Short-term			Residential			Mortgage
	Stock				redeemable				Traded			General			Contractholder-			Investments			Mortgage			Loans Held-
					Preferred				Securities			Account			directed						Loans -			for-sale
					Stock							Securities			Unit-linked						FVO
															Investments
	(In millions)
Three Months Ended September 30, 2013:
Balance, beginning of period	$	183			$	408			$	11		$	46		$	593		$	344		$	150		$	—
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			1			(43		)	3			(2		)	—
Net investment gains (losses)	1				(4		)		—			—			—			(2		)	—			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			—
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	6				11				—			—			—			7			—			—
Purchases (3)	6				52				6			—			308			106			67			—
Sales (3)	(11		)		(42		)		(1		)	—			(232		)	(266		)	—			—
Issuances (3)	—				—				—			—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			(3		)	—
Transfers into Level 3 (4)	1				—				—			—			—			—			—			—
Transfers out of Level 3 (4)	(1		)		(20		)		(5		)	—			(20		)	—			—			—
Balance, end of period	$	185			$	405			$	11		$	47		$	606		$	192		$	212		$	—
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	1		$	(1	)	$	2		$	(2	)	$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives: (6)
	Interest				Foreign				Credit			Equity			Net			Separate			Long-term
	Rate				Currency							Market			Embedded			Account			Debt of
					Exchange										Derivatives (7)			Assets (8)			CSEs
					Rate
	(In millions)
Three Months Ended September 30, 2013:
Balance, beginning of period	$	98			$	6			$	25		$	(171	)	$	(678	)	$	1,225		$	(31	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			4			—
Net derivative gains (losses)	5				3				3			(85		)	888			—			—
Other revenues	—				—				—			—			—			—			—
Policyholder benefits and claims	—				—				—			5			(30		)	—			—
Other expenses	—				—				—			—			—			—			—
OCI	(11		)		—				(1		)	—			(16		)	—			—
Purchases (3)	—				—				—			—			—			106			—
Sales (3)	—				—				—			—			—			(84		)	—
Issuances (3)	—				—				—			—			—			51			—
Settlements (3)	(47		)		1				4			—			(217		)	(2		)	5
Transfers into Level 3 (4)	—				—				—			—			—			162			—
Transfers out of Level 3 (4)	—				(1		)		—			—			—			(45		)	—
Balance, end of period	$	45			$	9			$	31		$	(251	)	$	(53	)	$	1,417		$	(26	)
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	5			$	6			$	3		$	(86	)	$	882		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	6		$	(29	)	$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities:
	U.S.				Foreign				Foreign			U.S.			RMBS			CMBS			ABS			State and
	Corporate				Corporate				Government			Treasury												Political
												and Agency												Subdivision
	(In millions)
Three Months Ended September 30, 2012:
Balance, beginning of period	$	7,394			$	4,813			$	2,386		$	74		$	2,363		$	1,038		$	2,680		$	76
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	5				5				4			—			8			—			4			—
Net investment gains (losses)	(6		)		(13		)		6			—			(3		)	(1		)	—			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			—
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	323				135				43			—			108			7			32			1
Purchases (3)	442				630				370			—			249			416			215			15
Sales (3)	(348		)		(276		)		(254		)	—			(114		)	(249		)	(47		)	(6		)
Issuances (3)	—				—				—			—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—			—
Transfers into Level 3 (4)	128				172				51			—			11			26			2			—
Transfers out of Level 3 (4)	(239		)		(156		)		(16		)	—			(49		)	(23		)	(36		)	(21		)
Balance, end of period	$	7,699			$	5,310			$	2,590		$	74		$	2,573		$	1,214		$	2,850		$	65
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	3			$	5			$	5		$	—		$	8		$	—		$	4		$	—
Net investment gains (losses)	$	(3	)		$	(10	)		$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Equity Securities:								FVO and Trading Securities:												Mortgage Loans:
	Common				Non-				Actively			FVO			FVO			Short-term			Residential			Mortgage
	Stock				redeemable				Traded			General			Contractholder-			Investments			Mortgage			Loans Held-
					Preferred				Securities			Account			directed						Loans -			for-sale
					Stock							Securities			Unit-linked						FVO
															Investments
	(In millions)
Three Months Ended September 30, 2012:
Balance, beginning of period	$	282			$	432			$	13		$	26		$	1,096		$	717		$	—		$	211
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			7			32			1			—			—
Net investment gains (losses)	8				1				—			—			—			—			—			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			(23		)
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	(2		)		4				—			—			—			15			—			—
Purchases (3)	76				1				14			—			903			515			—			—
Sales (3)	(102		)		(60		)		(11		)	(2		)	(909		)	(337		)	—			(145		)
Issuances (3)	—				—				—			—			—			—			—			2
Settlements (3)	—				—				—			—			—			—			—			(10		)
Transfers into Level 3 (4)	—				48				—			—			1			186			—			30
Transfers out of Level 3 (4)	—				—				(2		)	—			(2		)	—			—			(1		)
Balance, end of period	$	262			$	426			$	14		$	31		$	1,121		$	1,097		$	—		$	64
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	6		$	6		$	—		$	—		$	—
Net investment gains (losses)	$	(1	)		$	—			$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	(22	)
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives: (6)
	Interest				Foreign				Credit			Equity			Net			Separate			Long-term			MSRs (9)			Liability
	Rate				Currency							Market			Embedded			Account			Debt of						Related to
					Exchange										Derivatives (7)			Assets (8)			CSEs						Securitized
					Rate																						Reverse
																											Mortgage
																											Loans (9)
	(In millions)
Three Months Ended September 30, 2012:
Balance, beginning of period	$	228			$	40			$	24		$	575		$	(3,961	)	$	1,445		$	(81	)	$	564		$	(98	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			18			7			—			—
Net derivative gains (losses)	(7		)		20				16			(187		)	291			—			—			—			—
Other revenues	—				—				—			—			—			—			—			(37		)	—
Policyholder benefits and claims	—				—				—			11			(4		)	—			—			—			—
Other expenses	—				—				—			—			—			—			—			—			—
OCI	(16		)		—				—			1			(78		)	—			—			—			—
Purchases (3)	—				—				—			7			—			144			—			—			—
Sales (3)	—				—				—			—			—			(74		)	—			—			97
Issuances (3)	—				—				—			—			—			—			—			4			—
Settlements (3)	12				(2		)		—			(82		)	(170		)	—			26			(41		)	1
Transfers into Level 3 (4)	—				—				—			—			—			2			—			—			—
Transfers out of Level 3 (4)	—				—				—			—			—			(128		)	—			—			—
Balance, end of period	$	217			$	58			$	40		$	325		$	(3,922	)	$	1,407		$	(48	)	$	490		$	—
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	7		$	—		$	—
Net derivative gains (losses)	$	(4	)		$	19			$	16		$	(195	)	$	283		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	(24	)	$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	10		$	(3	)	$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities:
	U.S.				Foreign				Foreign			U.S.			RMBS			CMBS			ABS			State and
	Corporate				Corporate				Government			Treasury												Political
												and Agency												Subdivision
	(In millions)
Nine Months Ended September 30, 2013:
Balance, beginning of period	$	7,433			$	6,208			$	1,814		$	71		$	2,037		$	1,147		$	3,656		$	54
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	10				11				3			—			20			2			12			—
Net investment gains (losses)	(27		)		(34		)		8			—			4			(2		)	5			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			—
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	(38		)		(97		)		(104		)	(2		)	108			(28		)	(60		)	(1		)
Purchases (3)	824				1,364				551			—			1,155			549			1,510			1
Sales (3)	(907		)		(714		)		(105		)	(4		)	(242		)	(339		)	(651		)	(6		)
Issuances (3)	—				—				—			—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—			—
Transfers into Level 3 (4)	324				254				91			—			12			113			—			—
Transfers out of Level 3 (4)	(1,733		)		(728		)		(195		)	—			(76		)	(266		)	(409		)	(32		)
Balance, end of period	$	5,886			$	6,264			$	2,063		$	65		$	3,018		$	1,176		$	4,063		$	16
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	9			$	10			$	3		$	—		$	26		$	2		$	10		$	—
Net investment gains (losses)	$	(34	)		$	(3	)		$	—		$	—		$	(1	)	$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Equity Securities:								FVO and Trading Securities:												Mortgage Loans:
	Common				Non-				Actively			FVO			FVO			Short-term			Residential			Mortgage
	Stock				redeemable				Traded			General			Contractholder-			Investments			Mortgage			Loans Held-
					Preferred				Securities			Account			directed						Loans -			for-sale
					Stock							Securities			Unit-linked						FVO
															Investments
	(In millions)
Nine Months Ended September 30, 2013:
Balance, beginning of period	$	190			$	419			$	6		$	32		$	937		$	429		$	—		$	49
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			6			(12		)	3			(2		)	—
Net investment gains (losses)	2				(28		)		—			—			—			(24		)	—			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			—
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	—				77				—			—			—			15			—			—
Purchases (3)	11				55				8			—			348			189			214			—
Sales (3)	(15		)		(118		)		—			(5		)	(430		)	(414		)	—			(45		)
Issuances (3)	—				—				—			—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—			(4		)
Transfers into Level 3 (4)	1				—				—			14			57			—			—			—
Transfers out of Level 3 (4)	(4		)		—				(3		)	—			(294		)	(6		)	—			—
Balance, end of period	$	185			$	405			$	11		$	47		$	606		$	192		$	212		$	—
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	6		$	(5	)	$	2		$	(2	)	$	—
Net investment gains (losses)	$	(1	)		$	(17	)		$	—		$	—		$	—		$	(1	)	$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives: (6)
	Interest				Foreign				Credit			Equity			Net			Separate			Long-term
	Rate				Currency							Market			Embedded			Account			Debt of
					Exchange										Derivatives (7)			Assets (8)			CSEs
					Rate
	(In millions)
Nine Months Ended September 30, 2013:
Balance, beginning of period	$	177			$	37			$	43		$	128		$	(3,162	)	$	1,205		$	(44	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			25			(1		)
Net derivative gains (losses)	(23		)		(30		)		(12		)	(390		)	3,609			—			—
Other revenues	—				—				—			—			—			—			—
Policyholder benefits and claims	—				—				—			15			(110		)	—			—
Other expenses	—				—				—			—			—			—			—
OCI	(83		)		—				—			(1		)	193			—			—
Purchases (3)	—				—				—			4			—			249			—
Sales (3)	—				—				—			—			—			(223		)	—
Issuances (3)	—				—				—			—			—			71			—
Settlements (3)	(27		)		2				—			(7		)	(583		)	—			19
Transfers into Level 3 (4)	—				—				—			—			—			161			—
Transfers out of Level 3 (4)	1				—				—			—			—			(71		)	—
Balance, end of period	$	45			$	9			$	31		$	(251	)	$	(53	)	$	1,417		$	(26	)
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	(1	)
Net derivative gains (losses)	$	(14	)		$	(28	)		$	(11	)	$	(390	)	$	3,589		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	15		$	(106	)	$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities:
	U.S.				Foreign				Foreign			U.S.			RMBS			CMBS			ABS			State and
	Corporate				Corporate				Government			Treasury												Political
												and Agency												Subdivision
	(In millions)
Nine Months Ended September 30, 2012:
Balance, beginning of period	$	6,784			$	4,370			$	2,322		$	31		$	1,602		$	753		$	1,850		$	53
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	10				16				4			—			20			7			14			—
Net investment gains (losses)	4				(68		)		(1		)	—			(7		)	(37		)	2			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			—
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	351				233				26			—			149			21			19			4
Purchases (3)	1,371				1,535				1,003			49			1,060			695			1,293			15
Sales (3)	(865		)		(708		)		(467		)	(6		)	(315		)	(253		)	(286		)	(7		)
Issuances (3)	—				—				—			—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—			—
Transfers into Level 3 (4)	266				254				53			—			76			40			6			—
Transfers out of Level 3 (4)	(222		)		(322		)		(350		)	—			(12		)	(12		)	(48		)	—
Balance, end of period	$	7,699			$	5,310			$	2,590		$	74		$	2,573		$	1,214		$	2,850		$	65
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	8			$	18			$	12		$	—		$	20		$	2		$	14		$	—
Net investment gains (losses)	$	(6	)		$	(27	)		$	—		$	—		$	(3	)	$	(4	)	$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Equity Securities:								FVO and Trading Securities:												Mortgage Loans:
	Common				Non-				Actively			FVO			FVO			Short-term			Residential			Mortgage
	Stock				redeemable				Traded			General			Contractholder-			Investments			Mortgage			Loans Held-
					Preferred				Securities			Account			directed						Loans -			for-sale
					Stock							Securities			Unit-linked						FVO
															Investments
	(In millions)
Nine Months Ended September 30, 2012:
Balance, beginning of period	$	281			$	438			$	—		$	23		$	1,386		$	590		$	—		$	1,414
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			10			12			1			—			—
Net investment gains (losses)	(1		)		1				—			—			—			—			—			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			(31		)
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	7				23				—			—			—			10			—			—
Purchases (3)	111				5				14			—			918			1,059			—			1
Sales (3)	(126		)		(89		)		—			(2		)	(1,159		)	(455		)	—			(1,348		)
Issuances (3)	—				—				—			—			—			—			—			6
Settlements (3)	—				—				—			—			—			—			—			(46		)
Transfers into Level 3 (4)	3				48				—			—			2			—			—			72
Transfers out of Level 3 (4)	(13		)		—				—			—			(38		)	(108		)	—			(4		)
Balance, end of period	$	262			$	426			$	14		$	31		$	1,121		$	1,097		$	—		$	64
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	9		$	1		$	(1	)	$	—		$	—
Net investment gains (losses)	$	(11	)		$	—			$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	(25	)
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives: (6)
	Interest				Foreign				Credit			Equity			Net			Separate			Long-term			MSRs (9)			Liability
	Rate				Currency							Market			Embedded			Account			Debt of						Related to
					Exchange										Derivatives (7)			Assets (8)			CSEs						Securitized
					Rate																						Reverse
																											Mortgage
																											Loans (9)
	(In millions)
Nine Months Ended September 30, 2012:
Balance, beginning of period	$	300			$	44			$	1		$	889		$	(4,203	)	$	1,325		$	(116	)	$	666		$	(1,175	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			95			(2		)	—			—
Net derivative gains (losses)	16				30				44			(470		)	802			—			—			—			—
Other revenues	(67		)		—				—			—			—			—			—			(122		)	1
Policyholder benefits and claims	—				—				—			22			(9		)	—			—			—			—
Other expenses	—				—				—			—			—			—			—			—			—
OCI	13				—				—			(1		)	(39		)	—			—			—			—
Purchases (3)	—				—				—			16			—			294			—			—			—
Sales (3)	—				—				—			—			—			(289		)	—			—			1,149
Issuances (3)	—				—				(3		)	—			—			1			—			109			—
Settlements (3)	(45		)		(16		)		(3		)	(131		)	(473		)	(3		)	70			(163		)	23
Transfers into Level 3 (4)	—				—				—			—			—			25			—			—			—
Transfers out of Level 3 (4)	—				—				1			—			—			(41		)	—			—			2
Balance, end of period	$	217			$	58			$	40		$	325		$	(3,922	)	$	1,407		$	(48	)	$	490		$	—
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	(2	)	$	—		$	—
Net derivative gains (losses)	$	2			$	10			$	43		$	(474	)	$	781		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	(88	)	$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	22		$	(7	)	$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—		$	—
__________________
-1	Amortization of premium/accretion of discount is included within net investment income. Impairments charged to net income (loss) on securities and certain mortgage loans are included in net investment gains (losses) while changes in the estimated fair value of certain mortgage loans and MSRs are included in other revenues. Lapses associated with net embedded derivatives are included in net derivative gains (losses).
-2	Interest and dividend accruals, as well as cash interest coupons and dividends received, are excluded from the rollforward.
-3	Items purchased/issued and then sold/settled in the same period are excluded from the rollforward. Fees attributed to embedded derivatives are included in settlements.
-4	Gains and losses, in net income (loss) and OCI, are calculated assuming transfers into and/or out of Level 3 occurred at the beginning of the period. Items transferred into and then out of Level 3 in the same period are excluded from the rollforward.
-5	Changes in unrealized gains (losses) included in net income (loss) relate to assets and liabilities still held at the end of the respective periods.
-6	Freestanding derivative assets and liabilities are presented net for purposes of the rollforward.
-7	Embedded derivative assets and liabilities are presented net for purposes of the rollforward.
-8	Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders within separate account liabilities. Therefore, such changes in estimated fair value are not recorded in net income. For the purpose of this disclosure, these changes are presented within net investment gains (losses).
-9	See Note 3 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for a discussion of the MetLife Bank Divestiture. See Note 10 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for discussion of the valuation techniques and key inputs. Other revenues related to MSRs represent the changes in estimated fair value due to changes in valuation model inputs or assumptions.
Fair Value Option
The following table presents information for certain assets and liabilities accounted for under the FVO. These assets and liabilities were initially measured at fair value.
	Residential Mortgage Loans — FVO (1)								Mortgage Loans Held-for-Sale (2)						Certain Assets and Liabilities of CSEs (3)
	30-Sep-13				31-Dec-12				30-Sep-13			31-Dec-12			30-Sep-13			31-Dec-12
	(In millions)
Assets:
Unpaid principal balance	$	325			$	—			$	—		$	80		$	2,020		$	2,539
Difference between estimated fair value and unpaid principal balance	(113		)		—				—			(31		)	76			127
Carrying value at estimated fair value	$	212			$	—			$	—		$	49		$	2,096		$	2,666
Loans in non-accrual status	$	—			$	—			$	—		$	3		$	—		$	—
Loans more than 90 days past due	$	—			$	—			$	—		$	23		$	—		$	—
Loans in non-accrual status or more than 90 days past due, or both — difference between aggregate estimated fair value and unpaid principal balance	$	—			$	—			$	—		$	(14	)	$	—		$	—
Liabilities:
Contractual principal balance															$	1,918		$	2,430
Difference between estimated fair value and contractual principal balance															28			97
Carrying value at estimated fair value															$	1,946		$	2,527
__________________
-1	Interest income, changes in estimated fair value and gains or losses on sales are recognized in net investment income. Changes in estimated fair value for these loans were due to the following:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2013				2012				2013			2012
	(In millions)
Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality	$	—			$	—			$	—		$	—
Other changes in estimated fair value	(2		)		—				(2		)	—
Total gains (losses) recognized in net investment income	$	(2	)		$	—			$	(2	)	$	—
-2	Interest income is included in net investment income. Gains and losses from initial measurement, subsequent changes in estimated fair value and gains or losses on sales are recognized in other revenues. Changes in estimated fair value for these loans were due to the following:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2013				2012				2013			2012
	(In millions)
Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality	$	—			$	(2	)		$	—		$	—
Other changes in estimated fair value	—				(27		)		—			71
Total gains (losses) recognized in other revenues	$	—			$	(29	)		$	—		$	71
-3	These assets and liabilities are comprised of commercial mortgage loans and long-term debt. Changes in estimated fair value on these assets and liabilities and gains or losses on sales of these assets are recognized in net investment gains (losses). Interest income on commercial mortgage loans held by CSEs is recognized in net investment income. Interest expense from long-term debt of CSEs is recognized in other expenses.
Nonrecurring Fair Value Measurements
The following table presents information for assets measured at estimated fair value on a nonrecurring basis during the periods and still held at the reporting dates; that is, they are not measured at fair value on a recurring basis but are subject to fair value adjustments only in certain circumstances (for example, when there is evidence of impairment). The estimated fair values for these assets were determined using significant unobservable inputs (Level 3).
	At September 30,								Three Months						Nine Months
									Ended						Ended
									September 30,						September 30,
	2013				2012				2013			2012			2013			2012
	Carrying Value After								Gains (Losses)
	Measurement
	(In millions)
Mortgage loans: (1)
Held-for-investment	$	232			$	379			$	(4	)	$	(4	)	$	13		$	9
Held-for-sale	$	—			$	174			$	—		$	(10	)	$	—		$	(39	)
Other limited partnership interests (2)	$	70			$	61			$	—		$	(9	)	$	(39	)	$	(23	)
Real estate joint ventures (3)	$	3			$	10			$	—		$	—		$	(2	)	$	(5	)
Goodwill (4)	$	—			$	—			$	—		$	(1,868	)	$	—		$	(1,868	)
__________________
-1	Estimated fair values for impaired mortgage loans are based on independent broker quotations or valuation models using unobservable inputs or, if the loans are in foreclosure or are otherwise determined to be collateral dependent, are based on the estimated fair value of the underlying collateral or the present value of the expected future cash flows.
-2	For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include private equity and debt funds that typically invest primarily in various strategies including domestic and international leveraged buyout funds; power, energy, timber and infrastructure development funds; venture capital funds; and below investment grade debt and mezzanine debt funds. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next two to 10 years. Unfunded commitments for these investments at both September 30, 2013 and 2012 were not significant.
-3	For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include several real estate funds that typically invest primarily in commercial real estate and mezzanine debt. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next one to 10 years. Unfunded commitments for these investments at both September 30, 2013 and 2012 were not significant.
-4	As discussed in Note 11 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report, the Company recorded an impairment of goodwill associated with the Retail Annuities reporting unit. This impairment has been categorized as Level 3 due to the significant unobservable inputs used in the determination of the estimated fair value.
Fair Value of Financial Instruments Carried at Other Than Fair Value
The following tables provide fair value information for financial instruments that are carried on the balance sheet at amounts other than fair value. These tables exclude the following financial instruments: cash and cash equivalents, accrued investment income, payables for collateral under securities loaned and other transactions, short-term debt and those short-term investments that are not securities, such as time deposits, and therefore are not included in the three level hierarchy table disclosed in the “— Recurring Fair Value Measurements” section. The estimated fair value of the excluded financial instruments, which are primarily classified in Level 2 and, to a lesser extent, in Level 1, approximates carrying value as they are short-term in nature such that the Company believes there is minimal risk of material changes in interest rates or credit quality. All remaining balance sheet amounts excluded from the table below are not considered financial instruments subject to this disclosure.
The carrying values and estimated fair values for such financial instruments, and their corresponding placement in the fair value hierarchy, are summarized as follows at:
	September 30, 2013
					Fair Value Hierarchy
	Carrying				Level 1				Level 2			Level 3			Total Estimated
	Value														Fair Value
	(In millions)
Assets:
Mortgage loans:
Held-for-investment	$	55,200			$	—			$	—		$	57,639		$	57,639
Held-for-sale	225				—				—			225			225
Mortgage loans, net	$	55,425			$	—			$	—		$	57,864		$	57,864
Policy loans	$	11,782			$	—			$	1,701		$	11,900		$	13,601
Real estate joint ventures	$	107			$	—			$	—		$	177		$	177
Other limited partnership interests	$	1,013			$	—			$	—		$	1,171		$	1,171
Other invested assets	$	855			$	234			$	276		$	345		$	855
Premiums, reinsurance and other receivables	$	4,470			$	—			$	2,080		$	2,466		$	4,546
Other assets	$	276			$	—			$	211		$	94		$	305
Liabilities:
PABs	$	140,721			$	—			$	—		$	147,010		$	147,010
Bank deposits	$	—			$	—			$	—		$	—		$	—
Long-term debt	$	16,275			$	—			$	17,889		$	—		$	17,889
Collateral financing arrangements	$	4,196			$	—			$	—		$	3,947		$	3,947
Junior subordinated debt securities	$	3,193			$	—			$	3,738		$	—		$	3,738
Other liabilities	$	3,428			$	—			$	2,161		$	1,270		$	3,431
Separate account liabilities	$	62,984			$	—			$	62,984		$	—		$	62,984
Commitments: (1)
Mortgage loan commitments	$	—			$	—			$	—		$	(14	)	$	(14	)
Commitments to fund bank credit facilities, bridge loans and private corporate bond investments	$	—			$	—			$	(1	)	$	—		$	(1	)
	December 31, 2012
					Fair Value Hierarchy
	Carrying				Level 1				Level 2			Level 3			Total Estimated
	Value														Fair Value
	(In millions)
Assets:
Mortgage loans:
Held-for-investment	$	53,926			$	—			$	—		$	57,381		$	57,381
Held-for-sale	365				—				—			365			365
Mortgage loans, net	$	54,291			$	—			$	—		$	57,746		$	57,746
Policy loans	$	11,884			$	—			$	1,690		$	12,567		$	14,257
Real estate joint ventures	$	113			$	—			$	—		$	171		$	171
Other limited partnership interests	$	1,154			$	—			$	—		$	1,277		$	1,277
Other invested assets	$	815			$	305			$	144		$	366		$	815
Premiums, reinsurance and other receivables	$	3,287			$	—			$	745		$	2,960		$	3,705
Other assets	$	260			$	—			$	214		$	78		$	292
Liabilities:
PABs	$	149,928			$	—			$	—		$	158,040		$	158,040
Bank deposits	$	6,416			$	—			$	2,018		$	4,398		$	6,416
Long-term debt	$	16,502			$	—			$	18,978		$	—		$	18,978
Collateral financing arrangements	$	4,196			$	—			$	—		$	3,839		$	3,839
Junior subordinated debt securities	$	3,192			$	—			$	3,984		$	—		$	3,984
Other liabilities	$	1,913			$	—			$	673		$	1,243		$	1,916
Separate account liabilities	$	58,726			$	—			$	58,726		$	—		$	58,726
Commitments: (1)
Mortgage loan commitments	$	—			$	—			$	—		$	12		$	12
Commitments to fund bank credit facilities, bridge loans and private corporate bond investments	$	—			$	—			$	22		$	—		$	22
__________________
-1	Commitments are off-balance sheet obligations. Negative estimated fair values represent off-balance sheet liabilities. See Note 15 for additional information on these off-balance sheet obligations.
The methods, assumptions and significant valuation techniques and inputs used to estimate the fair value of financial instruments are summarized as follows:
Mortgage Loans
Mortgage loans held-for-investment
For mortgage loans held-for-investment, estimated fair value is primarily determined by estimating expected future cash flows and discounting them using current interest rates for similar mortgage loans with similar credit risk, or is determined from pricing for similar loans.
Mortgage loans held-for-sale
For mortgage loans held-for-sale, estimated fair value is determined using independent non-binding broker quotations or internal valuation models using significant unobservable inputs.
Policy Loans
Policy loans with fixed interest rates are classified within Level 3. The estimated fair values for these loans are determined using a discounted cash flow model applied to groups of similar policy loans determined by the nature of the underlying insurance liabilities. Cash flow estimates are developed by applying a weighted-average interest rate to the outstanding principal balance of the respective group of policy loans and an estimated average maturity determined through experience studies of the past performance of policyholder repayment behavior for similar loans. These cash flows are discounted using current risk-free interest rates with no adjustment for borrower credit risk as these loans are fully collateralized by the cash surrender value of the underlying insurance policy. Policy loans with variable interest rates are classified within Level 2 and the estimated fair value approximates carrying value due to the absence of borrower credit risk and the short time period between interest rate resets, which presents minimal risk of a material change in estimated fair value due to changes in market interest rates.
Real Estate Joint Ventures and Other Limited Partnership Interests
The estimated fair values of these cost method investments are generally based on the Company’s share of the NAV as provided in the financial statements of the investees. In certain circumstances, management may adjust the NAV by a premium or discount when it has sufficient evidence to support applying such adjustments.
Other Invested Assets
These other invested assets are principally comprised of various interest-bearing assets held in foreign subsidiaries and certain amounts due under contractual indemnifications. For the various interest-bearing assets held in foreign subsidiaries, the Company evaluates the specific facts and circumstances of each instrument to determine the appropriate estimated fair values. These estimated fair values were not materially different from the recognized carrying values.
Premiums, Reinsurance and Other Receivables
Premiums, reinsurance and other receivables are principally comprised of certain amounts recoverable under reinsurance agreements, amounts on deposit with financial institutions to facilitate daily settlements related to certain derivatives and amounts receivable for securities sold but not yet settled.
Amounts recoverable under ceded reinsurance agreements, which the Company has determined do not transfer significant risk such that they are accounted for using the deposit method of accounting, have been classified as Level 3. The valuation is based on discounted cash flow methodologies using significant unobservable inputs. The estimated fair value is determined using interest rates determined to reflect the appropriate credit standing of the assuming counterparty.
The amounts on deposit for derivative settlements, classified within Level 2, essentially represent the equivalent of demand deposit balances and amounts due for securities sold are generally received over short periods such that the estimated fair value approximates carrying value.
Other Assets
These other assets are principally comprised of a receivable for cash paid to an unaffiliated financial institution under the MetLife Reinsurance Company of Charleston (“MRC”) collateral financing arrangement described in Note 12 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report. The estimated fair value of the receivable for the cash paid to the unaffiliated financial institution under the MRC collateral financing arrangement is determined by discounting the expected future cash flows using a discount rate that reflects the credit rating of the unaffiliated financial institution.
PABs
These PABs include investment contracts. Embedded derivatives on investment contracts and certain variable annuity guarantees accounted for as embedded derivatives are excluded from this caption in the preceding tables as they are separately presented in “— Recurring Fair Value Measurements.”
The investment contracts primarily include certain funding agreements, fixed deferred annuities, modified guaranteed annuities, fixed term payout annuities and total control accounts. The valuation of these investment contracts is based on discounted cash flow methodologies using significant unobservable inputs. The estimated fair value is determined using current market risk-free interest rates adding a spread to reflect the nonperformance risk in the liability.
Bank Deposits
Due to the frequency of interest rate resets on customer bank deposits held in money market accounts, the Company believes that there is minimal risk of a material change in interest rates such that the estimated fair value approximates carrying value. For time deposits, the Company has taken into consideration the sale price for the disposition of the depository business of MetLife Bank to determine the estimated fair value of bank deposits. See Note 3.
Long-term Debt, Collateral Financing Arrangements and Junior Subordinated Debt Securities
The estimated fair values of long-term debt and junior subordinated debt securities are principally determined using market standard valuation methodologies. Capital leases, which are not required to be disclosed at estimated fair value, and debt carried at fair value are excluded from the preceding tables.
Valuations classified as Level 2 are based primarily on quoted prices in markets that are not active or using matrix pricing that use standard market observable inputs such as quoted prices in markets that are not active and observable yields and spreads in the market. Instruments valued using discounted cash flow methodologies use standard market observable inputs including market yield curve, duration, call provisions, observable prices and spreads for similar publicly traded or privately traded issues.
Valuations classified as Level 3 are based primarily on discounted cash flow methodologies that utilize unobservable discount rates that can vary significantly based upon the specific terms of each individual arrangement. The determination of estimated fair values of collateral financing arrangements incorporates valuations obtained from the counterparties to the arrangements, as part of the collateral management process.
Other Liabilities
Other liabilities consist primarily of interest and dividends payable, amounts due for securities purchased but not yet settled, funds withheld amounts payable, which are contractually withheld by the Company in accordance with the terms of the reinsurance agreements, and amounts payable under certain assumed reinsurance agreements, which are recorded using the deposit method of accounting. The Company evaluates the specific terms, facts and circumstances of each instrument to determine the appropriate estimated fair values, which are not materially different from the carrying values, with the exception of certain deposit type reinsurance payables. For such payables, the estimated fair value is determined as the present value of expected future cash flows, which are discounted using an interest rate determined to reflect the appropriate credit standing of the assuming counterparty.
Separate Account Liabilities
Separate account liabilities represent those balances due to policyholders under contracts that are classified as investment contracts.
Separate account liabilities classified as investment contracts primarily represent variable annuities with no significant mortality risk to the Company such that the death benefit is equal to the account balance, funding agreements related to group life contracts and certain contracts that provide for benefit funding.
Since separate account liabilities are fully funded by cash flows from the separate account assets which are recognized at estimated fair value as described in the section “— Recurring Fair Value Measurements,” the value of those assets approximates the estimated fair value of the related separate account liabilities. The valuation techniques and inputs for separate account liabilities are similar to those described for separate account assets.
Mortgage Loan Commitments and Commitments to Fund Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments
The estimated fair values for mortgage loan commitments that will be held for investment and commitments to fund bank credit facilities, bridge loans and private corporate bonds that will be held for investment represent the difference between the discounted expected future cash flows using interest rates that incorporate current credit risk for similar instruments on the reporting date and the principal amounts of the commitments.

Goodwill

Goodwill	9 Months Ended
	Sep. 30, 2013
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill	'
	9. Goodwill
	At September 30, 2013, the effect of foreign currency translation was a decrease to goodwill of $445 million. The impact by segment was $415 million, $10 million and $20 million related to Asia, EMEA and Latin America, respectively. Other than these foreign currency translation changes, there were no other significant changes to goodwill.
	In addition, the Company performed its annual goodwill impairment tests of its reporting units during the third quarter of 2013 primarily using a market multiple valuation approach based upon data at June 30, 2013 and concluded that the fair values of all such reporting units were in excess of their carrying values and, therefore, goodwill was not impaired. Management continues to evaluate current market conditions that may affect the estimated fair values of the reporting units to assess whether any goodwill impairment exists. Deteriorating or adverse market conditions may have a significant impact on the estimated fair values of certain reporting units and could result in future impairments of goodwill.

Common_Equity_Units

Common Equity Units	9 Months Ended
	Sep. 30, 2013
Temporary Equity Disclosure [Abstract]	'
Common Equity Units [Text Block]	'
	10. Common Equity Units
	Remarketing of Senior Debt Securities and Settlement of Stock Purchase Contracts
	In September 2013, MetLife, Inc. closed the successful remarketing of a portion of the senior debt securities underlying common equity units issued in November 2010 in connection with the acquisition of American Life Insurance Company and Delaware American Life Insurance Company (collectively, “ALICO”). The senior debt securities, which are due September 15, 2023, were remarketed as 4.368% senior debt securities. MetLife, Inc. did not receive any proceeds from the remarketing. Most holders of common equity units used remarketing proceeds to settle their payment obligations under the applicable stock purchase contracts. The subsequent settlement of the stock purchase contracts provided proceeds to MetLife, Inc. of $1.0 billion in exchange for shares of MetLife, Inc.'s common stock. MetLife, Inc. delivered 22,679,955 shares of its newly issued common stock to settle the stock purchase contracts. See Note 15 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for additional information.

Equity

Equity	9 Months Ended
	Sep. 30, 2013
Equity [Abstract]	'
Equity	'
	11. Equity
	Common Stock
	Issuances
	In September 2013, MetLife, Inc. issued 22,679,955 new shares of its common stock for $1.0 billion. The issuance was made in connection with the settlement of stock purchase contracts. See Note 10.
	Stock-Based Compensation Plans
	Performance Shares and Performance Units
	For awards granted prior to the January 1, 2013 – December 31, 2015 performance period, vested Performance Shares and Performance Units are multiplied by a performance factor of 0.0 to 2.0 based on MetLife, Inc.’s adjusted income, total shareholder return, and performance in change in annual net operating earnings and total shareholder return compared to the performance of its competitors, each measured with respect to the applicable three-year performance period or portions thereof.
	For the January 1, 2013 – December 31, 2015 performance period, the vested Performance Shares and Performance Units will be multiplied by a performance factor of 0.00 to 1.75. Assuming that MetLife, Inc. has met threshold performance goals related to its adjusted income or total shareholder return, the MetLife, Inc. Compensation Committee will determine the performance factor in its discretion. In doing so, the Compensation Committee may consider MetLife, Inc.’s total shareholder return relative to the performance of its competitors and MetLife, Inc.’s operating return on equity relative to its financial plan. The estimated fair value of performance shares will be remeasured each quarter until final settlement.
	Payout of 2010 - 2012 Performance Shares
	Final Performance Shares are paid in shares of MetLife, Inc. common stock. The performance factor for the January 1, 2010 – December 31, 2012 performance period was 0.92. This factor has been applied to the 1,346,025 Performance Shares associated with that performance period that vested on December 31, 2012 and, as a result, 1,238,343 shares of MetLife, Inc.’s common stock (less withholding for taxes and other items, as applicable) were issued, aside from shares that payees choose to defer, in April 2013.
	Payout of 2010 - 2012 Performance Units
	Final Performance Units are payable in cash equal to the closing price of MetLife, Inc. common stock on a date following the last day of the three-year performance period. The performance factor for the January 1, 2010 – December 31, 2012 performance period was 0.92. This factor has been applied to the 51,650 Performance Units associated with that performance period that vested on December 31, 2012 and, as a result, the cash value of 47,518 units was paid in April 2013.
	Accumulated Other Comprehensive Income (Loss)
	Information regarding changes in the balances of each component of AOCI attributable to MetLife, Inc., net of income tax, was as follows:
		Three Months
		Ended
		September 30, 2013
		Unrealized				Unrealized				Foreign			Defined			Total
		Investment Gains				Gains (Losses)				Currency			Benefit
		(Losses), Net of				on Derivatives				Translation			Plans
		Related Offsets (1)								Adjustments			Adjustment
		(In millions)
	Balance, beginning of period	$	9,709			$	734			$	(1,825	)	$	(2,416	)	$	6,202
	OCI before reclassifications	(1,060		)		(184		)		207			(1		)	(1,038		)
	Amounts reclassified from AOCI	55				(154		)		—			35			(64		)
	Balance, end of period	$	8,704			$	396			$	(1,618	)	$	(2,382	)	$	5,100
		Nine Months
		Ended
		September 30, 2013
		Unrealized				Unrealized				Foreign			Defined			Total
		Investment Gains				Gains (Losses)				Currency			Benefit
		(Losses), Net of				on Derivatives				Translation			Plans
		Related Offsets (1)								Adjustments			Adjustment
		(In millions)
	Balance, beginning of period	$	13,590			$	829			$	(533	)	$	(2,489	)	$	11,397
	OCI before reclassifications	(4,635		)		(439		)		(1,085		)	1			(6,158		)
	Amounts reclassified from AOCI	(251		)		6				—			106			(139		)
	Balance, end of period	$	8,704			$	396			$	(1,618	)	$	(2,382	)	$	5,100
	__________________
	-1	See Note 6 for information on offsets to investments related to insurance liabilities, DAC and VOBA and the policyholder dividend obligation.
	Information regarding amounts reclassified out of each component of AOCI was as follows:
	AOCI Components		Amounts Reclassified from AOCI								Statement of Operations and
											Comprehensive Income (Loss) Location
			Three Months				Nine Months
			Ended				Ended
			September 30, 2013				September 30, 2013
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	(96	)		$	365			Other net investment gains (losses)
	Net unrealized investment gains (losses)		22				65				Net investment income
	OTTI		(21		)		(56		)		OTTI on fixed maturity securities
	Net unrealized investment gains (losses), before income tax		(95		)		374
	Income tax (expense) benefit		40				(123		)
	Net unrealized investment gains (losses), net of income tax		$	(55	)		$	251
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		$	3			$	17			Net derivative gains (losses)
	Interest rate swaps		2				6				Net investment income
	Interest rate forwards		2				8				Net derivative gains (losses)
	Interest rate forwards		1				2				Net investment income
	Interest rate forwards		(1		)		(2		)		Other expenses
	Foreign currency swaps		216				(41		)		Net derivative gains (losses)
	Foreign currency swaps		—				(2		)		Net investment income
	Foreign currency swaps		1				1				Other expenses
Credit forwards		—				1				Net investment income
Gains (losses) on cash flow hedges, before income tax		224				(10		)
Income tax (expense) benefit		(70		)		4
Gains (losses) on cash flow hedges, net of income tax		$	154			$	(6	)
Defined benefit plans adjustment: (1)
Amortization of net actuarial gains (losses)		$	(71	)		$	(212	)
Amortization of prior service (costs) credit		17				51
Amortization of defined benefit plan items, before		(54		)		(161		)
income tax
Income tax (expense) benefit		19				55
Amortization of defined benefit plan items, net of		$	(35	)		$	(106	)
income tax
Total reclassifications, net of income tax		$	64			$	139
__________________
-1	These AOCI components are included in the computation of net periodic benefit costs. See Note 13.

Other_Expenses

Other Expenses	9 Months Ended
	Sep. 30, 2013
Other Income and Expenses [Abstract]	'
Other Expenses	'
	12. Other Expenses
	Information on other expenses was as follows:
		Three Months						Nine Months
		Ended						Ended
		September 30,						September 30,
		2013			2012			2013			2012
		(In millions)
	Compensation	$	1,310		$	1,307		$	3,828		$	4,196
	Pension, postretirement and postemployment benefit costs	122			117			367			345
	Commissions	1,309			1,442			4,084			4,466
	Volume-related costs	239			154			618			402
	Interest credited to bank deposits	—			19			2			60
	Capitalization of DAC	(1,153		)	(1,302		)	(3,621		)	(3,981		)
	Amortization of DAC and VOBA	841			1,008			2,623			3,201
	Amortization of negative VOBA	(126		)	(170		)	(410		)	(506		)
	Interest expense on debt and debt issuance costs	317			326			959			1,026
	Premium taxes, licenses and fees	173			176			498			519
	Professional services	349			432			976			1,210
	Rent, net of sublease income	89			107			283			339
	Other (1)	507			629			1,933			2,064
	Total other expenses	$	3,977		$	4,245		$	12,140		$	13,341
	__________________
	-1	See Note 3 for information on the Japan income tax refund included in other expenses for the nine months ended September 30, 2013.
	Restructuring Charges
	The Company commenced in 2012 an enterprise-wide strategic initiative. This global strategy focuses on leveraging the Company’s scale to improve the value it provides to customers and shareholders in order to reduce costs, enhance revenues, achieve efficiencies and reinvest in its technology, platforms and functionality to improve its current operations and develop new capabilities.
	These restructuring charges are included in other expenses. As the expenses relate to an enterprise-wide initiative, they are reported in Corporate & Other. Estimated restructuring costs may change as management continues to execute this enterprise-wide strategic initiative. Such restructuring charges were as follows:
		Three Months
		Ended
		September 30,
		2013									2012
		Severance			Lease and Asset Impairment			Total			Severance			Lease and Asset Impairment		Total
		(In millions)
	Balance, beginning of period	$	12		$	9		$	21		$	21		$	—	$	21
	Restructuring charges	14			2			16			46			8		54
	Cash payments	(13		)	(4		)	(17		)	(40		)	—		(40		)
	Balance, end of period	$	13		$	7		$	20		$	27		$	8	$	35
		Nine Months
		Ended
		September 30,
		2013									2012
		Severance			Lease and Asset Impairment			Total			Severance			Lease and Asset Impairment		Total
		(In millions)
	Balance, beginning of period	$	23		$	—		$	23		$	—		$	—	$	—
	Restructuring charges	51			14			65			93			8		101
	Cash payments	(61		)	(7		)	(68		)	(66		)	—		(66		)
	Balance, end of period	$	13		$	7		$	20		$	27		$	8	$	35
	Total restructuring charges incurred since inception of initiative	$	192		$	32		$	224		$	93		$	8	$	101
	Management anticipates further restructuring charges including severance, as well as lease and asset impairments, through the year ending December 31, 2015. However, such restructuring plans were not sufficiently developed to enable management to make an estimate of such restructuring charges at September 30, 2013.
	ALICO Acquisition Integration-Related Expenses
	Integration-related costs were $25 million and $115 million for the three months and nine months ended September 30, 2013, respectively, and were $95 million and $239 million for the three months and nine months ended September 30, 2012, respectively. Integration-related costs represent costs directly related to integrating ALICO, including expenses for consulting and the integration of information systems. Such costs have been expensed as incurred and, as the integration of ALICO is an enterprise-wide initiative, these expenses are reported in Corporate & Other.

Employee_Benefit_Plans

Employee Benefit Plans	9 Months Ended
	Sep. 30, 2013
Compensation and Retirement Disclosure [Abstract]	'
Employee Benefit Plans	'
	13. Employee Benefit Plans
	Pension and Other Postretirement Benefit Plans
	Certain subsidiaries of MetLife, Inc. (the “Subsidiaries”) sponsor and/or administer various U.S. qualified and non-qualified defined benefit pension plans and other postretirement employee benefit plans covering employees and sales representatives who meet specified eligibility requirements. The Subsidiaries also provide certain postemployment benefits and certain postretirement medical and life insurance benefits for retired employees.
	The components of net periodic benefit costs were as follows:
		Pension Benefits												Other Postretirement Benefits
		U.S. Plans						Non-U.S. Plans						U.S. Plans						Non-U.S. Plans
		Three Months						Three Months						Three Months						Three Months
		Ended						Ended						Ended						Ended
		September 30,						September 30,						September 30,						September 30,
		2013			2012			2013			2012			2013			2012			2013			2012
		(In millions)
	Service costs	$	59		$	56		$	16		$	19		$	5		$	5		$	—		$	—
	Interest costs	98			102			4			4			23			26			1			1
	Expected return on plan assets	(121		)	(121		)	(2		)	(1		)	(18		)	(19		)	(1		)	(1		)
	Amortization of net actuarial (gains) losses	57			48			—			—			14			15			—			1
	Amortization of prior service costs (credit)	2			2			—			—			(19		)	(26		)	—			—
	Net periodic benefit costs	$	95		$	87		$	18		$	22		$	5		$	1		$	—		$	1
		Pension Benefits												Other Postretirement Benefits
		U.S. Plans						Non-U.S. Plans						U.S. Plans						Non-U.S. Plans
		Nine Months						Nine Months						Nine Months						Nine Months
		Ended						Ended						Ended						Ended
		September 30,						September 30,						September 30,						September 30,
		2013			2012			2013			2012			2013			2012			2013			2012
		(In millions)
	Service costs	$	177		$	168		$	50		$	55		$	15		$	16		$	1		$	1
	Interest costs	292			305			11			13			69			77			2			2
	Expected return on plan assets	(363		)	(363		)	(5		)	(5		)	(56		)	(57		)	(1		)	(1		)
	Amortization of net actuarial (gains) losses	171			146			—			—			41			43			—			1
	Amortization of prior service costs (credit)	5			5			—			—			(56		)	(78		)	—			—
	Net periodic benefit costs	$	282		$	261		$	56		$	63		$	13		$	1		$	2		$	3
	As disclosed in Note 18 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report, no contributions are required to be made to the Subsidiaries’ U.S. qualified pension plans during 2013; however, during the nine months ended September 30, 2013, $313 million of discretionary contributions were made by the Subsidiaries to those plans.

Earnings_Per_Common_Share

Earnings Per Common Share	9 Months Ended
	Sep. 30, 2013
Earnings Per Share [Abstract]	'
Earnings Per Common Share	'
	14. Earnings Per Common Share
	The following table presents the weighted average shares used in calculating basic earnings per common share and those used in calculating diluted earnings per common share for each income category presented below:
		Three Months					Nine Months
		Ended					Ended
		September 30,					September 30,
		2013		2012			2013		2012
		(In millions, except share and per share data)
	Weighted Average Shares:
	Weighted average common stock outstanding for basic	1,104,892,638		1,065,041,874			1,099,496,305		1,063,991,836
	earnings per common share
	Incremental common shares from assumed:
	Stock purchase contracts underlying common equity units (1)	1,886,275		—			628,758		—
	Exercise or issuance of stock-based awards (2)	10,517,925		—			8,756,239		5,963,399
	Weighted average common stock outstanding for diluted	1,117,296,838		1,065,041,874			1,108,881,302		1,069,955,235
	earnings per common share
	Income (Loss) from Continuing Operations:
	Income (loss) from continuing operations, net of income tax	$	973	$	(957	)	$	2,476	$	1,209
	Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	3		(3		)	17		29
	Less: Preferred stock dividends	30		30			91		91
	Income (loss) from continuing operations, net of income tax,	$	940	$	(984	)	$	2,368	$	1,089
	available to MetLife, Inc.’s common shareholders
	Basic	$	0.85	$	(0.92	)	$	2.15	$	1.02
	Diluted	$	0.84	$	(0.92	)	$	2.14	$	1.01
	Income (Loss) from Discontinued Operations:
	Income (loss) from discontinued operations, net of income tax	$	2	$	—		$	1	$	17
	Less: Income (loss) from discontinued operations, net of income tax, attributable to noncontrolling interests	—		—			—		—
	Income (loss) from discontinued operations, net of income tax,	$	2	$	—		$	1	$	17
	available to MetLife, Inc.’s common shareholders
	Basic	$	—	$	—		$	—	$	0.02
	Diluted	$	—	$	—		$	—	$	0.02
	Net Income (Loss):
	Net income (loss)	$	975	$	(957	)	$	2,477	$	1,226
	Less: Net income (loss) attributable to noncontrolling interests	3		(3		)	17		29
	Less: Preferred stock dividends	30		30			91		91
	Net income (loss) available to MetLife, Inc.’s common shareholders	$	942	$	(984	)	$	2,369	$	1,106
	Basic	$	0.85	$	(0.92	)	$	2.15	$	1.04
	Diluted	$	0.84	$	(0.92	)	$	2.14	$	1.03
	__________________
	-1	See Note 15 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for a description of the Company’s common equity units. For the three months and nine months ended September 30, 2012, all shares related to the assumed issuance of shares in settlement of the applicable purchase contracts have been excluded from the calculation of diluted earnings per common share, as these assumed shares are anti-dilutive.
	-2	For the three months ended September 30, 2012, 5,928,114 shares related to the assumed exercise or issuance of stock-based awards have been excluded from the calculation of diluted earnings per common share, as these assumed shares would be anti-dilutive.

Contingencies_Commitments_and_

Contingencies, Commitments and Guarantees	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Contingencies, Commitments and Guarantees	'
	15. Contingencies, Commitments and Guarantees
	Contingencies
	Litigation
	The Company is a defendant in a large number of litigation matters. In some of the matters, very large and/or indeterminate amounts, including punitive and treble damages, are sought. Modern pleading practice in the U.S. permits considerable variation in the assertion of monetary damages or other relief. Jurisdictions may permit claimants not to specify the monetary damages sought or may permit claimants to state only that the amount sought is sufficient to invoke the jurisdiction of the trial court. In addition, jurisdictions may permit plaintiffs to allege monetary damages in amounts well exceeding reasonably possible verdicts in the jurisdiction for similar matters. This variability in pleadings, together with the actual experience of the Company in litigating or resolving through settlement numerous claims over an extended period of time, demonstrates to management that the monetary relief which may be specified in a lawsuit or claim bears little relevance to its merits or disposition value.
	Due to the vagaries of litigation, the outcome of a litigation matter and the amount or range of potential loss at particular points in time may normally be difficult to ascertain. Uncertainties can include how fact finders will evaluate documentary evidence and the credibility and effectiveness of witness testimony, and how trial and appellate courts will apply the law in the context of the pleadings or evidence presented, whether by motion practice, or at trial or on appeal. Disposition valuations are also subject to the uncertainty of how opposing parties and their counsel will themselves view the relevant evidence and applicable law.
	The Company establishes liabilities for litigation and regulatory loss contingencies when it is probable that a loss has been incurred and the amount of the loss can be reasonably estimated. Liabilities have been established for a number of the matters noted below. It is possible that some of the matters could require the Company to pay damages or make other expenditures or establish accruals in amounts that could not be estimated at September 30, 2013. While the potential future charges could be material in the particular quarterly or annual periods in which they are recorded, based on information currently known to management, management does not believe any such charges are likely to have a material effect on the Company’s financial position.
	Matters as to Which an Estimate Can Be Made
	For some of the matters disclosed below, the Company is able to estimate a reasonably possible range of loss. For such matters where a loss is believed to be reasonably possible, but not probable, no accrual has been made. As of September 30, 2013, the Company estimates the aggregate range of reasonably possible losses in excess of amounts accrued for these matters to be approximately $0 to $445 million.
	Matters as to Which an Estimate Cannot Be Made
	For other matters disclosed below, the Company is not currently able to estimate the reasonably possible loss or range of loss. The Company is often unable to estimate the possible loss or range of loss until developments in such matters have provided sufficient information to support an assessment of the range of possible loss, such as quantification of a damage demand from plaintiffs, discovery from other parties and investigation of factual allegations, rulings by the court on motions or appeals, analysis by experts, and the progress of settlement negotiations. On a quarterly and annual basis, the Company reviews relevant information with respect to litigation contingencies and updates its accruals, disclosures and estimates of reasonably possible losses or ranges of loss based on such reviews.
	Asbestos-Related Claims
	MLIC is and has been a defendant in a large number of asbestos-related suits filed primarily in state courts. These suits principally allege that the plaintiff or plaintiffs suffered personal injury resulting from exposure to asbestos and seek both actual and punitive damages. MLIC has never engaged in the business of manufacturing, producing, distributing or selling asbestos or asbestos-containing products nor has MLIC issued liability or workers’ compensation insurance to companies in the business of manufacturing, producing, distributing or selling asbestos or asbestos-containing products. The lawsuits principally have focused on allegations with respect to certain research, publication and other activities of one or more of MLIC’s employees during the period from the 1920’s through approximately the 1950’s and allege that MLIC learned or should have learned of certain health risks posed by asbestos and, among other things, improperly publicized or failed to disclose those health risks. MLIC believes that it should not have legal liability in these cases. The outcome of most asbestos litigation matters, however, is uncertain and can be impacted by numerous variables, including differences in legal rulings in various jurisdictions, the nature of the alleged injury and factors unrelated to the ultimate legal merit of the claims asserted against MLIC. MLIC employs a number of resolution strategies to manage its asbestos loss exposure, including seeking resolution of pending litigation by judicial rulings and settling individual or groups of claims or lawsuits under appropriate circumstances.
	Claims asserted against MLIC have included negligence, intentional tort and conspiracy concerning the health risks associated with asbestos. MLIC’s defenses (beyond denial of certain factual allegations) include that: (i) MLIC owed no duty to the plaintiffs— it had no special relationship with the plaintiffs and did not manufacture, produce, distribute or sell the asbestos products that allegedly injured plaintiffs; (ii) plaintiffs did not rely on any actions of MLIC; (iii) MLIC’s conduct was not the cause of the plaintiffs’ injuries; (iv) plaintiffs’ exposure occurred after the dangers of asbestos were known; and (v) the applicable time with respect to filing suit has expired. During the course of the litigation, certain trial courts have granted motions dismissing claims against MLIC, while other trial courts have denied MLIC’s motions to dismiss. There can be no assurance that MLIC will receive favorable decisions on motions in the future. While most cases brought to date have settled, MLIC intends to continue to defend aggressively against claims based on asbestos exposure, including defending claims at trials.
	As reported in the 2012 Annual Report, MLIC received approximately 5,303 asbestos-related claims in 2012. During the nine months ended September 30, 2013 and 2012, MLIC received approximately 4,256 and 3,909 new asbestos-related claims, respectively. See Note 21 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for historical information concerning asbestos claims and MLIC’s increase in its recorded liability at December 31, 2002. The number of asbestos cases that may be brought, the aggregate amount of any liability that MLIC may incur, and the total amount paid in settlements in any given year are uncertain and may vary significantly from year to year.
	The ability of MLIC to estimate its ultimate asbestos exposure is subject to considerable uncertainty, and the conditions impacting its liability can be dynamic and subject to change. The availability of reliable data is limited and it is difficult to predict the numerous variables that can affect liability estimates, including the number of future claims, the cost to resolve claims, the disease mix and severity of disease in pending and future claims, the impact of the number of new claims filed in a particular jurisdiction and variations in the law in the jurisdictions in which claims are filed, the possible impact of tort reform efforts, the willingness of courts to allow plaintiffs to pursue claims against MLIC when exposure to asbestos took place after the dangers of asbestos exposure were well known, and the impact of any possible future adverse verdicts and their amounts.
	The ability to make estimates regarding ultimate asbestos exposure declines significantly as the estimates relate to years further in the future. In the Company’s judgment, there is a future point after which losses cease to be probable and reasonably estimable. It is reasonably possible that the Company’s total exposure to asbestos claims may be materially greater than the asbestos liability currently accrued and that future charges to income may be necessary. While the potential future charges could be material in the particular quarterly or annual periods in which they are recorded, based on information currently known by management, management does not believe any such charges are likely to have a material effect on the Company’s financial position.
	The Company believes adequate provision has been made in its consolidated financial statements for all probable and reasonably estimable losses for asbestos-related claims. MLIC’s recorded asbestos liability is based on its estimation of the following elements, as informed by the facts presently known to it, its understanding of current law and its past experiences: (i) the probable and reasonably estimable liability for asbestos claims already asserted against MLIC, including claims settled but not yet paid; (ii) the probable and reasonably estimable liability for asbestos claims not yet asserted against MLIC, but which MLIC believes are reasonably probable of assertion; and (iii) the legal defense costs associated with the foregoing claims. Significant assumptions underlying MLIC’s analysis of the adequacy of its recorded liability with respect to asbestos litigation include: (i) the number of future claims; (ii) the cost to resolve claims; and (iii) the cost to defend claims.
	MLIC reevaluates on a quarterly and annual basis its exposure from asbestos litigation, including studying its claims experience, reviewing external literature regarding asbestos claims experience in the U.S., assessing relevant trends impacting asbestos liability and considering numerous variables that can affect its asbestos liability exposure on an overall or per claim basis. These variables include bankruptcies of other companies involved in asbestos litigation, legislative and judicial developments, the number of pending claims involving serious disease, the number of new claims filed against it and other defendants and the jurisdictions in which claims are pending. Based upon its regular reevaluation of its exposure from asbestos litigation, MLIC has updated its liability analysis for asbestos-related claims through September 30, 2013.
	Regulatory Matters
	The Company receives and responds to subpoenas or other inquiries from state regulators, including state insurance commissioners; state attorneys general or other state governmental authorities; federal regulators, including the SEC; federal governmental authorities, including congressional committees; and the Financial Industry Regulatory Authority (“FINRA”) seeking a broad range of information. The issues involved in information requests and regulatory matters vary widely. The Company cooperates in these inquiries.
	Mortgage Regulatory and Law Enforcement Authorities’ Inquiries
	MetLife, through its affiliate, MetLife Bank, was engaged in the origination, sale and servicing of forward and reverse residential mortgage loans since 2008. In 2012, MetLife Bank exited the business of originating residential mortgage loans. In 2012 and 2013, MetLife Bank sold its residential mortgage servicing portfolios, and in 2013 wound down its mortgage servicing business. See Note 3 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for information regarding the MetLife Bank Divestiture. In August 2013, MetLife Bank merged with and into MLHL, its former subsidiary, with MLHL as the surviving, non-bank entity.
	On April 13, 2011, the Office of the Comptroller of the Currency (the “OCC”) entered into a consent order with MetLife Bank (the “OCC consent order”). The OCC consent order required an independent review of foreclosure practices and set forth new residential mortgage servicing standards. In February 2013, MetLife Bank entered into an agreement with the OCC to amend the OCC consent order, and paid approximately $46 million to settle its obligations and end the foreclosure review. In addition, the Federal Reserve Board entered into a consent order with MetLife, Inc. in 2011 (the “Federal Reserve Board consent order”), to enhance its supervision of the mortgage servicing activities of MetLife Bank. On August 6, 2012, the Federal Reserve Board issued an Order of Assessment of a Civil Monetary Penalty Issued Upon Consent against MetLife, Inc. that imposes a penalty of up to $3.2 million for the alleged deficiencies in oversight of MetLife Bank’s servicing of residential mortgage loans and processing foreclosures that were the subject of the Federal Reserve Board consent order.
	In May 2013, MetLife Bank received a subpoena from the U.S. Department of Justice requiring production of documents relating to MetLife Bank’s payment of certain foreclosure-related expenses to law firms and business entities affiliated with law firms and relating to MetLife Bank’s supervision of such payments, including expenses submitted to the Federal National Mortgage Association, the Federal Home Loan Mortgage Corp. and the U.S. Department of Housing and Urban Development (“HUD”) for reimbursement. It is possible that various state or federal regulatory and law enforcement authorities may seek monetary penalties from MLHL relating to foreclosure practices.
	MetLife Bank has also responded to a subpoena issued by the New York State Department of Financial Services (“Department of Financial Services”) regarding hazard insurance and flood insurance that MetLife Bank obtained to protect the lienholder’s interest when the borrower’s insurance has lapsed.
	In April and May 2012, MetLife Bank received two subpoenas issued by the Office of Inspector General for HUD regarding Federal Housing Administration (“FHA”) insured loans. In June and September 2012, MetLife Bank received two Civil Investigative Demands that the U.S. Department of Justice issued as part of a False Claims Act investigation of allegations that MetLife Bank had improperly originated and/or underwritten loans insured by the FHA. MetLife Bank has met with the U.S. Department of Justice to discuss the allegations and possible resolution of the FHA False Claims Act investigation. The Company has included what it currently believes to be the probable and estimable amount of such loss in the Company’s consolidated financial statements and is continuing to investigate matters raised during that meeting.
	The consent decrees, as well as the inquiries or investigations referred to above, could adversely affect MetLife’s reputation or result in significant fines, penalties, equitable remedies or other enforcement actions, and result in significant legal costs in responding to governmental investigations or other litigation. The MetLife Bank Divestiture may not relieve MetLife from complying with the consent decrees, or protect it from inquiries and investigations relating to residential mortgage servicing and foreclosure activities, or any fines, penalties, equitable remedies or enforcement actions that may result, the costs of responding to any such governmental investigations, or other litigation. Management believes that the Company’s consolidated financial statements as a whole will not be materially affected by these regulatory matters.
	In the Matter of Chemform, Inc. Site, Pompano Beach, Broward County, Florida
	In July 2010, the Environmental Protection Agency (“EPA”) advised MLIC that it believed payments were due under two settlement agreements, known as “Administrative Orders on Consent,” that New England Mutual Life Insurance Company (“New England Mutual”) signed in 1989 and 1992 with respect to the cleanup of a Superfund site in Florida (the “Chemform Site”). The EPA originally contacted MLIC (as successor to New England Mutual) and a third party in 2001, and advised that they owed additional clean-up costs for the Chemform Site. The matter was not resolved at that time. The EPA is requesting payment of an amount under $1 million from MLIC and such third party for past costs and an additional amount for future environmental testing costs at the Chemform Site. In June 2012, the EPA, MLIC and the third party executed an Administrative Order on Consent under which MLIC and the third party have agreed to be responsible for certain environmental testing at the Chemform site. The Company estimates that its costs for the environmental testing will not exceed $100,000. The June 2012 Administrative Order on Consent does not resolve the EPA’s claim for past clean-up costs. The EPA may seek additional costs if the environmental testing identifies issues. The Company estimates that the aggregate cost to resolve this matter will not exceed $1 million.
	Metco Site, Hicksville, Nassau County, New York
	On February 22, 2012, the New York State Department of Environmental Conservation (“Department of Environmental Conservation”) issued a notice to MLIC, as purported successor in interest to New England Mutual, that it is a potentially responsible party with respect to hazardous substances and hazardous waste located on a property that New England Mutual owned for a time in 1978. MLIC has responded to the Department of Environmental Conservation and asserted that it is not a potentially responsible party under the law.
	New York Licensing Inquiry
	The Company continues to work with the Department of Financial Services and the Manhattan District Attorney’s Office regarding their inquiries into whether from January 2007 to the present American Life Insurance Company and Delaware American Life Insurance Company conducted insurance business in New York without a license and whether representatives acting on behalf of these companies solicited, sold or negotiated insurance products in New York without a license. Additionally, the New York State Office of the Attorney General Taxpayer Protection Bureau is inquiring concerning American Life Insurance Company’s and Delaware American Life Insurance Company’s New York State premium and franchise tax filings. The Company is cooperating with all regulators.
	Sales Practices Regulatory Matters
	Regulatory authorities in a small number of states and FINRA, and occasionally the SEC, have had investigations or inquiries relating to sales of individual life insurance policies or annuities or other products by MLIC, MetLife Insurance Company of Connecticut (“MICC”), New England Life Insurance Company (“NELICO”) and General American Life Insurance Company (“GALIC”), and broker-dealers MetLife Securities, Inc. and New England Securities Corporation. These investigations often focus on the conduct of particular financial services representatives and the sale of unregistered or unsuitable products or the misuse of client assets. Over the past several years, these and a number of investigations by other regulatory authorities were resolved for monetary payments and certain other relief, including restitution payments. The Company may continue to resolve investigations in a similar manner. The Company believes adequate provision has been made in its consolidated financial statements for all probable and reasonably estimable losses for these sales practices-related investigations or inquiries.
	Unclaimed Property Litigation and Inquiries
	In 2012, the Company reached agreements with representatives of the U.S. jurisdictions that were conducting audits of MetLife, Inc. and certain of its affiliates for compliance with unclaimed property laws, and with state insurance regulators directly involved in a multistate targeted market conduct examination relating to claim-payment practices and compliance with unclaimed property laws. In the first quarter of 2012, the Company recorded a $52 million after tax charge for the multistate examination payment and the expected acceleration of benefit payments to policyholders under the settlements. On September 20, 2012, the West Virginia Treasurer filed an action against MLIC in West Virginia state court (West Virginia ex rel. John D. Perdue v. Metropolitan Life Insurance Company, Circuit Court of Putnam County, Civil Action No. 12-C-295) alleging that the Company violated the West Virginia Uniform Unclaimed Property Act, seeking to compel compliance with the Act, and seeking payment of unclaimed property, interest, and penalties. On November 14, 2012, November 21, 2012, December 28, 2012, and January 9, 2013, the Treasurer filed substantially identical suits against MetLife Investors USA Insurance Company, NELICO, MICC and GALIC, respectively. At least one other jurisdiction is pursuing a market conduct examination concerning compliance with unclaimed property statutes. It is possible that other jurisdictions may pursue similar examinations, audits, or lawsuits and that such actions may result in additional payments to beneficiaries, additional escheatment of funds deemed abandoned under state laws, administrative penalties, interest, and/or further changes to the Company’s procedures. The Company is not currently able to estimate these additional possible costs.
	Total Asset Recovery Services, LLC on behalf of the State of Florida v. MetLife, Inc., et. al. (Cir. Ct. Leon County, FL, filed October 27, 2010)
	Alleging that MetLife, Inc. and another company have violated the Florida Disposition of Unclaimed Property law by failing to escheat to Florida benefits of 9,022 life insurance contracts, Total Asset Recovery Services, LLC (“the Relator”) has brought an action under the Florida False Claims Act seeking to recover damages on behalf of Florida. The action had been sealed by court order until December 17, 2012. The Relator alleges that the aggregate damages attributable to MetLife, Inc., including statutory damages and treble damages, are $767 million. The Relator also bases its damage calculation in part on its assumption that the average face amount of the subject policies is $120,000. MetLife, Inc. strongly disputes this assumption, the Relator’s alleged damages amounts, and other allegations in the complaint. On December 14, 2012, the Florida Attorney General apprised the court that the State of Florida declined to intervene in the action and noted that the allegations in the complaint “. . . are very similar (if not identical) to those raised in regulatory investigations of the defendants that predated the filing of the action” and that those regulatory investigations have been resolved. On August 20, 2013, the court granted defendants’ motion to dismiss the action. The Relator has filed notice of its intent to appeal the dismissal.
	City of Westland Police and Fire Retirement System v. MetLife, Inc., et. al. (S.D.N.Y., filed January 12, 2012)
	Seeking to represent a class of persons who purchased MetLife, Inc. common shares between February 2, 2010, and October 6, 2011, the plaintiff filed a second amended complaint alleging that MetLife, Inc. and several current and former executive officers of MetLife, Inc. violated the Securities Act of 1933 as well as the Securities Exchange Act of 1934 and Rule 10b-5 promulgated thereunder by issuing, or causing MetLife, Inc. to issue, materially false and misleading statements concerning MetLife, Inc.’s potential liability for millions of dollars in insurance benefits that should have been paid to beneficiaries or escheated to the states. Plaintiff seeks unspecified compensatory damages and other relief. The defendants intend to defend this action vigorously.
	City of Birmingham Retirement and Relief System v. MetLife, Inc., et al. (N.D. Alabama, filed in state court on July 5, 2012 and removed to federal court on August 3, 2012)
	Seeking to represent a class of persons who purchased MetLife, Inc. common equity units in or traceable to a public offering in March 2011, the plaintiff filed an action alleging that MetLife, Inc., certain current and former directors and executive officers of MetLife, Inc., and various underwriters violated several provisions of the Securities Act of 1933 related to the filing of the registration statement by issuing, or causing MetLife, Inc. to issue, materially false and misleading statements and/or omissions concerning MetLife, Inc.’s potential liability for millions of dollars in insurance benefits that should have been paid to beneficiaries or escheated to the states. Plaintiff seeks unspecified compensatory damages and other relief. Defendants removed this action to federal court, and plaintiff has moved to remand the action to state court. The magistrate judge recommended granting the motion to remand to state court and the defendants have objected to that recommendation. The defendants intend to defend this action vigorously.
	Derivative Actions and Demands
	Seeking to sue derivatively on behalf of MetLife, Inc., four shareholders commenced separate actions against members of the MetLife, Inc. Board of Directors, alleging that they breached their fiduciary and other duties to the Company. The actions are Fishbaum v. Kandarian, et al. (Sup. Ct., New York County, filed January 27, 2012), Batchelder v. Burwell, et al. (Sup. Ct., New York County, filed March 6, 2012), Mallon v. Kandarian, et al. (S.D.N.Y., filed March 28, 2012), and Martino v. Kandarian, et al. (S.D.N.Y., filed April 19, 2012). The two federal court actions have been consolidated and have been stayed pending further order of the court. The two state court actions have been consolidated under the caption In re: MetLife Shareholder Derivative Action and an amended complaint has been filed. Plaintiffs in all four actions allege that the defendants failed to ensure that the Company complied with state unclaimed property laws and to ensure that the Company accurately reported its earnings. Plaintiffs allege that because of the defendants’ breaches of duty, MetLife, Inc. has incurred damage to its reputation and has suffered other unspecified damages. The defendants intend to defend these actions vigorously. A fifth shareholder, Western Pennsylvania Electrical Workers Pension Fund, has written to the MetLife, Inc. Board of Directors demanding that MetLife, Inc. take action against current and former Board members, executive officers, and MetLife, Inc.’s independent auditor, for similar alleged breaches of duty with respect to the Company’s compliance with unclaimed property laws and financial disclosures. The MetLife, Inc. Board of Directors appointed a Special Committee to investigate these allegations. On September 24, 2012, counsel for the Special Committee apprised this shareholder that the Board of Directors had reviewed the issues and rejected the demand.
	Total Control Accounts Litigation
	MLIC is a defendant in a consolidated lawsuit related to its use of retained asset accounts, known as Total Control Accounts (“TCA”), as a settlement option for death benefits.
	Keife, et al. v. Metropolitan Life Insurance Company (D. Nev., filed in state court on July 30, 2010 and removed to federal court on September 7, 2010); and Simon v. Metropolitan Life Insurance Company (D. Nev., filed November 3, 2011)
	These putative class action lawsuits, which have been consolidated, raise breach of contract claims arising from MLIC’s use of the TCA to pay life insurance benefits under the Federal Employees’ Group Life Insurance program. On March 8, 2013, the court granted MLIC’s motion for summary judgment. Plaintiffs have appealed that decision to the United States Court of Appeals for the Ninth Circuit.
	Other Litigation
	Merrill Haviland, et al. v. Metropolitan Life Insurance Company (E.D. Mich., removed to federal court on July 22, 2011)
	This lawsuit was filed by 45 retired General Motors (“GM”) employees against MLIC and the amended complaint includes claims for conversion, unjust enrichment, breach of contract, fraud, intentional infliction of emotional distress, fraudulent insurance acts, unfair trade practices, and Employee Retirement Income Security Act of 1974 (“ERISA”) claims based upon GM’s 2009 reduction of the employees’ life insurance coverage under GM’s ERISA-governed plan. The complaint includes a count seeking class action status. MLIC is the insurer of GM’s group life insurance plan and administers claims under the plan. According to the complaint, MLIC had previously provided plaintiffs with a “written guarantee” that their life insurance benefits under the GM plan would not be reduced for the rest of their lives. On June 26, 2012, the district court granted MLIC’s motion to dismiss the complaint. Plaintiffs appealed and the United States Court of Appeals for the Sixth Circuit affirmed the dismissal of the action on September 12, 2013.
	McGuire v. Metropolitan Life Insurance Company (E.D. Mich., filed February 22, 2012)
	This lawsuit was filed by the fiduciary for the Union Carbide Employees’ Pension Plan and alleges that MLIC, which issued annuity contracts to fund some of the benefits the Plan provides, engaged in transactions that ERISA prohibits and violated duties under ERISA and federal common law by determining that no dividends were payable with respect to the contracts from and after 1999. On September 26, 2012, the court denied MLIC’s motion to dismiss the complaint. The parties have begun discovery.
	Sun Life Assurance Company of Canada v. Metropolitan Life Ins. Co. (Super. Ct., Ontario, October 2006)
	In 2006, Sun Life Assurance Company of Canada (“Sun Life”), as successor to the purchaser of MLIC’s Canadian operations, filed this lawsuit in Toronto, seeking a declaration that MLIC remains liable for “market conduct claims” related to certain individual life insurance policies sold by MLIC and that have been transferred to Sun Life. Sun Life had asked that the court require MLIC to indemnify Sun Life for these claims pursuant to indemnity provisions in the sale agreement for the sale of MLIC’s Canadian operations entered into in June of 1998. In January 2010, the court found that Sun Life had given timely notice of its claim for indemnification but, because it found that Sun Life had not yet incurred an indemnifiable loss, granted MLIC’s motion for summary judgment. Both parties appealed. In September 2010, Sun Life notified MLIC that a purported class action lawsuit was filed against Sun Life in Toronto, Fehr v. Sun Life Assurance Co. (Super. Ct., Ontario, September 2010), alleging sales practices claims regarding the same individual policies sold by MLIC and transferred to Sun Life. An amended class action complaint in that case was served on Sun Life, again without naming MLIC as a party. On August 30, 2011, Sun Life notified MLIC that a purported class action lawsuit was filed against Sun Life in Vancouver, Alamwala v. Sun Life Assurance Co. (Sup. Ct., British Columbia, August 2011), alleging sales practices claims regarding certain of the same policies sold by MLIC and transferred to Sun Life. Sun Life contends that MLIC is obligated to indemnify Sun Life for some or all of the claims in these lawsuits. The Company is unable to estimate the reasonably possible loss or range of loss arising from this litigation.
	C-Mart, Inc. v. Metropolitan Life Ins. Co., et al. (S.D. Fla., January 10, 2013)
	Plaintiff filed this lawsuit against defendants, including MLIC and a former MetLife financial services representative, alleging that the defendants sent unsolicited fax advertisements to plaintiff and others in violation of the Telephone Consumer Protection Act, as amended by the Junk Fax Prevention Act, 47 U.S.C. § 227 (“TCPA”). Plaintiff has moved to certify a nationwide class of persons who were allegedly sent millions of unsolicited faxes in violation of the TCPA. Plaintiff seeks an award of statutory damages under the TCPA in the amount of $500 for each violation and to have such damages trebled. Trial is scheduled to begin on February 10, 2014.
	Sales Practices Claims
	Over the past several years, the Company has faced numerous claims, including class action lawsuits, alleging improper marketing or sales of individual life insurance policies, annuities, mutual funds or other products. Some of the current cases seek substantial damages, including punitive and treble damages and attorneys’ fees. The Company continues to vigorously defend against the claims in these matters. The Company believes adequate provision has been made in its consolidated financial statements for all probable and reasonably estimable losses for sales practices matters.
	Summary
	Putative or certified class action litigation and other litigation and claims and assessments against the Company, in addition to those discussed previously and those otherwise provided for in the Company’s consolidated financial statements, have arisen in the course of the Company’s business, including, but not limited to, in connection with its activities as an insurer, mortgage lending bank, employer, investor, investment advisor and taxpayer. Further, state insurance regulatory authorities and other federal and state authorities regularly make inquiries and conduct investigations concerning the Company’s compliance with applicable insurance and other laws and regulations.
	It is not possible to predict the ultimate outcome of all pending investigations and legal proceedings. In some of the matters referred to previously, very large and/or indeterminate amounts, including punitive and treble damages, are sought. Although in light of these considerations it is possible that an adverse outcome in certain cases could have a material effect upon the Company’s financial position, based on information currently known by the Company’s management, in its opinion, the outcomes of such pending investigations and legal proceedings are not likely to have such an effect. However, given the large and/or indeterminate amounts sought in certain of these matters and the inherent unpredictability of litigation, it is possible that an adverse outcome in certain matters could, from time to time, have a material effect on the Company’s consolidated net income or cash flows in particular quarterly or annual periods.
Commitments
Commitments to Fund Partnership Investments
The Company makes commitments to fund partnership investments in the normal course of business. The amounts of these unfunded commitments were $4.5 billion and $3.4 billion at September 30, 2013 and December 31, 2012, respectively. The Company anticipates that these amounts will be invested in partnerships over the next five years.
Mortgage Loan Commitments
The Company commits to lend funds under mortgage loan commitments. The amounts of these mortgage loan commitments were $3.2 billion and $3.0 billion at September 30, 2013 and December 31, 2012, respectively.
Commitments to Fund Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments
The Company commits to lend funds under bank credit facilities, bridge loans and private corporate bond investments. The amounts of these unfunded commitments were $975 million and $1.2 billion at September 30, 2013 and December 31, 2012, respectively.

Subsequent_Event

Subsequent Event	9 Months Ended
	Sep. 30, 2013
Subsequent Events [Abstract]	'
Subsequent Event	'
	16. Subsequent Events
	Common Stock Dividend
	On October 22, 2013, MetLife, Inc.’s Board of Directors declared a fourth quarter 2013 common stock dividend of $0.275 per share payable on December 13, 2013 to shareholders of record as of November 8, 2013. The Company estimates the aggregate dividend payment to be $311 million.
	Credit Facilities
	In October 2013, unused availability under the unsecured credit facilities increased by $1.9 billion, as the Company no longer required and therefore canceled $1.9 billion of outstanding letters of credit.

Business_Basis_of_Presentation1

Business, Basis of Presentation and Summary of Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Use of Estimates	'
	The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America (“GAAP”) requires management to adopt accounting policies and make estimates and assumptions that affect amounts reported in the interim condensed consolidated financial statements. In applying these policies and estimates, management makes subjective and complex judgments that frequently require assumptions about matters that are inherently uncertain. Many of these policies, estimates and related judgments are common in the insurance and financial services industries; others are specific to the Company’s business and operations. Actual results could differ from estimates.
Consolidation of Subsidiaries	'
	The accompanying interim condensed consolidated financial statements are unaudited and reflect all adjustments (including normal recurring adjustments) necessary to present fairly the financial position, results of operations and cash flows for the interim periods presented in conformity with GAAP. Interim results are not necessarily indicative of full year performance. The December 31, 2012 consolidated balance sheet data was derived from audited consolidated financial statements included in MetLife, Inc.’s Annual Report on Form 10-K for the year ended December 31, 2012, (the “2012 Annual Report”), filed with the U.S. Securities and Exchange Commission (“SEC”), which include all disclosures required by GAAP. Therefore, these interim condensed consolidated financial statements should be read in conjunction with the consolidated financial statements of the Company included in the 2012 Annual Report.
	The Company uses the equity method of accounting for investments in equity securities when it has significant influence or at least a 20% interest and for investments in real estate joint ventures and other limited partnership interests (“investees”) when it has more than a minor ownership interest or more than minor influence over the investee’s operations, but does not have a controlling financial interest. The Company generally recognizes its share of the investee’s earnings on a three-month lag in instances where the investee’s financial information is not sufficiently timely or when the investee’s reporting period differs from the Company’s reporting period. The Company uses the cost method of accounting for investments in which it has virtually no influence over the investee’s operations.
	The accompanying interim condensed consolidated financial statements include the accounts of MetLife, Inc. and its subsidiaries, as well as partnerships and joint ventures in which the Company has control, and variable interest entities (“VIEs”) for which the Company is the primary beneficiary. Intercompany accounts and transactions have been eliminated.
	Closed block assets, liabilities, revenues and expenses are combined on a line-by-line basis with the assets, liabilities, revenues and expenses outside the closed block based on the nature of the particular item.
Fiscal Period	'
	Certain international subsidiaries have a fiscal year-end of November 30. Accordingly, the Company’s interim condensed consolidated financial statements reflect the assets and liabilities of such subsidiaries as of August 31, 2013 and November 30, 2012 and the operating results of such subsidiaries for the three months and nine months ended August 31, 2013 and 2012.
Investments	'
	Actual maturities may differ from contractual maturities due to the exercise of call or prepayment options. Fixed maturity securities not due at a single maturity date have been presented in the year of final contractual maturity. RMBS, CMBS and ABS are shown separately, as they are not due at a single maturity.
	Maturities of Fixed Maturity Securities
	Past Due and Interest Accrual Status of Mortgage Loans
	The Company has a high quality, well performing, mortgage loan portfolio, with 99% of all mortgage loans classified as performing at both September 30, 2013 and December 31, 2012. The Company defines delinquency consistent with industry practice, when the mortgage loan is past due as follows: commercial and residential mortgage loans — 60 days and agricultural mortgage loans — 90 days. The recorded investment in mortgage loans held-for-investment, prior to valuation allowances, past due according to these aging categories, greater than 90 days past due and still accruing interest and in nonaccrual status, by portfolio segment, were as follows at:
	Variable Interest Entities
	The Company has invested in certain structured transactions (including CSEs), formed trusts to invest proceeds from certain collateral financing arrangements and has insurance operations, that are VIEs. In certain instances, the Company holds both the power to direct the most significant activities of the entity, as well as an economic interest in the entity and, as such, is deemed to be the primary beneficiary or consolidator of the entity.
	The determination of the VIE’s primary beneficiary requires an evaluation of the contractual and implied rights and obligations associated with each party’s relationship with or involvement in the entity, an estimate of the entity’s expected losses and expected residual returns and the allocation of such estimates to each party involved in the entity. The Company generally uses a qualitative approach to determine whether it is the primary beneficiary. However, for VIEs that are investment companies or apply measurement principles consistent with those utilized by investment companies, the primary beneficiary is based on a risks and rewards model and is defined as the entity that will absorb a majority of a VIE’s expected losses, receive a majority of a VIE’s expected residual returns if no single entity absorbs a majority of expected losses, or both. The Company reassesses its involvement with VIEs on a quarterly basis. The use of different methodologies, assumptions and inputs in the determination of the primary beneficiary could have a material effect on the amounts presented within the consolidated financial statements.
Derivatives	'
	Freestanding Derivatives
	Freestanding derivatives are carried in the Company’s consolidated balance sheets either as assets within other invested assets or as liabilities within other liabilities at estimated fair value. The Company does not offset the fair value amounts recognized for derivatives executed with the same counterparty under the same master netting agreement. See “— Credit Risk on Freestanding Derivatives.”
	Accruals on derivatives are generally recorded in accrued investment income or within other liabilities. However, accruals that are not scheduled to settle within one year are included with the derivatives carrying value in other invested assets or other liabilities.
	If a derivative is not designated as an accounting hedge or its use in managing risk does not qualify for hedge accounting, changes in the estimated fair value of the derivative are reported in net derivative gains (losses) except as follows:
	Statement of Operations Presentation:	Derivative:
	Policyholder benefits and claims	•  Economic hedges of variable annuity guarantees included in future policy
		benefits
	Net investment income	•  Economic hedges of equity method investments in joint ventures
		•  All derivatives held in relation to trading portfolios
		•  Derivatives held within contractholder-directed unit-linked investments
	Other revenues	•  Derivatives held in connection with the Company’s mortgage banking
		activities prior to the MetLife Bank Divestiture
	Hedge Accounting
	To qualify for hedge accounting, at the inception of the hedging relationship, the Company formally documents its risk management objective and strategy for undertaking the hedging transaction, as well as its designation of the hedge. Hedge designation and financial statement presentation of changes in estimated fair value of the hedging derivatives are as follows:
	•	Fair value hedge (a hedge of the estimated fair value of a recognized asset or liability) - in net derivative gains (losses), consistent with the change in fair value of the hedged item attributable to the designated risk being hedged.
	•	Cash flow hedge (a hedge of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability) - effectiveness in OCI (deferred gains or losses on the derivative are reclassified into the consolidated statement of operations when the Company’s earnings are affected by the variability in cash flows of the hedged item); ineffectiveness in net derivative gains (losses).
	•	Net investment in a foreign operation hedge - effectiveness in OCI, consistent with the translation adjustment for the hedged net investment in the foreign operation; ineffectiveness in net derivative gains (losses).
	The change in estimated fair values of the hedging derivatives are exclusive of any accruals that are separately reported in the consolidated statement of operations within interest income or interest expense to match the location of the hedged item. Accruals on derivatives in net investment hedges are recognized in OCI.
	In its hedge documentation, the Company sets forth how the hedging instrument is expected to hedge the designated risks related to the hedged item and sets forth the method that will be used to retrospectively and prospectively assess the hedging instrument’s effectiveness and the method that will be used to measure ineffectiveness. A derivative designated as a hedging instrument must be assessed as being highly effective in offsetting the designated risk of the hedged item. Hedge effectiveness is formally assessed at inception and at least quarterly throughout the life of the designated hedging relationship. Assessments of hedge effectiveness and measurements of ineffectiveness are also subject to interpretation and estimation and different interpretations or estimates may have a material effect on the amount reported in net income.
	The Company discontinues hedge accounting prospectively when: (i) it is determined that the derivative is no longer highly effective in offsetting changes in the estimated fair value or cash flows of a hedged item; (ii) the derivative expires, is sold, terminated, or exercised; (iii) it is no longer probable that the hedged forecasted transaction will occur; or (iv) the derivative is de-designated as a hedging instrument.
	When hedge accounting is discontinued because it is determined that the derivative is not highly effective in offsetting changes in the estimated fair value or cash flows of a hedged item, the derivative continues to be carried in the consolidated balance sheets at its estimated fair value, with changes in estimated fair value recognized in net derivative gains (losses). The carrying value of the hedged recognized asset or liability under a fair value hedge is no longer adjusted for changes in its estimated fair value due to the hedged risk, and the cumulative adjustment to its carrying value is amortized into income over the remaining life of the hedged item. Provided the hedged forecasted transaction is still probable of occurrence, the changes in estimated fair value of derivatives recorded in OCI related to discontinued cash flow hedges are released into the consolidated statement of operations when the Company’s earnings are affected by the variability in cash flows of the hedged item.
	When hedge accounting is discontinued because it is no longer probable that the forecasted transactions will occur on the anticipated date or within two months of that date, the derivative continues to be carried in the consolidated balance sheets at its estimated fair value, with changes in estimated fair value recognized currently in net derivative gains (losses). Deferred gains and losses of a derivative recorded in OCI pursuant to the discontinued cash flow hedge of a forecasted transaction that is no longer probable are recognized immediately in net derivative gains (losses).
	In all other situations in which hedge accounting is discontinued, the derivative is carried at its estimated fair value in the consolidated balance sheets, with changes in its estimated fair value recognized in the current period as net derivative gains (losses).
	Embedded Derivatives
	The Company purchases certain securities, issues certain insurance products and investment contracts and is a party to certain reinsurance agreements that have embedded derivatives. The Company assesses each identified embedded derivative to determine whether it is required to be bifurcated. The embedded derivative is bifurcated from the host contract and accounted for as a freestanding derivative if:
	•	the combined instrument is not accounted for in its entirety at fair value with changes in fair value recorded in earnings;
	•	the terms of the embedded derivative are not clearly and closely related to the economic characteristics of the host contract; and
	•	a separate instrument with the same terms as the embedded derivative would qualify as a derivative instrument.
	Such embedded derivatives are carried in the consolidated balance sheets at estimated fair value with the host contract and changes in their estimated fair value are generally reported in net derivative gains (losses) except for those in policyholder benefits and claims related to ceded reinsurance of GMIB. If the Company is unable to properly identify and measure an embedded derivative for separation from its host contract, the entire contract is carried on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income. Additionally, the Company may elect to carry an entire contract on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income if that contract contains an embedded derivative that requires bifurcation. At inception, the Company attributes to the embedded derivative a portion of the projected future guarantee fees to be collected from the policyholder equal to the present value of projected future guaranteed benefits. Any additional fees represent “excess” fees and are reported in universal life and investment-type product policy fees.
	Derivatives are financial instruments whose values are derived from interest rates, foreign currency exchange rates, credit spreads and/or other financial indices. Derivatives may be exchange-traded or contracted in the over-the-counter (“OTC”) market. Certain of the Company’s OTC derivatives are cleared and settled through central clearing counterparties (“OTC-cleared”), while others are bilateral contracts between two counterparties (“OTC-bilateral”). The types of derivatives the Company uses include swaps, forwards, futures and option contracts. To a lesser extent, the Company uses credit default swaps and structured interest rate swaps to synthetically replicate investment risks and returns which are not readily available in the cash market.
	The Company designates and accounts for the following as fair value hedges when they have met the requirements of fair value hedging: (i) interest rate swaps to convert fixed rate assets and liabilities to floating rate assets and liabilities; (ii) foreign currency swaps to hedge the foreign currency fair value exposure of foreign currency denominated assets and liabilities; and (iii) foreign currency forwards to hedge the foreign currency fair value exposure of foreign currency denominated fixed rate investments.
	The Company designates and accounts for the following as cash flow hedges when they have met the requirements of cash flow hedging: (i) interest rate swaps to convert floating rate assets and liabilities to fixed rate assets and liabilities; (ii) foreign currency swaps to hedge the foreign currency cash flow exposure of foreign currency denominated assets and liabilities; (iii) interest rate forwards and credit forwards to lock in the price to be paid for forward purchases of investments; (iv) interest rate swaps and interest rate forwards to hedge the forecasted purchases of fixed-rate investments; and (v) interest rate swaps and interest rate forwards to hedge forecasted fixed-rate borrowings.
	The Company uses foreign currency exchange rate derivatives, which may include foreign currency forwards and currency options, to hedge portions of its net investments in foreign operations against adverse movements in exchange rates. The Company measures ineffectiveness on these derivatives based upon the change in forward rates.
	When net investments in foreign operations are sold or substantially liquidated, the amounts in AOCI are reclassified to the consolidated statement of operations, while a pro rata portion will be reclassified upon partial sale of the net investments in foreign operations
	The Company may be exposed to credit-related losses in the event of nonperformance by counterparties to derivatives. Generally, the current credit exposure of the Company’s derivatives is limited to the net positive estimated fair value of derivatives at the reporting date after taking into consideration the existence of master netting or similar agreements and any collateral received pursuant to such agreements.
Employee Benefit Plans	'
	Certain subsidiaries of MetLife, Inc. (the “Subsidiaries”) sponsor and/or administer various U.S. qualified and non-qualified defined benefit pension plans and other postretirement employee benefit plans covering employees and sales representatives who meet specified eligibility requirements. The Subsidiaries also provide certain postemployment benefits and certain postretirement medical and life insurance benefits for retired employees.
Closed Block	'
	On April 7, 2000 (the “Demutualization Date”), Metropolitan Life Insurance Company (“MLIC”) converted from a mutual life insurance company to a stock life insurance company and became a wholly-owned subsidiary of MetLife, Inc. The conversion was pursuant to an order by the New York Superintendent of Insurance approving MLIC’s plan of reorganization, as amended (the “Plan”). On the Demutualization Date, MLIC established a closed block for the benefit of holders of certain individual life insurance policies of MLIC.
	Experience within the closed block, in particular mortality and investment yields, as well as realized and unrealized gains and losses, directly impact the policyholder dividend obligation. Amortization of the closed block DAC, which resides outside of the closed block, is based upon cumulative actual and expected earnings within the closed block. Accordingly, the Company’s net income continues to be sensitive to the actual performance of the closed block.

Segment_Information_Tables

Segment Information (Tables)	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Segment Reporting Information, by Segment	'
			Operating Earnings
			Americas
	Nine Months Ended September 30, 2012		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			America												& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	4,804			$	11,021		$	1,480		$	1,948		$	19,253		$	6,215		$	1,815		$	43		$	27,326		$	60		$	27,386
	Universal life and investment-type product policy fees		3,365				497			161			581			4,604			1,102			233			117			6,056			250			6,306
	Net investment income		5,735				1,325			4,253			881			12,194			2,150			406			547			15,297			1,139			16,436
	Other revenues		647				320			193			11			1,171			17			98			27			1,313			132			1,445
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(152		)	(152		)
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(604		)	(604		)
	Total revenues		14,551				13,163			6,087			3,421			37,222			9,484			2,552			734			49,992			825			50,817
	Expenses
	Policyholder benefits and claims and policyholder dividends		6,668				10,153			3,293			1,667			21,781			4,250			941			94			27,066			942			28,008
	Interest credited to policyholder account balances		1,784				127			1,016			289			3,216			1,323			91			23			4,653			1,028			5,681
	Goodwill impairment		—				—			—			—			—			—			—			—			—			1,868			1,868
	Capitalization of DAC		(1,352		)		(102		)	(28		)	(238		)	(1,720		)	(1,721		)	(535		)	—			(3,976		)	(5		)	(3,981		)
	Amortization of DAC and VOBA		1,319				98			18			151			1,586			1,188			456			1			3,231			(30		)	3,201
	Amortization of negative VOBA		—				—			—			(4		)	(4		)	(387		)	(65		)	—			(456		)	(50		)	(506		)
	Interest expense on debt		—				1			6			(3		)	4			5			3			886			898			128			1,026
	Other expenses		4,060				1,692			368			1,002			7,122			3,550			1,333			409			12,414			1,187			13,601
	Total expenses		12,479				11,969			4,673			2,864			31,985			8,208			2,224			1,413			43,830			5,068			48,898
	Provision for income tax expense (benefit)		703				401			495			122			1,721			437			116			(516		)	1,758			(1,048		)	710
	Operating earnings		$	1,369			$	793		$	919		$	435		$	3,516		$	839		$	212		$	(163	)	4,404
	Adjustments to:
	Total revenues																											825
	Total expenses																											(5,068		)
	Provision for income tax (expense) benefit																											1,048
	Income (loss) from continuing operations, net of income tax																											$	1,209					$	1,209
			Operating Earnings
			Americas
	Nine Months Ended September 30, 2013		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			America												& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	4,735			$	11,438		$	1,457		$	2,077		$	19,707		$	5,900		$	1,711		$	84		$	27,402		$	1		$	27,403
	Universal life and investment-type product policy fees		3,662				521			187			682			5,052			1,324			287			105			6,768			266			7,034
	Net investment income		5,876				1,384			4,302			912			12,474			2,151			372			282			15,279			1,106			16,385
	Other revenues		767				316			208			9			1,300			63			82			22			1,467			(21		)	1,446
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			339			339
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(2,866		)	(2,866		)
	Total revenues		15,040				13,659			6,154			3,680			38,533			9,438			2,452			493			50,916			(1,175		)	49,741
	Expenses
	Policyholder benefits and claims and policyholder dividends		6,659				10,681			3,352			1,792			22,484			4,354			736			52			27,626			1,155			28,781
	Interest credited to policyholder account balances		1,750				116			940			313			3,119			1,286			109			33			4,547			1,489			6,036
	Goodwill impairment		—				—			—			—			—			—			—			—			—			—			—
	Capitalization of DAC		(1,036		)		(105		)	(25		)	(316		)	(1,482		)	(1,583		)	(542		)	(14		)	(3,621		)	—			(3,621		)
	Amortization of DAC and VOBA		1,042				104			21			220			1,387			1,186			526			1			3,100			(477		)	2,623
	Amortization of negative VOBA		—				—			—			(2		)	(2		)	(325		)	(41		)	—			(368		)	(42		)	(410		)
	Interest expense on debt		—				1			7			—			8			—			—			855			863			96			959
	Other expenses		3,788				1,761			398			1,157			7,104			3,188			1,351			489			12,132			457			12,589
	Total expenses		12,203				12,558			4,693			3,164			32,618			8,106			2,139			1,416			44,279			2,678			46,957
	Provision for income tax expense (benefit)		971				370			512			115			1,968			412			73			(635		)	1,818			(1,510		)	308
	Operating earnings		$	1,866			$	731		$	949		$	401		$	3,947		$	920		$	240		$	(288	)	4,819
	Adjustments to:
	Total revenues																											(1,175		)
	Total expenses																											(2,678		)
	Provision for income tax (expense) benefit																											1,510
Income (loss) from continuing operations, net of income tax																											$	2,476					$	2,476
		Operating Earnings
		Americas
Three Months Ended September 30, 2012		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	1,604			$	3,753		$	450		$	610		$	6,417		$	2,112		$	536		$	15		$	9,080		$	16		$	9,096
Universal life and investment-type product policy fees		1,132				166			53			189			1,540			388			82			38			2,048			83			2,131
Net investment income		1,930				450			1,421			299			4,100			709			122			117			5,048			469			5,517
Other revenues		221				100			64			3			388			4			35			8			435			20			455
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			22			22
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(718		)	(718		)
Total revenues		4,887				4,469			1,988			1,101			12,445			3,213			775			178			16,611			(108		)	16,503
Expenses
Policyholder benefits and claims and policyholder dividends		2,228				3,449			1,070			507			7,254			1,455			255			31			8,995			303			9,298
Interest credited to policyholder account balances		598				42			339			99			1,078			468			32			11			1,589			513			2,102
Goodwill impairment		—				—			—			—			—			—			—			—			—			1,868			1,868
Capitalization of DAC		(430		)		(38		)	(13		)	(83		)	(564		)	(579		)	(158		)	—			(1,301		)	(1		)	(1,302		)
Amortization of DAC and VOBA		438				40			4			42			524			396			130			1			1,051			(43		)	1,008
Amortization of negative VOBA		—				—			—			(1		)	(1		)	(128		)	(26		)	—			(155		)	(15		)	(170		)
Interest expense on debt		—				1			2			(4		)	(1		)	—			2			285			286			40			326
Other expenses		1,308				547			120			353			2,328			1,206			440			146			4,120			263			4,383
Total expenses		4,142				4,041			1,522			913			10,618			2,818			675			474			14,585			2,928			17,513
Provision for income tax expense (benefit)		253				145			163			36			597			136			38			(192		)	579			(632		)	(53		)
Operating earnings		$	492			$	283		$	303		$	152		$	1,230		$	259		$	62		$	(104	)	1,447
Adjustments to:
Total revenues																											(108		)
Total expenses																											(2,928		)
Provision for income tax (expense) benefit																											632
Income (loss) from continuing operations, net of income tax																											$	(957	)				$	(957	)
		Operating Earnings
		Americas
Three Months Ended September 30, 2013		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	1,607			$	3,767		$	490		$	692		$	6,556		$	1,922		$	586		$	30		$	9,094		$	—		$	9,094
Universal life and investment-type product policy fees		1,257				171			54			222			1,704			438			100			34			2,276			96			2,372
Net investment income		1,928				459			1,424			354			4,165			696			124			58			5,043			(17		)	5,026
Other revenues		267				103			68			—			438			22			21			5			486			(10		)	476
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(85		)	(85		)
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(546		)	(546		)
Total revenues		5,059				4,500			2,036			1,268			12,863			3,078			831			127			16,899			(562		)	16,337
Expenses
Policyholder benefits and claims and policyholder dividends		2,234				3,527			1,144			637			7,542			1,506			243			25			9,316			468			9,784
Interest credited to policyholder account balances		582				38			292			106			1,018			407			37			10			1,472			128			1,600
Goodwill impairment		—				—			—			—			—			—			—			—			—			—			—
Capitalization of DAC		(318		)		(37		)	(2		)	(103		)	(460		)	(515		)	(173		)	(5		)	(1,153		)	—			(1,153		)
Amortization of DAC and VOBA		315				37			4			63			419			393			166			1			979			(138		)	841
Amortization of negative VOBA		—				—			—			(1		)	(1		)	(99		)	(13		)	—			(113		)	(13		)	(126		)
Interest expense on debt		(1		)		—			3			—			2			—			—			286			288			29			317
Other expenses		1,245				595			134			395			2,369			1,040			443			179			4,031			67			4,098
Total expenses		4,057				4,160			1,575			1,097			10,889			2,732			703			496			14,820			541			15,361
Provision for income tax expense (benefit)		343				114			161			38			656			89			43			(239		)	549			(546		)	3
Operating earnings		$	659			$	226		$	300		$	133		$	1,318		$	257		$	85		$	(130	)	1,530
Adjustments to:
Total revenues																											(562		)
Total expenses																											(541		)
Provision for income tax (expense) benefit																											546
Income (loss) from continuing operations, net of income tax																											$	973					$	973
The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
	30-Sep-13				31-Dec-12
	(In millions)
Retail	$	342,665			$	332,387
Group, Voluntary & Worksite Benefits	43,648				44,138
Corporate Benefit Funding	218,819				217,352
Latin America	24,116				23,272
Asia	119,742				131,138
EMEA	24,203				23,474
Corporate & Other	49,450				65,020
Total	$	822,643			$	836,781

Insurance_Tables

Insurance (Tables)	9 Months Ended
	Sep. 30, 2013
Insurance [Abstract]	'
Guarantees related to Annuity, Universal and Variable Life Contracts	'
	Information regarding the types of guarantees relating to annuity contracts and universal and variable life contracts was as follows at:
		30-Sep-13				31-Dec-12
		In the		At		In the		At
		Event of Death		Annuitization		Event of Death		Annuitization
		(In millions)
	Annuity Contracts (1)
	Variable Annuity Guarantees
	Total contract account value (2)	$	195,725	$	97,145	$	184,095	$	89,137
	Separate account value	$	157,974	$	92,961	$	143,893	$	84,354
	Net amount at risk	$	5,543	$	1,405	$	9,501	$	4,593
	Average attained age of contractholders	63 years		63 years		62 years		62 years
	Two Tier Annuities
	General account value	N/A		$	862	N/A		$	848
	Net amount at risk	N/A		$	229	N/A		$	232
	Average attained age of contractholders	N/A		50 years		N/A		51 years
		September 30, 2013				December 31, 2012
		Secondary		Paid-Up		Secondary		Paid-Up
		Guarantees		Guarantees		Guarantees		Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	15,394	$	3,727	$	14,256	$	3,828
	Net amount at risk	$	187,686	$	22,084	$	189,197	$	23,276
	Average attained age of policyholders	55 years		60 years		54 years		60 years
	__________________
	-1	The Company’s annuity and life contracts with guarantees may offer more than one type of guarantee in each contract. Therefore, the amounts listed above may not be mutually exclusive.
	-2	Includes amounts, which are not reported in the consolidated balance sheets, from assumed reinsurance of certain variable annuity products from the Company’s former operating joint venture in Japan.

Closed_Block_Tables

Closed Block (Tables)	9 Months Ended
	Sep. 30, 2013
Closed Block Disclosure [Abstract]	'
Closed block liabilities and assets	'
	Information regarding the closed block liabilities and assets designated to the closed block was as follows:
		30-Sep-13			31-Dec-12
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	42,105		$	42,586
	Other policy-related balances	301			298
	Policyholder dividends payable	507			466
	Policyholder dividend obligation	2,013			3,828
	Other liabilities	724			602
	Total closed block liabilities	45,650			47,780
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	28,124			30,546
	Equity securities available-for-sale, at estimated fair value	87			41
	Mortgage loans	6,520			6,192
	Policy loans	4,669			4,670
	Real estate and real estate joint ventures	481			459
	Other invested assets	923			953
	Total investments	40,804			42,861
	Cash and cash equivalents	404			381
	Accrued investment income	497			481
	Premiums, reinsurance and other receivables	101			107
	Current income tax recoverable	15			2
	Deferred income tax assets	292			319
	Total assets designated to the closed block	42,113			44,151
	Excess of closed block liabilities over assets designated to the closed block	3,537			3,629
	Amounts included in AOCI:
	Unrealized investment gains (losses), net of income tax	1,682			2,891
	Unrealized gains (losses) on derivatives, net of income tax	2			9
	Allocated to policyholder dividend obligation, net of income tax	(1,309		)	(2,488		)
	Total amounts included in AOCI	375			412
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,912		$	4,041
Closed block policyholder dividend obligation	'
	Information regarding the closed block policyholder dividend obligation was as follows:
		Nine Months			Year
		Ended			Ended
		September 30, 2013			December 31, 2012
		(In millions)
	Balance, beginning of period	$	3,828		$	2,919
	Change in unrealized investment and derivative gains (losses)	(1,815		)	909
	Balance, end of period	$	2,013		$	3,828
Closed block revenues and expenses	'
	Information regarding the closed block revenues and expenses was as follows:
		Three Months						Nine Months
		Ended						Ended
		September 30,						September 30,
		2013			2012			2013			2012
		(In millions)
	Revenues
	Premiums	$	478		$	512		$	1,431		$	1,538
	Net investment income	514			555			1,576			1,644
	Net investment gains (losses)	(7		)	6			20			30
	Net derivative gains (losses)	(16		)	(9		)	(1		)	(7		)
	Total revenues	969			1,064			3,026			3,205
	Expenses
	Policyholder benefits and claims	651			654			1,963			2,016
	Policyholder dividends	251			278			740			821
	Other expenses	39			45			124			136
	Total expenses	941			977			2,827			2,973
	Revenues, net of expenses before provision for income tax expense (benefit)	28			87			199			232
	Provision for income tax expense (benefit)	10			30			70			82
	Revenues, net of expenses and provision for income tax expense (benefit)	18			57			129			150
	from continuing operations
	Revenues, net of expenses and provision for income tax expense (benefit)	—			—			—			4
	from discontinued operations
	Revenues, net of expenses and provision for income tax expense (benefit)	$	18		$	57		$	129		$	154

Investments_Tables

Investments (Tables)	9 Months Ended
	Sep. 30, 2013
Investments, Debt and Equity Securities [Abstract]	'
Fixed Maturity and Equity Securities Available-for-Sale	'
	The following table presents the fixed maturity and equity securities available-for-sale (“AFS”) by sector. The unrealized loss amounts presented below include the noncredit loss component of other-than-temporary impairments (“OTTI”) losses. Redeemable preferred stock is reported within U.S. corporate and foreign corporate fixed maturity securities and non-redeemable preferred stock is reported within equity securities. Included within fixed maturity securities are structured securities including residential mortgage-backed securities (“RMBS”), commercial mortgage-backed securities (“CMBS”) and asset-backed securities (“ABS”).
		September 30, 2013																				December 31, 2012
		Cost or				Gross Unrealized												Estimated				Cost or				Gross Unrealized									Estimated
		Amortized																Fair				Amortized													Fair
		Cost				Gains				Temporary				OTTI				Value				Cost				Gains			Temporary			OTTI			Value
										Losses				Losses															Losses			Losses
		(In millions)
	Fixed maturity securities:
	U.S. corporate	$	101,107			$	7,650			$	1,266			$	—			$	107,491			$	102,669			$	11,887		$	430		$	—		$	114,126
	Foreign corporate (1)	60,374				3,871				597				—				63,648				61,806				5,654			277			(1		)	67,184
	Foreign government	49,400				3,969				365				—				53,004				51,967				5,440			71			—			57,336
	U.S. Treasury and agency	41,926				2,967				739				—				44,154				41,874				6,104			11			—			47,967
	RMBS	34,412				1,698				403				229				35,478				35,666				2,477			315			349			37,479
	CMBS	16,425				635				164				—				16,896				18,177				1,009			57			—			19,129
	ABS	14,023				296				146				12				14,161				15,762				404			156			13			15,997
	State and political subdivision	13,233				985				263				—				13,955				12,949				2,169			70			—			15,048
	Total fixed maturity securities	$	330,900			$	22,071			$	3,943			$	241			$	348,787			$	340,870			$	35,144		$	1,387		$	361		$	374,266
	Equity securities:
	Common stock	$	1,948			$	336			$	14			$	—			$	2,270			$	2,034			$	147		$	19		$	—		$	2,162
	Non-redeemable preferred stock	1,030				60				119				—				971				804				65			140			—			729
	Total equity securities	$	2,978			$	396			$	133			$	—			$	3,241			$	2,838			$	212		$	159		$	—		$	2,891
	__________________
	-1	OTTI losses, as presented above, represent the noncredit portion of OTTI losses that is included in AOCI. OTTI losses include both the initial recognition of noncredit losses, and the effects of subsequent increases and decreases in estimated fair value for those fixed maturity securities that were previously noncredit loss impaired. The noncredit loss component of OTTI losses for foreign corporate securities was in an unrealized gain position of $1 million at December 31, 2012, due to increases in estimated fair value subsequent to initial recognition of noncredit losses on such securities. See also “— Net Unrealized Investment Gains (Losses).”
Available-for-sale fixed maturity securities by contractual maturity date	'
		September 30, 2013								December 31, 2012
		Amortized				Estimated				Amortized				Estimated
		Cost				Fair				Cost				Fair
						Value								Value
		(In millions)
	Due in one year or less	$	13,648			$	13,890			$	24,177			$	24,394
	Due after one year through five years	72,766				76,296				66,973				70,759
	Due after five years through ten years	77,195				82,484				82,376				91,975
	Due after ten years	102,431				109,582				97,739				114,533
	Subtotal	266,040				282,252				271,265				301,661
	Structured securities (RMBS, CMBS and ABS)	64,860				66,535				69,605				72,605
	Total fixed maturity securities	$	330,900			$	348,787			$	340,870			$	374,266
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'
		September 30, 2013																December 31, 2012
		Less than 12 Months								Equal to or Greater								Less than 12 Months								Equal to or Greater
										than 12 Months																than 12 Months
		Estimated				Gross				Estimated				Gross				Estimated				Gross				Estimated			Gross
		Fair				Unrealized				Fair				Unrealized				Fair				Unrealized				Fair			Unrealized
		Value				Losses				Value				Losses				Value				Losses				Value			Losses
		(In millions, except number of securities)
	Fixed maturity securities:
	U.S. corporate	$	17,625			$	978			$	2,427			$	288			$	3,799			$	88			$	3,695		$	342
	Foreign corporate	10,709				484				1,491				113				2,783				96				2,873			180
	Foreign government	6,431				332				247				33				1,431				22				543			49
	U.S. Treasury and agency	11,326				734				47				5				1,951				11				—			—
	RMBS	8,457				263				2,357				369				735				31				4,098			633
	CMBS	3,893				147				228				17				842				11				577			46
	ABS	2,949				70				695				88				1,920				30				1,410			139
	State and political subdivision	2,801				198				225				65				260				4				251			66
	Total fixed maturity securities	$	64,191			$	3,206			$	7,717			$	978			$	13,721			$	293			$	13,447		$	1,455
	Equity securities:
	Common stock	$	92			$	13			$	15			$	1			$	201			$	18			$	14		$	1
	Non-redeemable preferred stock	361				59				198				60				—				—				295			140
	Total equity securities	$	453			$	72			$	213			$	61			$	201			$	18			$	309		$	141
	Total number of securities in an unrealized loss position	4,868								807								1,941								1,335
Disclosure of Mortgage Loans Net of Valuation Allowance	'
		September 30, 2013							December 31, 2012
		Carrying				% of			Carrying				% of
		Value				Total			Value				Total
		(In millions)							(In millions)
	Mortgage loans held-for-investment:
	Commercial	$	40,262			69.8	%		$	40,472			71	%
	Agricultural	12,830				22.2			12,843				22.5
	Residential	2,434				4.2			958				1.7
	Subtotal (1)	55,526				96.2			54,273				95.2
	Valuation allowances	(326		)		(0.6	)		(347		)		(0.6	)
	Subtotal mortgage loans held-for-investment, net	55,200				95.6			53,926				94.6
	Residential — FVO	212				0.4			—				—
	Commercial mortgage loans held by CSEs	2,096				3.6			2,666				4.7
	Total mortgage loans held-for-investment, net	57,508				99.6			56,592				99.3
	Mortgage loans held-for-sale	225				0.4			414				0.7
	Total mortgage loans, net	$	57,733			100	%		$	57,006			100	%
	__________________
	-1	Purchases of mortgage loans were $676 million and $1.6 billion for the three months and nine months ended September 30, 2013, respectively, and $100 million for both the three months and nine months ended September 30, 2012.
Disclosure of mortgage loans held-for-investment and valuation allowances by method of evaluation for credit loss	'
		September 30, 2013																December 31, 2012
		Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential			Total
		(In millions)
	Mortgage loans:
	Evaluated individually for	$	520			$	170			$	14			$	704			$	539			$	181			$	13		$	733
	credit losses
	Evaluated collectively for	39,742				12,660				2,420				54,822				39,933				12,662				945			53,540
	credit losses
	Total mortgage loans	40,262				12,830				2,434				55,526				40,472				12,843				958			54,273
	Valuation allowances:
	Specific credit losses	62				12				2				76				94				21				2			117
	Non-specifically identified	197				38				15				250				199				31				—			230
	credit losses
	Total valuation allowances	259				50				17				326				293				52				2			347
	Mortgage loans, net of	$	40,003			$	12,780			$	2,417			$	55,200			$	40,179			$	12,791			$	956		$	53,926
	valuation allowances
Allowance for Loan and Lease Losses, Provision for Loss, Net	'
		Three Months
		Ended
		September 30,
		2013																2012
		Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential			Total
		(In millions)
	Balance, beginning of period	$	242			$	49			$	11			$	302			$	300			$	59			$	2		$	361
	Provision (release)	17				1				6				24				2				6				—			8
	Charge-offs, net of recoveries	—				—				—				—				(2		)		(8		)		—			(10		)
	Transfers to held-for-sale (1)	—				—				—				—				—				(5		)		—			(5		)
	Balance, end of period	$	259			$	50			$	17			$	326			$	300			$	52			$	2		$	354
		Nine Months
		Ended
		September 30,
		2013																2012
		Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential			Total
		(In millions)
	Balance, beginning of period	$	293			$	52			$	2			$	347			$	398			$	81			$	2		$	481
	Provision (release)	(34		)		8				15				(11		)		(96		)		—				6			(90		)
	Charge-offs, net of recoveries	—				(10		)		—				(10		)		(2		)		(24		)		—			(26		)
	Transfers to held-for-sale (1)	—				—				—				—				—				(5		)		(6		)	(11		)
	Balance, end of period	$	259			$	50			$	17			$	326			$	300			$	52			$	2		$	354
	__________________
	-1	The valuation allowance on and the related carrying value of certain residential mortgage loans held-for-investment were transferred to mortgage loans held-for-sale in connection with the MetLife Bank Divestiture. See Note 3 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report.
Schedule of Financing Receivables, Non Accrual Status	'
		Past Due								Greater than 90 Days Past Due								Nonaccrual Status
										and Still Accruing Interest
		September 30, 2013				December 31, 2012				September 30, 2013				December 31, 2012				September 30, 2013				December 31, 2012
		(In millions)
	Commercial	$	12			$	2			$	11			$	—			$	196			$	84
	Agricultural	93				116				2				53				106				67
	Residential	53				29				11				—				18				18
	Total	$	158			$	147			$	24			$	53			$	320			$	169
Impaired mortgage loans held-for-investment	'
		Impaired Mortgage Loans
		Three Months																Nine Months
		Ended																Ended
		September 30,																September 30,
		2013								2012								2013								2012
		Average				Interest				Average				Interest				Average				Interest				Average			Interest
		Recorded				Income				Recorded				Income				Recorded				Income				Recorded			Income
		Investment								Investment								Investment								Investment
		(In millions)
	Commercial	$	525			$	4			$	395			$	1			$	530			$	11			$	334		$	4
	Agricultural	165				5				191				2				167				8				210			5
	Residential	14				—				12				—				14				—				13			—
	Total	$	704			$	9			$	598			$	3			$	711			$	19			$	557		$	9
		Loans with a Valuation Allowance																Loans without								All Impaired Loans
																		a Valuation Allowance
		Unpaid				Recorded				Valuation				Carrying				Unpaid				Recorded				Unpaid			Carrying
		Principal				Investment				Allowances				Value				Principal				Investment				Principal			Value
		Balance																Balance								Balance
		(In millions)
	September 30, 2013:
	Commercial	$	230			$	224			$	62			$	162			$	303			$	296			$	533		$	458
	Agricultural	85				82				12				70				93				88				178			158
	Residential	12				12				2				10				2				2				14			12
	Total	$	327			$	318			$	76			$	242			$	398			$	386			$	725		$	628
	December 31, 2012:
	Commercial	$	445			$	436			$	94			$	342			$	103			$	103			$	548		$	445
	Agricultural	110				107				21				86				79				74				189			160
	Residential	13				13				2				11				—				—				13			11
	Total	$	568			$	556			$	117			$	439			$	182			$	177			$	750		$	616
Mortgage loans modified in a troubled debt restructuring	'
	The number of mortgage loans and carrying value after specific valuation allowance of mortgage loans modified during the period in a troubled debt restructuring were as follows:
		Three Months
		Ended
		September 30,
		2013											2012
		Number of			Carrying Value after Specific								Number of			Carrying Value after Specific
		Mortgage			Valuation Allowance								Mortgage			Valuation Allowance
		Loans											Loans
					Pre-				Post-							Pre-				Post-
					Modification				Modification							Modification				Modification
					(In millions)											(In millions)
	Commercial	1			$	49			$	49			—			$	—			$	—
	Agricultural	2			24				24				5			17				16
	Residential	5			1				1				—			—				—
	Total	8			$	74			$	74			5			$	17			$	16
		Nine Months
		Ended
		September 30,
		2013											2012
		Number of			Carrying Value after Specific								Number of			Carrying Value after Specific
		Mortgage			Valuation Allowance								Mortgage			Valuation Allowance
		Loans											Loans
					Pre-				Post-							Pre-				Post-
					Modification				Modification							Modification				Modification
					(In millions)											(In millions)
	Commercial	1			$	49			$	49			—			$	—			$	—
	Agricultural	3			28				28				5			17				16
	Residential	11			2				2				—			—				—
	Total	15			$	79			$	79			5			$	17			$	16
Components of net unrealized investment gains (losses) included in accumulated other comprehensive income (loss)	'
		September 30, 2013				December 31, 2012
		(In millions)
	Fixed maturity securities	$	18,075			$	33,641
	Fixed maturity securities with noncredit OTTI losses in AOCI	(241		)		(361		)
	Total fixed maturity securities	17,834				33,280
	Equity securities	262				97
	Derivatives	624				1,274
	Other	(21		)		(30		)
	Subtotal	18,699				34,621
	Amounts allocated from:
	Insurance liability loss recognition	(1,099		)		(6,049		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	7				19
	DAC and VOBA	(1,306		)		(2,485		)
	Policyholder dividend obligation	(2,013		)		(3,828		)
	Subtotal	(4,411		)		(12,343		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	81				119
	Deferred income tax benefit (expense)	(5,299		)		(7,973		)
	Net unrealized investment gains (losses)	9,070				14,424
	Net unrealized investment gains (losses) attributable to noncontrolling interests	30				(5		)
	Net unrealized investment gains (losses) attributable to MetLife, Inc.	$	9,100			$	14,419
Other than temporary impairment, credit losses recognized earnings	'
		Nine Months				Year
		Ended				Ended
		September 30, 2013				December 31, 2012
		(In millions)
	Balance, beginning of period	$	(361	)		$	(724	)
	Noncredit OTTI losses and subsequent changes recognized (1)	56				(29		)
	Securities sold with previous noncredit OTTI loss	132				177
	Subsequent changes in estimated fair value	(68		)		215
	Balance, end of period	$	(241	)		$	(361	)
	__________________
	-1	Noncredit OTTI losses and subsequent changes recognized, net of DAC, were $47 million and ($21) million for the nine months ended September 30, 2013 and year ended December 31, 2012, respectively.
		Nine Months
		Ended
		September 30, 2013
		(In millions)
	Balance, beginning of period	$	14,419
	Fixed maturity securities on which noncredit OTTI losses have been recognized	120
	Unrealized investment gains (losses) during the period	(16,042		)
	Unrealized investment gains (losses) relating to:
	Insurance liability gain (loss) recognition	4,950
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(12		)
	DAC and VOBA	1,179
	Policyholder dividend obligation	1,815
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(38		)
	Deferred income tax benefit (expense)	2,674
	Net unrealized investment gains (losses)	9,065
	Net unrealized investment gains (losses) attributable to noncontrolling interests	35
	Balance, end of period	$	9,100
	Change in net unrealized investment gains (losses)	$	(5,354	)
	Change in net unrealized investment gains (losses) attributable to noncontrolling interests	35
	Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$	(5,319	)
Securities Lending	'
		September 30, 2013				December 31, 2012
		(In millions)
	Securities on loan: (1)
	Amortized cost	$	27,781			$	23,380
	Estimated fair value	$	28,810			$	27,077
	Cash collateral on deposit from counterparties (2)	$	29,416			$	27,727
	Security collateral on deposit from counterparties (3)	$	18			$	104
	Reinvestment portfolio — estimated fair value	$	29,676			$	28,112
	__________________
	-1	Included within fixed maturity securities, cash and cash equivalents, short-term investments and equity securities.
	-2	Included within payables for collateral under securities loaned and other transactions.
	-3	Security collateral on deposit from counterparties may not be sold or repledged, unless the counterparty is in default, and is not reflected in the consolidated financial statements.
Invested Assets on Deposit, Held in Trust and Pledged as Collateral	'
		September 30, 2013				December 31, 2012
		(In millions)
	Invested assets on deposit (regulatory deposits)	$	2,229			$	2,362
	Invested assets held in trust (collateral financing arrangements and reinsurance agreements)	10,928				12,434
	Invested assets pledged as collateral (1)	22,927				23,251
	Total invested assets on deposit, held in trust and pledged as collateral	$	36,084			$	38,047
	__________________
	-1	The Company has pledged fixed maturity securities, mortgage loans and cash and cash equivalents in connection with various agreements and transactions, including funding agreements (see Notes 4 and 12 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report), collateral financing arrangements (see Note 13 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report) and derivative transactions (see Note 7).
The Components of Net Investment Income	'
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2013				2012				2013				2012
		(In millions)
	Investment income:
	Fixed maturity securities	$	3,784			$	3,825			$	11,319			$	11,370
	Equity securities	28				26				88				96
	FVO and trading securities — Actively Traded Securities and FVO general account securities (1)	14				24				24				68
	Mortgage loans	725				811				2,179				2,405
	Policy loans	158				157				465				471
	Real estate and real estate joint ventures	227				173				663				630
	Other limited partnership interests	144				145				665				593
	Cash, cash equivalents and short-term investments	42				40				136				115
	International joint ventures	16				7				7				11
	Other	25				27				137				148
	Subtotal	5,163				5,235				15,683				15,907
	Less: Investment expenses	302				276				889				793
	Subtotal, net	4,861				4,959				14,794				15,114
	FVO and trading securities — FVO contractholder-directed unit-linked investments (1)	132				512				1,485				1,010
	Securitized reverse residential mortgage loans	—				3				—				177
	FVO CSEs — interest income:
	Commercial mortgage loans	33				42				104				131
	Securities	—				1				2				4
	Subtotal	165				558				1,591				1,322
	Net investment income	$	5,026			$	5,517			$	16,385			$	16,436
	__________________
	-1	Changes in estimated fair value subsequent to purchase for securities still held as of the end of the respective periods included in net investment income were:
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2013				2012				2013				2012
		(In millions)
	Actively Traded Securities and FVO general account securities	$	2			$	6			$	(14	)		$	36
	FVO contractholder-directed unit-linked investments	$	(9	)		$	247			$	1,069			$	741
The components of net investment gains (losses)	'
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2013				2012				2013				2012
		(In millions)
	Total gains (losses) on fixed maturity securities:
	Total OTTI losses recognized — by sector and industry:
	U.S. and foreign corporate securities — by industry:
	Utility	$	(1	)		$	(10	)		$	(33	)		$	(61	)
	Finance	—				—				(10		)		(32		)
	Consumer	(3		)		(4		)		(11		)		(16		)
	Communications	—				(1		)		(2		)		(19		)
	Industrial	—				(4		)		—				(5		)
	Transportation	(3		)		(11		)		(3		)		(17		)
	Total U.S. and foreign corporate securities	(7		)		(30		)		(59		)		(150		)
	RMBS	(27		)		(15		)		(74		)		(61		)
	CMBS	—				—				—				(50		)
	ABS	—				(2		)		—				(9		)
	State and political subdivision	—				—				—				(1		)
	OTTI losses on fixed maturity securities recognized in earnings	(34		)		(47		)		(133		)		(271		)
	Fixed maturity securities — net gains (losses) on sales and disposals	(44		)		80				504				146
	Total gains (losses) on fixed maturity securities (1)	(78		)		33				371				(125		)
	Total gains (losses) on equity securities:
	Total OTTI losses recognized — by sector:
	Non-redeemable preferred stock	—				—				(20		)		—
	Common stock	—				(9		)		(2		)		(26		)
	OTTI losses on equity securities recognized in earnings	—				(9		)		(22		)		(26		)
	Equity securities — net gains (losses) on sales and disposals	3				12				2				39
	Total gains (losses) on equity securities	3				3				(20		)		13
	FVO and trading securities — FVO general account securities — changes in estimated fair value subsequent to purchase	1				1				9				4
	Mortgage loans (1)	(13		)		—				22				49
	Real estate and real estate joint ventures	4				(15		)		(19		)		(35		)
	Other limited partnership interests	—				(7		)		(41		)		(18		)
	Other investment portfolio gains (losses)	12				15				46				(20		)
	Subtotal — investment portfolio gains (losses) (1)	(71		)		30				368				(132		)
	FVO CSEs — changes in estimated fair value subsequent to consolidation:
	Commercial mortgage loans	(14		)		9				(46		)		8
	Securities	1				—				1				—
	Long-term debt — related to commercial mortgage loans	18				(2		)		66				8
	Long-term debt — related to securities	(1		)		8				(1		)		(2		)
	Non-investment portfolio gains (losses) (2)	(18		)		(23		)		(49		)		(34		)
	Subtotal FVO CSEs and non-investment portfolio gains (losses)	(14		)		(8		)		(29		)		(20		)
	Total net investment gains (losses)	$	(85	)		$	22			$	339			$	(152	)
	__________________
	-1	For the three months and nine months ended September 30, 2012, net investment gains (losses) includes a net gain (loss) of ($26) million and $34 million, respectively, as a result of the MetLife Bank Divestiture, which is comprised of gains (losses) on investments sold of $0 and $75 million, respectively, and impairments on mortgage loans of ($26) million and ($41) million, respectively. See Note 3.
	-2	For the three months and nine months ended September 30, 2013, there were $0 and $30 million, respectively, in non-investment portfolio gains (losses) related to the MetLife Bank Divestiture. For both the three months and nine months ended September 30, 2012, there were $41 million in non-investment portfolio gains (losses), related to the MetLife Bank Divestiture. See Note 3.
Proceeds from sales or disposals of fixed maturity and equity securities and the components of fixed maturity and equity securities net investment gains and losses	'
		Three Months
		Ended
		September 30,
		2013				2012				2013				2012				2013				2012
		Fixed Maturity Securities								Equity Securities								Total
		(In millions)
	Proceeds	$	20,003			$	12,004			$	173			$	231			$	20,176			$	12,235
	Gross investment gains	$	238			$	192			$	5			$	23			$	243			$	215
	Gross investment losses	(282		)		(112		)		(2		)		(11		)		(284		)		(123		)
	Total OTTI losses recognized in earnings:
	Credit-related	(33		)		(36		)		—				—				(33		)		(36		)
	Other (1)	(1		)		(11		)		—				(9		)		(1		)		(20		)
	Total OTTI losses recognized in earnings	(34		)		(47		)		—				(9		)		(34		)		(56		)
	Net investment gains (losses)	$	(78	)		$	33			$	3			$	3			$	(75	)		$	36
		Nine Months
		Ended
		September 30,
		2013				2012				2013				2012				2013				2012
		Fixed Maturity Securities								Equity Securities								Total
		(In millions)
	Proceeds	$	61,625			$	47,023			$	528			$	594			$	62,153			$	47,617
	Gross investment gains	$	1,061			$	742			$	23			$	56			$	1,084			$	798
	Gross investment losses	(557		)		(596		)		(21		)		(17		)		(578		)		(613		)
	Total OTTI losses recognized in earnings:
	Credit-related	(114		)		(177		)		—				—				(114		)		(177		)
	Other (1)	(19		)		(94		)		(22		)		(26		)		(41		)		(120		)
	Total OTTI losses recognized in earnings	(133		)		(271		)		(22		)		(26		)		(155		)		(297		)
	Net investment gains (losses)	$	371			$	(125	)		$	(20	)		$	13			$	351			$	(112	)
	__________________
	-1	Other OTTI losses recognized in earnings include impairments on (i) equity securities, (ii) perpetual hybrid securities classified within fixed maturity securities where the primary reason for the impairment was the severity and/or the duration of an unrealized loss position and (iii) fixed maturity securities where there is an intent to sell or it is more likely than not that the Company will be required to sell the security before recovery of the decline in estimated fair value.
Rollforward of the Cumulative Credit Loss Component of OTTI income (loss)	'
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2013				2012				2013				2012
		(In millions)
	Balance, beginning of period	$	381			$	391			$	392			$	471
	Additions:
	Initial impairments — credit loss OTTI recognized on securities not previously impaired	3				2				5				39
	Additional impairments — credit loss OTTI recognized on securities previously impaired	23				15				64				41
	Reductions:
	Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(21		)		(36		)		(75		)		(155		)
	Securities impaired to net present value of expected future cash flows	—				—				—				(23		)
	Increases in cash flows accretion of previous credit loss OTTI	(1		)		(1		)		(1		)		(2		)
	Balance, end of period	$	385			$	371			$	385			$	371
Variable Interest Entity, Primary Beneficiary [Member]	'
Variable Interest Entity [Line Items]	'
Schedule of Variable Interest Entities [Table Text Block]	'
		September 30, 2013								December 31, 2012
		Total				Total				Total				Total
		Assets				Liabilities				Assets				Liabilities
		(In millions)
	MRSC (collateral financing arrangement (primarily securities)) (1)	$	3,430			$	—			$	3,439			$	—
	CSEs (assets (primarily loans) and liabilities (primarily debt)) (2)	2,130				1,953				2,730				2,545
	Operating joint venture (3)	1,982				1,681				—				—
	Investments:
	Other limited partnership interests	172				10				356				8
	FVO and trading securities	69				—				71				—
	Other invested assets	82				7				85				—
	Real estate joint ventures	10				15				11				14
	Total	$	7,875			$	3,666			$	6,692			$	2,567
	__________________
	-1	See Note 13 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for a description of the MetLife Reinsurance Company of South Carolina (“MRSC”) collateral financing arrangement. These assets primarily consist of fixed maturity securities.
	-2	The Company consolidates former qualified special purpose entities (“QSPEs”) that are structured as CMBS and as collateralized debt obligations. The assets of these entities can only be used to settle their respective liabilities, and under no circumstances is the Company liable for any principal or interest shortfalls should any arise. The assets and liabilities of these CSEs are primarily commercial mortgage loans held-for-investment and long-term debt, respectively. The Company’s exposure was limited to that of its remaining investment in the former QSPEs of $158 million and $168 million at estimated fair value at September 30, 2013 and December 31, 2012, respectively. The long-term debt bears interest primarily at fixed rates ranging from 2.25% to 5.57%, payable primarily on a monthly basis. Interest expense related to these obligations, included in other expenses, was $29 million and $96 million for the three months and nine months ended September 30, 2013, respectively, and $40 million and $125 million for the three months and nine months ended September 30, 2012, respectively.
	-3	Assets of the operating joint venture are primarily fixed maturity securities and separate account assets. Liabilities of the operating joint venture are primarily future policy benefits, other policyholder funds and separate account liabilities. The assets and liabilities of the operating joint venture were consolidated in earlier periods; however, as a result of the quarterly reassessment in the first quarter of 2013, it was determined to be a consolidated VIE.
Variable Interest Entity, Not Primary Beneficiary [Member]	'
Variable Interest Entity [Line Items]	'
Schedule of Variable Interest Entities [Table Text Block]	'
		September 30, 2013								December 31, 2012
		Carrying				Maximum				Carrying				Maximum
		Amount				Exposure				Amount				Exposure
						to Loss (1)								to Loss (1)
		(In millions)
	Fixed maturity securities AFS:
	Structured securities (RMBS, CMBS and ABS) (2)	$	66,535			$	66,535			$	72,605			$	72,605
	U.S. and foreign corporate	4,437				4,437				5,287				5,287
	Other limited partnership interests	4,925				6,782				4,436				5,908
	Other invested assets	1,348				1,607				1,117				1,431
	FVO and trading securities	598				598				563				563
	Mortgage loans	162				162				351				351
	Real estate joint ventures	106				110				150				157
	Equity securities AFS:
	Non-redeemable preferred stock	32				32				32				32
	Total	$	78,143			$	80,263			$	84,541			$	86,334
	__________________
	-1	The maximum exposure to loss relating to fixed maturity securities AFS, FVO and trading securities and equity securities AFS is equal to their carrying amounts or the carrying amounts of retained interests. The maximum exposure to loss relating to other limited partnership interests, mortgage loans and real estate joint ventures is equal to the carrying amounts plus any unfunded commitments of the Company. For certain of its investments in other invested assets, the Company’s return is in the form of income tax credits which are guaranteed by creditworthy third parties. For such investments, the maximum exposure to loss is equal to the carrying amounts plus any unfunded commitments, reduced by income tax credits guaranteed by third parties of $271 million and $318 million at September 30, 2013 and December 31, 2012, respectively. Such a maximum loss would be expected to occur only upon bankruptcy of the issuer or investee.
	-2	For these variable interests, the Company’s involvement is limited to that of a passive investor.
Commercial mortgage loans portfolio segment [Member]	'
Mortgage Loans on Real Estate [Line Items]	'
Disclosure of the mortgage loans portfolio segment by the recorded investment, prior to valuation allowances, by credit quality indicator categories	'
		Recorded Investment																			Estimated				% of
		Debt Service Coverage Ratios																% of			Fair Value				Total
		> 1.20x				1.00x - 1.20x				< 1.00x				Total				Total
		(In millions)																			(In millions)
	September 30, 2013:
	Loan-to-value ratios:
	Less than 65%	$	29,992			$	751			$	746			$	31,489			78.2	%		$	33,188			79	%
	65% to 75%	6,029				501				199				6,729				16.7			6,860				16.3
	76% to 80%	290				192				258				740				1.8			737				1.7
	Greater than 80%	902				261				141				1,304				3.3			1,246				3
	Total	$	37,213			$	1,705			$	1,344			$	40,262			100	%		$	42,031			100	%
	December 31, 2012:
	Loan-to-value ratios:
	Less than 65%	$	29,839			$	730			$	722			$	31,291			77.3	%		$	33,730			78.3	%
	65% to 75%	5,057				672				153				5,882				14.6			6,129				14.2
	76% to 80%	938				131				316				1,385				3.4			1,436				3.3
	Greater than 80%	1,085				552				277				1,914				4.7			1,787				4.2
	Total	$	36,919			$	2,085			$	1,468			$	40,472			100	%		$	43,082			100	%
Agricultural [Member]	'
Mortgage Loans on Real Estate [Line Items]	'
Disclosure of the mortgage loans portfolio segment by the recorded investment, prior to valuation allowances, by credit quality indicator categories	'
		September 30, 2013							December 31, 2012
		Recorded				% of			Recorded				% of
		Investment				Total			Investment				Total
		(In millions)							(In millions)
	Loan-to-value ratios:
	Less than 65%	$	12,024			93.7	%		$	11,908			92.7	%
	65% to 75%	560				4.4			590				4.6
	76% to 80%	132				1			92				0.7
	Greater than 80%	114				0.9			253				2
	Total	$	12,830			100	%		$	12,843			100	%
Residential [Member]	'
Mortgage Loans on Real Estate [Line Items]	'
Disclosure of the mortgage loans portfolio segment by the recorded investment, prior to valuation allowances, by credit quality indicator categories	'
		September 30, 2013							December 31, 2012
		Recorded				% of			Recorded				% of
		Investment				Total			Investment				Total
		(In millions)							(In millions)
	Performance indicators:
	Performing	$	2,381			97.8	%		$	929			97	%
	Nonperforming	53				2.2			29				3
	Total	$	2,434			100	%		$	958			100	%

Derivatives_Tables

Derivatives (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location	'
					September 30, 2013												December 31, 2012
			Primary Underlying Risk Exposure		Notional				Estimated Fair Value								Notional				Estimated Fair Value
					Amount				Assets				Liabilities				Amount				Assets		Liabilities
					(In millions)
	Derivatives Designated as Hedging Instruments
	Fair value hedges:
	Interest rate swaps		Interest rate		$	6,452			$	1,412			$	61			$	5,397			$	1,921	$	90
	Foreign currency swaps		Foreign currency exchange rate		3,004				264				123				3,187				332		85
	Subtotal				9,456				1,676				184				8,584				2,253		175
	Cash flow hedges:
	Interest rate swaps		Interest rate		3,221				174				85				3,642				705		—
	Interest rate forwards		Interest rate		495				21				—				675				139		—
	Foreign currency swaps		Foreign currency exchange rate		11,813				329				541				9,038				219		355
	Subtotal				15,529				524				626				13,355				1,063		355
	Foreign operations hedges:
	Foreign currency forwards		Foreign currency exchange rate		3,448				10				94				2,552				43		61
	Currency options		Foreign currency exchange rate		5,769				161				11				4,375				43		3
	Subtotal				9,217				171				105				6,927				86		64
	Total qualifying hedges				34,202				2,371				915				28,866				3,402		594
	Derivatives Not Designated or Not Qualifying as Hedging Instruments
	Interest rate swaps		Interest rate		112,153				3,584				1,671				83,250				5,201		2,043
	Interest rate floors		Interest rate		63,064				587				456				56,246				1,174		837
	Interest rate caps		Interest rate		34,960				157				—				49,465				74		—
	Interest rate futures		Interest rate		7,217				3				7				11,684				1		38
	Interest rate options		Interest rate		40,871				335				203				16,328				640		60
	Synthetic GICs		Interest rate		4,406				—				—				4,162				—		—
	Foreign currency swaps		Foreign currency exchange rate		8,626				143				641				8,208				199		736
	Foreign currency forwards		Foreign currency exchange rate		11,873				70				143				9,202				26		288
	Currency futures		Foreign currency exchange rate		1,334				2				—				1,408				4		—
	Currency options		Foreign currency exchange rate		949				43				5				129				1		—
	Credit default swaps — purchased		Credit		3,511				10				38				3,674				11		34
	Credit default swaps — written		Credit		9,387				119				2				8,879				79		5
	Equity futures		Equity market		5,430				30				4				7,008				14		132
	Equity options		Equity market		37,374				1,699				823				22,920				2,825		356
	Variance swaps		Equity market		21,961				147				530				19,830				122		310
	Total rate of return swaps		Equity market		3,794				1				120				3,092				4		103
	Total non-designated or non-qualifying derivatives				366,910				6,930				4,643				305,485				10,375		4,942
	Total				$	401,112			$	9,301			$	5,558			$	334,351			$	13,777	$	5,536
Components of Net Derivatives Gains (Losses)	'
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2013				2012				2013				2012
		(In millions)
	Derivatives and hedging gains (losses) (1)	$	(1,444	)		$	(945	)		$	(6,527	)		$	(1,277	)
	Embedded derivatives	898				227				3,661				673
	Total net derivative gains (losses)	$	(546	)		$	(718	)		$	(2,866	)		$	(604	)
	__________________
	-1	Includes foreign currency transaction gains (losses) on hedged items in cash flow and non-qualifying hedging relationships, which are not presented elsewhere in this note.
Earned Income On Derivatives And Income Statement Location	'
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2013				2012				2013				2012
		(In millions)
	Qualifying hedges:
	Net investment income	$	31			$	27			$	102			$	82
	Interest credited to policyholder account balances	39				39				110				122
	Other expenses	(1		)		(2		)		(5		)		(4		)
	Non-qualifying hedges:
	Net investment income	(2		)		(1		)		(5		)		(4		)
	Other revenues	—				11				—				44
	Net derivative gains (losses)	62				109				277				338
	Policyholder benefits and claims	(147		)		(52		)		(203		)		(62		)
	Total	$	(18	)		$	131			$	276			$	516
Amount and location of gains (losses) recognized in income for derivatives that are not designated or qualifying as hedging instruments	'
		Net				Net				Policyholder				Other
		Derivative				Investment				Benefits and				Revenues (3)
		Gains (Losses)				Income (1)				Claims (2)
		(In millions)
	Three Months Ended September 30, 2013:
	Interest rate derivatives	$	(487	)		$	—			$	—			$	—
	Foreign currency exchange rate derivatives	(259		)		—				—				—
	Credit derivatives — purchased	(3		)		(5		)		—				—
	Credit derivatives — written	45				1				—				—
	Equity derivatives	(884		)		(11		)		(160		)		—
	Total	$	(1,588	)		$	(15	)		$	(160	)		$	—
	Three Months Ended September 30, 2012:
	Interest rate derivatives	$	(251	)		$	—			$	—			$	30
	Foreign currency exchange rate derivatives	(145		)		—				—				—
	Credit derivatives — purchased	(91		)		(6		)		—				—
	Credit derivatives — written	79				—				—				—
	Equity derivatives	(679		)		2				(186		)		—
	Total	$	(1,087	)		$	(4	)		$	(186	)		$	30
	Nine Months Ended September 30, 2013:
	Interest rate derivatives	$	(2,848	)		$	—			$	(17	)		$	—
	Foreign currency exchange rate derivatives	(1,243		)		—				—				—
	Credit derivatives — purchased	(8		)		(9		)		—				—
	Credit derivatives — written	72				1				—				—
	Equity derivatives	(2,766		)		(22		)		(516		)		—
	Total	$	(6,793	)		$	(30	)		$	(533	)		$	—
	Nine Months Ended September 30, 2012:
	Interest rate derivatives	$	467			$	—			$	—			$	35
	Foreign currency exchange rate derivatives	(167		)		—				—				—
	Credit derivatives — purchased	(262		)		(13		)		—				—
	Credit derivatives — written	130				—				—				—
	Equity derivatives	(1,825		)		(6		)		(399		)		—
	Total	$	(1,657	)		$	(19	)		$	(399	)		$	35
	__________________
	-1	Changes in estimated fair value related to economic hedges of equity method investments in joint ventures; changes in estimated fair value related to derivatives held in relation to trading portfolios; and changes in estimated fair value related to derivatives held within contractholder-directed unit-linked investments.
	-2	Changes in estimated fair value related to economic hedges of variable annuity guarantees included in future policy benefits.
	-3	Changes in estimated fair value related to derivatives held in connection with the Company’s mortgage banking activities prior to the MetLife Bank Divestiture.
Net derivatives gains (losses) recognized on fair value derivatives and the related hedged items	'
	Derivatives in Fair Value		Hedged Items in Fair Value		Net Derivative				Net Derivative				Ineffectiveness
	Hedging Relationships		Hedging Relationships		Gains (Losses)				Gains (Losses)				Recognized in
					Recognized				Recognized for				Net Derivative
					for Derivatives				Hedged Items				Gains (Losses)
					(In millions)
	Three Months Ended September 30, 2013:
	Interest rate swaps:		Fixed maturity securities		$	(3	)		$	3			$	—
			Policyholder liabilities (1)		(102		)		105				3
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		(7		)		6				(1		)
			Foreign-denominated PABs (2)		103				(100		)		3
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
	Total				$	(9	)		$	14			$	5
	Three Months Ended September 30, 2012:
	Interest rate swaps:		Fixed maturity securities		$	(9	)		$	7			$	(2	)
			Policyholder liabilities (1)		(47		)		51				4
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		(2		)		2				—
			Foreign-denominated PABs (2)		66				(68		)		(2		)
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		18				(19		)		(1		)
	Total				$	26			$	(27	)		$	(1	)
	Nine Months Ended September 30, 2013:
	Interest rate swaps:		Fixed maturity securities		$	35			$	(35	)		$	—
			Policyholder liabilities (1)		(638		)		638				—
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		10				(10		)		—
			Foreign-denominated PABs (2)		(91		)		96				5
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
	Total				$	(684	)		$	689			$	5
	Nine Months Ended September 30, 2012:
	Interest rate swaps:		Fixed maturity securities		$	(13	)		$	10			$	(3	)
			Policyholder liabilities (1)		67				(54		)		13
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		(1		)		1				—
			Foreign-denominated PABs (2)		(10		)		(7		)		(17		)
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		11				(13		)		(2		)
	Total				$	54			$	(63	)		$	(9	)
	__________________
	-1	Fixed rate liabilities reported in PABs or future policy benefits.
	-2	Fixed rate or floating rate liabilities.
Derivatives and Non-Derivative Hedging Instruments in Net Investment Hedging Relationships	'
	Derivatives in Net Investment Hedging Relationships (1), (2)		Amount of Gains (Losses) Deferred in AOCI
			(Effective Portion)
			(In millions)
	Three Months Ended September 30, 2013:
	Foreign currency forwards		$	(154	)
	Currency options		(122		)
	Total		$	(276	)
	Three Months Ended September 30, 2012:
	Foreign currency forwards		$	(54	)
	Currency options		(24		)
	Total		$	(78	)
	Nine Months Ended September 30, 2013:
	Foreign currency forwards		$	11
	Currency options		99
	Total		$	110
	Nine Months Ended September 30, 2012:
	Foreign currency forwards		$	(64	)
	Currency options		(48		)
	Total		$	(112	)
	__________________
	-1	During the three months and nine months ended September 30, 2013 and 2012, there were no sales or substantial liquidations of net investments in foreign operations that would have required the reclassification of gains or losses from AOCI into earnings.
	-2	There was no ineffectiveness recognized for the Company’s hedges of net investments in foreign operations. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
Schedule of estimated fair value, maximum amount of future payments and weighted average years to maturity of written credit default swaps	'
			September 30, 2013										December 31, 2012
	Rating Agency Designation of Referenced		Estimated				Maximum				Weighted		Estimated				Maximum				Weighted
	Credit Obligations (1)		Fair Value				Amount				Average		Fair Value				Amount				Average
			of Credit				of Future				Years to		of Credit				of Future				Years to
			Default				Payments under				Maturity (3)		Default				Payments under				Maturity (3)
			Swaps				Credit Default						Swaps				Credit Default
							Swaps (2)										Swaps (2)
			(In millions)										(In millions)
	Aaa/Aa/A
	Single name credit default swaps (corporate)		$	8			$	652			2.4		$	10			$	777			2.7
	Credit default swaps referencing indices		28				2,814				1.5		42				2,713				2.1
	Subtotal		36				3,466				1.6		52				3,490				2.2
	Baa
	Single name credit default swaps (corporate)		20				1,645				3.5		8				1,314				3.4
	Credit default swaps referencing indices		43				3,886				4.9		11				3,750				4.9
	Subtotal		63				5,531				4.5		19				5,064				4.5
	Ba
	Single name credit default swaps (corporate)		—				15				4.5		—				25				2.7
	Credit default swaps referencing indices		—				—				0		—				—				0
	Subtotal		—				15				4.5		—				25				2.7
	B
	Single name credit default swaps (corporate)		—				—				0		—				—				0
	Credit default swaps referencing indices		18				375				5.1		3				300				4.9
	Subtotal		18				375				5.1		3				300				4.9
	Total		$	117			$	9,387			3.4		$	74			$	8,879			3.6
	__________________
	-1	The rating agency designations are based on availability and the midpoint of the applicable ratings among Moody’s Investors Service (“Moody’s”), Standard & Poor’s Ratings Services (“S&P”) and Fitch Ratings. If no rating is available from a rating agency, then an internally developed rating is used.
	-2	Assumes the value of the referenced credit obligations is zero.
	-3	The weighted average years to maturity of the credit default swaps is calculated based on weighted average notional amounts.
Estimated Fair Value of Derivative Assets and Liabilities after Master Netting Agreements and Cash Collateral	'
			September 30, 2013								December 31, 2012
	Derivatives Subject to a Master Netting Arrangement or a Similar Arrangement		Assets				Liabilities				Assets				Liabilities
			(In millions)
	Gross estimated fair value of derivatives:
	OTC-bilateral (1)		$	9,252			$	5,443			$	14,048			$	5,480
	OTC-cleared (1)		214				153				—				—
	Exchange-traded		35				11				19				170
	Total gross estimated fair value of derivatives (1)		9,501				5,607				14,067				5,650
	Amounts offset in the consolidated balance sheets		—				—				—				—
	Estimated fair value of derivatives presented in the consolidated balance sheets (1)		9,501				5,607				14,067				5,650
	Gross amounts not offset in the consolidated balance sheets:
	Gross estimated fair value of derivatives: (2)
	OTC-bilateral		(4,308		)		(4,308		)		(4,562		)		(4,562		)
	OTC-cleared		(147		)		(147		)		—				—
	Exchange-traded		(7		)		(7		)		(19		)		(19		)
	Cash collateral: (3)
	OTC-bilateral		(2,336		)		(3		)		(5,960		)		(1		)
	OTC-cleared		(67		)		(6		)		—				—
	Exchange-traded		—				(4		)		—				(151		)
	Securities collateral: (4)
	OTC-bilateral		(2,299		)		(848		)		(3,526		)		(875		)
	OTC-cleared		—				—				—				—
	Exchange-traded		—				—				—				—
	Net amount after application of master netting agreements and collateral		$	337			$	284			$	—			$	42
	__________________
	-1	At September 30, 2013 and December 31, 2012, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $200 million and $290 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $49 million and $114 million, respectively.
	-2	Estimated fair value of derivatives is limited to the amount that is subject to set-off and includes income or expense accruals.
	-3	Cash collateral received is included in cash and cash equivalents, short-term investments or in fixed maturity securities, and the obligation to return it is included in payables for collateral under securities loaned and other transactions in the consolidated balance sheets. The receivable for the return of cash collateral provided by the Company is inclusive of initial margin on exchange-traded and OTC-cleared derivatives and is included in premiums, reinsurance and other receivables in the consolidated balance sheets. The amount of cash collateral offset in the table above is limited to the net estimated fair value of derivatives after application of netting agreements. At September 30, 2013 and December 31, 2012, the Company received excess cash collateral of $47 million and $0, respectively, and provided excess cash collateral of $389 million and $290 million, respectively, which is not included in the table above due to the foregoing limitation.
	-4	Securities collateral received by the Company is held in separate custodial accounts and is not recorded on the consolidated balance sheets. Subject to certain constraints, the Company is permitted by contract to sell or repledge this collateral, but at September 30, 2013 none of the collateral had been sold or repledged. Securities collateral pledged by the Company is reported in fixed maturity securities in the consolidated balance sheets. Subject to certain constraints, the counterparties are permitted by contract to sell or repledge this collateral. The amount of securities collateral offset in the table above is limited to the net estimated fair value of derivatives after application of netting agreements and cash collateral. At September 30, 2013 and December 31, 2012, the Company received excess securities collateral of $202 million and $161 million, respectively, for its OTC-bilateral derivatives which are not included in the table above due to the foregoing limitation. At September 30, 2013 and December 31, 2012, the Company provided excess securities collateral of $169 million and $0, respectively, for its OTC-bilateral derivatives, $123 million and $0, respectively, for its OTC-cleared derivatives, and $39 million and $40 million, respectively, for its exchange-traded derivatives, which are not included in the table above due to the foregoing limitation.
Derivative Instruments, Gain (Loss) [Line Items]	'
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location	'
	Derivatives in Cash Flow		Amount of Gains				Amount and Location												Amount and Location
	Hedging Relationships		(Losses) Deferred in				of Gains (Losses)												of Gains (Losses)
			AOCI on Derivatives				Reclassified from												Recognized in Income (Loss)
							AOCI into Income (Loss)												on Derivatives
			(Effective Portion)				(Effective Portion)												(Ineffective Portion)
							Net Derivative				Net Investment				Other				Net Derivative
							Gains (Losses)				Income				Expenses				Gains (Losses)
							(In millions)
	Three Months Ended September 30, 2013:
	Interest rate swaps		$	(110	)		$	3			$	2			$	—			$	(4	)
	Interest rate forwards		(11		)		2				1				(1		)		—
	Foreign currency swaps		(165		)		216				—				1				(2		)
	Credit forwards		(1		)		—				—				—				—
	Total		$	(287	)		$	221			$	3			$	—			$	(6	)
	Three Months Ended September 30, 2012:
	Interest rate swaps		$	(93	)		$	2			$	2			$	1			$	—
	Interest rate forwards		(16		)		—				—				(1		)		—
	Foreign currency swaps		(215		)		(3		)		(1		)		—				(7		)
	Credit forwards		—				—				—				—				—
	Total		$	(324	)		$	(1	)		$	1			$	—			$	(7	)
	Nine Months Ended September 30, 2013:
	Interest rate swaps		$	(507	)		$	17			$	6			$	—			$	—
	Interest rate forwards		(41		)		8				2				(2		)		1
	Foreign currency swaps		(108		)		(41		)		(2		)		1				4
	Credit forwards		(4		)		—				1				—				—
	Total		$	(660	)		$	(16	)		$	7			$	(1	)		$	5
	Nine Months Ended September 30, 2012:
	Interest rate swaps		$	105			$	1			$	3			$	(2	)		$	—
	Interest rate forwards		(4		)		—				1				(1		)		—
	Foreign currency swaps		(105		)		2				(4		)		1				(6		)
	Credit forwards		—				—				1				—				—
	Total		$	(4	)		$	3			$	1			$	(2	)		$	(6	)
Schedule of Derivative Instruments	'
							Estimated Fair Value of								Fair Value of Incremental
							Collateral Provided:								Collateral Provided Upon:
			Estimated				Fixed Maturity				Cash				One Notch				Downgrade in the
			Fair Value of				Securities								Downgrade				Company’s Credit Rating
			Derivatives in Net												in the				to a Level that Triggers
			Liability Position (1)												Company’s				Full Overnight
															Credit				Collateralization or
															Rating				Termination of
																			the Derivative Position
			(In millions)
	September 30, 2013:
	Derivatives subject to credit-contingent provisions		$	1,068			$	1,017			$	—			$	25			$	49
	Derivatives not subject to credit-contingent provisions		12				—				5				—				—
	Total		$	1,080			$	1,017			$	5			$	25			$	49
	December 31, 2012:
	Derivatives subject to credit-contingent provisions		$	771			$	775			$	—			$	35			$	73
	Derivatives not subject to credit-contingent provisions		79				100				1				—				—
	Total		$	850			$	875			$	1			$	35			$	73
	__________________
	-1	After taking into consideration the existence of netting agreements.
Embedded Derivative Financial Instruments [Member]	'
Derivative Instruments, Gain (Loss) [Line Items]	'
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location	'
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2013				2012				2013				2012
		(In millions)
	Net derivative gains (losses) (1)	$	898			$	227			$	3,661			$	673
	Policyholder benefits and claims	$	(30	)		$	(4	)		$	(110	)		$	(9	)
	__________________
	-1	The valuation of guaranteed minimum benefits includes a nonperformance risk adjustment. The amounts included in net derivative gains (losses), in connection with this adjustment were ($145) million and ($795) million for the three months and nine months ended September 30, 2013, respectively, and ($534) million and ($1.2) billion for the three months and nine months ended September 30, 2012, respectively.
Schedule of Derivative Instruments	'
			Balance Sheet Location		September 30, 2013				December 31, 2012
					(In millions)
	Net embedded derivatives within asset host contracts:
	Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	280			$	439
	Funds withheld on assumed reinsurance		Other invested assets		42				66
	Options embedded in debt or equity securities		Investments		(136		)		(88		)
	Other		Other invested assets		—				1
	Net embedded derivatives within asset host contracts				$	186			$	418
	Net embedded derivatives within liability host contracts:
	Direct guaranteed minimum benefits		PABs		$	(1,414	)		$	923
	Assumed guaranteed minimum benefits		PABs		1,705				2,582
	Funds withheld on ceded reinsurance		Other liabilities		84				162
	Other		PABs		7				17
	Net embedded derivatives within liability host contracts				$	382			$	3,684

Fair_Value_Tables

Fair Value (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Recurring Fair Value Measurements	'
	The assets and liabilities measured at estimated fair value on a recurring basis and their corresponding placement in the fair value hierarchy, including those items for which the Company has elected the FVO, are presented below.
		September 30, 2013
		Fair Value Hierarchy
		Level 1				Level 2				Level 3			Total Estimated
													Fair Value
		(In millions)
	Assets:
	Fixed maturity securities:
	U.S. corporate	$	—			$	101,605			$	5,886		$	107,491
	Foreign corporate	—				57,384				6,264			63,648
	Foreign government	—				50,941				2,063			53,004
	U.S. Treasury and agency	23,460				20,629				65			44,154
	RMBS	657				31,803				3,018			35,478
	CMBS	—				15,720				1,176			16,896
	ABS	—				10,098				4,063			14,161
	State and political subdivision	—				13,939				16			13,955
	Total fixed maturity securities	24,117				302,119				22,551			348,787
	Equity securities:
	Common stock	1,102				983				185			2,270
	Non-redeemable preferred stock	—				566				405			971
	Total equity securities	1,102				1,549				590			3,241
	FVO and trading securities:
	Actively Traded Securities	4				621				11			636
	FVO general account securities	5				139				47			191
	FVO contractholder-directed unit-linked investments	10,302				4,888				606			15,796
	FVO securities held by CSEs	—				23				—			23
	Total FVO and trading securities	10,311				5,671				664			16,646
	Short-term investments (1)	3,615				6,799				192			10,606
	Mortgage loans:
	Residential mortgage loans — FVO	—				—				212			212
	Commercial mortgage loans held by CSEs	—				2,096				—			2,096
	Mortgage loans held-for-sale (2)	—				—				—			—
	Total mortgage loans	—				2,096				212			2,308
	Other invested assets:
	Other investments	161				78				—			239
	Derivative assets: (3)
	Interest rate	3				6,206				64			6,273
	Foreign currency exchange rate	2				995				25			1,022
	Credit	—				98				31			129
	Equity market	30				1,543				304			1,877
	Total derivative assets	35				8,842				424			9,301
	Total other invested assets	196				8,920				424			9,540
	Net embedded derivatives within asset host contracts (4)	—				—				322			322
	Separate account assets (5)	35,689				218,144				1,417			255,250
	Total assets	$	75,030			$	545,298			$	26,372		$	646,700
	Liabilities:
	Derivative liabilities: (3)
	Interest rate	$	7			$	2,457			$	19		$	2,483
	Foreign currency exchange rate	—				1,542				16			1,558
	Credit	—				40				—			40
	Equity market	4				918				555			1,477
	Total derivative liabilities	11				4,957				590			5,558
	Net embedded derivatives within liability host contracts (4)	—				7				375			382
	Long-term debt of CSEs	—				1,920				26			1,946
	Trading liabilities (6)	228				4				—			232
	Total liabilities	$	239			$	6,888			$	991		$	8,118
		December 31, 2012
		Fair Value Hierarchy
		Level 1				Level 2				Level 3			Total Estimated
													Fair Value
		(In millions)
	Assets:
	Fixed maturity securities:
U.S. corporate	$	—			$	106,693			$	7,433		$	114,126
Foreign corporate	—				60,976				6,208			67,184
Foreign government	—				55,522				1,814			57,336
U.S. Treasury and agency	27,441				20,455				71			47,967
RMBS	—				35,442				2,037			37,479
CMBS	—				17,982				1,147			19,129
ABS	—				12,341				3,656			15,997
State and political subdivision	—				14,994				54			15,048
Total fixed maturity securities	27,441				324,405				22,420			374,266
Equity securities:
Common stock	932				1,040				190			2,162
Non-redeemable preferred stock	—				310				419			729
Total equity securities	932				1,350				609			2,891
FVO and trading securities:
Actively Traded Securities	7				646				6			659
FVO general account securities	—				151				32			183
FVO contractholder-directed unit-linked investments	9,103				5,425				937			15,465
FVO securities held by CSEs	—				41				—			41
Total FVO and trading securities	9,110				6,263				975			16,348
Short-term investments (1)	9,426				6,295				429			16,150
Mortgage loans:
Residential mortgage loans — FVO	—				—				—			—
Commercial mortgage loans held by CSEs	—				2,666				—			2,666
Mortgage loans held-for-sale (2)	—				—				49			49
Total mortgage loans	—				2,666				49			2,715
Other invested assets:
Other investments	303				123				—			426
Derivative assets: (3)
Interest rate	1				9,648				206			9,855
Foreign currency exchange rate	4				819				44			867
Credit	—				47				43			90
Equity market	14				2,478				473			2,965
Total derivative assets	19				12,992				766			13,777
Total other invested assets	322				13,115				766			14,203
Net embedded derivatives within asset host contracts (4)	—				1				505			506
Separate account assets (5)	31,620				202,568				1,205			235,393
Total assets	$	78,851			$	556,663			$	26,958		$	662,472
Liabilities:
Derivative liabilities: (3)
Interest rate	$	38			$	3,001			$	29		$	3,068
Foreign currency exchange rate	—				1,521				7			1,528
Credit	—				39				—			39
Equity market	132				424				345			901
Total derivative liabilities	170				4,985				381			5,536
Net embedded derivatives within liability host contracts (4)	—				17				3,667			3,684
Long-term debt of CSEs	—				2,483				44			2,527
Trading liabilities (6)	163				—				—			163
Total liabilities	$	333			$	7,485			$	4,092		$	11,910
__________________
-1	Short-term investments as presented in the tables above differ from the amounts presented in the consolidated balance sheets because certain short-term investments are not measured at estimated fair value on a recurring basis.
-2	See “— Fair Value Option” for additional information on mortgage loans held-for-sale. The amounts in the preceding tables differ from the amounts presented in the consolidated balance sheets as these tables do not include mortgage loans that are stated at lower of amortized cost or estimated fair value.
-3	Derivative assets are presented within other invested assets in the consolidated balance sheets and derivative liabilities are presented within other liabilities in the consolidated balance sheets. The amounts are presented gross in the tables above to reflect the presentation in the consolidated balance sheets, but are presented net for purposes of the rollforward in the Fair Value Measurements Using Significant Unobservable Inputs (Level 3) tables.
-4	Net embedded derivatives within asset host contracts are presented primarily within premiums, reinsurance and other receivables in the consolidated balance sheets. Net embedded derivatives within liability host contracts are presented primarily within PABs in the consolidated balance sheets. At September 30, 2013 and December 31, 2012, equity securities also included embedded derivatives of ($136) million and ($88) million, respectively.
-5	Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders whose liability is reflected within separate account liabilities. Separate account liabilities are set equal to the estimated fair value of separate account assets.
-6	Trading liabilities are presented within other liabilities in the consolidated balance sheets.
Fair Value Inputs, Quantitative Information	'
	The following table presents certain quantitative information about the significant unobservable inputs used in the fair value measurement, and the sensitivity of the estimated fair value to changes in those inputs, for the more significant asset and liability classes measured at fair value on a recurring basis using significant unobservable inputs (Level 3) at:
								30-Sep-13					31-Dec-12					Impact of
																		Increase in Input
																		on Estimated
		Valuation			Significant			Range				Weighted	Range			Weighted		Fair Value (2)
		Techniques			Unobservable Inputs							Average (1)				Average (1)
	Fixed maturity securities: (3)
	U.S. corporate and foreign corporate	•	Matrix pricing		•	Delta spread adjustments (4)		-40	-	240		66	-50	-	500	90		Decrease
					•	Illiquidity premium (4)		30	-	30		30	30	-	30	30		Decrease
					•	Credit spreads (4)		-1,508	-	711		195	-1,416	-	876	272		Decrease
					•	Offered quotes (5)		—	-	134		101	—	-	348	115		Increase
		•	Consensus pricing		•	Offered quotes (5)		56	-	116		92	—	-	555	92		Increase
	Foreign government	•	Matrix pricing		•	Credit spreads (4)		9	-	1,434		490	-58	-	150	72		Decrease
		•	Market pricing		•	Quoted prices (5)		62	-	157		98	77	-	146	99		Increase
		•	Consensus pricing		•	Offered quotes (5)		90	-	152		112	82	-	200	117		Increase
	RMBS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		-205	-	3,662		295	9	-	2,980	521		Decrease (6)
		•	Market pricing		•	Quoted prices (5)		22	-	100		97	13	-	109	100		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		37	-	100		90	28	-	100	75		Increase (6)
	CMBS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		130	-	2,515		349	1	-	9,164	374		Decrease (6)
		•	Market pricing		•	Quoted prices (5)		75	-	104		99	1	-	106	99		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		96	-	96		96						Increase (6)
	ABS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		30	-	1,877		129	—	-	1,829	109		Decrease (6)
		•	Market pricing		•	Quoted prices (5)		—	-	107		101	40	-	105	100		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		—	-	106		89	—	-	111	97		Increase (6)
	Derivatives:
	Interest rate	•	Present value techniques		•	Swap yield (7)		247	-	427			186	-	353			Increase (12)
	Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		193	-	769			228	-	795			Increase (12)
					•	Correlation (8)		38%	-	49%			43%	-	57%
	Credit	•	Present value techniques		•	Credit spreads (9)		99	-	100			100	-	100			Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Equity market	•	Present value techniques or option pricing models		•	Volatility (11)		14%	-	29%			13%	-	32%			Increase (12)
					•	Correlation (8)		60%	-	60%			65%	-	65%
	Embedded derivatives:
	Direct and assumed guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
						Ages 0 - 40		0%	-	0.14%			0%	-	0.14%			Decrease (13)
						Ages 41 - 60		0.04%	-	0.88%			0.05%	-	0.88%			Decrease (13)
						Ages 61 - 115		0.26%	-	100%			0.26%	-	100%			Decrease (13)
					•	Lapse rates:
						Durations 1 - 10		0.50%	-	100%			0.50%	-	100%			Decrease (14)
						Durations 11 - 20		2%	-	100%			2%	-	100%			Decrease (14)
						Durations 21 - 116		2%	-	100%			2%	-	100%			Decrease (14)
					•	Utilization rates		20%	-	50%			20%	-	50%			Increase (15)
					•	Withdrawal rates		0%	-	20%			0.07%	-	20%			-16
					•	Long-term equity volatilities		15.20%	-	40%			15.18%	-	40%			Increase (17)
					•	Nonperformance risk spread		-0.19%	-	1.01%			0.10%	-	1.72%			Decrease (18)
	__________________
	-1	The weighted average for fixed maturity securities is determined based on the estimated fair value of the securities.
	-2	The impact of a decrease in input would have the opposite impact on the estimated fair value. For embedded derivatives, changes are based on liability positions.
	-3	Significant increases (decreases) in expected default rates in isolation would result in substantially lower (higher) valuations.
	-4	Range and weighted average are presented in basis points.
	-5	Range and weighted average are presented in accordance with the market convention for fixed maturity securities of dollars per hundred dollars of par.
	-6	Changes in the assumptions used for the probability of default is accompanied by a directionally similar change in the assumption used for the loss severity and a directionally opposite change in the assumptions used for prepayment rates.
	-7	Ranges represent the rates across different yield curves and are presented in basis points. The swap yield curve is utilized among different types of derivatives to project cash flows, as well as to discount future cash flows to present value. Since this valuation methodology uses a range of inputs across a yield curve to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
	-8	Ranges represent the different correlation factors utilized as components within the valuation methodology. Presenting a range of correlation factors is more representative of the unobservable input used in the valuation. Increases (decreases) in correlation in isolation will increase (decrease) the significance of the change in valuations.
	-9	Represents the risk quoted in basis points of a credit default event on the underlying instrument. The range being provided is a single quoted spread in the valuation model. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
	-10	At both September 30, 2013 and December 31, 2012, independent non-binding broker quotations were used in the determination of less than 1% of the total net derivative estimated fair value.
	-11	Ranges represent the underlying equity volatility quoted in percentage points. Since this valuation methodology uses a range of inputs across multiple volatility surfaces to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
	-12	Changes are based on long U.S. dollar net asset positions and will be inversely impacted for short U.S. dollar net asset positions.
	-13	Mortality rates vary by age and by demographic characteristics such as gender. Mortality rate assumptions are based on company experience. A mortality improvement assumption is also applied. For any given contract, mortality rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-14	Base lapse rates are adjusted at the contract level based on a comparison of the actuarially calculated guaranteed values and the current policyholder account value, as well as other factors, such as the applicability of any surrender charges. A dynamic lapse function reduces the base lapse rate when the guaranteed amount is greater than the account value as in the money contracts are less likely to lapse. Lapse rates are also generally assumed to be lower in periods when a surrender charge applies. For any given contract, lapse rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-15	The utilization rate assumption estimates the percentage of contract holders with a GMIB or lifetime withdrawal benefit who will elect to utilize the benefit upon becoming eligible. The rates may vary by the type of guarantee, the amount by which the guaranteed amount is greater than the account value, the contract’s withdrawal history and by the age of the policyholder. For any given contract, utilization rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-16	The withdrawal rate represents the percentage of account balance that any given policyholder will elect to withdraw from the contract each year. The withdrawal rate assumption varies by age and duration of the contract, and also by other factors such as benefit type. For any given contract, withdrawal rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative. For GMWBs, any increase (decrease) in withdrawal rates results in an increase (decrease) in the estimated fair value of the guarantees. For GMABs and GMIBs, any increase (decrease) in withdrawal rates results in a decrease (increase) in the estimated fair value.
	-17	Long-term equity volatilities represent equity volatility beyond the period for which observable equity volatilities are available. For any given contract, long-term equity volatility rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
-18	Nonperformance risk spread varies by duration and by currency. For any given contract, multiple nonperformance risk spreads will apply, depending on the duration of the cash flow being discounted for purposes of valuing the embedded derivative.
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation	'
	The following tables summarize the change of all assets and (liabilities) measured at estimated fair value on a recurring basis using significant unobservable inputs (Level 3):
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Fixed Maturity Securities:
		U.S.				Foreign				Foreign			U.S.			RMBS			CMBS			ABS			State and
		Corporate				Corporate				Government			Treasury												Political
													and Agency												Subdivision
		(In millions)
	Three Months Ended September 30, 2013:
	Balance, beginning of period	$	5,918			$	6,008			$	1,971		$	82		$	2,735		$	1,050		$	3,758		$	41
	Total realized/unrealized gains (losses)
	included in:
	Net income (loss): (1), (2)
	Net investment income	3				5				(6		)	—			9			4			3			—
	Net investment gains (losses)	4				(14		)		2			—			1			(1		)	5			—
	Net derivative gains (losses)	—				—				—			—			—			—			—			—
	Other revenues	—				—				—			—			—			—			—			—
	Policyholder benefits and claims	—				—				—			—			—			—			—			—
	Other expenses	—				—				—			—			—			—			—			—
	OCI	(32		)		71				(42		)	—			(16		)	22			(4		)	—
	Purchases (3)	297				684				209			—			563			305			636			—
	Sales (3)	(249		)		(273		)		(61		)	(2		)	(138		)	(71		)	(309		)	(1		)
	Issuances (3)	—				—				—			—			—			—			—			—
	Settlements (3)	—				—				—			—			—			—			—			—
	Transfers into Level 3 (4)	117				173				68			—			—			—			—			—
	Transfers out of Level 3 (4)	(172		)		(390		)		(78		)	(15		)	(136		)	(133		)	(26		)	(24		)
	Balance, end of period	$	5,886			$	6,264			$	2,063		$	65		$	3,018		$	1,176		$	4,063		$	16
	Changes in unrealized gains (losses)
	included in net income (loss): (5)
	Net investment income	$	2			$	5			$	(6	)	$	—		$	9		$	4		$	3		$	—
	Net investment gains (losses)	$	—			$	(3	)		$	—		$	—		$	—		$	—		$	—		$	—
	Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities:								FVO and Trading Securities:												Mortgage Loans:
		Common				Non-				Actively			FVO			FVO			Short-term			Residential			Mortgage
		Stock				redeemable				Traded			General			Contractholder-			Investments			Mortgage			Loans Held-
						Preferred				Securities			Account			directed						Loans -			for-sale
						Stock							Securities			Unit-linked						FVO
																Investments
		(In millions)
	Three Months Ended September 30, 2013:
	Balance, beginning of period	$	183			$	408			$	11		$	46		$	593		$	344		$	150		$	—
	Total realized/unrealized gains (losses)
	included in:
	Net income (loss): (1), (2)
	Net investment income	—				—				—			1			(43		)	3			(2		)	—
	Net investment gains (losses)	1				(4		)		—			—			—			(2		)	—			—
	Net derivative gains (losses)	—				—				—			—			—			—			—			—
	Other revenues	—				—				—			—			—			—			—			—
	Policyholder benefits and claims	—				—				—			—			—			—			—			—
	Other expenses	—				—				—			—			—			—			—			—
	OCI	6				11				—			—			—			7			—			—
	Purchases (3)	6				52				6			—			308			106			67			—
	Sales (3)	(11		)		(42		)		(1		)	—			(232		)	(266		)	—			—
	Issuances (3)	—				—				—			—			—			—			—			—
	Settlements (3)	—				—				—			—			—			—			(3		)	—
	Transfers into Level 3 (4)	1				—				—			—			—			—			—			—
	Transfers out of Level 3 (4)	(1		)		(20		)		(5		)	—			(20		)	—			—			—
	Balance, end of period	$	185			$	405			$	11		$	47		$	606		$	192		$	212		$	—
	Changes in unrealized gains (losses)
	included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	1		$	(1	)	$	2		$	(2	)	$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives: (6)
	Interest				Foreign				Credit			Equity			Net			Separate			Long-term
	Rate				Currency							Market			Embedded			Account			Debt of
					Exchange										Derivatives (7)			Assets (8)			CSEs
					Rate
	(In millions)
Three Months Ended September 30, 2013:
Balance, beginning of period	$	98			$	6			$	25		$	(171	)	$	(678	)	$	1,225		$	(31	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			4			—
Net derivative gains (losses)	5				3				3			(85		)	888			—			—
Other revenues	—				—				—			—			—			—			—
Policyholder benefits and claims	—				—				—			5			(30		)	—			—
Other expenses	—				—				—			—			—			—			—
OCI	(11		)		—				(1		)	—			(16		)	—			—
Purchases (3)	—				—				—			—			—			106			—
Sales (3)	—				—				—			—			—			(84		)	—
Issuances (3)	—				—				—			—			—			51			—
Settlements (3)	(47		)		1				4			—			(217		)	(2		)	5
Transfers into Level 3 (4)	—				—				—			—			—			162			—
Transfers out of Level 3 (4)	—				(1		)		—			—			—			(45		)	—
Balance, end of period	$	45			$	9			$	31		$	(251	)	$	(53	)	$	1,417		$	(26	)
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	5			$	6			$	3		$	(86	)	$	882		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	6		$	(29	)	$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities:
	U.S.				Foreign				Foreign			U.S.			RMBS			CMBS			ABS			State and
	Corporate				Corporate				Government			Treasury												Political
												and Agency												Subdivision
	(In millions)
Three Months Ended September 30, 2012:
Balance, beginning of period	$	7,394			$	4,813			$	2,386		$	74		$	2,363		$	1,038		$	2,680		$	76
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	5				5				4			—			8			—			4			—
Net investment gains (losses)	(6		)		(13		)		6			—			(3		)	(1		)	—			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			—
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	323				135				43			—			108			7			32			1
Purchases (3)	442				630				370			—			249			416			215			15
Sales (3)	(348		)		(276		)		(254		)	—			(114		)	(249		)	(47		)	(6		)
Issuances (3)	—				—				—			—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—			—
Transfers into Level 3 (4)	128				172				51			—			11			26			2			—
Transfers out of Level 3 (4)	(239		)		(156		)		(16		)	—			(49		)	(23		)	(36		)	(21		)
Balance, end of period	$	7,699			$	5,310			$	2,590		$	74		$	2,573		$	1,214		$	2,850		$	65
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	3			$	5			$	5		$	—		$	8		$	—		$	4		$	—
Net investment gains (losses)	$	(3	)		$	(10	)		$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Equity Securities:								FVO and Trading Securities:												Mortgage Loans:
	Common				Non-				Actively			FVO			FVO			Short-term			Residential			Mortgage
	Stock				redeemable				Traded			General			Contractholder-			Investments			Mortgage			Loans Held-
					Preferred				Securities			Account			directed						Loans -			for-sale
					Stock							Securities			Unit-linked						FVO
															Investments
	(In millions)
Three Months Ended September 30, 2012:
Balance, beginning of period	$	282			$	432			$	13		$	26		$	1,096		$	717		$	—		$	211
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			7			32			1			—			—
Net investment gains (losses)	8				1				—			—			—			—			—			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			(23		)
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	(2		)		4				—			—			—			15			—			—
Purchases (3)	76				1				14			—			903			515			—			—
Sales (3)	(102		)		(60		)		(11		)	(2		)	(909		)	(337		)	—			(145		)
Issuances (3)	—				—				—			—			—			—			—			2
Settlements (3)	—				—				—			—			—			—			—			(10		)
Transfers into Level 3 (4)	—				48				—			—			1			186			—			30
Transfers out of Level 3 (4)	—				—				(2		)	—			(2		)	—			—			(1		)
Balance, end of period	$	262			$	426			$	14		$	31		$	1,121		$	1,097		$	—		$	64
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	6		$	6		$	—		$	—		$	—
Net investment gains (losses)	$	(1	)		$	—			$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	(22	)
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives: (6)
	Interest				Foreign				Credit			Equity			Net			Separate			Long-term			MSRs (9)			Liability
	Rate				Currency							Market			Embedded			Account			Debt of						Related to
					Exchange										Derivatives (7)			Assets (8)			CSEs						Securitized
					Rate																						Reverse
																											Mortgage
																											Loans (9)
	(In millions)
Three Months Ended September 30, 2012:
Balance, beginning of period	$	228			$	40			$	24		$	575		$	(3,961	)	$	1,445		$	(81	)	$	564		$	(98	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			18			7			—			—
Net derivative gains (losses)	(7		)		20				16			(187		)	291			—			—			—			—
Other revenues	—				—				—			—			—			—			—			(37		)	—
Policyholder benefits and claims	—				—				—			11			(4		)	—			—			—			—
Other expenses	—				—				—			—			—			—			—			—			—
OCI	(16		)		—				—			1			(78		)	—			—			—			—
Purchases (3)	—				—				—			7			—			144			—			—			—
Sales (3)	—				—				—			—			—			(74		)	—			—			97
Issuances (3)	—				—				—			—			—			—			—			4			—
Settlements (3)	12				(2		)		—			(82		)	(170		)	—			26			(41		)	1
Transfers into Level 3 (4)	—				—				—			—			—			2			—			—			—
Transfers out of Level 3 (4)	—				—				—			—			—			(128		)	—			—			—
Balance, end of period	$	217			$	58			$	40		$	325		$	(3,922	)	$	1,407		$	(48	)	$	490		$	—
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	7		$	—		$	—
Net derivative gains (losses)	$	(4	)		$	19			$	16		$	(195	)	$	283		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	(24	)	$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	10		$	(3	)	$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities:
	U.S.				Foreign				Foreign			U.S.			RMBS			CMBS			ABS			State and
	Corporate				Corporate				Government			Treasury												Political
												and Agency												Subdivision
	(In millions)
Nine Months Ended September 30, 2013:
Balance, beginning of period	$	7,433			$	6,208			$	1,814		$	71		$	2,037		$	1,147		$	3,656		$	54
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	10				11				3			—			20			2			12			—
Net investment gains (losses)	(27		)		(34		)		8			—			4			(2		)	5			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			—
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	(38		)		(97		)		(104		)	(2		)	108			(28		)	(60		)	(1		)
Purchases (3)	824				1,364				551			—			1,155			549			1,510			1
Sales (3)	(907		)		(714		)		(105		)	(4		)	(242		)	(339		)	(651		)	(6		)
Issuances (3)	—				—				—			—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—			—
Transfers into Level 3 (4)	324				254				91			—			12			113			—			—
Transfers out of Level 3 (4)	(1,733		)		(728		)		(195		)	—			(76		)	(266		)	(409		)	(32		)
Balance, end of period	$	5,886			$	6,264			$	2,063		$	65		$	3,018		$	1,176		$	4,063		$	16
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	9			$	10			$	3		$	—		$	26		$	2		$	10		$	—
Net investment gains (losses)	$	(34	)		$	(3	)		$	—		$	—		$	(1	)	$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Equity Securities:								FVO and Trading Securities:												Mortgage Loans:
	Common				Non-				Actively			FVO			FVO			Short-term			Residential			Mortgage
	Stock				redeemable				Traded			General			Contractholder-			Investments			Mortgage			Loans Held-
					Preferred				Securities			Account			directed						Loans -			for-sale
					Stock							Securities			Unit-linked						FVO
															Investments
	(In millions)
Nine Months Ended September 30, 2013:
Balance, beginning of period	$	190			$	419			$	6		$	32		$	937		$	429		$	—		$	49
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			6			(12		)	3			(2		)	—
Net investment gains (losses)	2				(28		)		—			—			—			(24		)	—			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			—
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	—				77				—			—			—			15			—			—
Purchases (3)	11				55				8			—			348			189			214			—
Sales (3)	(15		)		(118		)		—			(5		)	(430		)	(414		)	—			(45		)
Issuances (3)	—				—				—			—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—			(4		)
Transfers into Level 3 (4)	1				—				—			14			57			—			—			—
Transfers out of Level 3 (4)	(4		)		—				(3		)	—			(294		)	(6		)	—			—
Balance, end of period	$	185			$	405			$	11		$	47		$	606		$	192		$	212		$	—
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	6		$	(5	)	$	2		$	(2	)	$	—
Net investment gains (losses)	$	(1	)		$	(17	)		$	—		$	—		$	—		$	(1	)	$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives: (6)
	Interest				Foreign				Credit			Equity			Net			Separate			Long-term
	Rate				Currency							Market			Embedded			Account			Debt of
					Exchange										Derivatives (7)			Assets (8)			CSEs
					Rate
	(In millions)
Nine Months Ended September 30, 2013:
Balance, beginning of period	$	177			$	37			$	43		$	128		$	(3,162	)	$	1,205		$	(44	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			25			(1		)
Net derivative gains (losses)	(23		)		(30		)		(12		)	(390		)	3,609			—			—
Other revenues	—				—				—			—			—			—			—
Policyholder benefits and claims	—				—				—			15			(110		)	—			—
Other expenses	—				—				—			—			—			—			—
OCI	(83		)		—				—			(1		)	193			—			—
Purchases (3)	—				—				—			4			—			249			—
Sales (3)	—				—				—			—			—			(223		)	—
Issuances (3)	—				—				—			—			—			71			—
Settlements (3)	(27		)		2				—			(7		)	(583		)	—			19
Transfers into Level 3 (4)	—				—				—			—			—			161			—
Transfers out of Level 3 (4)	1				—				—			—			—			(71		)	—
Balance, end of period	$	45			$	9			$	31		$	(251	)	$	(53	)	$	1,417		$	(26	)
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	(1	)
Net derivative gains (losses)	$	(14	)		$	(28	)		$	(11	)	$	(390	)	$	3,589		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	15		$	(106	)	$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities:
	U.S.				Foreign				Foreign			U.S.			RMBS			CMBS			ABS			State and
	Corporate				Corporate				Government			Treasury												Political
												and Agency												Subdivision
	(In millions)
Nine Months Ended September 30, 2012:
Balance, beginning of period	$	6,784			$	4,370			$	2,322		$	31		$	1,602		$	753		$	1,850		$	53
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	10				16				4			—			20			7			14			—
Net investment gains (losses)	4				(68		)		(1		)	—			(7		)	(37		)	2			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			—
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	351				233				26			—			149			21			19			4
Purchases (3)	1,371				1,535				1,003			49			1,060			695			1,293			15
Sales (3)	(865		)		(708		)		(467		)	(6		)	(315		)	(253		)	(286		)	(7		)
Issuances (3)	—				—				—			—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—			—
Transfers into Level 3 (4)	266				254				53			—			76			40			6			—
Transfers out of Level 3 (4)	(222		)		(322		)		(350		)	—			(12		)	(12		)	(48		)	—
Balance, end of period	$	7,699			$	5,310			$	2,590		$	74		$	2,573		$	1,214		$	2,850		$	65
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	8			$	18			$	12		$	—		$	20		$	2		$	14		$	—
Net investment gains (losses)	$	(6	)		$	(27	)		$	—		$	—		$	(3	)	$	(4	)	$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Equity Securities:								FVO and Trading Securities:												Mortgage Loans:
	Common				Non-				Actively			FVO			FVO			Short-term			Residential			Mortgage
	Stock				redeemable				Traded			General			Contractholder-			Investments			Mortgage			Loans Held-
					Preferred				Securities			Account			directed						Loans -			for-sale
					Stock							Securities			Unit-linked						FVO
															Investments
	(In millions)
Nine Months Ended September 30, 2012:
Balance, beginning of period	$	281			$	438			$	—		$	23		$	1,386		$	590		$	—		$	1,414
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			10			12			1			—			—
Net investment gains (losses)	(1		)		1				—			—			—			—			—			—
Net derivative gains (losses)	—				—				—			—			—			—			—			—
Other revenues	—				—				—			—			—			—			—			(31		)
Policyholder benefits and claims	—				—				—			—			—			—			—			—
Other expenses	—				—				—			—			—			—			—			—
OCI	7				23				—			—			—			10			—			—
Purchases (3)	111				5				14			—			918			1,059			—			1
Sales (3)	(126		)		(89		)		—			(2		)	(1,159		)	(455		)	—			(1,348		)
Issuances (3)	—				—				—			—			—			—			—			6
Settlements (3)	—				—				—			—			—			—			—			(46		)
Transfers into Level 3 (4)	3				48				—			—			2			—			—			72
Transfers out of Level 3 (4)	(13		)		—				—			—			(38		)	(108		)	—			(4		)
Balance, end of period	$	262			$	426			$	14		$	31		$	1,121		$	1,097		$	—		$	64
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	9		$	1		$	(1	)	$	—		$	—
Net investment gains (losses)	$	(11	)		$	—			$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	(25	)
Policyholder benefits and claims	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives: (6)
	Interest				Foreign				Credit			Equity			Net			Separate			Long-term			MSRs (9)			Liability
	Rate				Currency							Market			Embedded			Account			Debt of						Related to
					Exchange										Derivatives (7)			Assets (8)			CSEs						Securitized
					Rate																						Reverse
																											Mortgage
																											Loans (9)
	(In millions)
Nine Months Ended September 30, 2012:
Balance, beginning of period	$	300			$	44			$	1		$	889		$	(4,203	)	$	1,325		$	(116	)	$	666		$	(1,175	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			95			(2		)	—			—
Net derivative gains (losses)	16				30				44			(470		)	802			—			—			—			—
Other revenues	(67		)		—				—			—			—			—			—			(122		)	1
Policyholder benefits and claims	—				—				—			22			(9		)	—			—			—			—
Other expenses	—				—				—			—			—			—			—			—			—
OCI	13				—				—			(1		)	(39		)	—			—			—			—
Purchases (3)	—				—				—			16			—			294			—			—			—
Sales (3)	—				—				—			—			—			(289		)	—			—			1,149
Issuances (3)	—				—				(3		)	—			—			1			—			109			—
Settlements (3)	(45		)		(16		)		(3		)	(131		)	(473		)	(3		)	70			(163		)	23
Transfers into Level 3 (4)	—				—				—			—			—			25			—			—			—
Transfers out of Level 3 (4)	—				—				1			—			—			(41		)	—			—			2
Balance, end of period	$	217			$	58			$	40		$	325		$	(3,922	)	$	1,407		$	(48	)	$	490		$	—
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	(2	)	$	—		$	—
Net derivative gains (losses)	$	2			$	10			$	43		$	(474	)	$	781		$	—		$	—		$	—		$	—
Other revenues	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	(88	)	$	—
Policyholder benefits and claims	$	—			$	—			$	—		$	22		$	(7	)	$	—		$	—		$	—		$	—
Other expenses	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—		$	—
__________________
-1	Amortization of premium/accretion of discount is included within net investment income. Impairments charged to net income (loss) on securities and certain mortgage loans are included in net investment gains (losses) while changes in the estimated fair value of certain mortgage loans and MSRs are included in other revenues. Lapses associated with net embedded derivatives are included in net derivative gains (losses).
-2	Interest and dividend accruals, as well as cash interest coupons and dividends received, are excluded from the rollforward.
-3	Items purchased/issued and then sold/settled in the same period are excluded from the rollforward. Fees attributed to embedded derivatives are included in settlements.
-4	Gains and losses, in net income (loss) and OCI, are calculated assuming transfers into and/or out of Level 3 occurred at the beginning of the period. Items transferred into and then out of Level 3 in the same period are excluded from the rollforward.
-5	Changes in unrealized gains (losses) included in net income (loss) relate to assets and liabilities still held at the end of the respective periods.
-6	Freestanding derivative assets and liabilities are presented net for purposes of the rollforward.
-7	Embedded derivative assets and liabilities are presented net for purposes of the rollforward.
-8	Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders within separate account liabilities. Therefore, such changes in estimated fair value are not recorded in net income. For the purpose of this disclosure, these changes are presented within net investment gains (losses).
-9	See Note 3 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for a discussion of the MetLife Bank Divestiture. See Note 10 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for discussion of the valuation techniques and key inputs. Other revenues related to MSRs represent the changes in estimated fair value due to changes in valuation model inputs or assumptions.
Fair Value, Option, Quantitative Disclosures	'
	The following table presents information for certain assets and liabilities accounted for under the FVO. These assets and liabilities were initially measured at fair value.
		Residential Mortgage Loans — FVO (1)								Mortgage Loans Held-for-Sale (2)						Certain Assets and Liabilities of CSEs (3)
		30-Sep-13				31-Dec-12				30-Sep-13			31-Dec-12			30-Sep-13			31-Dec-12
		(In millions)
	Assets:
	Unpaid principal balance	$	325			$	—			$	—		$	80		$	2,020		$	2,539
	Difference between estimated fair value and unpaid principal balance	(113		)		—				—			(31		)	76			127
	Carrying value at estimated fair value	$	212			$	—			$	—		$	49		$	2,096		$	2,666
	Loans in non-accrual status	$	—			$	—			$	—		$	3		$	—		$	—
	Loans more than 90 days past due	$	—			$	—			$	—		$	23		$	—		$	—
	Loans in non-accrual status or more than 90 days past due, or both — difference between aggregate estimated fair value and unpaid principal balance	$	—			$	—			$	—		$	(14	)	$	—		$	—
	Liabilities:
	Contractual principal balance															$	1,918		$	2,430
	Difference between estimated fair value and contractual principal balance															28			97
	Carrying value at estimated fair value															$	1,946		$	2,527
	__________________
	-1	Interest income, changes in estimated fair value and gains or losses on sales are recognized in net investment income. Changes in estimated fair value for these loans were due to the following:
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2013				2012				2013			2012
		(In millions)
	Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality	$	—			$	—			$	—		$	—
	Other changes in estimated fair value	(2		)		—				(2		)	—
	Total gains (losses) recognized in net investment income	$	(2	)		$	—			$	(2	)	$	—
	-2	Interest income is included in net investment income. Gains and losses from initial measurement, subsequent changes in estimated fair value and gains or losses on sales are recognized in other revenues. Changes in estimated fair value for these loans were due to the following:
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2013				2012				2013			2012
		(In millions)
	Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality	$	—			$	(2	)		$	—		$	—
	Other changes in estimated fair value	—				(27		)		—			71
	Total gains (losses) recognized in other revenues	$	—			$	(29	)		$	—		$	71
	-3	These assets and liabilities are comprised of commercial mortgage loans and long-term debt. Changes in estimated fair value on these assets and liabilities and gains or losses on sales of these assets are recognized in net investment gains (losses). Interest income on commercial mortgage loans held by CSEs is recognized in net investment income. Interest expense from long-term debt of CSEs is recognized in other expenses.
Estimated fair value of certain investments	'
	The following table presents information for assets measured at estimated fair value on a nonrecurring basis during the periods and still held at the reporting dates; that is, they are not measured at fair value on a recurring basis but are subject to fair value adjustments only in certain circumstances (for example, when there is evidence of impairment). The estimated fair values for these assets were determined using significant unobservable inputs (Level 3).
		At September 30,								Three Months						Nine Months
										Ended						Ended
										September 30,						September 30,
		2013				2012				2013			2012			2013			2012
		Carrying Value After								Gains (Losses)
		Measurement
		(In millions)
	Mortgage loans: (1)
	Held-for-investment	$	232			$	379			$	(4	)	$	(4	)	$	13		$	9
	Held-for-sale	$	—			$	174			$	—		$	(10	)	$	—		$	(39	)
	Other limited partnership interests (2)	$	70			$	61			$	—		$	(9	)	$	(39	)	$	(23	)
	Real estate joint ventures (3)	$	3			$	10			$	—		$	—		$	(2	)	$	(5	)
	Goodwill (4)	$	—			$	—			$	—		$	(1,868	)	$	—		$	(1,868	)
	__________________
	-1	Estimated fair values for impaired mortgage loans are based on independent broker quotations or valuation models using unobservable inputs or, if the loans are in foreclosure or are otherwise determined to be collateral dependent, are based on the estimated fair value of the underlying collateral or the present value of the expected future cash flows.
	-2	For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include private equity and debt funds that typically invest primarily in various strategies including domestic and international leveraged buyout funds; power, energy, timber and infrastructure development funds; venture capital funds; and below investment grade debt and mezzanine debt funds. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next two to 10 years. Unfunded commitments for these investments at both September 30, 2013 and 2012 were not significant.
	-3	For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include several real estate funds that typically invest primarily in commercial real estate and mezzanine debt. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next one to 10 years. Unfunded commitments for these investments at both September 30, 2013 and 2012 were not significant.
	-4	As discussed in Note 11 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report, the Company recorded an impairment of goodwill associated with the Retail Annuities reporting unit. This impairment has been categorized as Level 3 due to the significant unobservable inputs used in the determination of the estimated fair value.
Fair value of financial instruments	'
	The carrying values and estimated fair values for such financial instruments, and their corresponding placement in the fair value hierarchy, are summarized as follows at:
		September 30, 2013
						Fair Value Hierarchy
		Carrying				Level 1				Level 2			Level 3			Total Estimated
		Value														Fair Value
		(In millions)
	Assets:
	Mortgage loans:
	Held-for-investment	$	55,200			$	—			$	—		$	57,639		$	57,639
	Held-for-sale	225				—				—			225			225
	Mortgage loans, net	$	55,425			$	—			$	—		$	57,864		$	57,864
	Policy loans	$	11,782			$	—			$	1,701		$	11,900		$	13,601
	Real estate joint ventures	$	107			$	—			$	—		$	177		$	177
	Other limited partnership interests	$	1,013			$	—			$	—		$	1,171		$	1,171
	Other invested assets	$	855			$	234			$	276		$	345		$	855
	Premiums, reinsurance and other receivables	$	4,470			$	—			$	2,080		$	2,466		$	4,546
	Other assets	$	276			$	—			$	211		$	94		$	305
	Liabilities:
	PABs	$	140,721			$	—			$	—		$	147,010		$	147,010
	Bank deposits	$	—			$	—			$	—		$	—		$	—
	Long-term debt	$	16,275			$	—			$	17,889		$	—		$	17,889
	Collateral financing arrangements	$	4,196			$	—			$	—		$	3,947		$	3,947
	Junior subordinated debt securities	$	3,193			$	—			$	3,738		$	—		$	3,738
	Other liabilities	$	3,428			$	—			$	2,161		$	1,270		$	3,431
	Separate account liabilities	$	62,984			$	—			$	62,984		$	—		$	62,984
	Commitments: (1)
	Mortgage loan commitments	$	—			$	—			$	—		$	(14	)	$	(14	)
	Commitments to fund bank credit facilities, bridge loans and private corporate bond investments	$	—			$	—			$	(1	)	$	—		$	(1	)
		December 31, 2012
						Fair Value Hierarchy
		Carrying				Level 1				Level 2			Level 3			Total Estimated
		Value														Fair Value
		(In millions)
	Assets:
	Mortgage loans:
	Held-for-investment	$	53,926			$	—			$	—		$	57,381		$	57,381
	Held-for-sale	365				—				—			365			365
	Mortgage loans, net	$	54,291			$	—			$	—		$	57,746		$	57,746
	Policy loans	$	11,884			$	—			$	1,690		$	12,567		$	14,257
	Real estate joint ventures	$	113			$	—			$	—		$	171		$	171
	Other limited partnership interests	$	1,154			$	—			$	—		$	1,277		$	1,277
	Other invested assets	$	815			$	305			$	144		$	366		$	815
	Premiums, reinsurance and other receivables	$	3,287			$	—			$	745		$	2,960		$	3,705
	Other assets	$	260			$	—			$	214		$	78		$	292
	Liabilities:
	PABs	$	149,928			$	—			$	—		$	158,040		$	158,040
	Bank deposits	$	6,416			$	—			$	2,018		$	4,398		$	6,416
	Long-term debt	$	16,502			$	—			$	18,978		$	—		$	18,978
	Collateral financing arrangements	$	4,196			$	—			$	—		$	3,839		$	3,839
	Junior subordinated debt securities	$	3,192			$	—			$	3,984		$	—		$	3,984
	Other liabilities	$	1,913			$	—			$	673		$	1,243		$	1,916
	Separate account liabilities	$	58,726			$	—			$	58,726		$	—		$	58,726
	Commitments: (1)
	Mortgage loan commitments	$	—			$	—			$	—		$	12		$	12
	Commitments to fund bank credit facilities, bridge loans and private corporate bond investments	$	—			$	—			$	22		$	—		$	22
	__________________
	-1	Commitments are off-balance sheet obligations. Negative estimated fair values represent off-balance sheet liabilities. See Note 15 for additional information on these off-balance sheet obligations.

Equity_Tables

Equity (Tables)	9 Months Ended
	Sep. 30, 2013
Equity [Abstract]	'
Components of Accumulated Other Comprehensive Income (Loss)	'
	Information regarding changes in the balances of each component of AOCI attributable to MetLife, Inc., net of income tax, was as follows:
		Three Months
		Ended
		September 30, 2013
		Unrealized				Unrealized				Foreign			Defined			Total
		Investment Gains				Gains (Losses)				Currency			Benefit
		(Losses), Net of				on Derivatives				Translation			Plans
		Related Offsets (1)								Adjustments			Adjustment
		(In millions)
	Balance, beginning of period	$	9,709			$	734			$	(1,825	)	$	(2,416	)	$	6,202
	OCI before reclassifications	(1,060		)		(184		)		207			(1		)	(1,038		)
	Amounts reclassified from AOCI	55				(154		)		—			35			(64		)
	Balance, end of period	$	8,704			$	396			$	(1,618	)	$	(2,382	)	$	5,100
		Nine Months
		Ended
		September 30, 2013
		Unrealized				Unrealized				Foreign			Defined			Total
		Investment Gains				Gains (Losses)				Currency			Benefit
		(Losses), Net of				on Derivatives				Translation			Plans
		Related Offsets (1)								Adjustments			Adjustment
		(In millions)
	Balance, beginning of period	$	13,590			$	829			$	(533	)	$	(2,489	)	$	11,397
	OCI before reclassifications	(4,635		)		(439		)		(1,085		)	1			(6,158		)
	Amounts reclassified from AOCI	(251		)		6				—			106			(139		)
	Balance, end of period	$	8,704			$	396			$	(1,618	)	$	(2,382	)	$	5,100
	__________________
	-1	See Note 6 for information on offsets to investments related to insurance liabilities, DAC and VOBA and the policyholder dividend obligation.
Reclassification out of Accumulated Other Comprehensive Income (Loss)	'
	Information regarding amounts reclassified out of each component of AOCI was as follows:
	AOCI Components		Amounts Reclassified from AOCI								Statement of Operations and
											Comprehensive Income (Loss) Location
			Three Months				Nine Months
			Ended				Ended
			September 30, 2013				September 30, 2013
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	(96	)		$	365			Other net investment gains (losses)
	Net unrealized investment gains (losses)		22				65				Net investment income
	OTTI		(21		)		(56		)		OTTI on fixed maturity securities
	Net unrealized investment gains (losses), before income tax		(95		)		374
	Income tax (expense) benefit		40				(123		)
	Net unrealized investment gains (losses), net of income tax		$	(55	)		$	251
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		$	3			$	17			Net derivative gains (losses)
	Interest rate swaps		2				6				Net investment income
	Interest rate forwards		2				8				Net derivative gains (losses)
	Interest rate forwards		1				2				Net investment income
	Interest rate forwards		(1		)		(2		)		Other expenses
	Foreign currency swaps		216				(41		)		Net derivative gains (losses)
	Foreign currency swaps		—				(2		)		Net investment income
	Foreign currency swaps		1				1				Other expenses
	Credit forwards		—				1				Net investment income
	Gains (losses) on cash flow hedges, before income tax		224				(10		)
	Income tax (expense) benefit		(70		)		4
	Gains (losses) on cash flow hedges, net of income tax		$	154			$	(6	)
	Defined benefit plans adjustment: (1)
	Amortization of net actuarial gains (losses)		$	(71	)		$	(212	)
	Amortization of prior service (costs) credit		17				51
	Amortization of defined benefit plan items, before		(54		)		(161		)
	income tax
	Income tax (expense) benefit		19				55
	Amortization of defined benefit plan items, net of		$	(35	)		$	(106	)
	income tax
	Total reclassifications, net of income tax		$	64			$	139
	__________________
	-1	These AOCI components are included in the computation of net periodic benefit costs. See Note 13.

Other_Expenses_Tables

Other Expenses (Tables)	9 Months Ended
	Sep. 30, 2013
Other Income and Expenses [Abstract]	'
Other Expenses	'
	Information on other expenses was as follows:
		Three Months						Nine Months
		Ended						Ended
		September 30,						September 30,
		2013			2012			2013			2012
		(In millions)
	Compensation	$	1,310		$	1,307		$	3,828		$	4,196
	Pension, postretirement and postemployment benefit costs	122			117			367			345
	Commissions	1,309			1,442			4,084			4,466
	Volume-related costs	239			154			618			402
	Interest credited to bank deposits	—			19			2			60
	Capitalization of DAC	(1,153		)	(1,302		)	(3,621		)	(3,981		)
	Amortization of DAC and VOBA	841			1,008			2,623			3,201
	Amortization of negative VOBA	(126		)	(170		)	(410		)	(506		)
	Interest expense on debt and debt issuance costs	317			326			959			1,026
	Premium taxes, licenses and fees	173			176			498			519
	Professional services	349			432			976			1,210
	Rent, net of sublease income	89			107			283			339
	Other (1)	507			629			1,933			2,064
	Total other expenses	$	3,977		$	4,245		$	12,140		$	13,341
	__________________
	-1	See Note 3 for information on the Japan income tax refund included in other expenses for the nine months ended September 30, 2013.
Restructuring Charges	'
	These restructuring charges are included in other expenses. As the expenses relate to an enterprise-wide initiative, they are reported in Corporate & Other. Estimated restructuring costs may change as management continues to execute this enterprise-wide strategic initiative. Such restructuring charges were as follows:
		Three Months
		Ended
		September 30,
		2013									2012
		Severance			Lease and Asset Impairment			Total			Severance			Lease and Asset Impairment		Total
		(In millions)
	Balance, beginning of period	$	12		$	9		$	21		$	21		$	—	$	21
	Restructuring charges	14			2			16			46			8		54
	Cash payments	(13		)	(4		)	(17		)	(40		)	—		(40		)
	Balance, end of period	$	13		$	7		$	20		$	27		$	8	$	35
		Nine Months
		Ended
		September 30,
		2013									2012
		Severance			Lease and Asset Impairment			Total			Severance			Lease and Asset Impairment		Total
		(In millions)
	Balance, beginning of period	$	23		$	—		$	23		$	—		$	—	$	—
	Restructuring charges	51			14			65			93			8		101
	Cash payments	(61		)	(7		)	(68		)	(66		)	—		(66		)
	Balance, end of period	$	13		$	7		$	20		$	27		$	8	$	35
	Total restructuring charges incurred since inception of initiative	$	192		$	32		$	224		$	93		$	8	$	101

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	9 Months Ended
	Sep. 30, 2013
Compensation and Retirement Disclosure [Abstract]	'
Net periodic benefit costs	'
	The components of net periodic benefit costs were as follows:
		Pension Benefits												Other Postretirement Benefits
		U.S. Plans						Non-U.S. Plans						U.S. Plans						Non-U.S. Plans
		Three Months						Three Months						Three Months						Three Months
		Ended						Ended						Ended						Ended
		September 30,						September 30,						September 30,						September 30,
		2013			2012			2013			2012			2013			2012			2013			2012
		(In millions)
	Service costs	$	59		$	56		$	16		$	19		$	5		$	5		$	—		$	—
	Interest costs	98			102			4			4			23			26			1			1
	Expected return on plan assets	(121		)	(121		)	(2		)	(1		)	(18		)	(19		)	(1		)	(1		)
	Amortization of net actuarial (gains) losses	57			48			—			—			14			15			—			1
	Amortization of prior service costs (credit)	2			2			—			—			(19		)	(26		)	—			—
	Net periodic benefit costs	$	95		$	87		$	18		$	22		$	5		$	1		$	—		$	1
		Pension Benefits												Other Postretirement Benefits
		U.S. Plans						Non-U.S. Plans						U.S. Plans						Non-U.S. Plans
		Nine Months						Nine Months						Nine Months						Nine Months
		Ended						Ended						Ended						Ended
		September 30,						September 30,						September 30,						September 30,
		2013			2012			2013			2012			2013			2012			2013			2012
		(In millions)
	Service costs	$	177		$	168		$	50		$	55		$	15		$	16		$	1		$	1
	Interest costs	292			305			11			13			69			77			2			2
	Expected return on plan assets	(363		)	(363		)	(5		)	(5		)	(56		)	(57		)	(1		)	(1		)
	Amortization of net actuarial (gains) losses	171			146			—			—			41			43			—			1
	Amortization of prior service costs (credit)	5			5			—			—			(56		)	(78		)	—			—
	Net periodic benefit costs	$	282		$	261		$	56		$	63		$	13		$	1		$	2		$	3

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	9 Months Ended
	Sep. 30, 2013
Earnings Per Share [Abstract]	'
Earnings Per Common Share	'
	The following table presents the weighted average shares used in calculating basic earnings per common share and those used in calculating diluted earnings per common share for each income category presented below:
		Three Months					Nine Months
		Ended					Ended
		September 30,					September 30,
		2013		2012			2013		2012
		(In millions, except share and per share data)
	Weighted Average Shares:
	Weighted average common stock outstanding for basic	1,104,892,638		1,065,041,874			1,099,496,305		1,063,991,836
	earnings per common share
	Incremental common shares from assumed:
	Stock purchase contracts underlying common equity units (1)	1,886,275		—			628,758		—
	Exercise or issuance of stock-based awards (2)	10,517,925		—			8,756,239		5,963,399
	Weighted average common stock outstanding for diluted	1,117,296,838		1,065,041,874			1,108,881,302		1,069,955,235
	earnings per common share
	Income (Loss) from Continuing Operations:
	Income (loss) from continuing operations, net of income tax	$	973	$	(957	)	$	2,476	$	1,209
	Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	3		(3		)	17		29
	Less: Preferred stock dividends	30		30			91		91
	Income (loss) from continuing operations, net of income tax,	$	940	$	(984	)	$	2,368	$	1,089
	available to MetLife, Inc.’s common shareholders
	Basic	$	0.85	$	(0.92	)	$	2.15	$	1.02
	Diluted	$	0.84	$	(0.92	)	$	2.14	$	1.01
	Income (Loss) from Discontinued Operations:
	Income (loss) from discontinued operations, net of income tax	$	2	$	—		$	1	$	17
	Less: Income (loss) from discontinued operations, net of income tax, attributable to noncontrolling interests	—		—			—		—
	Income (loss) from discontinued operations, net of income tax,	$	2	$	—		$	1	$	17
	available to MetLife, Inc.’s common shareholders
	Basic	$	—	$	—		$	—	$	0.02
	Diluted	$	—	$	—		$	—	$	0.02
	Net Income (Loss):
	Net income (loss)	$	975	$	(957	)	$	2,477	$	1,226
	Less: Net income (loss) attributable to noncontrolling interests	3		(3		)	17		29
	Less: Preferred stock dividends	30		30			91		91
	Net income (loss) available to MetLife, Inc.’s common shareholders	$	942	$	(984	)	$	2,369	$	1,106
	Basic	$	0.85	$	(0.92	)	$	2.15	$	1.04
	Diluted	$	0.84	$	(0.92	)	$	2.14	$	1.03
	__________________
	-1	See Note 15 of the Notes to the Consolidated Financial Statements included in the 2012 Annual Report for a description of the Company’s common equity units. For the three months and nine months ended September 30, 2012, all shares related to the assumed issuance of shares in settlement of the applicable purchase contracts have been excluded from the calculation of diluted earnings per common share, as these assumed shares are anti-dilutive.
	-2	For the three months ended September 30, 2012, 5,928,114 shares related to the assumed exercise or issuance of stock-based awards have been excluded from the calculation of diluted earnings per common share, as these assumed shares would be anti-dilutive.

Business_Basis_of_Presentation2

Business, Basis of Presentation and Summary of Significant Accounting Policies (Narrative) (Details)	9 Months Ended
	Sep. 30, 2013
	Segment
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Number of segments	6

Segment_Information_Earnings_D

Segment Information (Earnings) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Revenues	'	'	'	'
Premiums	$9,094	$9,096	$27,403	$27,386
Universal life and investment-type product policy fees	2,372	2,131	7,034	6,306
Net investment income	5,026	5,517	16,385	16,436
Other revenues	476	455	1,446	1,445
Net investment gains (losses)	-85	22	339	-152
Net derivative gains (losses)	-546	-718	-2,866	-604
Total revenues	16,337	16,503	49,741	50,817
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	9,784	9,298	28,781	28,008
Interest credited to policyholder account balances	1,600	2,102	6,036	5,681
Goodwill impairment	0	1,868	0	1,868
Capitalization of DAC	-1,153	-1,302	-3,621	-3,981
Amortization of DAC and VOBA	841	1,008	2,623	3,201
Amortization of negative VOBA	-126	-170	-410	-506
Interest expense on debt	317	326	959	1,026
Other expenses	4,098	4,383	12,589	13,601
Total expenses	-15,361	-17,513	-46,957	-48,898
Provision for income tax expense (benefit)	-3	53	-308	-710
Income (loss) from continuing operations, net of income tax	973	-957	2,476	1,209
Operating Segments [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	9,094	9,080	27,402	27,326
Universal life and investment-type product policy fees	2,276	2,048	6,768	6,056
Net investment income	5,043	5,048	15,279	15,297
Other revenues	486	435	1,467	1,313
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	16,899	16,611	50,916	49,992
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	9,316	8,995	27,626	27,066
Interest credited to policyholder account balances	1,472	1,589	4,547	4,653
Goodwill impairment	0	0	0	0
Capitalization of DAC	-1,153	-1,301	-3,621	-3,976
Amortization of DAC and VOBA	979	1,051	3,100	3,231
Amortization of negative VOBA	-113	-155	-368	-456
Interest expense on debt	288	286	863	898
Other expenses	4,031	4,120	12,132	12,414
Total expenses	-14,820	-14,585	-44,279	-43,830
Provision for income tax expense (benefit)	-549	-579	-1,818	-1,758
Operating earnings	1,530	1,447	4,819	4,404
Operating Segments [Member] | Americas [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	6,556	6,417	19,707	19,253
Universal life and investment-type product policy fees	1,704	1,540	5,052	4,604
Net investment income	4,165	4,100	12,474	12,194
Other revenues	438	388	1,300	1,171
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	12,863	12,445	38,533	37,222
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	7,542	7,254	22,484	21,781
Interest credited to policyholder account balances	1,018	1,078	3,119	3,216
Goodwill impairment	0	0	0	0
Capitalization of DAC	-460	-564	-1,482	-1,720
Amortization of DAC and VOBA	419	524	1,387	1,586
Amortization of negative VOBA	-1	-1	-2	-4
Interest expense on debt	2	-1	8	4
Other expenses	2,369	2,328	7,104	7,122
Total expenses	-10,889	-10,618	-32,618	-31,985
Provision for income tax expense (benefit)	-656	-597	-1,968	-1,721
Operating earnings	1,318	1,230	3,947	3,516
Operating Segments [Member] | Retail [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	1,607	1,604	4,735	4,804
Universal life and investment-type product policy fees	1,257	1,132	3,662	3,365
Net investment income	1,928	1,930	5,876	5,735
Other revenues	267	221	767	647
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	5,059	4,887	15,040	14,551
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	2,234	2,228	6,659	6,668
Interest credited to policyholder account balances	582	598	1,750	1,784
Goodwill impairment	0	0	0	0
Capitalization of DAC	-318	-430	-1,036	-1,352
Amortization of DAC and VOBA	315	438	1,042	1,319
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	-1	0	0	0
Other expenses	1,245	1,308	3,788	4,060
Total expenses	-4,057	-4,142	-12,203	-12,479
Provision for income tax expense (benefit)	-343	-253	-971	-703
Operating earnings	659	492	1,866	1,369
Operating Segments [Member] | Group, Voluntary & Worksite Benefits [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	3,767	3,753	11,438	11,021
Universal life and investment-type product policy fees	171	166	521	497
Net investment income	459	450	1,384	1,325
Other revenues	103	100	316	320
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	4,500	4,469	13,659	13,163
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	3,527	3,449	10,681	10,153
Interest credited to policyholder account balances	38	42	116	127
Goodwill impairment	0	0	0	0
Capitalization of DAC	-37	-38	-105	-102
Amortization of DAC and VOBA	37	40	104	98
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	0	1	1	1
Other expenses	595	547	1,761	1,692
Total expenses	-4,160	-4,041	-12,558	-11,969
Provision for income tax expense (benefit)	-114	-145	-370	-401
Operating earnings	226	283	731	793
Operating Segments [Member] | Corporate Benefit Funding [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	490	450	1,457	1,480
Universal life and investment-type product policy fees	54	53	187	161
Net investment income	1,424	1,421	4,302	4,253
Other revenues	68	64	208	193
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	2,036	1,988	6,154	6,087
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	1,144	1,070	3,352	3,293
Interest credited to policyholder account balances	292	339	940	1,016
Goodwill impairment	0	0	0	0
Capitalization of DAC	-2	-13	-25	-28
Amortization of DAC and VOBA	4	4	21	18
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	3	2	7	6
Other expenses	134	120	398	368
Total expenses	-1,575	-1,522	-4,693	-4,673
Provision for income tax expense (benefit)	-161	-163	-512	-495
Operating earnings	300	303	949	919
Operating Segments [Member] | Latin America [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	692	610	2,077	1,948
Universal life and investment-type product policy fees	222	189	682	581
Net investment income	354	299	912	881
Other revenues	0	3	9	11
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	1,268	1,101	3,680	3,421
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	637	507	1,792	1,667
Interest credited to policyholder account balances	106	99	313	289
Goodwill impairment	0	0	0	0
Capitalization of DAC	-103	-83	-316	-238
Amortization of DAC and VOBA	63	42	220	151
Amortization of negative VOBA	-1	-1	-2	-4
Interest expense on debt	0	-4	0	-3
Other expenses	395	353	1,157	1,002
Total expenses	-1,097	-913	-3,164	-2,864
Provision for income tax expense (benefit)	-38	-36	-115	-122
Operating earnings	133	152	401	435
Operating Segments [Member] | Asia [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	1,922	2,112	5,900	6,215
Universal life and investment-type product policy fees	438	388	1,324	1,102
Net investment income	696	709	2,151	2,150
Other revenues	22	4	63	17
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	3,078	3,213	9,438	9,484
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	1,506	1,455	4,354	4,250
Interest credited to policyholder account balances	407	468	1,286	1,323
Goodwill impairment	0	0	0	0
Capitalization of DAC	-515	-579	-1,583	-1,721
Amortization of DAC and VOBA	393	396	1,186	1,188
Amortization of negative VOBA	-99	-128	-325	-387
Interest expense on debt	0	0	0	5
Other expenses	1,040	1,206	3,188	3,550
Total expenses	-2,732	-2,818	-8,106	-8,208
Provision for income tax expense (benefit)	-89	-136	-412	-437
Operating earnings	257	259	920	839
Operating Segments [Member] | Europe, the Middle East and Africa [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	586	536	1,711	1,815
Universal life and investment-type product policy fees	100	82	287	233
Net investment income	124	122	372	406
Other revenues	21	35	82	98
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	831	775	2,452	2,552
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	243	255	736	941
Interest credited to policyholder account balances	37	32	109	91
Goodwill impairment	0	0	0	0
Capitalization of DAC	-173	-158	-542	-535
Amortization of DAC and VOBA	166	130	526	456
Amortization of negative VOBA	-13	-26	-41	-65
Interest expense on debt	0	2	0	3
Other expenses	443	440	1,351	1,333
Total expenses	-703	-675	-2,139	-2,224
Provision for income tax expense (benefit)	-43	-38	-73	-116
Operating earnings	85	62	240	212
Operating Segments [Member] | Corporate & Other [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	30	15	84	43
Universal life and investment-type product policy fees	34	38	105	117
Net investment income	58	117	282	547
Other revenues	5	8	22	27
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	127	178	493	734
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	25	31	52	94
Interest credited to policyholder account balances	10	11	33	23
Goodwill impairment	0	0	0	0
Capitalization of DAC	-5	0	-14	0
Amortization of DAC and VOBA	1	1	1	1
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	286	285	855	886
Other expenses	179	146	489	409
Total expenses	-496	-474	-1,416	-1,413
Provision for income tax expense (benefit)	239	192	635	516
Operating earnings	-130	-104	-288	-163
Significant Reconciling Items [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	0	16	1	60
Universal life and investment-type product policy fees	96	83	266	250
Net investment income	-17	469	1,106	1,139
Other revenues	-10	20	-21	132
Net investment gains (losses)	-85	22	339	-152
Net derivative gains (losses)	-546	-718	-2,866	-604
Total revenues	-562	-108	-1,175	825
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	468	303	1,155	942
Interest credited to policyholder account balances	128	513	1,489	1,028
Goodwill impairment	0	1,868	0	1,868
Capitalization of DAC	0	-1	0	-5
Amortization of DAC and VOBA	-138	-43	-477	-30
Amortization of negative VOBA	-13	-15	-42	-50
Interest expense on debt	29	40	96	128
Other expenses	67	263	457	1,187
Total expenses	-541	-2,928	-2,678	-5,068
Provision for income tax expense (benefit)	$546	$632	$1,510	$1,048

Segment_Information_Total_Asse

Segment Information (Total Assets) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Segment Reporting Information [Line Items]	'	'
Total assets	$822,643	$836,781
Retail [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	342,665	332,387
Group, Voluntary & Worksite Benefits [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	43,648	44,138
Corporate Benefit Funding [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	218,819	217,352
Latin America [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	24,116	23,272
Asia [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	119,742	131,138
Europe, the Middle East and Africa [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	24,203	23,474
Corporate & Other [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	$49,450	$65,020

Segment_Information_Narrative_

Segment Information (Narrative) (Details)	9 Months Ended
	Sep. 30, 2013
	Segment
Segment Reporting [Abstract]	'
Number of segments	6

Acquisitions_and_Dispositions_

Acquisitions and Dispositions (Acquisitions - Narrative) (Details) (Pending Acquisition of Administradora de Fondos de Pensiones Provida S.A. [Member], USD $)	9 Months Ended
In Billions, unless otherwise specified	Sep. 30, 2013
Pending Acquisition of Administradora de Fondos de Pensiones Provida S.A. [Member]	'
Business Acquisition [Line Items]	'
Business Acquisition, Name of Acquired Entity	'Administradora de Fondos de Pensiones Provida S.A. (bProvidab)
Business Acquisition, Percentage of Voting Interests Acquired Directly From Seller	64.32%
Business Acquisition, Percentage of Voting Interests Acquired Directly From Publicly Traded Shares	27.06%
Business Acquisition, Percentage of Voting Interests Acquired	91.38%
Payments to Acquire Businesses, Gross	$1.90

Acquisitions_and_Dispositions_1

Acquisitions and Dispositions (MetLife Bank Disposition - Narrative) (Details) (MetLife Bank [Member], USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Jan. 11, 2013
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'	'
Assets related to sale of business	'	'	'	'	$6,400,000,000
Net consideration paid	'	'	'	'	6,400,000,000
Gain (loss) on disposal	-22,000,000	-45,000,000	-96,000,000	-155,000,000	'
Minimum [Member]	'	'	'	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'	'
Additional charges expected related to the exit of business	'	'	40,000,000	'	'
Maximum [Member]	'	'	'	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'	'
Additional charges expected related to the exit of business	'	'	$65,000,000	'	'

Acquisitions_and_Dispositions_2

Acquisitions and Dispositions (Restructuring Charges - Narrative) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Nov. 01, 2010
In Millions, unless otherwise specified
Business Combinations [Abstract]	'	'	'
Deferred tax asset valuation allowance associated with branch restructuring	$0	$25	'
Liability recognized in purchase accounting for the anticipated and estimated costs associated with restructuring foreign branches into subsidiaries	$42	'	$277

Acquisitions_and_Dispositions_3

Acquisitions and Dispositions (Japan Income Tax Refund - Narrative) (Details)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013
	USD ($)	USD ($)	USD ($)	USD ($)	Indemnification Agreement [Member]	American Life [Member]	American Life [Member]
					USD ($)	Japan [Member]	Japan [Member]
						USD ($)	JPY (¥)
Business Acquisition [Line Items]	'	'	'	'	'	'	'
American Life income tax exam refund	'	'	'	'	'	$176	¥ 16,000
Net charge related to the indemnification provisions of the Stock Purchase Agreement	'	'	16	'	'	'	'
Other expenses	3,977	4,245	12,140	13,341	154	'	'
Other net investment gains (losses)	-51	69	472	119	19	'	'
Provision for income tax expense (benefit)	$3	($53)	$308	$710	($119)	'	'

Insurance_Guarantees_Related_t

Insurance (Guarantees Related to Annuity Contracts) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Variable Annuity Guarantees [Member] | Guaranteed Death Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	$195,725	$184,095
Separate account value in event of death	157,974	143,893
Net amount at risk in event of death	5,543	9,501
Average attained age of contractholders	'63 years	'62 years
Variable Annuity Guarantees [Member] | Guaranteed Annuitization Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	97,145	89,137
Separate account value at annuitization	92,961	84,354
Net amount at risk at annuitization	1,405	4,593
Average attained age of contractholders	'63 years	'62 years
Two Tier Annuities [Member] | Guaranteed Annuitization Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	862	848
Net amount at risk at annuitization	$229	$232
Average attained age of contractholders	'50 years	'51 years

Insurance_Guarantees_Related_t1

Insurance (Guarantees Related to Universal and Variable Life Contracts) (Details) (Universal And Variable Life Contracts [Member], USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Secondary Guarantees [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value (general and separate account)	$15,394	$14,256
Net amount at risk	187,686	189,197
Average attained age of policyholders	'55 years	'54 years
Paid-Up Guarantees [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value (general and separate account)	3,727	3,828
Net amount at risk	$22,084	$23,276
Average attained age of policyholders	'60 years	'60 years

Closed_Block_Liabilities_and_A

Closed Block (Liabilities and Assets) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Closed Block Liabilities	'	'	'
Future policy benefits	$42,105	$42,586	'
Other policy-related balances	301	298	'
Policyholder dividends payable	507	466	'
Policyholder dividend obligation	2,013	3,828	2,919
Other liabilities	724	602	'
Total closed block liabilities	45,650	47,780	'
Assets Designated to the Closed Block	'	'	'
Fixed maturity securities available-for-sale, at estimated fair value	28,124	30,546	'
Equity securities available-for-sale, at estimated fair value	87	41	'
Mortgage loans	6,520	6,192	'
Policy loans	4,669	4,670	'
Real estate and real estate joint ventures	481	459	'
Other invested assets	923	953	'
Total investments	40,804	42,861	'
Cash and cash equivalents	404	381	'
Accrued investment income	497	481	'
Premiums, reinsurance and other receivables	101	107	'
Current income tax recoverable	15	2	'
Deferred income tax assets	292	319	'
Total assets designated to the closed block	42,113	44,151	'
Excess of closed block liabilities over assets designated to the closed block	3,537	3,629	'
Amounts included in AOCI:	'	'	'
Unrealized investment gains (losses), net of income tax	1,682	2,891	'
Unrealized gains (losses) on derivatives, net of income tax	2	9	'
Allocated to policyholder dividend obligation, net of income tax	-1,309	-2,488	'
Total amounts included in AOCI	375	412	'
Maximum future earnings to be recognized from closed block assets and liabilities	$3,912	$4,041	'

Closed_Block_Policyholder_Divi

Closed Block (Policyholder Dividend Obligation) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Closed block policyholder dividend obligation	'	'
Balance beginning of period	$3,828	$2,919
Change in unrealized investment and derivative gains (losses)	-1,815	909
Balance end of period	$2,013	$3,828

Closed_Block_Revenues_and_Expe

Closed Block (Revenues and Expenses) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Revenues	'	'	'	'
Premiums	$478	$512	$1,431	$1,538
Net investment income	514	555	1,576	1,644
Net investment gains (losses)	-7	6	20	30
Net derivative gains (losses)	-16	-9	-1	-7
Total revenues	969	1,064	3,026	3,205
Expenses	'	'	'	'
Policyholder benefits and claims	651	654	1,963	2,016
Policyholder dividends	251	278	740	821
Other expenses	39	45	124	136
Total expenses	941	977	2,827	2,973
Revenues, net of expenses before provision for income tax expense (benefit)	28	87	199	232
Provision for income tax expense (benefit)	10	30	70	82
Revenues, net of expenses and provision for income tax expense (benefit) from continuing operations	18	57	129	150
Revenues, net of expenses and provision for income tax expense (benefit) from discontinued operations	0	0	0	4
Revenues, net of expenses and provision for income tax expense (benefit)	$18	$57	$129	$154

Investments_Fixed_Maturity_and

Investments (Fixed Maturity and Equity Securities Available-For-Sale by Sector) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	$330,900	$340,870	'
Cost or Amortized Cost	2,978	2,838	'
Gross Unrealized OTTI Loss	241	361	724
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	348,787	374,266	'
Equity securities	3,241	2,891	'
Fixed maturity securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	330,900	340,870	'
Gross Unrealized Gain	22,071	35,144	'
Gross Unrealized Temporary Loss	3,943	1,387	'
Gross Unrealized OTTI Loss	241	361	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	348,787	374,266	'
U.S. corporate securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	101,107	102,669	'
Gross Unrealized Gain	7,650	11,887	'
Gross Unrealized Temporary Loss	1,266	430	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	107,491	114,126	'
Foreign corporate securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	60,374	61,806	'
Gross Unrealized Gain	3,871	5,654	'
Gross Unrealized Temporary Loss	597	277	'
Gross Unrealized OTTI Loss	0	-1	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	63,648	67,184	'
Foreign government debt securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	49,400	51,967	'
Gross Unrealized Gain	3,969	5,440	'
Gross Unrealized Temporary Loss	365	71	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	53,004	57,336	'
RMBS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	34,412	35,666	'
Gross Unrealized Gain	1,698	2,477	'
Gross Unrealized Temporary Loss	403	315	'
Gross Unrealized OTTI Loss	229	349	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	35,478	37,479	'
U.S. Treasury and agency securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	41,926	41,874	'
Gross Unrealized Gain	2,967	6,104	'
Gross Unrealized Temporary Loss	739	11	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	44,154	47,967	'
CMBS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	16,425	18,177	'
Gross Unrealized Gain	635	1,009	'
Gross Unrealized Temporary Loss	164	57	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	16,896	19,129	'
ABS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	14,023	15,762	'
Gross Unrealized Gain	296	404	'
Gross Unrealized Temporary Loss	146	156	'
Gross Unrealized OTTI Loss	12	13	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	14,161	15,997	'
State and political subdivision securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	13,233	12,949	'
Gross Unrealized Gain	985	2,169	'
Gross Unrealized Temporary Loss	263	70	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	13,955	15,048	'
Equity Securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	2,978	2,838	'
Gross Unrealized Gain	396	212	'
Gross Unrealized Temporary Loss	133	159	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	3,241	2,891	'
Common Stock [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	1,948	2,034	'
Gross Unrealized Gain	336	147	'
Gross Unrealized Temporary Loss	14	19	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	2,270	2,162	'
Non-redeemable preferred stock [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	1,030	804	'
Gross Unrealized Gain	60	65	'
Gross Unrealized Temporary Loss	119	140	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	$971	$729	'

Investments_Maturities_of_Fixe

Investments (Maturities of Fixed Maturity Securities) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Available-for-sale Securities, Debt Maturities [Abstract]	'	'
Amortized Cost, Due in one year or less	$13,648	$24,177
Amortized Cost, Due after one year through five years	72,766	66,973
Amortized Cost, Due after five years through ten years	77,195	82,376
Amortized Cost, Due after ten years	102,431	97,739
Amortized Cost, Subtotal	266,040	271,265
Amortized Cost, RMBS, CMBS and ABS	64,860	69,605
Amortized cost of fixed maturity securities available-for-sale	330,900	340,870
Estimated Fair Value, Due in one year or less	13,890	24,394
Estimated Fair Value, Due after one year through five years	76,296	70,759
Estimated Fair Value, Due after five years through ten years	82,484	91,975
Estimated Fair Value, Due after ten years	109,582	114,533
Estimated Fair Value, Subtotal	282,252	301,661
Estimated fair value, Mortgage-backed and asset-backed securities	66,535	72,605
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $330,900 and $340,870, respectively; includes $3,940 and $3,378, respectively, relating to variable interest entities)	$348,787	$374,266

Investments_Continuous_Gross_U

Investments (Continuous Gross Unrealized Losses for Fixed Maturity and Equity Securities Available-For-Sale) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Total number of securities in an unrealized loss position less than 12 months	4,868	1,941
Total number of securities in an unrealized loss position equal to or greater than 12 months	807	1,335
Fixed maturity securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	$64,191	$13,721
Less than 12 Months Gross Unrealized Loss	3,206	293
Equal to or Greater than 12 Months Estimated Fair Value	7,717	13,447
Equal to or Greater than 12 Months Gross Unrealized Loss	978	1,455
U.S. corporate securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	17,625	3,799
Less than 12 Months Gross Unrealized Loss	978	88
Equal to or Greater than 12 Months Estimated Fair Value	2,427	3,695
Equal to or Greater than 12 Months Gross Unrealized Loss	288	342
Foreign corporate securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	10,709	2,783
Less than 12 Months Gross Unrealized Loss	484	96
Equal to or Greater than 12 Months Estimated Fair Value	1,491	2,873
Equal to or Greater than 12 Months Gross Unrealized Loss	113	180
Foreign government debt securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	6,431	1,431
Less than 12 Months Gross Unrealized Loss	332	22
Equal to or Greater than 12 Months Estimated Fair Value	247	543
Equal to or Greater than 12 Months Gross Unrealized Loss	33	49
RMBS [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	8,457	735
Less than 12 Months Gross Unrealized Loss	263	31
Equal to or Greater than 12 Months Estimated Fair Value	2,357	4,098
Equal to or Greater than 12 Months Gross Unrealized Loss	369	633
U.S. Treasury, agency and government guaranteed securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	11,326	1,951
Less than 12 Months Gross Unrealized Loss	734	11
Equal to or Greater than 12 Months Estimated Fair Value	47	0
Equal to or Greater than 12 Months Gross Unrealized Loss	5	0
CMBS [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	3,893	842
Less than 12 Months Gross Unrealized Loss	147	11
Equal to or Greater than 12 Months Estimated Fair Value	228	577
Equal to or Greater than 12 Months Gross Unrealized Loss	17	46
ABS [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	2,949	1,920
Less than 12 Months Gross Unrealized Loss	70	30
Equal to or Greater than 12 Months Estimated Fair Value	695	1,410
Equal to or Greater than 12 Months Gross Unrealized Loss	88	139
State and political subdivision securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	2,801	260
Less than 12 Months Gross Unrealized Loss	198	4
Equal to or Greater than 12 Months Estimated Fair Value	225	251
Equal to or Greater than 12 Months Gross Unrealized Loss	65	66
Equity Securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	453	201
Less than 12 Months Gross Unrealized Loss	72	18
Equal to or Greater than 12 Months Estimated Fair Value	213	309
Equal to or Greater than 12 Months Gross Unrealized Loss	61	141
Common Stock [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	92	201
Less than 12 Months Gross Unrealized Loss	13	18
Equal to or Greater than 12 Months Estimated Fair Value	15	14
Equal to or Greater than 12 Months Gross Unrealized Loss	1	1
Non-redeemable preferred stock [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	361	0
Less than 12 Months Gross Unrealized Loss	59	0
Equal to or Greater than 12 Months Estimated Fair Value	198	295
Equal to or Greater than 12 Months Gross Unrealized Loss	$60	$140

Investments_Mortgage_Loans_by_

Investments (Mortgage Loans by Portfolio Segment) (Details) (USD $)	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Company-held mortgage loans held-for-investment, net	'	'	'	'	'	'
Commercial mortgage loans	$40,262	'	$40,472	'	'	'
Percentage of loans receivable on commercial mortgage loans	69.80%	'	71.00%	'	'	'
Agricultural mortgage loans	12,830	'	12,843	'	'	'
Percentage of loans receivable on agricultural mortgage loans	22.20%	'	22.50%	'	'	'
Residential mortgage loans	2,434	'	958	'	'	'
Percentage of loans receivable on residential mortgage loans	4.20%	'	1.70%	'	'	'
Subtotal	55,526	'	54,273	'	'	'
Percentage of loans receivable on subtotal	96.20%	'	95.20%	'	'	'
Valuation allowances	-326	-302	-347	-354	-361	-481
Percentage of loans receivable on valuation allowances	-0.60%	'	-0.60%	'	'	'
Subtotal mortgage loans held-for-investment, net	55,200	'	53,926	'	'	'
Percentage of loans receivable on subtotal mortgage loans held-for-investment, net	95.60%	'	94.60%	'	'	'
Residential - FVO	212	'	0	'	'	'
Percentage of residential mortgage loans - FVO	0.40%	'	0.00%	'	'	'
Commercial mortgage loans held by consolidated securitization entities - fair value option	2,096	'	2,666	'	'	'
Percentage of loans receivable on commercial mortgage loans held by consolidated securitization entities - fair value option	3.60%	'	4.70%	'	'	'
Mortgage loans, at estimated fair value, relating to variable interest entities	57,508	'	56,592	'	'	'
Percentage of loans receivable on mortgage loans, at estimated fair value	100.00%	'	99.30%	'	'	'
Mortgage loans held-for-sale	'	'	'	'	'	'
Held-for-sale, principally at estimated fair value (includes $0 and $49, respectively, under the fair value option)	225	'	414	'	'	'
Percentage of loans held for sale on held-for-sale, principally at estimated fair value	0.40%	'	0.70%	'	'	'
Total mortgage loans, net	$57,733	'	$57,006	'	'	'
Percentage of loans held for sale on total mortgage loans, net	100.00%	'	100.00%	'	'	'

Investments_Mortgage_Loans_and

Investments (Mortgage Loans and Valuation Allowance by Portfolio Segment) (Details) (USD $)	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	$704	'	$733	'	'	'
Evaluated collectively for credit losses	54,822	'	53,540	'	'	'
Total mortgage loans	55,526	'	54,273	'	'	'
Specific credit losses	76	'	117	'	'	'
Non-specifically identified credit losses	250	'	230	'	'	'
Valuation allowances	326	302	347	354	361	481
Mortgage loan, net of valuation allowance	55,200	'	53,926	'	'	'
Commercial mortgage loans portfolio segment [Member]	'	'	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	520	'	539	'	'	'
Evaluated collectively for credit losses	39,742	'	39,933	'	'	'
Total mortgage loans	40,262	'	40,472	'	'	'
Specific credit losses	62	'	94	'	'	'
Non-specifically identified credit losses	197	'	199	'	'	'
Valuation allowances	259	242	293	300	300	398
Mortgage loan, net of valuation allowance	40,003	'	40,179	'	'	'
Agricultural [Member]	'	'	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	170	'	181	'	'	'
Evaluated collectively for credit losses	12,660	'	12,662	'	'	'
Total mortgage loans	12,830	'	12,843	'	'	'
Specific credit losses	12	'	21	'	'	'
Non-specifically identified credit losses	38	'	31	'	'	'
Valuation allowances	50	49	52	52	59	81
Mortgage loan, net of valuation allowance	12,780	'	12,791	'	'	'
Residential [Member]	'	'	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	14	'	13	'	'	'
Evaluated collectively for credit losses	2,420	'	945	'	'	'
Total mortgage loans	2,434	'	958	'	'	'
Specific credit losses	2	'	2	'	'	'
Non-specifically identified credit losses	15	'	0	'	'	'
Valuation allowances	17	11	2	2	2	2
Mortgage loan, net of valuation allowance	$2,417	'	$956	'	'	'

Investments_Valuation_Allowanc

Investments (Valuation Allowance Rollforward by Portfolio Segment) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	$302	$361	$347	$481
Provision (release)	24	8	-11	-90
Charge-offs, net of recoveries	0	-10	-10	-26
Transfers to held-for-sale	0	-5	0	-11
Ending Balance	326	354	326	354
Commercial mortgage loans portfolio segment [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	242	300	293	398
Provision (release)	17	2	-34	-96
Charge-offs, net of recoveries	0	-2	0	-2
Transfers to held-for-sale	0	0	0	0
Ending Balance	259	300	259	300
Agricultural [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	49	59	52	81
Provision (release)	1	6	8	0
Charge-offs, net of recoveries	0	-8	-10	-24
Transfers to held-for-sale	0	-5	0	-5
Ending Balance	50	52	50	52
Residential [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	11	2	2	2
Provision (release)	6	0	15	6
Charge-offs, net of recoveries	0	0	0	0
Transfers to held-for-sale	0	0	0	-6
Ending Balance	$17	$2	$17	$2

Investments_Credit_Quality_of_

Investments (Credit Quality of Commercial Mortgage Loans) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	$40,262	$40,472
% of Total	100.00%	100.00%
Estimated Fair Value	42,031	43,082
% of Total	100.00%	100.00%
Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	31,489	31,291
% of Total	78.20%	77.30%
Estimated Fair Value	33,188	33,730
% of Total	79.00%	78.30%
65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	6,729	5,882
% of Total	16.70%	14.60%
Estimated Fair Value	6,860	6,129
% of Total	16.30%	14.20%
76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	740	1,385
% of Total	1.80%	3.40%
Estimated Fair Value	737	1,436
% of Total	1.70%	3.30%
Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	1,304	1,914
% of Total	3.30%	4.70%
Estimated Fair Value	1,246	1,787
% of Total	3.00%	4.20%
Greater than 1.20x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	37,213	36,919
Greater than 1.20x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	29,992	29,839
Greater than 1.20x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	6,029	5,057
Greater than 1.20x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	290	938
Greater than 1.20x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	902	1,085
1.00x - 1.20x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	1,705	2,085
1.00x - 1.20x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	751	730
1.00x - 1.20x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	501	672
1.00x - 1.20x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	192	131
1.00x - 1.20x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	261	552
Less than 1.00x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	1,344	1,468
Less than 1.00x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	746	722
Less than 1.00x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	199	153
Less than 1.00x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	258	316
Less than 1.00x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	$141	$277

Investments_Credit_Quality_of_1

Investments (Credit Quality of Agricultural and Residential Mortgage Loans) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	$12,830	$12,843
% of Total	100.00%	100.00%
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	2,434	958
% of Total	100.00%	100.00%
Less than 65% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	12,024	11,908
% of Total	93.70%	92.70%
65% to 75% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	560	590
% of Total	4.40%	4.60%
76% to 80% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	132	92
% of Total	1.00%	0.70%
Greater than 80% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	114	253
% of Total	0.90%	2.00%
Performing [Member]	'	'
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	2,381	929
% of Total	97.80%	97.00%
Nonperforming [Member]	'	'
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	$53	$29
% of Total	2.20%	3.00%

Investments_Past_Due_and_Inter

Investments (Past Due and Interest Accrual Status of Mortgage Loans) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	$158	$147
Interest Accrual Status of Mortgage Loans	24	53
Mortgage loans that were in non accrual status	320	169
Commercial mortgage loans portfolio segment [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	12	2
Interest Accrual Status of Mortgage Loans	11	0
Mortgage loans that were in non accrual status	196	84
Agricultural [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	93	116
Interest Accrual Status of Mortgage Loans	2	53
Mortgage loans that were in non accrual status	106	67
Residential [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	53	29
Interest Accrual Status of Mortgage Loans	11	0
Mortgage loans that were in non accrual status	$18	$18

Investments_Impaired_Mortgage_

Investments (Impaired Mortgage Loans) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2012	Dec. 31, 2011
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	$725	'	$725	'	'	$750	'	'
Valuation allowances	326	354	326	354	302	347	361	481
Recorded Investment	628	'	628	'	'	616	'	'
Average Investment	704	598	711	557	'	'	'	'
Interest Income	9	3	19	9	'	'	'	'
Loans with a Valuation Allowance [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	327	'	327	'	'	568	'	'
Recorded Investment	318	'	318	'	'	556	'	'
Valuation allowances	76	'	76	'	'	117	'	'
Recorded Investment	242	'	242	'	'	439	'	'
Loans Without Valuation Allowances [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	398	'	398	'	'	182	'	'
Recorded Investment	386	'	386	'	'	177	'	'
Commercial mortgage loans portfolio segment [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	533	'	533	'	'	548	'	'
Valuation allowances	259	300	259	300	242	293	300	398
Recorded Investment	458	'	458	'	'	445	'	'
Average Investment	525	395	530	334	'	'	'	'
Interest Income	4	1	11	4	'	'	'	'
Commercial mortgage loans portfolio segment [Member] | Loans with a Valuation Allowance [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	230	'	230	'	'	445	'	'
Recorded Investment	224	'	224	'	'	436	'	'
Valuation allowances	62	'	62	'	'	94	'	'
Recorded Investment	162	'	162	'	'	342	'	'
Commercial mortgage loans portfolio segment [Member] | Loans Without Valuation Allowances [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	303	'	303	'	'	103	'	'
Recorded Investment	296	'	296	'	'	103	'	'
Agricultural [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	178	'	178	'	'	189	'	'
Valuation allowances	50	52	50	52	49	52	59	81
Recorded Investment	158	'	158	'	'	160	'	'
Average Investment	165	191	167	210	'	'	'	'
Interest Income	5	2	8	5	'	'	'	'
Agricultural [Member] | Loans with a Valuation Allowance [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	85	'	85	'	'	110	'	'
Recorded Investment	82	'	82	'	'	107	'	'
Valuation allowances	12	'	12	'	'	21	'	'
Recorded Investment	70	'	70	'	'	86	'	'
Agricultural [Member] | Loans Without Valuation Allowances [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	93	'	93	'	'	79	'	'
Recorded Investment	88	'	88	'	'	74	'	'
Residential [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	14	'	14	'	'	13	'	'
Valuation allowances	17	2	17	2	11	2	2	2
Recorded Investment	12	'	12	'	'	11	'	'
Average Investment	14	12	14	13	'	'	'	'
Interest Income	0	0	0	0	'	'	'	'
Residential [Member] | Loans with a Valuation Allowance [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	12	'	12	'	'	13	'	'
Recorded Investment	12	'	12	'	'	13	'	'
Valuation allowances	2	'	2	'	'	2	'	'
Recorded Investment	10	'	10	'	'	11	'	'
Residential [Member] | Loans Without Valuation Allowances [Member]	'	'	'	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'	'	'	'
Unpaid Principal Balance	2	'	2	'	'	0	'	'
Recorded Investment	$2	'	$2	'	'	$0	'	'

Investments_Investments_Mortga

Investments Investments (Mortgage Loans Modified in a Troubled Debt Restructuring) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
	Contracts	Contracts	Contracts	Contracts
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Mortgage Loans	8	5	15	5
Carrying Value after Specific Valuation Allowance, Pre-Modification	$74	$17	$79	$17
Carrying Value after Specific Valuation Allowance, Post-Modification	74	16	79	16
Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Mortgage Loans	1	0	1	0
Carrying Value after Specific Valuation Allowance, Pre-Modification	49	0	49	0
Carrying Value after Specific Valuation Allowance, Post-Modification	49	0	49	0
Agricultural [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Mortgage Loans	2	5	3	5
Carrying Value after Specific Valuation Allowance, Pre-Modification	24	17	28	17
Carrying Value after Specific Valuation Allowance, Post-Modification	24	16	28	16
Residential [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Mortgage Loans	5	0	11	0
Carrying Value after Specific Valuation Allowance, Pre-Modification	1	0	2	0
Carrying Value after Specific Valuation Allowance, Post-Modification	$1	$0	$2	$0

Investments_Net_Unrealized_Inv

Investments (Net Unrealized Investment Gains Losses) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Components of net unrealized investment gains (losses) included in accumulated other comprehensive loss	'	'	'
Fixed maturity securities that were temporarily impaired	$18,075	$33,641	'
Fixed maturity securities with noncredit OTTI losses in accumulated other comprehensive income (loss)	-241	-361	-724
Total fixed maturity securities	17,834	33,280	'
Equity securities	262	97	'
Derivatives	624	1,274	'
Other	-21	-30	'
Subtotal	18,699	34,621	'
Insurance liability loss recognition	-1,099	-6,049	'
DAC and VOBA related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	7	19	'
DAC and VOBA	-1,306	-2,485	'
Policyholder dividend obligation	-2,013	-3,828	'
Subtotal	-4,411	-12,343	'
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	81	119	'
Deferred income tax benefit (expense)	-5,299	-7,973	'
Net unrealized investment gains (losses)	9,070	14,424	'
Net unrealized investment gains (losses) attributable to noncontrolling interests	30	-5	'
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$9,100	$14,419	'

Investments_Changes_in_Fixed_M

Investments (Changes in Fixed Maturity Securities with Noncredit OTTI Losses) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Changes in fixed maturity securities with noncredit OTTI losses in accumulated other comprehensive income (loss)	'	'
Balance, beginning of period	($361)	($724)
Noncredit OTTI losses recognized	56	-29
Securities sold with a previous noncredit OTTI loss	132	177
Subsequent increases in estimated fair value	-68	215
Balance, end of period	($241)	($361)

Investments_Changes_in_Net_Unr

Investments (Changes in Net Unrealized Investment Gains Losses) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013
Changes In Net Unrealized Investment Gains Losses Included In Accumulated Other Comprehensive Loss [Abstract]	'
Balance, beginning of period	$14,419
Fixed maturity securities on which noncredit OTTI losses have been recognized	120
Unrealized investment gains (losses) during the year	-16,042
Unrealized investment gains (losses) relating to [Abstract]	'
Insurance liability gain (loss) recognition	4,950
DAC and VOBA related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	-12
DAC and VOBA	1,179
Policyholder dividend obligation	1,815
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	-38
Deferred income tax benefit (expense)	2,674
Net unrealized investment gains (losses)	9,065
Net unrealized investment gains (losses) attributable to noncontrolling interests	35
Balance, end of period	9,100
Changes in net unrealized investment gains (losses)	-5,354
Changes in net unrealized investment gains (losses) attributable to noncontrolling interests	35
Changes in net unrealized investment gains (losses) attributable to MetLife, Inc.	($5,319)

Investments_Securities_Lending

Investments (Securities Lending) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Securities Financing Transaction [Line Items]	'	'
Total cash collateral liability	$29,416	$27,727
Security collateral on deposit from counterparties	18	104
Reinvestment portfolio - estimated fair value	29,676	28,112
Securities Financing Transaction, Cost [Member]	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned	27,781	23,380
Securities Financing Transaction, Fair Value [Member]	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned	$28,810	$27,077

Investments_Invested_Assets_on

Investments (Invested Assets on Deposit, Held In Trust and Pledged as Collateral) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Invested assets on deposit	$2,229	$2,362
Invested assets held in trust	10,928	12,434
Invested assets pledged as collateral	22,927	23,251
Total invested assets on deposit, held in trust and pledged as collateral	$36,084	$38,047

Investments_Consolidated_Varia

Investments (Consolidated Variable Interest Entities) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Total Assets	$7,875	$6,692
Total Liabilities	3,666	2,567
Consolidated Securitization Entities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	2,130	2,730
Total Liabilities	1,953	2,545
MRSC collateral financing arrangement [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	3,430	3,439
Total Liabilities	0	0
Operating joint venture [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	1,982	0
Total Liabilities	1,681	0
Other limited partnership interests [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	172	356
Total Liabilities	10	8
Real estate joint ventures [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	10	11
Total Liabilities	15	14
Other invested assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	82	85
Total Liabilities	7	0
Actively traded securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	69	71
Total Liabilities	$0	$0

Investments_Unconsolidated_Var

Investments (Unconsolidated Variable Interest Entities) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Total Assets	$78,143	$84,541
Total Liabilities	80,263	86,334
Real estate joint ventures [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	106	150
Total Liabilities	110	157
Other limited partnership interests [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	4,925	4,436
Total Liabilities	6,782	5,908
Trading securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	598	563
Total Liabilities	598	563
Mortgage loans, net [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	162	351
Total Liabilities	162	351
Other invested assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	1,348	1,117
Total Liabilities	1,607	1,431
Structured securities (RMBS, CMBS, and ABS) [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	66,535	72,605
Total Liabilities	66,535	72,605
U.S. corporate and foreign corporate securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	4,437	5,287
Total Liabilities	4,437	5,287
Non-redeemable preferred stock [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	32	32
Total Liabilities	$32	$32

Investments_Net_Investment_Inc

Investments (Net Investment Income) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Net Investment Income [Line Items]	'	'	'	'
Less: Investment expenses	$302	$276	$889	$793
Subtotal	5,026	5,517	16,385	16,436
Securities Investment [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	5,163	5,235	15,683	15,907
Subtotal	4,861	4,959	14,794	15,114
Debt Securities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	3,784	3,825	11,319	11,370
Equity Securities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	28	26	88	96
Actively traded securities and FVO general account securities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	14	24	24	68
Changes in estimated fair value included in net investment income	2	6	-14	36
Mortgage Loans on Real Estate [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	725	811	2,179	2,405
Policy Loans [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	158	157	465	471
Real Estate Investment [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	227	173	663	630
Partnership Interest [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	144	145	665	593
Cash and Cash Equivalents [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	42	40	136	115
International Joint Venture [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	16	7	7	11
Other Investments [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	25	27	137	148
Consolidated Securitization Entities And Fair Value Option Contractholder-Directed Unit-Linked [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	165	558	1,591	1,322
FVO contractholder-directed unit-linked investments [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	132	512	1,485	1,010
Changes in estimated fair value included in net investment income	-9	247	1,069	741
Securitized Reverse Residential Mortgage Loan [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	0	3	0	177
Commercial Loan [Member] | Consolidated Securitization Entities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	33	42	104	131
Available-for-sale Securities [Member] | Consolidated Securitization Entities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	$0	$1	$2	$4

Investments_Components_of_Net_

Investments (Components of Net Investment Gains Losses) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	($34)	($56)	($155)	($297)
Fixed maturity securities - net gains (losses) on sales and disposals	-44	80	504	146
Equity securities - net gains (losses) on sales and disposals	3	12	2	39
Net investment gains (losses)	-75	36	351	-112
Other net investment gains (losses):	'	'	'	'
Trading and other securities FVO general account securities - changes in estimated fair value	1	1	9	4
Mortgage Loans	-13	0	22	49
Real estate and real estate joint ventures	4	-15	-19	-35
Other limited partnership interests	0	-7	-41	-18
Other investment portfolio gains (losses)	12	15	46	-20
Subtotal - investment portfolio gains (losses)	-71	30	368	-132
FVO CSEs - changes in estimated fair value subsequent to consolidation:	'	'	'	'
Commercial mortgage loans	-14	9	-46	8
Securities	1	0	1	0
Long-term debt - related to commercial mortgage loans	18	-2	66	8
Long-term debt - related to trading securities	-1	8	-1	-2
Non-investment portfolio gains (losses)	-18	-23	-49	-34
Subtotal FVO CSEs and non-investment portfolio gains (losses)	-14	-8	-29	-20
Total net investment gains (losses)	-85	22	339	-152
Fixed maturity securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-34	-47	-133	-271
Net investment gains (losses)	-78	33	371	-125
Utility Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-1	-10	-33	-61
Finance Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	0	-10	-32
Consumer Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-3	-4	-11	-16
Communications Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	-1	-2	-19
Industrial Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	-4	0	-5
Transportation Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-3	-11	-3	-17
Corporate fixed maturity securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-7	-30	-59	-150
RMBS [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-27	-15	-74	-61
CMBS [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	0	0	-50
ABS [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	-2	0	-9
State and political subdivision securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	0	0	-1
Equity Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	-9	-22	-26
Net investment gains (losses)	3	3	-20	13
Non-redeemable preferred stock [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	0	-20	0
Common Stock [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	$0	($9)	($2)	($26)

Investments_Sales_or_Disposals

Investments (Sales or Disposals and Impairments of Fixed Maturity and Equity Securities) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'	'	'
Proceeds	$20,176	$12,235	$62,153	$47,617
Gross investment gains	243	215	1,084	798
Gross investment losses	-284	-123	-578	-613
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-34	-56	-155	-297
Net investment gains (losses)	-75	36	351	-112
Credit-related [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-33	-36	-114	-177
Other [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-1	-20	-41	-120
Fixed maturity securities [Member]	'	'	'	'
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'	'	'
Proceeds	20,003	12,004	61,625	47,023
Gross investment gains	238	192	1,061	742
Gross investment losses	-282	-112	-557	-596
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-34	-47	-133	-271
Net investment gains (losses)	-78	33	371	-125
Fixed maturity securities [Member] | Credit-related [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-33	-36	-114	-177
Fixed maturity securities [Member] | Other [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-1	-11	-19	-94
Equity Securities [Member]	'	'	'	'
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'	'	'
Proceeds	173	231	528	594
Gross investment gains	5	23	23	56
Gross investment losses	-2	-11	-21	-17
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	0	-9	-22	-26
Net investment gains (losses)	3	3	-20	13
Equity Securities [Member] | Credit-related [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	0	0	0	0
Equity Securities [Member] | Other [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	$0	($9)	($22)	($26)

Investments_Credit_Loss_Rollfo

Investments (Credit Loss Rollforward) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'	'	'
Balance, beginning of period	$381	$391	$392	$471
Additions:	'	'	'	'
Initial impairments - credit loss OTTI recognized on securities not previously impaired	3	2	5	39
Additional impairments - credit loss OTTI recognized on securities previously impaired	23	15	64	41
Reductions:	'	'	'	'
Due to sales (maturities, pay downs or prepayments) during the period of securities previously credit loss OTTI impaired	-21	-36	-75	-155
Due to securities impaired to net present value of expected future cash flows	0	0	0	-23
Increases in cash flows - accretion of previous credit loss OTTI	-1	-1	-1	-2
Balance, end of period	$385	$371	$385	$371

Investments_Fixed_Maturity_and1

Investments (Fixed Maturity and Equity Securities Available-For-Sale - Narrative) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Summary of Certain Fixed Maturity Securities	'	'	'
Gross Unrealized OTTI Loss	$241	$361	$724
Available-for-sale Securities, Debt Securities	348,787	374,266	'
Foreign corporate securities [Member]	'	'	'
Summary of Certain Fixed Maturity Securities	'	'	'
Gross Unrealized OTTI Loss	0	-1	'
Available-for-sale Securities, Debt Securities	63,648	67,184	'
Gross Unrealized Gain	3,871	5,654	'
Non-income producing fixed maturity securities [Member]	'	'	'
Summary of Certain Fixed Maturity Securities	'	'	'
Available-for-sale Securities, Debt Securities	60	85	'
Gross Unrealized Gain	$25	$11	'

Investments_Evaluation_of_Avai

Investments (Evaluation of Available-For-Sale Securities for OTTI and Evaluating Temporarily Impaired AFS Securities - Narrative) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Schedule of Available-for-sale Securities [Line Items]	'	'
Equity securities available-for-sale with gross unrealized loss of equal to or greater than stated percentage	20.00%	20.00%
Fixed maturity securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Change in Gross Unrealized Temporary Loss	$2,500	'
Gross Unrealized Temporary Loss	4,200	1,700
Gross Unrealized Temporary Loss	978	1,455
Equity Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Change in Gross Unrealized Temporary Loss	-26	'
Gross Unrealized Temporary Loss	133	159
Gross Unrealized Temporary Loss	61	141
Non-redeemable preferred stock [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Gross Unrealized Temporary Loss	60	140
20% or more [Member] | Six months or greater [Member] | Fixed maturity securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Gross Unrealized Temporary Loss	282	'
Number of Securities	95	'
20% or more [Member] | Six months or greater [Member] | Fixed maturity securities [Member] | Investment Grade [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Gross Unrealized Temporary Loss	129	'
Number of Securities	48	'
Percentage of gross unrealized loss	46.00%	'
20% or more [Member] | Six months or greater [Member] | Fixed maturity securities [Member] | Below Investment Grade [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Gross Unrealized Temporary Loss	153	'
Number of Securities	47	'
Percentage of gross unrealized loss	54.00%	'
20% or more [Member] | Twelve months or greater [Member] | Equity Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of Securities	13	'
Gross Unrealized Temporary Loss	$46	'
20% or more [Member] | Twelve months or greater [Member] | Non-redeemable preferred stock [Member] | Investment Grade [Member] | Financial Services Industry [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of gross unrealized loss	100.00%	'
20% or more [Member] | Twelve months or greater [Member] | Non-redeemable preferred stock [Member] | Aaa/Aa/A [Member] | Financial Services Industry [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of gross unrealized loss	63.00%	'

Investments_Mortgage_Loans_Nar

Investments (Mortgage Loans - Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
	Contracts	Contracts	Contracts	Contracts
Financing Receivable, Recorded Investment [Line Items]	'	'	'	'	'
Financing Receivable, Significant Purchases	$676,000,000	$100,000,000	$1,600,000,000	$100,000,000	'
Percentage of Mortgage Loans Classified as Performing	99.00%	'	99.00%	'	99.00%
Number of Mortgage Loans, Subsequent Default	0	0	0	0	'
Agricultural [Member]	'	'	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'	'	'
Estimated fair value of mortgage loans held-for-investment	13,200,000,000	'	13,200,000,000	'	13,300,000,000
Residential [Member]	'	'	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'	'	'
Estimated fair value of mortgage loans held-for-investment	2,400,000,000	'	2,400,000,000	'	1,000,000,000
Fixed maturity and equity securities [Member] | JAPAN	'	'	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'	'	'
Fair Value, Concentration of Risk, Investments	$26,400,000,000	'	$26,400,000,000	'	28,700,000,000

Investments_Cash_Equivalents_N

Investments (Cash Equivalents - Narrative) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Billions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Cash equivalents	$5.60	$6.10

Investments_Changes_in_Fixed_M1

Investments (Changes in Fixed Maturity Securities with Noncredit OTTI Losses - Narrative) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Investments, Debt and Equity Securities [Abstract]	'	'
Noncredit OTTI losses on fixed maturity securities, net of DAC, included in accumulated other comprehensive income (loss)	$47	($21)

Investments_Concentrations_of_

Investments (Concentrations of Credit Risk - Narrative) (Details) (USD $)	9 Months Ended
In Billions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012
		Foreign government debt securities [Member]	Foreign government debt securities [Member]	Fixed maturity and equity securities [Member]	Fixed maturity and equity securities [Member]
		Japan [Member]	Japan [Member]	Japan [Member]	Japan [Member]
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]	'	'	'	'	'
Securities holdings exposure in single issuer greater than stated percentage of Company's equity	10.00%	'	'	'	'
Government and agency fixed maturity securities	'	$21.20	$22.40	$26.40	$28.70

Investments_Consolidated_Varia1

Investments (Consolidated Variable Interest Entities - Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Variable Interest Entity [Line Items]	'	'	'	'	'
Tax credits guaranteed by third parties that reduce maximum exposure to loss related to other invested assets	$271	'	$271	'	$318
Financial or other support to investees designated as VIEs	'	'	0	0	'
Consolidated Securitization Entities [Member]	'	'	'	'	'
Variable Interest Entity [Line Items]	'	'	'	'	'
Variable interest, maximum exposure to loss in consolidated securitization entities	158	'	158	'	168
Long-term debt held by consolidated securitization entities, percentage range minimum	'	'	2.25%	2.25%	'
Long-term debt held by consolidated securitization entities, percentage range maximum	'	'	5.57%	5.57%	'
Interest expense on long-term debt held by consolidated securitization entities	$29	$40	$96	$125	'

Investments_Net_Investment_Gai

Investments (Net Investment Gains Losses - Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'
Investment portfolio gains (losses)	'	($26)	'	$34
Non-investment portfolio gains (losses)	12	15	46	-20
Gains (losses) from foreign currency transactions	90	-79	165	-56
Investments sold [Member]	'	'	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'
Investment portfolio gains (losses)	'	0	'	75
Impairments [Member]	'	'	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'
Investment portfolio gains (losses)	'	-26	'	-41
Non-investment portfolio gain (loss) related to disposal of certain closed blocks of business [Member]	'	'	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'
Non-investment portfolio gains (losses)	$0	$41	$30	$41

Derivatives_Primary_Risks_Deta

Derivatives (Primary Risks) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	$401,112	$334,351
Estimated Fair Value Assets	9,301	13,777
Estimated Fair Value Liabilities	5,558	5,536
Derivatives Designated as Hedging Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	34,202	28,866
Estimated Fair Value Assets	2,371	3,402
Estimated Fair Value Liabilities	915	594
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	9,456	8,584
Estimated Fair Value Assets	1,676	2,253
Estimated Fair Value Liabilities	184	175
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	6,452	5,397
Estimated Fair Value Assets	1,412	1,921
Estimated Fair Value Liabilities	61	90
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	3,004	3,187
Estimated Fair Value Assets	264	332
Estimated Fair Value Liabilities	123	85
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	15,529	13,355
Estimated Fair Value Assets	524	1,063
Estimated Fair Value Liabilities	626	355
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	3,221	3,642
Estimated Fair Value Assets	174	705
Estimated Fair Value Liabilities	85	0
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	495	675
Estimated Fair Value Assets	21	139
Estimated Fair Value Liabilities	0	0
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	11,813	9,038
Estimated Fair Value Assets	329	219
Estimated Fair Value Liabilities	541	355
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Credit forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	0	0
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	0	0
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	9,217	6,927
Estimated Fair Value Assets	171	86
Estimated Fair Value Liabilities	105	64
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member] | Foreign currency forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	3,448	2,552
Estimated Fair Value Assets	10	43
Estimated Fair Value Liabilities	94	61
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member] | Currency options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	5,769	4,375
Estimated Fair Value Assets	161	43
Estimated Fair Value Liabilities	11	3
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	366,910	305,485
Estimated Fair Value Assets	6,930	10,375
Estimated Fair Value Liabilities	4,643	4,942
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	112,153	83,250
Estimated Fair Value Assets	3,584	5,201
Estimated Fair Value Liabilities	1,671	2,043
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate floors [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	63,064	56,246
Estimated Fair Value Assets	587	1,174
Estimated Fair Value Liabilities	456	837
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate caps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	34,960	49,465
Estimated Fair Value Assets	157	74
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate futures [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	7,217	11,684
Estimated Fair Value Assets	3	1
Estimated Fair Value Liabilities	7	38
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	40,871	16,328
Estimated Fair Value Assets	335	640
Estimated Fair Value Liabilities	203	60
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Synthetic GICs [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	4,406	4,162
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	8,626	8,208
Estimated Fair Value Assets	143	199
Estimated Fair Value Liabilities	641	736
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	11,873	9,202
Estimated Fair Value Assets	70	26
Estimated Fair Value Liabilities	143	288
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Currency futures [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	1,334	1,408
Estimated Fair Value Assets	2	4
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Currency options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	949	129
Estimated Fair Value Assets	43	1
Estimated Fair Value Liabilities	5	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps - purchased [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	3,511	3,674
Estimated Fair Value Assets	10	11
Estimated Fair Value Liabilities	38	34
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps - written [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	9,387	8,879
Estimated Fair Value Assets	119	79
Estimated Fair Value Liabilities	2	5
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity futures [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	5,430	7,008
Estimated Fair Value Assets	30	14
Estimated Fair Value Liabilities	4	132
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity Options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	37,374	22,920
Estimated Fair Value Assets	1,699	2,825
Estimated Fair Value Liabilities	823	356
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Variance swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	21,961	19,830
Estimated Fair Value Assets	147	122
Estimated Fair Value Liabilities	530	310
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Total rate of return swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	3,794	3,092
Estimated Fair Value Assets	1	4
Estimated Fair Value Liabilities	$120	$103

Derivatives_Net_Derivative_Gai

Derivatives (Net Derivative Gains Losses) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Components of Net Derivatives Gains (Losses)	'	'	'	'
Derivatives and hedging gains (losses)	($1,444)	($945)	($6,527)	($1,277)
Embedded derivatives	898	227	3,661	673
Total net derivative gains (losses)	($546)	($718)	($2,866)	($604)

Derivatives_Earned_Income_On_D

Derivatives (Earned Income On Derivatives) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	($18)	$131	$276	$516
Derivatives Designated as Hedging Instruments [Member] | Net Investment Income [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	31	27	102	82
Derivatives Designated as Hedging Instruments [Member] | Interest Credited to Policyholder Account Balance [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	39	39	110	122
Derivatives Designated as Hedging Instruments [Member] | Other Expenses [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	-1	-2	-5	-4
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Income [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	-2	-1	-5	-4
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Other Revenues [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	0	11	0	44
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	62	109	277	338
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	($147)	($52)	($203)	($62)

Derivatives_Gains_Losses_Recog

Derivatives (Gains Losses Recognized in Income Not Designated or Qualifying) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	($9)	$26	($684)	$54
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-1,588	-1,087	-6,793	-1,657
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member] | Interest rate [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-487	-251	-2,848	467
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member] | Foreign currency [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-259	-145	-1,243	-167
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member] | Credit derivatives - purchased [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-3	-91	-8	-262
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member] | Credit derivatives - written [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	45	79	72	130
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member] | Equity market [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-884	-679	-2,766	-1,825
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-15	-4	-30	-19
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member] | Interest rate [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	0	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member] | Foreign currency [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	0	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member] | Credit derivatives - purchased [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-5	-6	-9	-13
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member] | Credit derivatives - written [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	1	0	1	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member] | Equity market [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-11	2	-22	-6
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-160	-186	-533	-399
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member] | Interest rate [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	0	-17	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member] | Foreign currency [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	0	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member] | Credit derivatives - purchased [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	0	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member] | Credit derivatives - written [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	0	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member] | Equity market [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	-160	-186	-516	-399
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Other Revenues [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	30	0	35
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Other Revenues [Member] | Interest rate [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	30	0	35
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Other Revenues [Member] | Foreign currency [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	0	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Other Revenues [Member] | Credit derivatives - purchased [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	0	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Other Revenues [Member] | Credit derivatives - written [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	0	0	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Other Revenues [Member] | Equity market [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	$0	$0	$0	$0

Derivatives_Fair_Value_Hedges_

Derivatives (Fair Value Hedges) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	($9)	$26	($684)	$54
Net Derivatives Gains (Losses) Recognized for Hedged Items	14	-27	689	-63
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	5	-1	5	-9
Interest rate swaps [Member] | Fixed maturity securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-3	-9	35	-13
Net Derivatives Gains (Losses) Recognized for Hedged Items	3	7	-35	10
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	0	-2	0	-3
Interest rate swaps [Member] | Policyholder account balances [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-102	-47	-638	67
Net Derivatives Gains (Losses) Recognized for Hedged Items	105	51	638	-54
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	3	4	0	13
Foreign currency swaps [Member] | Foreign-denominated fixed maturity securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-7	-2	10	-1
Net Derivatives Gains (Losses) Recognized for Hedged Items	6	2	-10	1
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	-1	0	0	0
Foreign currency swaps [Member] | Foreign-denominated policyholder account balances [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	103	66	-91	-10
Net Derivatives Gains (Losses) Recognized for Hedged Items	-100	-68	96	-7
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	3	-2	5	-17
Foreign currency forwards [Member] | Foreign-denominated fixed maturity securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	0	18	0	11
Net Derivatives Gains (Losses) Recognized for Hedged Items	0	-19	0	-13
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	$0	($1)	$0	($2)

Derivatives_Cash_Flow_Hedges_D

Derivatives (Cash Flow Hedges) (Details) (Cash Flow Hedges [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivatives in cash flow hedging relationships	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	($287)	($324)	($660)	($4)
Interest rate swaps [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	-110	-93	-507	105
Foreign currency swaps [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	-165	-215	-108	-105
Interest rate forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	-11	-16	-41	-4
Credit forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	-1	0	-4	0
Net Derivative Gains (Losses) [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	221	-1	-16	3
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	-6	-7	5	-6
Net Derivative Gains (Losses) [Member] | Interest rate swaps [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	3	2	17	1
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	-4	0	0	0
Net Derivative Gains (Losses) [Member] | Foreign currency swaps [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	216	-3	-41	2
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	-2	-7	4	-6
Net Derivative Gains (Losses) [Member] | Interest rate forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	2	0	8	0
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	0	1	0
Net Derivative Gains (Losses) [Member] | Credit forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	0	0	0
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	0	0	0
Net Investment Gains (Losses) [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	3	1	7	1
Net Investment Gains (Losses) [Member] | Interest rate swaps [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	2	2	6	3
Net Investment Gains (Losses) [Member] | Foreign currency swaps [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	-1	-2	-4
Net Investment Gains (Losses) [Member] | Interest rate forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	1	0	2	1
Net Investment Gains (Losses) [Member] | Credit forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	0	1	1
Other Expenses [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	0	-1	-2
Other Expenses [Member] | Interest rate swaps [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	1	0	-2
Other Expenses [Member] | Foreign currency swaps [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	1	0	1	1
Other Expenses [Member] | Interest rate forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	-1	-1	-2	-1
Other Expenses [Member] | Credit forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	$0	$0	$0	$0

Derivatives_Hedges_of_Net_Inve

Derivatives (Hedges of Net Investments in Foreign Operations) (Details) (Foreign Operations Hedges [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	($276)	($78)	$110	($112)
Foreign currency forwards [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	-154	-54	11	-64
Currency options [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	($122)	($24)	$99	($48)

Derivatives_Credit_Derivatives

Derivatives (Credit Derivatives) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	$117	$74
Maximum Amount of Future Payments under Credit Default Swaps	9,387	8,879
Weighted Average Years to Maturity	'3 years 4 months 24 days	'3 years 7 months 6 days
Aaa/Aa/A [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	36	52
Maximum Amount of Future Payments under Credit Default Swaps	3,466	3,490
Weighted Average Years to Maturity	'1 year 7 months 6 days	'2 years 2 months 12 days
Aaa/Aa/A [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	8	10
Maximum Amount of Future Payments under Credit Default Swaps	652	777
Weighted Average Years to Maturity	'2 years 4 months 24 days	'2 years 8 months 12 days
Aaa/Aa/A [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	28	42
Maximum Amount of Future Payments under Credit Default Swaps	2,814	2,713
Weighted Average Years to Maturity	'1 year 6 months 0 days	'2 years 1 month 6 days
Baa [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	63	19
Maximum Amount of Future Payments under Credit Default Swaps	5,531	5,064
Weighted Average Years to Maturity	'4 years 6 months 0 days	'4 years 6 months 0 days
Baa [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	20	8
Maximum Amount of Future Payments under Credit Default Swaps	1,645	1,314
Weighted Average Years to Maturity	'3 years 6 months 0 days	'3 years 4 months 24 days
Baa [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	43	11
Maximum Amount of Future Payments under Credit Default Swaps	3,886	3,750
Weighted Average Years to Maturity	'4 years 10 months 24 days	'4 years 10 months 24 days
Ba [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	0	0
Maximum Amount of Future Payments under Credit Default Swaps	15	25
Weighted Average Years to Maturity	'4 years 6 months 0 days	'2 years 8 months 12 days
Ba [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	0	0
Maximum Amount of Future Payments under Credit Default Swaps	15	25
Weighted Average Years to Maturity	'4 years 6 months 0 days	'2 years 8 months 12 days
Ba [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	0	0
Maximum Amount of Future Payments under Credit Default Swaps	0	0
Weighted Average Years to Maturity	'0 years	'0 years
B [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	18	3
Maximum Amount of Future Payments under Credit Default Swaps	375	300
Weighted Average Years to Maturity	'5 years 1 month 6 days	'4 years 10 months 24 days
B [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	0	0
Maximum Amount of Future Payments under Credit Default Swaps	0	0
Weighted Average Years to Maturity	'0 years	'0 years
B [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	18	3
Maximum Amount of Future Payments under Credit Default Swaps	$375	$300
Weighted Average Years to Maturity	'5 years 1 month 6 days	'4 years 10 months 24 days

Derivatives_Estimated_Fair_Val

Derivatives (Estimated Fair Value of Derivative Assets and Liabilities after Master Netting Agreements and Cash Collateral) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	$9,301	$13,777
Derivative Liability, Fair Value, Gross Liability	5,558	5,536
Amounts offset in the consolidated balance sheet, Assets	0	0
Amounts offset in the consolidated balance sheet, Liabilities	0	0
Netting [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	9,501	14,067
Derivative Liability, Fair Value, Gross Liability	5,607	5,650
Estimated fair value of derivative assets presented in the consolidated balance sheets	9,501	14,067
Estimated fair value of derivative liabilities presented in the consolidated balance sheets	5,607	5,650
Net amount of derivative assets after application of master netting agreements and cash collateral	337	0
Net amount of derivative liabilities after application of master netting agreements and cash collateral	284	42
Netting [Member] | Over the Counter [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	9,252	14,048
Derivative Liability, Fair Value, Gross Liability	5,443	5,480
Gross estimated fair value of derivative assets	-4,308	-4,562
Gross estimated fair value of derivative liabilities	-4,308	-4,562
Cash collateral on derivative assets	-2,336	-5,960
Cash collateral on derivative liabilities	-3	-1
Securities collateral on derivative assets	-2,299	-3,526
Securities collateral on derivative liabilities	-848	-875
Netting [Member] | Exchange Traded [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	35	19
Derivative Liability, Fair Value, Gross Liability	11	170
Gross estimated fair value of derivative assets	-7	-19
Gross estimated fair value of derivative liabilities	-7	-19
Cash collateral on derivative assets	0	0
Cash collateral on derivative liabilities	-4	-151
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	0	0
Netting [Member] | Cleared [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	214	0
Derivative Liability, Fair Value, Gross Liability	153	0
Gross estimated fair value of derivative assets	-147	0
Gross estimated fair value of derivative liabilities	-147	0
Cash collateral on derivative assets	-67	0
Cash collateral on derivative liabilities	-6	0
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	$0	$0

Derivatives_Credit_Risk_on_Fre

Derivatives (Credit Risk on Freestanding Derivatives) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	$1,080	$850
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	25	35
Estimated Fair Value Of Incremental Collateral Provided Upon A Downgrade In The Company's Credit Rating to a Level that Triggers Full Overnight Collateralization or Termination of the Derivative Position	49	73
Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	1,017	875
Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	5	1
Derivatives Subject To Credit-Contingent Provisions [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	1,068	771
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	25	35
Estimated Fair Value Of Incremental Collateral Provided Upon A Downgrade In The Company's Credit Rating to a Level that Triggers Full Overnight Collateralization or Termination of the Derivative Position	49	73
Derivatives Subject To Credit-Contingent Provisions [Member] | Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	1,017	775
Derivatives Subject To Credit-Contingent Provisions [Member] | Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	0	0
Derivatives Not Subject To Credit-Contingent Provisions [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	12	79
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	0	0
Estimated Fair Value Of Incremental Collateral Provided Upon A Downgrade In The Company's Credit Rating to a Level that Triggers Full Overnight Collateralization or Termination of the Derivative Position	0	0
Derivatives Not Subject To Credit-Contingent Provisions [Member] | Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	0	100
Derivatives Not Subject To Credit-Contingent Provisions [Member] | Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	$5	$1

Derivatives_Embedded_Derivativ

Derivatives (Embedded Derivatives) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	$186	$418
Embedded Derivative, Fair Value of Embedded Derivative Liability	382	3,684
Ceded Guaranteed Minimum Benefit [Member] | Premiums, reinsurance and other receivables [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	280	439
Direct Guaranteed Minimum Benefit [Member] | Policyholder account balances [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	-1,414	923
Funds withheld on assumed reinsurance [Member] | Other invested assets [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	42	66
Assumed Guaranteed Minimum Benefit [Member] | Policyholder account balances [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	1,705	2,582
Funds withheld on ceded reinsurance [Member] | Other liabilities [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	84	162
Other [Member] | Other invested assets [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	0	1
Other [Member] | Policyholder account balances [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	7	17
Options embedded in debt or equity securities [Member] | Investments [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	($136)	($88)

Derivatives_Changes_in_Estimat

Derivatives (Changes in Estimated Fair Value Related to Embedded Derivatives) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net derivatives gains (losses)	$898	$227	$3,661	$673
Net Derivative Gain (Loss) [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net derivatives gains (losses)	898	227	3,661	673
Policyholder benefits and claims [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net derivatives gains (losses)	($30)	($4)	($110)	($9)

Derivatives_Narrative_Details

Derivatives (Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Estimated Fair Value Assets	$9,301,000,000	'	$9,301,000,000	'	$13,777,000,000
Estimated Fair Value Liabilities	5,558,000,000	'	5,558,000,000	'	5,536,000,000
Maximum Amount of Future Payments under Credit Default Swaps	9,387,000,000	'	9,387,000,000	'	8,879,000,000
Estimated Fair Value of Credit Default Swaps	117,000,000	'	117,000,000	'	74,000,000
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Embedded derivatives	898,000,000	227,000,000	3,661,000,000	673,000,000	'
Derivative Instrument Detail [Abstract]	'	'	'	'	'
Net amounts reclassified into net derivatives gains (losses) on discontinued cash flow hedges	0	-1,000,000	0	3,000,000	'
Hedging exposure to variability in future cash flows for specific length of time	'	'	'8 years	'	'8 years
Accumulated Other Comprehensive Income Loss	600,000,000	'	600,000,000	'	1,300,000,000
Deferred net gains (losses) expected to be reclassified to earnings	'	'	-25,000,000	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	0	0	0	'
Immateriality of cash flow effectiveness	'0	'0	'0	'0	'
Cumulative foreign currency translation gain (loss) recorded in accumulated other comprehensive income (loss) for net investment in foreign operations hedges	12,000,000	'	12,000,000	'	-98,000,000
Potential future recoveries available to offset maximum amount of future payments under credit default swaps	81,000,000	'	81,000,000	'	150,000,000
Excess securities collateral received on derivatives	47,000,000	'	47,000,000	'	0
Excess securities collateral provided on derivatives	389,000,000	'	389,000,000	'	290,000,000
Change in fair value of derivatives excluded from the assessment of hedge effectiveness	0	3,000,000	0	3,000,000	'
Securities collateral received which the company is permitted to sell or repledge, amount that has been sold or repledged	0	'	0	'	'
Over the Counter [Member]	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Excess securities collateral received on derivatives	202,000,000	'	202,000,000	'	161,000,000
Excess securities collateral provided on derivatives	169,000,000	'	169,000,000	'	0
Exchange Traded [Member]	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Excess securities collateral received on derivatives	123,000,000	'	123,000,000	'	0
Excess securities collateral provided on derivatives	39,000,000	'	39,000,000	'	40,000,000
Nonperformance Risk [Member]	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Embedded derivatives	-145,000,000	-534,000,000	-795,000,000	-1,200,000,000	'
Hedge Funds [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	10,000,000	'	10,000,000	'	10,000,000
Estimated Fair Value of Credit Default Swaps	0	'	0	'	0
Accrued Liabilities [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Estimated Fair Value Assets	200,000,000	'	200,000,000	'	290,000,000
Estimated Fair Value Liabilities	$49,000,000	'	$49,000,000	'	$114,000,000

Fair_Value_Recurring_Fair_Valu

Fair Value (Recurring Fair Value Measurements) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	$348,787	$374,266
Available-for-sale Securities, Equity Securities	3,241	2,891
Actively Traded Securities	636	659
Fair Value Option And Trading Securities	16,646	16,348
Short-term investments	12,664	16,906
Mortgage loans, at estimated fair value, relating to variable interest entities	57,508	56,592
Mortgage loans held-for-sale	225	414
Derivative assets	9,301	13,777
Net embedded derivatives within asset host contracts	186	418
Separate account assets	255,250	235,393
Liabilities [Abstract]	'	'
Derivative liabilities	5,558	5,536
Net embedded derivatives within liability host contracts	382	3,684
Long-term debt, at estimated fair value, relating to variable interest entities	18,252	19,062
Mortgage Loans Held-for-sale [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans held-for-sale	0	49
Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans, at estimated fair value, relating to variable interest entities	2,096	2,666
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	1,946	2,527
Recurring [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	348,787	374,266
Available-for-sale Securities, Equity Securities	3,241	2,891
Actively Traded Securities	636	659
Fair Value Option And Trading Securities	16,646	16,348
Short-term investments	10,606	16,150
Residential mortgage loans - FVO	212	0
Total mortgage loans	2,308	2,715
Other investments	239	426
Total other invested assets	9,540	14,203
Derivative assets	9,301	13,777
Net embedded derivatives within asset host contracts	322	506
Separate account assets	255,250	235,393
Total assets	646,700	662,472
Liabilities [Abstract]	'	'
Derivative liabilities	5,558	5,536
Net embedded derivatives within liability host contracts	382	3,684
Trading liabilities	232	163
Total liabilities	8,118	11,910
Recurring [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	6,273	9,855
Liabilities [Abstract]	'	'
Derivative liabilities	2,483	3,068
Recurring [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,022	867
Liabilities [Abstract]	'	'
Derivative liabilities	1,558	1,528
Recurring [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	129	90
Liabilities [Abstract]	'	'
Derivative liabilities	40	39
Recurring [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,877	2,965
Liabilities [Abstract]	'	'
Derivative liabilities	1,477	901
Recurring [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	191	183
Recurring [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	15,796	15,465
Recurring [Member] | Mortgage Loans Held-for-sale [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans held-for-sale	0	49
Recurring [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	23	41
Mortgage loans, at estimated fair value, relating to variable interest entities	2,096	2,666
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	1,946	2,527
Recurring [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	107,491	114,126
Recurring [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	63,648	67,184
Recurring [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	53,004	57,336
Recurring [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	44,154	47,967
Recurring [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	35,478	37,479
Recurring [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	16,896	19,129
Recurring [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	14,161	15,997
Recurring [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	13,955	15,048
Recurring [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	2,270	2,162
Recurring [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	971	729
Recurring [Member] | Level 1 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	24,117	27,441
Available-for-sale Securities, Equity Securities	1,102	932
Actively Traded Securities	4	7
Fair Value Option And Trading Securities	10,311	9,110
Short-term investments	3,615	9,426
Residential mortgage loans - FVO	0	0
Total mortgage loans	0	0
Other investments	161	303
Total other invested assets	196	322
Derivative assets	35	19
Net embedded derivatives within asset host contracts	0	0
Separate account assets	35,689	31,620
Total assets	75,030	78,851
Liabilities [Abstract]	'	'
Derivative liabilities	11	170
Net embedded derivatives within liability host contracts	0	0
Trading liabilities	228	163
Total liabilities	239	333
Recurring [Member] | Level 1 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	3	1
Liabilities [Abstract]	'	'
Derivative liabilities	7	38
Recurring [Member] | Level 1 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	2	4
Liabilities [Abstract]	'	'
Derivative liabilities	0	0
Recurring [Member] | Level 1 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	0	0
Liabilities [Abstract]	'	'
Derivative liabilities	0	0
Recurring [Member] | Level 1 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	30	14
Liabilities [Abstract]	'	'
Derivative liabilities	4	132
Recurring [Member] | Level 1 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	5	0
Recurring [Member] | Level 1 [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	10,302	9,103
Recurring [Member] | Level 1 [Member] | Mortgage Loans Held-for-sale [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans held-for-sale	0	0
Recurring [Member] | Level 1 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	0	0
Mortgage loans, at estimated fair value, relating to variable interest entities	0	0
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	0	0
Recurring [Member] | Level 1 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	23,460	27,441
Recurring [Member] | Level 1 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	657	0
Recurring [Member] | Level 1 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	1,102	932
Recurring [Member] | Level 1 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	0	0
Recurring [Member] | Level 2 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	302,119	324,405
Available-for-sale Securities, Equity Securities	1,549	1,350
Actively Traded Securities	621	646
Fair Value Option And Trading Securities	5,671	6,263
Short-term investments	6,799	6,295
Residential mortgage loans - FVO	0	0
Total mortgage loans	2,096	2,666
Other investments	78	123
Total other invested assets	8,920	13,115
Derivative assets	8,842	12,992
Net embedded derivatives within asset host contracts	0	1
Separate account assets	218,144	202,568
Total assets	545,298	556,663
Liabilities [Abstract]	'	'
Derivative liabilities	4,957	4,985
Net embedded derivatives within liability host contracts	7	17
Trading liabilities	4	0
Total liabilities	6,888	7,485
Recurring [Member] | Level 2 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	6,206	9,648
Liabilities [Abstract]	'	'
Derivative liabilities	2,457	3,001
Recurring [Member] | Level 2 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	995	819
Liabilities [Abstract]	'	'
Derivative liabilities	1,542	1,521
Recurring [Member] | Level 2 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	98	47
Liabilities [Abstract]	'	'
Derivative liabilities	40	39
Recurring [Member] | Level 2 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,543	2,478
Liabilities [Abstract]	'	'
Derivative liabilities	918	424
Recurring [Member] | Level 2 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	139	151
Recurring [Member] | Level 2 [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	4,888	5,425
Recurring [Member] | Level 2 [Member] | Mortgage Loans Held-for-sale [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans held-for-sale	0	0
Recurring [Member] | Level 2 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	23	41
Mortgage loans, at estimated fair value, relating to variable interest entities	2,096	2,666
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	1,920	2,483
Recurring [Member] | Level 2 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	101,605	106,693
Recurring [Member] | Level 2 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	57,384	60,976
Recurring [Member] | Level 2 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	50,941	55,522
Recurring [Member] | Level 2 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	20,629	20,455
Recurring [Member] | Level 2 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	31,803	35,442
Recurring [Member] | Level 2 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	15,720	17,982
Recurring [Member] | Level 2 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	10,098	12,341
Recurring [Member] | Level 2 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	13,939	14,994
Recurring [Member] | Level 2 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	983	1,040
Recurring [Member] | Level 2 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	566	310
Recurring [Member] | Level 3 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	22,551	22,420
Available-for-sale Securities, Equity Securities	590	609
Actively Traded Securities	11	6
Fair Value Option And Trading Securities	664	975
Short-term investments	192	429
Residential mortgage loans - FVO	212	0
Total mortgage loans	212	49
Other investments	0	0
Total other invested assets	424	766
Derivative assets	424	766
Net embedded derivatives within asset host contracts	322	505
Separate account assets	1,417	1,205
Total assets	26,372	26,958
Liabilities [Abstract]	'	'
Derivative liabilities	590	381
Net embedded derivatives within liability host contracts	375	3,667
Trading liabilities	0	0
Total liabilities	991	4,092
Recurring [Member] | Level 3 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	64	206
Liabilities [Abstract]	'	'
Derivative liabilities	19	29
Recurring [Member] | Level 3 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	25	44
Liabilities [Abstract]	'	'
Derivative liabilities	16	7
Recurring [Member] | Level 3 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	31	43
Liabilities [Abstract]	'	'
Derivative liabilities	0	0
Recurring [Member] | Level 3 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	304	473
Liabilities [Abstract]	'	'
Derivative liabilities	555	345
Recurring [Member] | Level 3 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	47	32
Recurring [Member] | Level 3 [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	606	937
Recurring [Member] | Level 3 [Member] | Mortgage Loans Held-for-sale [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans held-for-sale	0	49
Recurring [Member] | Level 3 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	0	0
Mortgage loans, at estimated fair value, relating to variable interest entities	0	0
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	26	44
Recurring [Member] | Level 3 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	5,886	7,433
Recurring [Member] | Level 3 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	6,264	6,208
Recurring [Member] | Level 3 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	2,063	1,814
Recurring [Member] | Level 3 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	65	71
Recurring [Member] | Level 3 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	3,018	2,037
Recurring [Member] | Level 3 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,176	1,147
Recurring [Member] | Level 3 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	4,063	3,656
Recurring [Member] | Level 3 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	16	54
Recurring [Member] | Level 3 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	185	190
Recurring [Member] | Level 3 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	$405	$419

Fair_Value_Quantitative_Inform

Fair Value (Quantitative Information) (Details) (USD $)	9 Months Ended	12 Months Ended
	Sep. 30, 2013	Dec. 31, 2012
Interest rate contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	2.47%	1.86%
Interest rate contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	4.27%	3.53%
Foreign currency exchange rate contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	1.93%	2.28%
Correlation	38.00%	43.00%
Foreign currency exchange rate contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	7.69%	7.95%
Correlation	49.00%	57.00%
Credit contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	0.99%	1.00%
Credit contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	1.00%	1.00%
Equity market contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Correlation	60.00%	65.00%
Volatility	14.00%	13.00%
Equity market contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Correlation	60.00%	65.00%
Volatility	29.00%	32.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Utilization rates	20.00%	20.00%
Withdrawal rates	0.00%	0.07%
Long-term equity volatilities	15.20%	15.18%
Nonperformance risk spread	-0.19%	0.10%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Minimum [Member] | Income Approach Valuation Technique [Member] | Durations 1-10 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse rates	0.50%	0.50%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Minimum [Member] | Income Approach Valuation Technique [Member] | Durations 11-20 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse rates	2.00%	2.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Minimum [Member] | Income Approach Valuation Technique [Member] | Durations 21-116 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse rates	2.00%	2.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Minimum [Member] | Income Approach Valuation Technique [Member] | Ages 0-40 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality rates	0.00%	0.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Minimum [Member] | Income Approach Valuation Technique [Member] | Ages 41-60 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality rates	0.04%	0.05%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Minimum [Member] | Income Approach Valuation Technique [Member] | Ages 61-115 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality rates	0.26%	0.26%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Utilization rates	50.00%	50.00%
Withdrawal rates	20.00%	20.00%
Long-term equity volatilities	40.00%	40.00%
Nonperformance risk spread	1.01%	1.72%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Maximum [Member] | Income Approach Valuation Technique [Member] | Durations 1-10 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse rates	100.00%	100.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Maximum [Member] | Income Approach Valuation Technique [Member] | Durations 11-20 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse rates	100.00%	100.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Maximum [Member] | Income Approach Valuation Technique [Member] | Durations 21-116 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse rates	100.00%	100.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Maximum [Member] | Income Approach Valuation Technique [Member] | Ages 0-40 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality rates	0.14%	0.14%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Maximum [Member] | Income Approach Valuation Technique [Member] | Ages 41-60 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality rates	0.88%	0.88%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Maximum [Member] | Income Approach Valuation Technique [Member] | Ages 61-115 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality rates	100.00%	100.00%
U.S. corporate and foreign corporate securities [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Delta spread adjustments	-0.40%	-0.50%
Illiquidity premium	0.30%	0.30%
Offered quotes	56	0
Matrix Pricing - Offered quotes	0	0
Credit spreads	-15.08%	-14.16%
U.S. corporate and foreign corporate securities [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Delta spread adjustments	2.40%	5.00%
Illiquidity premium	0.30%	0.30%
Offered quotes	116	555
Matrix Pricing - Offered quotes	134	348
Credit spreads	7.11%	8.76%
U.S. corporate and foreign corporate securities [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Delta spread adjustments	0.66%	0.90%
Illiquidity premium	0.30%	0.30%
Offered quotes	92	92
Matrix Pricing - Offered quotes	101	115
Credit spreads	1.95%	2.72%
Foreign government debt securities [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	90	82
Quoted prices	62	77
Credit spreads	0.09%	-0.58%
Foreign government debt securities [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	152	200
Quoted prices	157	146
Credit spreads	14.34%	1.50%
Foreign government debt securities [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	112	117
Quoted prices	98	99
Credit spreads	4.90%	0.72%
RMBS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	37	28
Quoted prices	22	13
Credit spreads	-2.05%	0.09%
RMBS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	100	100
Quoted prices	100	109
Credit spreads	36.62%	29.80%
RMBS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	90	75
Quoted prices	97	100
Credit spreads	2.95%	5.21%
CMBS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	96	'
Quoted prices	75	1
Credit spreads	1.30%	0.01%
CMBS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	96	'
Quoted prices	104	106
Credit spreads	25.15%	91.64%
CMBS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	96	'
Quoted prices	99	99
Credit spreads	3.49%	3.74%
ABS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	0	0
Quoted prices	0	40
Credit spreads	0.30%	0.00%
ABS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	106	111
Quoted prices	107	105
Credit spreads	18.77%	18.29%
ABS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	89	97
Quoted prices	101	100
Credit spreads	1.29%	1.09%

Fair_Value_Unobservable_Input_

Fair Value (Unobservable Input Reconciliation) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Long-term Debt [Member] | Consolidated Securitization Entities [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	($31)	($81)	($44)	($116)
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	5	26	19	70
Transfers Into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance,End of Period	-26	-48	-26	-48
Long-term Debt [Member] | Consolidated Securitization Entities [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Long-term Debt [Member] | Consolidated Securitization Entities [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Long-term Debt [Member] | Consolidated Securitization Entities [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Long-term Debt [Member] | Consolidated Securitization Entities [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	-7	1	2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	7	-1	-2
Long-term Debt [Member] | Consolidated Securitization Entities [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Long-term Debt [Member] | Consolidated Securitization Entities [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Liability Related To Securitized Reverse Residential Mortgage Loans [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	'	-98	'	-1,175
Other Comprehensive Income (Loss)	'	0	'	0
Purchases	'	0	'	0
Sales	'	97	'	1,149
Issuances	'	0	'	0
Settlements	'	1	'	23
Transfers Into Level 3	'	0	'	0
Transfers out of Level 3	'	0	'	2
Balance,End of Period	'	0	'	0
Liability Related To Securitized Reverse Residential Mortgage Loans [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	-1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Liability Related To Securitized Reverse Residential Mortgage Loans [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Liability Related To Securitized Reverse Residential Mortgage Loans [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Liability Related To Securitized Reverse Residential Mortgage Loans [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Liability Related To Securitized Reverse Residential Mortgage Loans [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Liability Related To Securitized Reverse Residential Mortgage Loans [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Interest rate contracts [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	98	228	177	300
Other Comprehensive Income (Loss)	-11	-16	-83	13
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-47	12	-27	-45
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	1	0
Balance, End of Period	45	217	45	217
Interest rate contracts [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	-67
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Interest rate contracts [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Interest rate contracts [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Interest rate contracts [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Interest rate contracts [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	5	-4	-14	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	5	-7	-23	16
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	5	-4	-14	2
Interest rate contracts [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign currency exchange rate contracts [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	6	40	37	44
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	1	-2	2	-16
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	-1	0	0	0
Balance, End of Period	9	58	9	58
Foreign currency exchange rate contracts [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign currency exchange rate contracts [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign currency exchange rate contracts [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign currency exchange rate contracts [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign currency exchange rate contracts [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	6	19	-28	10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	3	20	-30	30
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	6	19	-28	10
Foreign currency exchange rate contracts [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Credit contracts [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	25	24	43	1
Other Comprehensive Income (Loss)	-1	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	-3
Settlements	4	0	0	-3
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	1
Balance, End of Period	31	40	31	40
Credit contracts [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Credit contracts [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Credit contracts [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Credit contracts [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Credit contracts [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	3	16	-11	43
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	3	16	-12	44
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	3	16	-11	43
Credit contracts [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Equity market contracts [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	-171	575	128	889
Other Comprehensive Income (Loss)	0	1	-1	-1
Purchases	0	7	4	16
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	-82	-7	-131
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	-251	325	-251	325
Equity market contracts [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Equity market contracts [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	6	10	15	22
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	5	11	15	22
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	6	10	15	22
Equity market contracts [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Equity market contracts [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Equity market contracts [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-86	-195	-390	-474
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	-85	-187	-390	-470
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-86	-195	-390	-474
Equity market contracts [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Net Embedded Derivatives [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	-678	-3,961	-3,162	-4,203
Other Comprehensive Income (Loss)	-16	-78	193	-39
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-217	-170	-583	-473
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	-53	-3,922	-53	-3,922
Net Embedded Derivatives [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Net Embedded Derivatives [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-29	-3	-106	-7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	-30	-4	-110	-9
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-29	-3	-106	-7
Net Embedded Derivatives [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Net Embedded Derivatives [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Net Embedded Derivatives [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	882	283	3,589	781
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	888	291	3,609	802
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	882	283	3,589	781
Net Embedded Derivatives [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO general account securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	46	26	32	23
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	-2	-5	-2
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	0	14	0
Transfers Out of Level 3	0	0	0	0
Balance, End of Period	47	31	47	31
FVO general account securities [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO general account securities [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO general account securities [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	1	7	6	10
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	6	6	9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	6	6	9
FVO general account securities [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO general account securities [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO general account securities [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO contractholder-directed unit-linked investments [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	593	1,096	937	1,386
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	308	903	348	918
Sales	-232	-909	-430	-1,159
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	1	57	2
Transfers Out of Level 3	-20	-2	-294	-38
Balance, End of Period	606	1,121	606	1,121
FVO contractholder-directed unit-linked investments [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO contractholder-directed unit-linked investments [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO contractholder-directed unit-linked investments [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	-43	32	-12	12
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	6	-5	1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	6	-5	1
FVO contractholder-directed unit-linked investments [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO contractholder-directed unit-linked investments [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO contractholder-directed unit-linked investments [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. corporate securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	5,918	7,394	7,433	6,784
Other Comprehensive Income (Loss)	-32	323	-38	351
Purchases	297	442	824	1,371
Sales	-249	-348	-907	-865
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	117	128	324	266
Transfers Out of Level 3	-172	-239	-1,733	-222
Balance, End of Period	5,886	7,699	5,886	7,699
U.S. corporate securities [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. corporate securities [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. corporate securities [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	3	5	10	10
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	3	9	8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	3	9	8
U.S. corporate securities [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	4	-6	-27	4
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-3	-34	-6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-3	-34	-6
U.S. corporate securities [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. corporate securities [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign corporate securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	6,008	4,813	6,208	4,370
Other Comprehensive Income (Loss)	71	135	-97	233
Purchases	684	630	1,364	1,535
Sales	-273	-276	-714	-708
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	173	172	254	254
Transfers Out of Level 3	-390	-156	-728	-322
Balance, End of Period	6,264	5,310	6,264	5,310
Foreign corporate securities [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign corporate securities [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign corporate securities [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	5	5	11	16
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	5	5	10	18
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	5	5	10	18
Foreign corporate securities [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	-14	-13	-34	-68
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-3	-10	-3	-27
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-3	-10	-3	-27
Foreign corporate securities [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign corporate securities [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign government debt securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	1,971	2,386	1,814	2,322
Other Comprehensive Income (Loss)	-42	43	-104	26
Purchases	209	370	551	1,003
Sales	-61	-254	-105	-467
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	68	51	91	53
Transfers Out of Level 3	-78	-16	-195	-350
Balance, End of Period	2,063	2,590	2,063	2,590
Foreign government debt securities [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign government debt securities [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign government debt securities [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	-6	4	3	4
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-6	5	3	12
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-6	5	3	12
Foreign government debt securities [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	2	6	8	-1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign government debt securities [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign government debt securities [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. Treasury and agency securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	82	74	71	31
Other Comprehensive Income (Loss)	0	0	-2	0
Purchases	0	0	0	49
Sales	-2	0	-4	-6
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	-15	0	0	0
Balance, End of Period	65	74	65	74
U.S. Treasury and agency securities [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. Treasury and agency securities [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. Treasury and agency securities [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. Treasury and agency securities [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. Treasury and agency securities [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. Treasury and agency securities [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
RMBS [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	2,735	2,363	2,037	1,602
Other Comprehensive Income (Loss)	-16	108	108	149
Purchases	563	249	1,155	1,060
Sales	-138	-114	-242	-315
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	11	12	76
Transfers Out of Level 3	-136	-49	-76	-12
Balance, End of Period	3,018	2,573	3,018	2,573
RMBS [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
RMBS [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
RMBS [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	9	8	20	20
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	9	8	26	20
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	9	8	26	20
RMBS [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	1	-3	4	-7
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-1	-3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-1	-3
RMBS [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
RMBS [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
CMBS [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	1,050	1,038	1,147	753
Other Comprehensive Income (Loss)	22	7	-28	21
Purchases	305	416	549	695
Sales	-71	-249	-339	-253
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	26	113	40
Transfers Out of Level 3	-133	-23	-266	-12
Balance, End of Period	1,176	1,214	1,176	1,214
CMBS [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
CMBS [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
CMBS [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	4	0	2	7
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	4	0	2	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	4	0	2	2
CMBS [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	-1	-1	-2	-37
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	-4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	-4
CMBS [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
CMBS [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
ABS [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	3,758	2,680	3,656	1,850
Other Comprehensive Income (Loss)	-4	32	-60	19
Purchases	636	215	1,510	1,293
Sales	-309	-47	-651	-286
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	2	0	6
Transfers Out of Level 3	-26	-36	-409	-48
Balance, End of Period	4,063	2,850	4,063	2,850
ABS [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
ABS [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
ABS [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	3	4	12	14
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	3	4	10	14
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	3	4	10	14
ABS [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	5	0	5	2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
ABS [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
ABS [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
State and political subdivision securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	41	76	54	53
Other Comprehensive Income (Loss)	0	1	-1	4
Purchases	0	15	1	15
Sales	-1	-6	-6	-7
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	-24	-21	-32	0
Balance, End of Period	16	65	16	65
State and political subdivision securities [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
State and political subdivision securities [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
State and political subdivision securities [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
State and political subdivision securities [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
State and political subdivision securities [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
State and political subdivision securities [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Common Stock [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	183	282	190	281
Other Comprehensive Income (Loss)	6	-2	0	7
Purchases	6	76	11	111
Sales	-11	-102	-15	-126
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	1	0	1	3
Transfers Out of Level 3	-1	0	-4	-13
Balance, End of Period	185	262	185	262
Common Stock [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Common Stock [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Common Stock [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Common Stock [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	1	8	2	-1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-1	-1	-11
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-1	-1	-11
Common Stock [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Common Stock [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Non-redeemable preferred stock [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	408	432	419	438
Other Comprehensive Income (Loss)	11	4	77	23
Purchases	52	1	55	5
Sales	-42	-60	-118	-89
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	48	0	48
Transfers Out of Level 3	-20	0	0	0
Balance, End of Period	405	426	405	426
Non-redeemable preferred stock [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Non-redeemable preferred stock [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Non-redeemable preferred stock [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Non-redeemable preferred stock [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	-4	1	-28	1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-17	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-17	0
Non-redeemable preferred stock [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Non-redeemable preferred stock [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Actively traded securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	11	13	6	0
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	6	14	8	14
Sales	-1	-11	0	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	-5	-2	-3	0
Balance, End of Period	11	14	11	14
Actively traded securities [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Actively traded securities [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Actively traded securities [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Actively traded securities [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Actively traded securities [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Actively traded securities [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Short-term investments [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	344	717	429	590
Other Comprehensive Income (Loss)	7	15	15	10
Purchases	106	515	189	1,059
Sales	-266	-337	-414	-455
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	186	0	0
Transfers Out of Level 3	0	0	-6	-108
Balance, End of Period	192	1,097	192	1,097
Short-term investments [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Short-term investments [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Short-term investments [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	3	1	3	1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	0	2	-1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	0	2	-1
Short-term investments [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	-2	0	-24	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-1	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-1	0
Short-term investments [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Short-term investments [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Residential Mortgage Loans - FVO [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	150	0	0	0
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	67	0	214	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-3	0	0	0
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Balance, End of Period	212	0	212	0
Residential Mortgage Loans - FVO [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Residential Mortgage Loans - FVO [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Residential Mortgage Loans - FVO [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	-2	0	-2	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-2	0	-2	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-2	0	-2	0
Residential Mortgage Loans - FVO [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Residential Mortgage Loans - FVO [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Residential Mortgage Loans - FVO [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Mortgage Loans Held-for-sale [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	0	211	49	1,414
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	1
Sales	0	-145	-45	-1,348
Issuances	0	2	0	6
Settlements	0	-10	-4	-46
Transfers Into Level 3	0	30	0	72
Transfers Out of Level 3	0	-1	0	-4
Balance, End of Period	0	64	0	64
Mortgage Loans Held-for-sale [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	-23	0	-31
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-22	0	-25
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-22	0	-25
Mortgage Loans Held-for-sale [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Mortgage Loans Held-for-sale [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Mortgage Loans Held-for-sale [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Mortgage Loans Held-for-sale [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Mortgage Loans Held-for-sale [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Separate account assets [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	1,225	1,445	1,205	1,325
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	106	144	249	294
Sales	-84	-74	-223	-289
Issuances	51	0	71	1
Settlements	-2	0	0	-3
Transfers Into Level 3	162	2	161	25
Transfers Out of Level 3	-45	-128	-71	-41
Balance, End of Period	1,417	1,407	1,417	1,407
Separate account assets [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Separate account assets [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Separate account assets [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Separate account assets [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	4	18	25	95
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Separate account assets [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Separate account assets [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Mortgage Servicing Rights [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	'	564	'	666
Other Comprehensive Income (Loss)	'	0	'	0
Purchases	'	0	'	0
Sales	'	0	'	0
Issuances	'	4	'	109
Settlements	'	-41	'	-163
Transfers Into Level 3	'	0	'	0
Transfers Out of Level 3	'	0	'	0
Balance, End of Period	'	490	'	490
Mortgage Servicing Rights [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	-37	'	-122
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	-24	'	-88
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	-24	'	-88
Mortgage Servicing Rights [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Mortgage Servicing Rights [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Mortgage Servicing Rights [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Mortgage Servicing Rights [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Mortgage Servicing Rights [Member] | Other Expenses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	'	0	'	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	0	'	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	'	$0	'	$0

Fair_Value_Fair_Value_Option_f

Fair Value (Fair Value Option for Certain Assets and Liabilities) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Carrying value at estimated fair value	$225	$414
Carrying value at estimated fair value	57,508	56,592
Carrying value at estimated fair value	18,252	19,062
Consolidated Securitization Entities [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid principal balance	2,020	2,539
Difference between estimated fair value and unpaid principal balance	76	127
Carrying value at estimated fair value	2,096	2,666
Loans in non-accrual status	0	0
Loans more than 90 days past due	0	0
Loans in non-accrual status or more than 90 days past due, or both - difference between aggregate estimated fair value and unpaid principal balance	0	0
Contractual principal balance	1,918	2,430
Difference between estimated fair value and contractual principal balance	28	97
Carrying value at estimated fair value	1,946	2,527
Residential Mortgage Loans - FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid principal balance	325	0
Difference between estimated fair value and unpaid principal balance	-113	0
Carrying value at estimated fair value	212	0
Loans in non-accrual status	0	0
Loans more than 90 days past due	0	0
Loans in non-accrual status or more than 90 days past due, or both - difference between aggregate estimated fair value and unpaid principal balance	0	0
Mortgage Loans Held-for-sale [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid principal balance	0	80
Difference between estimated fair value and unpaid principal balance	0	-31
Carrying value at estimated fair value	0	49
Loans in non-accrual status	0	3
Loans more than 90 days past due	0	23
Loans in non-accrual status or more than 90 days past due, or both - difference between aggregate estimated fair value and unpaid principal balance	$0	($14)

Fair_Value_Fair_Value_Option_G

Fair Value (Fair Value Option Gains Losses for Residential Mortgage Loans - FVO) (Details) (Residential Mortgage Loans - FVO [Member], Net Investment Income [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Residential Mortgage Loans - FVO [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'	'
Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality	$0	$0	$0	$0
Other changes in estimated fair value	-2	0	-2	0
Total gains (losses) recognized	($2)	$0	($2)	$0

Fair_Value_Fair_Value_Option_G1

Fair Value (Fair Value Option Gains Losses for Mortgage Loans Held-for-Sale) (Details) (Mortgage Loans Held-for-sale [Member], Other Revenues [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Mortgage Loans Held-for-sale [Member] | Other Revenues [Member]	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'	'
Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality	$0	($2)	$0	$0
Other changes in estimated fair value	0	-27	0	71
Total gains (losses) recognized in other revenues	$0	($29)	$0	$71

Fair_Value_Nonrecurring_Fair_V

Fair Value (Nonrecurring Fair Value Measurements) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Level 3 [Member] | Goodwill [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Carrying Value After Measurement	$0	$0	$0	$0
Level 3 [Member] | Held-for-investment [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Carrying Value After Measurement	232	379	232	379
Level 3 [Member] | Held-for-sale [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Carrying Value After Measurement	0	174	0	174
Level 3 [Member] | Other limited partnership interests [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Carrying Value After Measurement	70	61	70	61
Level 3 [Member] | Real Estate Joint Ventures [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Carrying Value After Measurement	3	10	3	10
Nonrecurring [Member] | Goodwill [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Gains (Losses)	0	-1,868	0	-1,868
Nonrecurring [Member] | Held-for-investment [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Gains (Losses)	-4	-4	13	9
Nonrecurring [Member] | Held-for-sale [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Gains (Losses)	0	-10	0	-39
Nonrecurring [Member] | Other limited partnership interests [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Gains (Losses)	0	-9	-39	-23
Nonrecurring [Member] | Real Estate Joint Ventures [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Gains (Losses)	$0	$0	($2)	($5)

Fair_Value_Financial_Instrumen

Fair Value (Financial Instruments Carried at Other Than Fair Value) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Assets	'	'
Policy loans	$11,782	$11,884
Liabilities	'	'
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,192
Separate account liabilities	255,250	235,393
Estimated Fair Value [Member]	'	'
Assets	'	'
Mortgages held-for-investment	57,639	57,381
Held-for-sale	225	365
Mortgage loans, net	57,864	57,746
Policy loans	13,601	14,257
Real estate joint ventures	177	171
Other Limited Partnership Interests	1,171	1,277
Other invested assets	855	815
Premiums, reinsurance and other receivables	4,546	3,705
Other assets	305	292
Liabilities	'	'
Policyholder account balances	147,010	158,040
Bank deposits	0	6,416
Long-term Debt, Fair Value	17,889	18,978
Collateral financing arrangements	3,947	3,839
Junior subordinated debt securities	3,738	3,984
Other Liabilities	3,431	1,916
Separate account liabilities	62,984	58,726
Estimated Fair Value [Member] | Mortgage Loan Commitments [Member]	'	'
Assets	'	'
Off-balance sheet commitments	'	12
Liabilities	'	'
Off-balance sheet commitments	-14	'
Estimated Fair Value [Member] | Commitments to Fund Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments [Member]	'	'
Assets	'	'
Off-balance sheet commitments	'	22
Liabilities	'	'
Off-balance sheet commitments	-1	'
Estimated Fair Value [Member] | Level 1 [Member]	'	'
Assets	'	'
Mortgages held-for-investment	0	0
Held-for-sale	0	0
Mortgage loans, net	0	0
Policy loans	0	0
Real estate joint ventures	0	0
Other Limited Partnership Interests	0	0
Other invested assets	234	305
Premiums, reinsurance and other receivables	0	0
Other assets	0	0
Liabilities	'	'
Policyholder account balances	0	0
Bank deposits	0	0
Long-term Debt, Fair Value	0	0
Collateral financing arrangements	0	0
Junior subordinated debt securities	0	0
Other Liabilities	0	0
Separate account liabilities	0	0
Estimated Fair Value [Member] | Level 1 [Member] | Mortgage Loan Commitments [Member]	'	'
Assets	'	'
Off-balance sheet commitments	'	0
Liabilities	'	'
Off-balance sheet commitments	0	'
Estimated Fair Value [Member] | Level 1 [Member] | Commitments to Fund Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments [Member]	'	'
Assets	'	'
Off-balance sheet commitments	'	0
Liabilities	'	'
Off-balance sheet commitments	0	'
Estimated Fair Value [Member] | Level 2 [Member]	'	'
Assets	'	'
Mortgages held-for-investment	0	0
Held-for-sale	0	0
Mortgage loans, net	0	0
Policy loans	1,701	1,690
Real estate joint ventures	0	0
Other Limited Partnership Interests	0	0
Other invested assets	276	144
Premiums, reinsurance and other receivables	2,080	745
Other assets	211	214
Liabilities	'	'
Policyholder account balances	0	0
Bank deposits	0	2,018
Long-term Debt, Fair Value	17,889	18,978
Collateral financing arrangements	0	0
Junior subordinated debt securities	3,738	3,984
Other Liabilities	2,161	673
Separate account liabilities	62,984	58,726
Estimated Fair Value [Member] | Level 2 [Member] | Mortgage Loan Commitments [Member]	'	'
Assets	'	'
Off-balance sheet commitments	'	0
Liabilities	'	'
Off-balance sheet commitments	0	'
Estimated Fair Value [Member] | Level 2 [Member] | Commitments to Fund Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments [Member]	'	'
Assets	'	'
Off-balance sheet commitments	'	22
Liabilities	'	'
Off-balance sheet commitments	-1	'
Estimated Fair Value [Member] | Level 3 [Member]	'	'
Assets	'	'
Mortgages held-for-investment	57,639	57,381
Held-for-sale	225	365
Mortgage loans, net	57,864	57,746
Policy loans	11,900	12,567
Real estate joint ventures	177	171
Other Limited Partnership Interests	1,171	1,277
Other invested assets	345	366
Premiums, reinsurance and other receivables	2,466	2,960
Other assets	94	78
Liabilities	'	'
Policyholder account balances	147,010	158,040
Bank deposits	0	4,398
Long-term Debt, Fair Value	0	0
Collateral financing arrangements	3,947	3,839
Junior subordinated debt securities	0	0
Other Liabilities	1,270	1,243
Separate account liabilities	0	0
Estimated Fair Value [Member] | Level 3 [Member] | Mortgage Loan Commitments [Member]	'	'
Assets	'	'
Off-balance sheet commitments	'	12
Liabilities	'	'
Off-balance sheet commitments	-14	'
Estimated Fair Value [Member] | Level 3 [Member] | Commitments to Fund Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments [Member]	'	'
Assets	'	'
Off-balance sheet commitments	'	0
Liabilities	'	'
Off-balance sheet commitments	0	'
Carrying Value [Member]	'	'
Assets	'	'
Mortgages held-for-investment	55,200	53,926
Held-for-sale	225	365
Mortgage loans, net	55,425	54,291
Policy loans	11,782	11,884
Real estate joint ventures	107	113
Other Limited Partnership Interests	1,013	1,154
Other invested assets	855	815
Premiums, reinsurance and other receivables	4,470	3,287
Other assets	276	260
Liabilities	'	'
Policyholder account balances	140,721	149,928
Bank deposits	0	6,416
Long-term Debt, Fair Value	16,275	16,502
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,192
Other Liabilities	3,428	1,913
Separate account liabilities	62,984	58,726
Carrying Value [Member] | Mortgage Loan Commitments [Member]	'	'
Assets	'	'
Off-balance sheet commitments	'	0
Liabilities	'	'
Off-balance sheet commitments	0	'
Carrying Value [Member] | Commitments to Fund Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments [Member]	'	'
Assets	'	'
Off-balance sheet commitments	'	0
Liabilities	'	'
Off-balance sheet commitments	$0	'

Fair_Value_Narrative_Details

Fair Value (Narrative) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013
In Millions, unless otherwise specified			Net Embedded Derivatives [Member]	Net Embedded Derivatives [Member]	Private Equity And Debt Funds [Member]	Private Equity And Debt Funds [Member]	Real Estate Funds [Member]	Real Estate Funds [Member]
					Minimum [Member]	Maximum [Member]	Minimum [Member]	Maximum [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]	'	'	'	'	'	'	'	'
Liquidation period	'	'	'	'	'2 years	'10 years	'1 year	'10 years
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'	'	'	'	'
Available-for-sale Securities, Equity Securities	$3,241	$2,891	($136)	($88)	'	'	'	'

Goodwill_Goodwill_Narrative_De

Goodwill (Goodwill - Narrative) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013
Goodwill Rollforward and by Segment	'
Effect of foreign currency translation and other	($445)
Asia [Member]	'
Goodwill Rollforward and by Segment	'
Effect of foreign currency translation and other	-415
EMEA [Member]	'
Goodwill Rollforward and by Segment	'
Effect of foreign currency translation and other	-10
Latin America [Member]	'
Goodwill Rollforward and by Segment	'
Effect of foreign currency translation and other	($20)

Common_Equity_Units_Common_Equ

Common Equity Units Common Equity Units (Remarketing of Senior Debt Securities and Settlement of Stock Purchase Contracts - Narrative) (Details) (USD $)	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012
Proceeds from Issuance of Common Stock	$1,000,000,000	$0
Common Stock [Member]	'	'
Proceeds from Issuance of Common Stock	1,000,000,000	'
Common stock, shares issued	22,679,955	'
Senior Notes [Member] | Debt Remarketing Series D [Member]	'	'
Proceeds From Remarketing	$0	'
Debt Instrument, Maturity Date	15-Sep-23	'
Debt Instrument, Interest Rate, Stated Percentage	4.37%	'

Equity_Components_of_Accumulat

Equity (Components of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance , beginning of period	$6,202	$11,397
OCI before reclassifications	-1,038	-6,158
Amounts reclassified from AOCI	-64	-139
Balance, end of period	5,100	5,100
Unrealized Investment Gains (Losses), Net of Related Offsets [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance , beginning of period	9,709	13,590
OCI before reclassifications	-1,060	-4,635
Amounts reclassified from AOCI	55	-251
Balance, end of period	8,704	8,704
Unrealized Gains (Losses) on Derivatives [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance , beginning of period	734	829
OCI before reclassifications	-184	-439
Amounts reclassified from AOCI	-154	6
Balance, end of period	396	396
Foreign Currency Translation Adjustments [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance , beginning of period	-1,825	-533
OCI before reclassifications	207	-1,085
Amounts reclassified from AOCI	0	0
Balance, end of period	-1,618	-1,618
Defined Benefit Plans Adjustment [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance , beginning of period	-2,416	-2,489
OCI before reclassifications	-1	1
Amounts reclassified from AOCI	35	106
Balance, end of period	($2,382)	($2,382)

Equity_Reclassifications_Out_o

Equity (Reclassifications Out of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Other net investment gains (losses)	($51)	$69	$472	$119
Net derivative gains (losses)	-546	-718	-2,866	-604
Net investment income	5,026	5,517	16,385	16,436
Other expenses	-3,977	-4,245	-12,140	-13,341
Other-than-temporary impairments on fixed maturity securities	-13	-57	-77	-310
Income (loss) from continuing operations before provision for income tax	976	-1,010	2,784	1,919
Provision for income tax expense (benefit)	-3	53	-308	-710
Net income (loss)	975	-957	2,477	1,226
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net income (loss)	64	'	139	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Investment Gains (Losses), Net of Related Offsets [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Other net investment gains (losses)	-96	'	365	'
Net investment income	22	'	65	'
Income (loss) from continuing operations before provision for income tax	-95	'	374	'
Provision for income tax expense (benefit)	40	'	-123	'
Net income (loss)	-55	'	251	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Other-than-Temporary Impairment [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Other-than-temporary impairments on fixed maturity securities	-21	'	-56	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Income (loss) from continuing operations before provision for income tax	224	'	-10	'
Provision for income tax expense (benefit)	-70	'	4	'
Net income (loss)	154	'	-6	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Interest Rate Swaps [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net derivative gains (losses)	3	'	17	'
Net investment income	2	'	6	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Interest Rate Forwards [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net derivative gains (losses)	2	'	8	'
Net investment income	1	'	2	'
Other expenses	-1	'	-2	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Foreign Currency Swaps [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net derivative gains (losses)	216	'	-41	'
Net investment income	0	'	-2	'
Other expenses	1	'	1	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Credit forwards [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net investment income	0	'	1	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Defined Benefit Plans Adjustment [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Amortization of net actuarial gains (losses)	-71	'	-212	'
Amortization of prior service (costs) credit	17	'	51	'
Income (loss) from continuing operations before provision for income tax	-54	'	-161	'
Provision for income tax expense (benefit)	19	'	55	'
Net income (loss)	($35)	'	($106)	'

Equity_Common_Stock_Narrative_

Equity (Common Stock - Narrative) (Details) (USD $)	9 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Class of Stock [Line Items]	'	'
Proceeds from issuance of common stock	$1,000	$0
Common Stock [Member]	'	'
Class of Stock [Line Items]	'	'
Common stock, shares issued	22,679,955	'
Proceeds from issuance of common stock	$1,000	'

Equity_StockBased_Compensation

Equity (Stock-Based Compensation Plans - Narrative) (Details)	9 Months Ended	12 Months Ended
	Sep. 30, 2013	Dec. 31, 2012
	Performance_Factor	Performance_Factor
Performance Shares [Member]	'	'
Equity - Stock-based Compensation Plans [Line Items]	'	'
Vesting period	'	'3 years
Performance factor lower range	'	0
Performance factor upper range	'	2
Performance factor lower range, future	0	'
Performance factor upper range, future	1.75	'
Performance Factor	'	0.92
Vested in period	'	1,346,025
Issued in period	1,238,343	'
Performance Units [Member]	'	'
Equity - Stock-based Compensation Plans [Line Items]	'	'
Vesting period	'	'3 years
Performance factor lower range	'	0
Performance factor upper range	'	2
Performance factor lower range, future	0	'
Performance factor upper range, future	1.75	'
Performance Factor	'	0.92
Vested in period	'	51,650
Paid in period	47,518	'

Other_Expenses_Other_Expenses_

Other Expenses (Other Expenses) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Other Income and Expenses [Abstract]	'	'	'	'
Compensation	$1,310	$1,307	$3,828	$4,196
Pension, postretirement and postemployment benefit costs	122	117	367	345
Commissions	1,309	1,442	4,084	4,466
Volume-related costs	239	154	618	402
Interest credited to bank deposits	0	19	2	60
Capitalization of DAC	-1,153	-1,302	-3,621	-3,981
Amortization of DAC and VOBA	841	1,008	2,623	3,201
Amortization of negative VOBA	-126	-170	-410	-506
Interest expense on debt and debt issuance costs	317	326	959	1,026
Premium taxes, licenses and fees	173	176	498	519
Professional services	349	432	976	1,210
Rent, net of sublease income	89	107	283	339
Other	507	629	1,933	2,064
Total other expenses	$3,977	$4,245	$12,140	$13,341

Other_Expenses_Other_Restructu

Other Expenses (Other Restructuring Charges) (Details) (Other Expenses [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Balance, beginning of period	$21	$21	$23	$0
Restructuring charges	16	54	65	101
Cash payments	-17	-40	-68	-66
Balance, end of period	20	35	20	35
Total restructuring charges incurred since inception of initiative	'	'	224	101
Severance [Member]	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Balance, beginning of period	12	21	23	0
Restructuring charges	14	46	51	93
Cash payments	-13	-40	-61	-66
Balance, end of period	13	27	13	27
Total restructuring charges incurred since inception of initiative	'	'	192	93
Lease and Asset Impairment [Member]	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Balance, beginning of period	9	0	0	0
Restructuring charges	2	8	14	8
Cash payments	-4	0	-7	0
Balance, end of period	7	8	7	8
Total restructuring charges incurred since inception of initiative	'	'	$32	$8

Other_Expenses_ALICO_Restructu

Other Expenses (ALICO Restructuring Charges - Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Other Income and Expenses [Abstract]	'	'	'	'
Business acquisition integration related expenses	$25	$95	$115	$239

Employee_Benefit_Plans_Net_Per

Employee Benefit Plans (Net Periodic Benefit Costs) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
United States Pension Plans of US Entity, Defined Benefit [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	$59	$56	$177	$168
Interest costs	98	102	292	305
Expected return on plan assets	-121	-121	-363	-363
Amortization of net actuarial (gains) losses	57	48	171	146
Amortization of prior service costs (credit)	2	2	5	5
Net periodic benefit costs	95	87	282	261
Foreign Pension Plans, Defined Benefit [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	16	19	50	55
Interest costs	4	4	11	13
Expected return on plan assets	-2	-1	-5	-5
Amortization of net actuarial (gains) losses	0	0	0	0
Amortization of prior service costs (credit)	0	0	0	0
Net periodic benefit costs	18	22	56	63
United States Postretirement Benefit Plans of US Entity, Defined Benefit [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	5	5	15	16
Interest costs	23	26	69	77
Expected return on plan assets	-18	-19	-56	-57
Amortization of net actuarial (gains) losses	14	15	41	43
Amortization of prior service costs (credit)	-19	-26	-56	-78
Net periodic benefit costs	5	1	13	1
Foreign Postretirement Benefit Plans, Defined Benefit [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	0	0	1	1
Interest costs	1	1	2	2
Expected return on plan assets	-1	-1	-1	-1
Amortization of net actuarial (gains) losses	0	1	0	1
Amortization of prior service costs (credit)	0	0	0	0
Net periodic benefit costs	0	1	2	3
Qualified Plan Pension Plan [Member] | United States Pension Plans of US Entity, Defined Benefit [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Discretionary contributions	'	'	$313	'

Earnings_Per_Common_Share_Earn

Earnings Per Common Share (Earnings Per Common Share) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Weighted Average Shares:	'	'	'	'
Weighted average common stock outstanding for basic earnings per common share	1,104,892,638	1,065,041,874	1,099,496,305	1,063,991,836
Incremental common shares from assumed:	'	'	'	'
Stock purchase contracts underlying common equity units	1,886,275	0	628,758	0
Exercise or issuance of stock-based awards	10,517,925	0	8,756,239	5,963,399
Weighted average common stock outstanding for diluted earnings per common share	1,117,296,838	1,065,041,874	1,108,881,302	1,069,955,235
Income (Loss) from Continuing Operations:	'	'	'	'
Income (loss) from continuing operations, net of income tax	$973	($957)	$2,476	$1,209
Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	3	-3	17	29
Less: Preferred stock dividends	30	30	91	91
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.'s common shareholders	940	-984	2,368	1,089
Basic	$0.85	($0.92)	$2.15	$1.02
Diluted	$0.84	($0.92)	$2.14	$1.01
Income (Loss) from Discontinued Operations:	'	'	'	'
Income (loss) from discontinued operations, net of income tax	2	0	1	17
Less: Income (loss) from discontinued operations, net of income tax, attributable to noncontrolling interests	0	0	0	0
Income (loss) from discontinued operations, net of income tax, available to MetLife, Inc.'s common shareholders	2	0	1	17
Basic	$0	$0	$0	$0.02
Diluted	$0	$0	$0	$0.02
Net Income (Loss):	'	'	'	'
Net income (loss)	975	-957	2,477	1,226
Less: Net income (loss) attributable to noncontrolling interests	3	-3	17	29
Less: Preferred stock dividends	30	30	91	91
Net income (loss) available to MetLife, Inc.'s common shareholders	$942	($984)	$2,369	$1,106
Basic	$0.85	($0.92)	$2.15	$1.04
Diluted	$0.84	($0.92)	$2.14	$1.03
Earnings Per Share, Diluted, Other Disclosures [Abstract]	'	'	'	'
Shares excluded from the calculation of diluted earnings per common share as the assumed exercise or issuance are anti-dilutive	'	5,928,114	'	'

Contingencies_Commitments_and_1

Contingencies, Commitments and Guarantees (Contingencies - Narrative) (Details) (USD $)

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Mar. 31, 2012

Sep. 30, 2013

Mar. 31, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Minimum [Member]

Maximum [Member]

Superfund Site Settlement Agreements [Member]

Merrill Haviland, et Al v. Metropolitan Life Insurance Company [Member]

Total Asset Recovery Services, LLC Florida v. MetLife, Inc et Al [Member]

C-Mart, Inc. V. Metropolitan Life Insurance Company, Et Al [Member]

Unclaimed Property [Member]

Derivative Actions And Demands [Member]

MetLife Bank Mortgage Regulatory and Law Enforcement Authorities' Inquiries [Member]

MetLife Bank Mortgage Regulatory and Law Enforcement Authorities' Inquiries [Member]

Asbestos Related Claims [Member]

Asbestos Related Claims [Member]

Asbestos Related Claims [Member]

Claims

Plaintiffs

Contracts

Plaintiffs

Claims

Claims

Claims

Loss Contingencies

'

'

'

'

'

'

'

'

'

'

'

'

'

After tax charge for the multistate examination payment and the expected acceleration of benefit payments to policyholders under settlements

'

'

'

'

'

'

$52,000,000

'

'

'

'

'

'

Number of regulatory matters and other claims

'

'

2

'

'

'

'

'

'

'

'

'

'

Damages Sought

'

'

'less than $1 million and an additional amount

'

'

'$500 for each violation

'

'

'

'

'

'

'

Damages Sought

'

'

'

'

767,000,000

'

'

'

'

'

'

'

'

Assumed average face amount of life insurance policies in lawsuit

'

'

'

'

120,000

'

'

'

'

'

'

'

'

Number of life insurance contracts named in legal action

'

'

'

'

9,022

'

'

'

'

'

'

'

'

Number of plaintiffs

'

'

'

45

'

'

'

5

'

'

'

'

'

Loss Contingency, Range of Possible Loss, Maximum

'

'

'

'

'

'

'

'

'

3,200,000

'

'

'

Maximum estimate of aggregate costs to resolve matter

'

'

1,000,000

'

'

'

'

'

'

'

'

'

'

Maximum estimate of costs for environmental testing

'

'

100,000

'

'

'

'

'

'

'

'

'

'

The approximate amount of the aggregate range of reasonably possible losses in excess of amounts accrued for matters as to which an estimate can be made

0

445,000,000

'

'

'

'

'

'

'

'

'

'

'

Litigation Settlement, Amount

'

'

'

'

'

'

'

'

$46,000,000

'

'

'

'

Asbestos-Related Claims

'

'

'

'

'

'

'

'

'

'

4,256

3,909

5,303

Contingencies_Commitments_and_2

Contingencies, Commitments and Guarantees (Commitments and Guarantees - Narrative) (Details) (USD $)	9 Months Ended
	Sep. 30, 2013	Dec. 31, 2012
Contingencies, Commitments and Guarantees (Textuals) [Abstract]	'	'
Number of years over which commitments will be invested in partnerships	'5 years	'
Commitments to fund partnership investments	$4,500,000,000	$3,400,000,000
Commitments to Fund Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments [Member]	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	975,000,000	1,200,000,000
Mortgage Loan Commitments [Member]	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$3,200,000,000	$3,000,000,000

Subsequent_Event_Details

Subsequent Event (Details) (Subsequent Event [Member], USD $)	3 Months Ended
	Dec. 31, 2013
Subsequent Event [Member]	'
Subsequent Event [Line Items]	'
Approved dividend, amount per share	$0.00
Estimated aggregate dividend payment	$311,000,000
Line of Credit Facility Cancellation	$1,900,000,000