MetLife (MET) 10-Q 8 Aug 14 2014 Q2 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	6 Months Ended
In Billions, except Share data, unless otherwise specified	Jun. 30, 2014	Jul. 31, 2014	Jun. 30, 2013
Document and Entity Information [Abstract]	'	'	'
Entity Registrant Name	'METLIFE INC	'	'
Entity Central Index Key	'0001099219	'	'
Document Type	'10-Q	'	'
Document Period End Date	30-Jun-14	'	'
Amendment Flag	'false	'	'
Document Fiscal Year Focus	'2014	'	'
Document Fiscal Period Focus	'Q2	'	'
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	'	'	$50.20
Entity Common Stock, Shares Outstanding	'	1,124,725,085	'

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments:	'	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	$367,056	$350,187
Equity securities available-for-sale, at estimated fair value (cost: $3,252 and $3,012, respectively)	3,863	3,402
Fair value option and trading securities, at estimated fair value (includes $690 and $662, respectively, of actively traded securities; and $84 and $92, respectively, relating to variable interest entities)	17,831	17,423
Mortgage loans (net of valuation allowances of $294 and $322, respectively; includes $638 and $1,621, respectively, at estimated fair value, relating to variable interest entities; includes $367 and $338, respectively, under the fair value option)	57,223	57,706
Policy loans (includes $3 and $2, respectively, relating to variable interest entities)	11,785	11,764
Real estate and real estate joint ventures (includes $9 and $1,141, respectively, relating to variable interest entities, includes $49 and $186, respectively, of real estate held-for-sale)	10,101	10,712
Other limited partnership interests (includes $53 and $53, respectively, relating to variable interest entities)	7,964	7,401
Short-term investments, principally at estimated fair value (includes $22 and $8, respectively, relating to variable interest entities)	12,366	13,955
Other invested assets, principally at estimated fair value (includes $71 and $78, respectively, relating to variable interest entities)	17,116	16,229
Total investments	505,305	488,779
Cash and cash equivalents, principally at estimated fair value (includes $45 and $70, respectively, relating to variable interest entities)	7,393	7,585
Accrued investment income (includes $23 and $26, respectively, relating to variable interest entities)	4,234	4,255
Premiums, reinsurance and other receivables (includes $21 and $22, respectively, relating to variable interest entities)	23,730	21,859
Deferred policy acquisition costs and value of business acquired (includes $260 and $255, respectively, relating to variable interest entities)	25,915	26,706
Goodwill	10,430	10,542
Other assets (includes $140 and $152, respectively, relating to variable interest entities)	9,136	8,369
Separate account assets (includes $1,164 and $1,033, respectively, relating to variable interest entities)	324,977	317,201
Total assets	911,120	885,296
Liabilities	'	'
Future policy benefits (includes $542 and $516, respectively, relating to variable interest entities)	189,675	187,942
Policyholder account balances (includes $63 and $56, respectively, relating to variable interest entities)	213,799	212,885
Other policy-related balances (includes $203 and $123, respectively, relating to variable interest entities)	15,361	15,214
Policyholder dividends payable	682	675
Policyholder dividend obligation	2,986	1,771
Payables for collateral under securities loaned and other transactions	33,187	30,411
Short-term debt	100	175
Long-term debt (includes $505 and $1,868, respectively, at estimated fair value, relating to variable interest entities)	16,783	18,653
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,193
Current income tax payable	232	186
Deferred income tax liability	10,453	6,643
Other liabilities (includes $66 and $88, respectively, relating to variable interest entities)	25,214	23,168
Separate account liabilities (includes $1,164 and $1,033, respectively, relating to variable interest entities)	324,977	317,201
Total liabilities	840,838	822,313
Contingencies, Commitments and Guarantees (Note 14)	'	'
Redeemable noncontrolling interests	108	887
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; 1,129,845,890 and 1,125,224,024 shares issued at June 30, 2014 and December 31, 2013, respectively; 1,126,571,341 and 1,122,030,137 shares outstanding at June 30, 2014 and December 31, 2013, respectively	11	11
Additional paid-in capital	29,438	29,277
Retained earnings	29,259	27,332
Treasury stock, at cost; 3,274,549 and 3,193,887 shares at June 30, 2014 and December 31, 2013, respectively	-176	-172
Accumulated other comprehensive income (loss)	11,058	5,104
Total MetLife, Inc.’s stockholders’ equity	69,591	61,553
Noncontrolling interests	583	543
Total equity	70,174	62,096
Total liabilities and equity	$911,120	$885,296

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Investments:	'	'
Amortized cost of fixed maturity securities available-for-sale	$339,287	$333,599
Fixed maturity securities relating to variable interest entities	367,056	350,187
Cost of equity securities available-for-sale	3,252	3,012
Actively traded securities	690	662
Fair value option and trading securities relating to variable interest entities	17,831	17,423
Mortgage loans:	'	'
Mortgage loans valuation allowances	294	322
Mortgage Loans on Real Estate	57,223	57,706
Policy loans	11,785	11,764
Real estate and real estate joint ventures relating to variable interest entities	10,101	10,712
Real estate held-for-sale	49	186
Other limited partnership interests relating to variable interest entities	7,964	7,401
Short-term investments	12,366	13,955
Other invested assets relating to variable interest entities	17,116	16,229
Cash and cash equivalents relating to variable interest entities	7,393	7,585
Accrued investment income relating to variable interest entities	4,234	4,255
Premiums, reinsurance and other receivables relating to variable interest entities	23,730	21,859
Deferred policy acquisition costs and value of business acquired relating to variable interest entities	25,915	26,706
Other assets relating to variable interest entities	9,136	8,369
Separate account assets	324,977	317,201
Liabilities	'	'
Future policy benefits relating to variable interest entities	189,675	187,942
Policyholder account balances	213,799	212,885
Other policy-related balances relating to variable interest entities	15,361	15,214
Long-term debt, at estimated fair value, relating to variable interest entities	16,783	18,653
Other liabilities relating to variable interest entities	25,214	23,168
Separate account liabilities	324,977	317,201
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	1,129,845,890	1,125,224,024
Common stock, shares outstanding	1,126,571,341	1,122,030,137
Treasury stock, shares	3,274,549	3,193,887
Residential Mortgage Loans - FVO [Member]	'	'
Mortgage loans:	'	'
Mortgage Loans on Real Estate	367	338
Variable interest entities [Member]	'	'
Investments:	'	'
Fixed maturity securities relating to variable interest entities	4,180	4,005
Fair value option and trading securities relating to variable interest entities	84	92
Mortgage loans:	'	'
Mortgage Loans on Real Estate	638	1,621
Policy loans	3	2
Real estate and real estate joint ventures relating to variable interest entities	9	1,141
Other limited partnership interests relating to variable interest entities	53	53
Short-term investments	22	8
Other invested assets relating to variable interest entities	71	78
Cash and cash equivalents relating to variable interest entities	45	70
Accrued investment income relating to variable interest entities	23	26
Premiums, reinsurance and other receivables relating to variable interest entities	21	22
Deferred policy acquisition costs and value of business acquired relating to variable interest entities	260	255
Other assets relating to variable interest entities	140	152
Separate account assets	1,164	1,033
Liabilities	'	'
Future policy benefits relating to variable interest entities	542	516
Policyholder account balances	63	56
Other policy-related balances relating to variable interest entities	203	123
Long-term debt, at estimated fair value, relating to variable interest entities	505	1,868
Other liabilities relating to variable interest entities	66	88
Separate account liabilities	$1,164	$1,033

Consolidated_Statements_of_Ope

Consolidated Statements of Operations and Comprehensive Income (Unaudited) (USD $)	3 Months Ended		6 Months Ended
In Millions, except Per Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Revenues	'	'	'	'
Premiums	$9,873	$9,158	$19,092	$18,309
Universal life and investment-type product policy fees	2,458	2,371	4,879	4,662
Net investment income	5,259	5,282	10,294	11,359
Other revenues	490	490	968	970
Net investment gains (losses):	'	'	'	'
Other-than-temporary impairments on fixed maturity securities	-9	-35	-23	-64
Other-than-temporary impairments on fixed maturity securities transferred to other comprehensive income (loss)	-6	-4	-2	-35
Other net investment gains (losses)	-110	149	-511	523
Total net investment gains (losses)	-125	110	-536	424
Net derivative gains (losses)	311	-1,690	654	-2,320
Total revenues	18,266	15,721	35,351	33,404
Expenses	'	'	'	'
Policyholder benefits and claims	9,988	8,960	19,312	18,355
Interest credited to policyholder account balances	1,709	1,846	3,178	4,436
Policyholder dividends	397	329	700	642
Other expenses	4,222	4,025	8,385	8,163
Total expenses	16,316	15,160	31,575	31,596
Income (loss) from continuing operations before provision for income tax	1,950	561	3,776	1,808
Provision for income tax expense (benefit)	574	53	1,058	305
Income (loss) from continuing operations, net of income tax	1,376	508	2,718	1,503
Income (loss) from discontinued operations, net of income tax	0	2	-3	-1
Net income (loss)	1,376	510	2,715	1,502
Less: Net income (loss) attributable to noncontrolling interests	10	8	21	14
Net income (loss) attributable to MetLife, Inc.	1,366	502	2,694	1,488
Less: Preferred stock dividends	31	31	61	61
Net income (loss) available to MetLife, Inc.'s common shareholders	1,335	471	2,633	1,427
Comprehensive income (loss)	4,228	-3,881	8,710	-3,703
Less: Comprehensive income (loss) attributable to noncontrolling interests, net of income tax	19	-5	62	4
Comprehensive income (loss) attributable to MetLife, Inc.	$4,209	($3,876)	$8,648	($3,707)
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.'s common shareholders per common share:	'	'	'	'
Basic	$1.18	$0.43	$2.34	$1.30
Diluted	$1.17	$0.43	$2.31	$1.29
Net income (loss) available to MetLife, Inc.'s common shareholders per common share:	'	'	'	'
Basic	$1.18	$0.43	$2.34	$1.30
Diluted	$1.17	$0.43	$2.31	$1.29
Cash dividends declared per common share	$0.35	$0.55	$0.63	$0.74

Consolidated_Statements_of_Equ

Consolidated Statements of Equity (Unaudited) (USD $)	Total	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	Treasury Stock at Cost [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]	Total MetLife, Inc.'s Stockholders' Equity [Member]	Noncontrolling Interests [Member]
In Millions
Beginning Balance at Dec. 31, 2012	$64,837	$1	$11	$28,011	$25,205	($172)	$14,642	($223)	($533)	($2,489)	$64,453	$384
Stock-based compensation	165	'	'	165	'	'	'	'	'	'	165	'
Dividends on preferred stock	-61	'	'	'	-61	'	'	'	'	'	-61	'
Dividends on common stock	-808	'	'	'	-808	'	'	'	'	'	-808	'
Change in equity of noncontrolling interests	-22	'	'	-39	'	'	'	'	'	'	-39	17
Net income (loss)	1,502	'	'	'	1,488	'	'	'	'	'	1,488	14	[1]
Other comprehensive income (loss), net of income tax	-5,205	'	'	'	'	'	-4,025	49	-1,292	73	-5,195	-10
Ending Balance at Jun. 30, 2013	60,408	1	11	28,137	25,824	-172	10,617	-174	-1,825	-2,416	60,003	405
Beginning Balance at Dec. 31, 2013	62,096	1	11	29,277	27,332	-172	8,553	-139	-1,659	-1,651	61,553	543
Treasury stock acquired in connection with share repurchases	-4	'	'	'	'	-4	'	'	'	'	-4	'
Stock-based compensation	161	'	'	161	'	'	'	'	'	'	161	'
Dividends on preferred stock	-61	'	'	'	-61	'	'	'	'	'	-61	'
Dividends on common stock	-706	'	'	'	-706	'	'	'	'	'	-706	'
Change in equity of noncontrolling interests	-22	'	'	'	'	'	'	'	'	'	0	-22
Net income (loss)	2,715	'	'	'	2,694	'	'	'	'	'	2,694	21	[1]
Other comprehensive income (loss), net of income tax	5,995	'	'	'	'	'	5,902	69	-80	63	5,954	41
Ending Balance at Jun. 30, 2014	$70,174	$1	$11	$29,438	$29,259	($176)	$14,455	($70)	($1,739)	($1,588)	$69,591	$583
[1]	Net income (loss) at June 30, 2014 and 2013, attributable to noncontrolling interests excludes gains (losses) of redeemable noncontrolling interests in partially-owned consolidated subsidiaries of less than $(1) million and less than $1 million, respectively.

Consolidated_Statements_of_Equ1

Consolidated Statements of Equity (Unaudited) (Parenthetical) (Maximum [Member], USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013
Maximum [Member]	'	'
Net Income (Loss) Attributable to Redeemable Noncontrolling Interest	($1)	$1

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013
Statement of Cash Flows [Abstract]	'	'
Net cash provided by (used in) operating activities	$6,921	$7,314
Cash flows from investing activities	'	'
Sales, maturities and repayments of fixed maturity securities	56,794	64,674
Sales, maturities and repayments of equity securities	320	449
Sales, maturities and repayments of mortgage loans	6,557	5,033
Sales, maturities and repayments of real estate and real estate joint ventures	385	271
Sales, maturities and repayments of other limited partnership interests	383	510
Purchases of fixed maturity securities	-62,844	-65,745
Purchases of equity securities	-452	-644
Purchases of mortgage loans	-6,021	-4,826
Purchases of real estate and real estate joint ventures	-912	-721
Purchases of other limited partnership interests	-852	-926
Cash received in connection with freestanding derivatives	703	777
Cash paid in connection with freestanding derivatives	-2,003	-4,300
Sales of businesses, net of cash and cash equivalents disposed of $262 and $0, respectively	452	373
Sale of bank deposits	0	-6,395
Purchases of investments in insurance joint ventures	-249	0
Net change in policy loans	-5	-111
Net change in short-term investments	1,374	3,880
Net change in other invested assets	-220	-174
Other, net	-110	22
Net cash provided by (used in) investing activities	-6,700	-7,853
Cash flows from financing activities	'	'
Policyholder account balances: Deposits	46,847	41,507
Policyholder account balances: Withdrawals	-47,621	-45,852
Net change in payables for collateral under securities loaned and other transactions	2,891	-440
Net change in bank deposits	0	8
Net change in short-term debt	-75	0
Long-term debt issued	1,000	0
Long-term debt repaid	-2,484	-356
Treasury stock acquired in connection with share repurchases	-4	0
Dividends on preferred stock	-61	-61
Dividends on common stock	-706	-505
Other, net	-221	-91
Net cash provided by (used in) financing activities	-434	-5,790
Effect of change in foreign currency exchange rates on cash and cash equivalents balances	21	-225
Change in cash and cash equivalents	-192	-6,554
Cash and cash equivalents, beginning of period	7,585	15,738
Cash and cash equivalents, end of period	7,393	9,184
Supplemental disclosures of cash flow information:	'	'
Net cash paid for interest	623	618
Net cash paid (received) for Income tax	332	444
Non-cash transactions:	'	'
Real estate and real estate joint ventures acquired in satisfaction of debt	0	55
Dividends on common stock declared and unpaid	0	303
Reduction of redeemable noncontrolling interests	774	0
Reduction of long-term debt	413	0
Reduction of real estate and real estate joint ventures	$1,132	$0

Consolidated_Statements_of_Cas1

Consolidated Statements of Cash Flows (Parenthetical) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013
Statement of Cash Flows [Abstract]	'	'
Cash disposed from sale of businesses	$262	$0

Business_Basis_of_Presentation

Business, Basis of Presentation and Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 2014
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 global provider of life insurance, annuities, employee benefits and asset management. 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 cutoff of November 30. Accordingly, the Company’s interim condensed consolidated financial statements reflect the assets and liabilities of such subsidiaries as of May 31, 2014 and November 30, 2013 and the operating results of such subsidiaries for the three months and six months ended May 31, 2014 and 2013.
	The Company uses the equity method of accounting for investments in equity securities when it has significant influence or at least 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 a 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 2014 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, 2013 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, 2013 (the “2013 Annual Report”), 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 2013 Annual Report.
	Adoption of New Accounting Pronouncements
	Effective January 1, 2014, the Company adopted new guidance regarding reporting of discontinued operations and disclosures of disposals of components of an entity. The guidance increases the threshold for a disposal to qualify as a discontinued operation, expands the disclosures for discontinued operations and requires new disclosures for certain disposals that do not meet the definition of a discontinued operation. Disposals must now represent a strategic shift that has or will have a major effect on the entity’s operations and financial results to qualify as discontinued operations. As discussed in Note 3, the Company sold its wholly-owned subsidiary, MetLife Assurance Limited (“MAL”). As a result of the adoption of this new guidance, the results of operations of MAL and the loss on sale have been included in income from continuing operations.
	Effective January 1, 2014, the Company adopted new guidance regarding the presentation of an unrecognized tax benefit. The new guidance requires that an unrecognized tax benefit, or a portion of an unrecognized tax benefit, be presented in the financial statements as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss, or a tax credit carryforward. However, when the carryforwards are not available at the reporting date to settle any additional income taxes that would result from the disallowance of a tax position or the applicable tax law does not require, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit will be presented in the financial statements as a liability and will not be combined with the related deferred tax asset. The adoption was prospectively applied and resulted in a reduction to other liabilities and a corresponding increase to deferred income tax liability in the amount of $277 million.
	Effective January 1, 2014, the Company adopted new guidance regarding foreign currency that requires an entity that ceases to have a controlling financial interest in a subsidiary or group of assets within a foreign entity 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, 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 new guidance did not have a material impact on the financial statements upon adoption.
	Effective January 1, 2014, the Company adopted new guidance regarding liabilities that requires 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 new guidance did not have a material impact on the financial statements upon adoption.
	Effective January 1, 2014, the Company adopted new guidance on other expenses which 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. In accordance with the adoption of the new accounting pronouncement on January 1, 2014, the Company recorded $57 million in other liabilities, and a corresponding deferred cost, in other assets.
	Future Adoption of New Accounting Pronouncements
	In June 2014, the Financial Accounting Standards Board (“FASB”) issued new guidance on transfers and servicing (Accounting Standards Update (“ASU”) 2014­­­-11, Transfers and Servicing (Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosure), effective prospectively for fiscal years beginning after December 15, 2014 and interim periods within those years. The new guidance requires that repurchase-to-maturity transactions and repurchase financing arrangements be accounted for as secured borrowings and provides for enhanced disclosures, including the nature of collateral pledged and the time to maturity. Certain interim period disclosures for repurchase agreements and securities lending transactions are not required until the second quarter of 2015. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In May 2014, the FASB issued a comprehensive new revenue recognition standard (ASU 2014‑09, Revenue from Contracts with Customers (Topic 606)), effective retrospectively for fiscal years beginning after December 15, 2016 and interim periods within those years. Early adoption of this standard is not permitted. The new guidance will supersede nearly all existing revenue recognition guidance under GAAP; however, it will not impact the accounting for insurance contracts, leases, financial instruments and guarantees. For those contracts that are impacted by the new guidance, the guidance will require an entity to recognize revenue upon the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled to, in exchange for those goods or services. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In January 2014, the FASB issued new guidance regarding investments (ASU 2014‑01, Investments — Equity Method and Joint Ventures (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects), effective retrospectively for fiscal years beginning after December 15, 2014 and interim reporting periods within those years. The new guidance is applicable to investments in flow-through limited liability entities that manage or invest in affordable housing projects that qualify for the low-income housing tax credit. Under the guidance, an entity that meets certain conditions is permitted to make an accounting policy election to amortize the initial cost of its investment in proportion to the tax credits and other tax benefits received and recognize the net investment performance on the statement of operations as a component of income tax expense (benefit). The Company is currently evaluating the impact of this guidance on its consolidated financial statements.

Segment_Information

Segment Information	6 Months Ended
	Jun. 30, 2014
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.
	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. 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 (“AD&D”) coverages. Voluntary & Worksite products and services include 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 structured settlements and 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. The Latin America segment also includes U.S. sponsored direct business, comprised of group and individual products sold through sponsoring organizations and affinity groups. Products included are life, dental, group short- and long-term disability, AD&D coverages, property & casualty and other accident and health coverages, as well as non-insurance products such as identity protection.
	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, credit insurance 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 business activities including 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. Corporate & Other also includes the investment management business through which the Company offers fee-based investment management services to institutional clients. 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 and are referred to as divested businesses. 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 and other pass through adjustments, (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.
	In the first quarter of 2014, MetLife, Inc. began reporting the operations of MAL as divested business. See Note 3. Consequently, the results for Corporate Benefit Funding decreased by $4 million, net of $2 million of income tax, and $9 million, net of $5 million of income tax, for the three months and six months ended June 30, 2013, respectively. Also, the results for Corporate & Other decreased by $4 million, net of $2 million of income tax, and $7 million, net of $4 million of income tax, for the three months and six months ended June 30, 2013, respectively.
	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 six months ended June 30, 2014 and 2013. 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 statistics-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.
	For the Company’s domestic segments, 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 portfolios 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 June 30, 2014		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			America												& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	1,812			$	4,038		$	686		$	780		$	7,316		$	1,913		$	584		$	40		$	9,853		$	20		$	9,873
	Universal life and investment-type product policy fees		1,256				181			55			317			1,809			400			117			34			2,360			98			2,458
	Net investment income		1,963				458			1,443			332			4,196			717			134			48			5,095			164			5,259
	Other revenues		265				104			75			9			453			24			11			5			493			(3		)	490
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(125		)	(125		)
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			311			311
	Total revenues		5,296				4,781			2,259			1,438			13,774			3,054			846			127			17,801			465			18,266
	Expenses
	Policyholder benefits and claims and policyholder dividends		2,438				3,789			1,273			743			8,243			1,425			271			25			9,964			421			10,385
	Interest credited to policyholder account balances		561				39			287			100			987			394			35			9			1,425			284			1,709
	Capitalization of DAC		(249		)		(36		)	(18		)	(93		)	(396		)	(457		)	(170		)	(8		)	(1,031		)	(1		)	(1,032		)
	Amortization of DAC and VOBA		378				35			6			81			500			362			160			3			1,025			37			1,062
	Amortization of negative VOBA		—				—			—			(1		)	(1		)	(92		)	(6		)	—			(99		)	(12		)	(111		)
	Interest expense on debt		—				—			2			—			2			—			—			297			299			13			312
	Other expenses		1,177				638			134			412			2,361			976			446			196			3,979			12			3,991
Total expenses		4,305				4,465			1,684			1,242			11,696			2,608			736			522			15,562			754			16,316
Provision for income tax expense (benefit)		339				111			201			36			687			127			17			(213		)	618			(44		)	574
Operating earnings		$	652			$	205		$	374		$	160		$	1,391		$	319		$	93		$	(182	)	1,621
Adjustments to:
Total revenues																											465
Total expenses																											(754		)
Provision for income tax (expense) benefit																											44
Income (loss) from continuing operations, net of income tax																											$	1,376					$	1,376
		Operating Earnings
		Americas
Three Months Ended June 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		$	1,581			$	3,797		$	503		$	710		$	6,591		$	1,980		$	558		$	28		$	9,157		$	1		$	9,158
Universal life and investment-type product policy fees		1,238				170			65			235			1,708			442			96			35			2,281			90			2,371
Net investment income		1,987				472			1,402			281			4,142			723			120			72			5,057			225			5,282
Other revenues		257				105			67			5			434			28			34			4			500			(10		)	490
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			110			110
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(1,690		)	(1,690		)
Total revenues		5,063				4,544			2,037			1,231			12,875			3,173			808			139			16,995			(1,274		)	15,721
Expenses
Policyholder benefits and claims and policyholder dividends		2,272				3,514			1,080			601			7,467			1,433			256			18			9,174			115			9,289
Interest credited to policyholder account balances		589				39			305			103			1,036			437			37			11			1,521			325			1,846
Capitalization of DAC		(344		)		(35		)	(6		)	(108		)	(493		)	(522		)	(192		)	(5		)	(1,212		)	—			(1,212		)
Amortization of DAC and VOBA		396				33			6			83			518			392			195			—			1,105			(147		)	958
Amortization of negative VOBA		—				—			—			—			—			(113		)	(11		)	—			(124		)	(14		)	(138		)
Interest expense on debt		1				1			2			1			5			—			(1		)	283			287			34			321
Other expenses		1,265				578			116			390			2,349			1,054			460			146			4,009			87			4,096
Total expenses		4,179				4,130			1,503			1,070			10,882			2,681			744			453			14,760			400			15,160
Provision for income tax expense (benefit)		303				139			188			36			666			162			(4		)	(205		)	619			(566		)	53
Operating earnings		$	581			$	275		$	346		$	125		$	1,327		$	330		$	68		$	(109	)	1,616
Adjustments to:
Total revenues																											(1,274		)
Total expenses																											(400		)
Provision for income tax (expense) benefit																											566
Income (loss) from continuing operations, net of income tax																											$	508					$	508
		Operating Earnings
		Americas
Six Months Ended June 30, 2014		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	3,536			$	8,040		$	987		$	1,448		$	14,011		$	3,803		$	1,181		$	75		$	19,070		$	22		$	19,092
Universal life and investment-type product policy fees		2,503				358			112			628			3,601			789			226			67			4,683			196			4,879
Net investment income		3,977				911			2,853			657			8,398			1,410			257			115			10,180			114			10,294
Other revenues		510				211			143			16			880			51			27			26			984			(16		)	968
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(536		)	(536		)
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			654			654
Total revenues		10,526				9,520			4,095			2,749			26,890			6,053			1,691			283			34,917			434			35,351
Expenses
Policyholder benefits and claims and policyholder dividends		4,845				7,570			2,161			1,347			15,923			2,822			532			60			19,337			675			20,012
Interest credited to policyholder account balances		1,116				79			565			198			1,958			781			69			18			2,826			352			3,178
Capitalization of DAC		(483		)		(70		)	(19		)	(182		)	(754		)	(951		)	(346		)	(26		)	(2,077		)	(1		)	(2,078		)
Amortization of DAC and VOBA		807				71			10			160			1,048			700			324			3			2,075			45			2,120
Amortization of negative VOBA		—				—			—			(1		)	(1		)	(186		)	(15		)	—			(202		)	(24		)	(226		)
Interest expense on debt		—				—			4			—			4			—			—			589			593			31			624
Other expenses		2,319				1,266			254			814			4,653			1,966			902			409			7,930			15			7,945
Total expenses		8,604				8,916			2,975			2,336			22,831			5,132			1,466			1,053			30,482			1,093			31,575
Provision for income tax expense (benefit)		658				211			391			70			1,330			274			44			(426		)	1,222			(164		)	1,058
Operating earnings		$	1,264			$	393		$	729		$	343		$	2,729		$	647		$	181		$	(344	)	3,213
Adjustments to:
Total revenues																											434
Total expenses																											(1,093		)
Provision for income tax (expense) benefit																											164
Income (loss) from continuing operations, net of income tax																											$	2,718					$	2,718
		Operating Earnings
		Americas
Six Months Ended June 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		$	3,128			$	7,671		$	919		$	1,385		$	13,103		$	3,978		$	1,125		$	54		$	18,260		$	49		$	18,309
Universal life and investment-type product policy fees		2,405				350			133			460			3,348			886			187			71			4,492			170			4,662
Net investment income		3,948				925			2,792			558			8,223			1,455			248			213			10,139			1,220			11,359
Other revenues		500				213			140			9			862			41			61			17			981			(11		)	970
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			424			424
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(2,320		)	(2,320		)
Total revenues		9,981				9,159			3,984			2,412			25,536			6,360			1,621			355			33,872			(468		)	33,404
Expenses
Policyholder benefits and claims and policyholder dividends		4,425				7,154			2,097			1,155			14,831			2,848			493			27			18,199			798			18,997
Interest credited to policyholder account balances		1,168				78			648			207			2,101			879			72			23			3,075			1,361			4,436
Capitalization of DAC		(718		)		(68		)	(23		)	(213		)	(1,022		)	(1,068		)	(369		)	(9		)	(2,468		)	—			(2,468		)
Amortization of DAC and VOBA		727				67			17			157			968			793			360			—			2,121			(339		)	1,782
Amortization of negative VOBA		—				—			—			(1		)	(1		)	(226		)	(28		)	—			(255		)	(29		)	(284		)
Interest expense on debt		1				1			4			—			6			—			—			569			575			67			642
Other expenses		2,543				1,166			255			762			4,726			2,148			908			310			8,092			399			8,491
Total expenses		8,146				8,398			2,998			2,067			21,609			5,374			1,436			920			29,339			2,257			31,596
Provision for income tax expense (benefit)		628				256			346			77			1,307			323			30			(400		)	1,260			(955		)	305
Operating earnings		$	1,207			$	505		$	640		$	268		$	2,620		$	663		$	155		$	(165	)	3,273
Adjustments to:
Total revenues																											(468		)
Total expenses																											(2,257		)
Provision for income tax (expense) benefit																											955
Income (loss) from continuing operations, net of income tax																											$	1,503					$	1,503
The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
	30-Jun-14				31-Dec-13
	(In millions)
Retail	$	360,783			$	349,516
Group, Voluntary & Worksite Benefits	45,401				43,404
Corporate Benefit Funding	229,128				220,612
Latin America	74,437				69,874
Asia	124,475				119,717
EMEA	31,178				33,382
Corporate & Other	45,718				48,791
Total	$	911,120			$	885,296

Pending_Disposition

Pending Disposition	6 Months Ended
	Jun. 30, 2014
Discontinued Operations and Disposal Groups [Abstract]	'
Pending Disposition	'
	3. Disposition
	In May 2014, the Company completed the sale of its wholly-owned subsidiary, MAL, for $702 million (£418 million) in net cash consideration. As a result of the sale, a loss of $633 million ($442 million, net of income tax), which includes a reduction to goodwill of $60 million ($51 million, net of income tax), was recorded for the six months ended June 30, 2014. A loss of $138 million ($99 million, net of income tax), which includes $77 million ($50 million, net of income tax) related to net investments in foreign operation hedges, was recorded for the three months ended June 30, 2014. The losses are reflected within net investment gains (losses) on the consolidated statements of operations and comprehensive income (loss). The losses on the sale were increased by net income from MAL of $42 million and $77 million for the three months and six months ended June 30, 2014, respectively. MAL’s results of operations are included in continuing operations. They were historically included in the Corporate Benefit Funding segment. See Note 2.

Insurance

Insurance	6 Months Ended
	Jun. 30, 2014
Insurance [Abstract]	'
Insurance	'
	4. Insurance
	Guarantees
	As discussed in Notes 1 and 4 of the Notes to the Consolidated Financial Statements included in the 2013 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 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 on 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-Jun-14				31-Dec-13
		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)	$	204,027	$	102,857	$	201,395	$	100,527
	Separate account value	$	168,187	$	98,901	$	164,500	$	96,459
	Net amount at risk	$	3,917	$	1,382	$	4,203	$	1,219
	Average attained age of contractholders	64 years		64 years		63 years		63 years
	Two Tier Annuities
	General account value	N/A		$	1,025	N/A		$	880
	Net amount at risk	N/A		$	311	N/A		$	234
	Average attained age of contractholders	N/A		50 years		N/A		50 years
		June 30, 2014				December 31, 2013
		Secondary		Paid-Up		Secondary		Paid-Up
		Guarantees		Guarantees		Guarantees		Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	16,468	$	3,640	$	16,048	$	3,700
	Net amount at risk	$	183,942	$	21,020	$	185,920	$	21,737
	Average attained age of policyholders	56 years		61 years		55 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 on 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	6 Months Ended
	Jun. 30, 2014
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 at:
		30-Jun-14				31-Dec-13
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	41,795			$	42,076
	Other policy-related balances	331				298
	Policyholder dividends payable	477				456
	Policyholder dividend obligation	2,986				1,771
	Current income tax payable	18				18
	Other liabilities	641				582
	Total closed block liabilities	46,248				45,201
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	29,295				28,374
	Equity securities available-for-sale, at estimated fair value	90				86
	Mortgage loans	6,031				6,155
	Policy loans	4,651				4,669
	Real estate and real estate joint ventures	543				492
	Other invested assets	997				814
	Total investments	41,607				40,590
	Cash and cash equivalents	311				238
	Accrued investment income	495				477
	Premiums, reinsurance and other receivables	95				98
	Deferred income tax assets	294				293
	Total assets designated to the closed block	42,802				41,696
	Excess of closed block liabilities over assets designated to the closed block	3,446				3,505
	Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
	Unrealized investment gains (losses), net of income tax	2,254				1,502
	Unrealized gains (losses) on derivatives, net of income tax	(5		)		(3		)
	Allocated to policyholder dividend obligation, net of income tax	(1,941		)		(1,151		)
	Total amounts included in AOCI	308				348
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,754			$	3,853
	Information regarding the closed block policyholder dividend obligation was as follows:
			Six Months				Year
			Ended				Ended
			June 30, 2014				December 31, 2013
			(In millions)
	Balance, beginning of period		$	1,771			$	3,828
	Change in unrealized investment and derivative gains (losses)		1,215				(2,057		)
	Balance, end of period		$	2,986			$	1,771
	Information regarding the closed block revenues and expenses was as follows:
			Three Months							Six Months
			Ended							Ended
			June 30,							June 30,
			2014				2013			2014			2013
			(In millions)
	Revenues
	Premiums		$	473			$	489		$	919		$	953
	Net investment income		522				529			1,052			1,062
	Net investment gains (losses)		8				24			8			27
	Net derivative gains (losses)		(3		)		7			(4		)	15
	Total revenues		1,000				1,049			1,975			2,057
	Expenses
	Policyholder benefits and claims		645				669			1,269			1,312
	Policyholder dividends		243				247			476			489
	Other expenses		38				43			79			85
	Total expenses		926				959			1,824			1,886
	Revenues, net of expenses before provision for income tax expense (benefit)		74				90			151			171
	Provision for income tax expense (benefit)		26				33			53			60
Revenues, net of expenses and provision for income tax expense (benefit)		$	48			$	57		$	98		$	111
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	6 Months Ended
	Jun. 30, 2014
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. 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”).
		June 30, 2014																				December 31, 2013
		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	$	99,550			$	10,311			$	468			$	—			$	109,393			$	100,203			$	7,495	$	1,229		$	—	$	106,469
	Foreign corporate	57,557				5,118				187				—				62,488				59,778				3,939		565			—		63,152
	Foreign government	51,794				5,019				186				—				56,627				50,717				4,107		387			—		54,437
	U.S. Treasury and agency	50,310				4,194				157				—				54,347				43,928				2,251		1,056			—		45,123
	RMBS	37,344				2,082				259				103				39,064				34,167				1,584		490			206		35,055
	CMBS	15,119				582				50				—				15,651				16,115				605		170			—		16,550
	ABS	14,558				306				69				7				14,788				15,458				296		171			12		15,571
	State and political subdivision	13,055				1,729				86				—				14,698				13,233				903		306			—		13,830
	Total fixed maturity securities	$	339,287			$	29,341			$	1,462			$	110			$	367,056			$	333,599			$	21,180	$	4,374		$	218	$	350,187
	Equity securities
	Common stock	$	2,138			$	573			$	4			$	—			$	2,707			$	1,927			$	431	$	5		$	—	$	2,353
	Non-redeemable preferred stock	1,114				82				40				—				1,156				1,085				76		112			—		1,049
	Total equity securities	$	3,252			$	655			$	44			$	—			$	3,863			$	3,012			$	507	$	117		$	—	$	3,402
	The Company held non-income producing fixed maturity securities with an estimated fair value of $32 million and $74 million with unrealized gains (losses) of $18 million and $23 million at June 30, 2014 and December 31, 2013, 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:
		June 30, 2014								December 31, 2013
		Amortized				Estimated				Amortized				Estimated
		Cost				Fair				Cost				Fair
						Value								Value
		(In millions)
	Due in one year or less	$	14,242			$	14,480			$	15,828			$	16,030
	Due after one year through five years	77,029				81,202				70,467				74,229
	Due after five years through ten years	78,643				85,648				78,159				83,223
	Due after ten years	102,352				116,223				103,405				109,529
	Subtotal	272,266				297,553				267,859				283,011
	Structured securities (RMBS, CMBS and ABS)	67,021				69,503				65,740				67,176
	Total fixed maturity securities	$	339,287			$	367,056			$	333,599			$	350,187
	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.
		June 30, 2014																December 31, 2013
		Less than 12 Months								Equal to or Greater than 12 Months								Less than 12 Months								Equal to or Greater 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	$	4,041			$	59			$	7,002			$	409			$	13,889			$	808			$	3,807	$	421
	Foreign corporate	2,781				70				2,822				117				9,019				402				2,320		163
	Foreign government	2,226				54				1,955				132				5,052				336				1,846		51
	U.S. Treasury and agency	4,865				6				5,673				151				15,225				1,037				357		19
	RMBS	1,640				77				4,162				285				10,754				363				2,302		333
	CMBS	860				20				1,076				30				3,696				142				631		28
	ABS	2,845				17				786				59				3,772				59				978		124
	State and political subdivision	155				2				1,214				84				3,109				225				351		81
	Total fixed maturity securities	$	19,413			$	305			$	24,690			$	1,267			$	64,516			$	3,372			$	12,592	$	1,220
	Equity securities
	Common stock	$	90			$	4			$	—			$	—			$	81			$	4			$	16	$	1
	Non-redeemable preferred stock	68				2				348				38				364				65				191		47
	Total equity securities	$	158			$	6			$	348			$	38			$	445			$	69			$	207	$	48
	Total number of securities in an unrealized loss position	1,611								1,853								4,480								1,571
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 2013 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 June 30, 2014. Future other-than-temporary impairment (“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 decreased $3.0 billion during the six months ended June 30, 2014 from $4.6 billion to $1.6 billion. The decrease in gross unrealized losses for the six months ended June 30, 2014, was primarily attributable to a decrease in interest rates, and to a lesser extent narrowing credit spreads.
At June 30, 2014, $236 million of the total $1.6 billion of gross unrealized losses were from 68 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 $236 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, $143 million, or 61%, are related to gross unrealized losses on 44 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 $236 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, $93 million, or 39%, are related to gross unrealized losses on 24 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) and ABS (primarily foreign ABS) 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 and valuations of residential real estate supporting non-agency RMBS. Management 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
Gross unrealized losses on equity securities decreased $73 million during the six months ended June 30, 2014 from $117 million to $44 million. Of the $44 million, $27 million were from nine 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 59% were rated A or better.
Mortgage Loans
Mortgage Loans by Portfolio Segment
Mortgage loans are summarized as follows at:
	June 30, 2014							December 31, 2013
	Carrying				% of			Carrying				% of
	Value				Total			Value				Total
	(In millions)							(In millions)
Mortgage loans held-for-investment:
Commercial	$	40,604			71	%		$	40,926			70.9	%
Agricultural	11,961				20.9			12,391				21.5
Residential	3,947				6.9			2,772				4.8
Subtotal (1)	56,512				98.8			56,089				97.2
Valuation allowances	(294		)		(0.5	)		(322		)		(0.6	)
Subtotal mortgage loans held-for-investment, net	56,218				98.3			55,767				96.6
Residential — fair value option (“FVO”)	367				0.6			338				0.6
Commercial mortgage loans held by CSEs — FVO	638				1.1			1,598				2.8
Total mortgage loans held-for-investment, net	57,223				100			57,703				100
Mortgage loans held-for-sale	—				—			3				—
Total mortgage loans, net	$	57,223			100	%		$	57,706			100	%
__________________
-1	Purchases of mortgage loans were $818 million and $1.4 billion for the three months and six months ended June 30, 2014, respectively. Purchases of mortgage loans were $836 million and $886 million for the three months and six months ended June 30, 2013, respectively.
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:
	June 30, 2014																December 31, 2013
	Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
	(In millions)
Mortgage loans:
Evaluated individually for credit losses	$	415			$	75			$	9			$	499			$	506			$	100			$	16	$	622
Evaluated collectively for credit losses	40,189				11,886				3,938				56,013				40,420				12,291				2,756		55,467
Total mortgage loans	40,604				11,961				3,947				56,512				40,926				12,391				2,772		56,089
Valuation allowances:
Specific credit losses	33				6				—				39				58				7				1		66
Non-specifically identified credit losses	197				36				22				255				200				37				19		256
Total valuation allowances	230				42				22				294				258				44				20		322
Mortgage loans, net of valuation allowance	$	40,374			$	11,919			$	3,925			$	56,218			$	40,668			$	12,347			$	2,752	$	55,767
Valuation Allowance Rollforward by Portfolio Segment
The changes in the valuation allowance, by portfolio segment, were as follows:
	Three Months
	Ended
	June 30,
	2014																2013
	Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
	(In millions)
Balance, beginning of period	$	259			$	42			$	25			$	326			$	275			$	54			$	3	$	332
Provision (release)	(5		)		—				(3		)		(8		)		(33		)		1				8		(24		)
Charge-offs, net of recoveries	(24		)		—				—				(24		)		—				(6		)		—		(6		)
Balance, end of period	$	230			$	42			$	22			$	294			$	242			$	49			$	11	$	302
	Six Months
	Ended
	June 30,
	2014																2013
	Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
	(In millions)
Balance, beginning of period	$	258			$	44			$	20			$	322			$	293			$	52			$	2	$	347
Provision (release)	(4		)		(2		)		3				(3		)		(51		)		7				9		(35		)
Charge-offs, net of recoveries	(24		)		—				(1		)		(25		)		—				(10		)		—		(10		)
Balance, end of period	$	230			$	42			$	22			$	294			$	242			$	49			$	11	$	302
Credit Quality of Commercial Mortgage Loans
The credit quality of commercial mortgage loans held-for-investment were as follows 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)
30-Jun-14
Loan-to-value ratios:
Less than 65%	$	31,658			$	587			$	534			$	32,779			80.7	%		$	34,876			81.5	%
65% to 75%	5,513				498				57				6,068				15			6,206				14.5
76% to 80%	548				212				57				817				2			816				1.9
Greater than 80%	424				303				213				940				2.3			909				2.1
Total	$	38,143			$	1,600			$	861			$	40,604			100	%		$	42,807			100	%
31-Dec-13
Loan-to-value ratios:
Less than 65%	$	30,552			$	614			$	841			$	32,007			78.2	%		$	33,519			78.9	%
65% to 75%	6,360				438				149				6,947				17			7,039				16.6
76% to 80%	525				192				189				906				2.2			892				2.1
Greater than 80%	661				242				163				1,066				2.6			1,006				2.4
Total	$	38,098			$	1,486			$	1,342			$	40,926			100	%		$	42,456			100	%
Credit Quality of Agricultural Mortgage Loans
The credit quality of agricultural mortgage loans held-for-investment were as follows at:
	June 30, 2014							December 31, 2013
	Recorded				% of			Recorded				% of
	Investment				Total			Investment				Total
	(In millions)							(In millions)
Loan-to-value ratios:
Less than 65%	$	11,277			94.3	%		$	11,461			92.5	%
65% to 75%	552				4.6			729				5.9
76% to 80%	40				0.3			84				0.7
Greater than 80%	92				0.8			117				0.9
Total	$	11,961			100	%		$	12,391			100	%
The estimated fair value of agricultural mortgage loans held-for-investment was $12.3 billion and $12.7 billion at June 30, 2014 and December 31, 2013, respectively.
Credit Quality of Residential Mortgage Loans
The credit quality of residential mortgage loans held-for-investment were as follows at:
	June 30, 2014							December 31, 2013
	Recorded				% of			Recorded				% of
	Investment				Total			Investment				Total
	(In millions)							(In millions)
Performance indicators:
Performing	$	3,847			97.5	%		$	2,693			97.1	%
Nonperforming	100				2.5			79				2.9
Total	$	3,947			100	%		$	2,772			100	%
The estimated fair value of residential mortgage loans held-for-investment was $4.1 billion and $2.8 billion at June 30, 2014 and December 31, 2013, 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 June 30, 2014 and December 31, 2013. The Company defines delinquency consistent with industry practice, when mortgage loans are past due as follows: commercial and residential mortgage loans — 60 days and agricultural mortgage loans — 90 days. The past due and accrual status of mortgage loans at recorded investment, prior to valuation allowances, by portfolio segment, were as follows at:
	Past Due								Greater than 90 Days Past Due								Nonaccrual Status
									and Still Accruing Interest
	June 30, 2014				December 31, 2013				June 30, 2014				December 31, 2013				June 30, 2014				December 31, 2013
	(In millions)
Commercial	$	12			$	12			$	12			$	12			$	113			$	191
Agricultural	45				44				—				—				46				47
Residential	100				79				—				—				89				65
Total	$	157			$	135			$	12			$	12			$	248			$	303
Impaired Mortgage Loans
Impaired mortgage loans held-for-investment, including those modified in a troubled debt restructuring, by portfolio segment, were 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)
30-Jun-14
Commercial	$	132			$	132			$	33			$	99			$	285			$	283			$	417	$	382
Agricultural	55				53				6				47				23				22				78		69
Residential	—				—				—				—				12				9				12		9
Total	$	187			$	185			$	39			$	146			$	320			$	314			$	507	$	460
31-Dec-13
Commercial	$	214			$	210			$	58			$	152			$	299			$	296			$	513	$	448
Agricultural	68				66				7				59				35				34				103		93
Residential	12				12				1				11				5				4				17		15
Total	$	294			$	288			$	66			$	222			$	339			$	334			$	633	$	556
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																Six Months
	Ended																Ended
	June 30,																June 30,
	2014								2013								2014								2013
	Average				Interest				Average				Interest				Average				Interest				Average		Interest
	Recorded				Income				Recorded				Income				Recorded				Income				Recorded		Income
	Investment								Investment								Investment								Investment
	(In millions)
Commercial	$	462			$	4			$	531			$	4			$	476			$	7			$	534	$	7
Agricultural	88				3				158				2				92				6				165		3
Residential	9				—				14				—				12				—				14		—
Total	$	559			$	7			$	703			$	6			$	580			$	13			$	713	$	10
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
	June 30,
	2014											2013
	Number of			Carrying Value after Specific								Number of			Carrying Value after Specific
	Mortgage Loans			Valuation Allowance								Mortgage Loans			Valuation Allowance
				Pre-Modification				Post-Modification							Pre-Modification				Post-Modification
				(In millions)											(In millions)
Commercial	—			$	—			$	—			—			$	—			$	—
Agricultural	1			1				1				1			4				4
Residential	17			3				2				6			1				1
Total	18			$	4			$	3			7			$	5			$	5
	Six Months
	Ended
	June 30,
	2014											2013
	Number of			Carrying Value after Specific								Number of			Carrying Value after Specific
	Mortgage Loans			Valuation Allowance								Mortgage Loans			Valuation Allowance
				Pre-Modification				Post-Modification							Pre-Modification				Post-Modification
				(In millions)											(In millions)
Commercial	—			$	—			$	—			—			$	—			$	—
Agricultural	1			1				1				1			4				4
Residential	44			9				7				6			1				1
Total	45			$	10			$	8			7			$	5			$	5
The number of mortgage loans and carrying value of mortgage loans with subsequent payment defaults that were modified in a troubled debt restructuring during the previous 12 months were as follows:
	Three Months
	Ended
	June 30,
	2014									2013
	Number of			Carrying Value						Number of			Carrying Value
	Mortgage Loans									Mortgage Loans
				(In millions)									(In millions)
Commercial	—			$	—					—			$	—
Agricultural	—			—						—			—
Residential (1)	2			—						—			—
Total	2			$	—					—			$	—
	Six Months
	Ended
	June 30,
	2014									2013
	Number of			Carrying Value						Number of			Carrying Value
	Mortgage Loans									Mortgage Loans
				(In millions)									(In millions)
Commercial	—			$	—					—			$	—
Agricultural	2			24						—			—
Residential (1)	2			—						—			—
Total	4			$	24					—			$	—
__________________
-1	Residential mortgage loans for the three months and six months ended June 30, 2014 had a carrying value of less than $1 million.
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 $2.8 billion and $3.8 billion at June 30, 2014 and December 31, 2013, respectively.
Net Unrealized Investment Gains (Losses)
The components of net unrealized investment gains (losses), included in AOCI, were as follows:
	June 30, 2014				December 31, 2013
	(In millions)
Fixed maturity securities	$	27,769			$	16,672
Fixed maturity securities with noncredit OTTI losses in AOCI	(110		)		(218		)
Total fixed maturity securities	27,659				16,454
Equity securities	631				390
Derivatives	737				375
Other	(12		)		(73		)
Subtotal	29,015				17,146
Amounts allocated from:
Insurance liability loss recognition	(1,980		)		(898		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	1				6
DAC and VOBA	(1,881		)		(1,190		)
Policyholder dividend obligation	(2,986		)		(1,771		)
Subtotal	(6,846		)		(3,853		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	39				73
Deferred income tax benefit (expense)	(7,826		)		(4,956		)
Net unrealized investment gains (losses)	14,382				8,410
Net unrealized investment gains (losses) attributable to noncontrolling interests	3				4
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$	14,385			$	8,414
The changes in fixed maturity securities with noncredit OTTI losses included in AOCI were as follows:
	Six Months				Year
	Ended				Ended
	June 30, 2014				December 31, 2013
	(In millions)
Balance, beginning of period	$	(218	)		$	(361	)
Noncredit OTTI losses and subsequent changes recognized (1)	2				60
Securities sold with previous noncredit OTTI loss	25				149
Subsequent changes in estimated fair value	81				(66		)
Balance, end of period	$	(110	)		$	(218	)
__________________
-1	Noncredit OTTI losses and subsequent changes recognized, net of DAC, were ($6) million and $52 million for the six months ended June 30, 2014 and the year ended December 31, 2013, respectively.
The changes in net unrealized investment gains (losses) were as follows:
	Six Months
	Ended
	June 30, 2014
	(In millions)
Balance, beginning of period	$	8,414
Fixed maturity securities on which noncredit OTTI losses have been recognized	108
Unrealized investment gains (losses) during the period	11,761
Unrealized investment gains (losses) relating to:
Insurance liability gain (loss) recognition	(1,082		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(5		)
DAC and VOBA	(691		)
Policyholder dividend obligation	(1,215		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(34		)
Deferred income tax benefit (expense)	(2,870		)
Net unrealized investment gains (losses)	14,386
Net unrealized investment gains (losses) attributable to noncontrolling interests	(1		)
Balance, end of period	$	14,385
Change in net unrealized investment gains (losses)	$	5,972
Change in net unrealized investment gains (losses) attributable to noncontrolling interests	(1		)
Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$	5,971
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 $22.1 billion and $21.7 billion at June 30, 2014 and December 31, 2013, 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 $27.4 billion and $26.9 billion at June 30, 2014 and December 31, 2013, respectively.
Securities Lending
Elements of the securities lending program are presented below at:
	June 30, 2014				December 31, 2013
	(In millions)
Securities on loan: (1)
Amortized cost	$	28,356			$	27,094
Estimated fair value	$	30,355			$	27,595
Cash collateral on deposit from counterparties (2)	$	30,910			$	28,319
Security collateral on deposit from counterparties (3)	$	85			$	—
Reinvestment portfolio — estimated fair value	$	31,396			$	28,481
_________________
-1	Included within fixed maturity securities, short-term investments, equity securities and cash and cash equivalents.
-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 at:
	June 30, 2014				December 31, 2013
	(In millions)
Invested assets on deposit (regulatory deposits) (1)	$	9,057			$	2,153
Invested assets held in trust (collateral financing arrangements and reinsurance agreements)	11,583				11,004
Invested assets pledged as collateral (2)	23,857				23,770
Total invested assets on deposit, held in trust and pledged as collateral	$	44,497			$	36,927
__________________
-1	In 2013, MetLife, Inc. announced its plans to merge three U.S.-based life insurance companies and an offshore reinsurance subsidiary to create one larger U.S.-based and U.S.-regulated life insurance company (the “Mergers”). The Mergers are expected to occur in the fourth quarter of 2014, subject to regulatory approvals. The companies to be merged are MetLife Insurance Company of Connecticut (“MICC”), MetLife Investors USA Insurance Company (“MLI-USA”) and MetLife Investors Insurance Company, each a U.S. insurance company that issues variable annuity products in addition to other products, and Exeter Reassurance Company, Ltd. (“Exeter”), a reinsurance company that mainly reinsures guarantees associated with variable annuity products. MICC, which is expected to be renamed and domiciled in Delaware, will be the surviving entity. In October 2013, Exeter, formerly a Cayman Islands company, was re-domesticated to Delaware. Effective January 1, 2014, following receipt of New York State Department of Financial Services (the “Department of Financial Services”) approval, MICC withdrew its license to issue insurance policies and annuity contracts in New York. Also effective January 1, 2014, MICC reinsured with an affiliate all existing New York insurance policies and annuity contracts that include a separate account feature. On December 31, 2013, MICC deposited investments with an estimated fair market value of $6.3 billion into a custodial account to secure MICC’s remaining New York policyholder liabilities not covered by the reinsurance, which became restricted on January 1, 2014.
-2	The Company has pledged invested assets 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 2013 Annual Report), collateral financing arrangements (see Note 13 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report) and derivative transactions (see Note 7).
See “— Securities Lending” for securities on loan and Note 5 for investments designated to the closed block.
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 June 30, 2014 and December 31, 2013. 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.
	June 30, 2014								December 31, 2013
	Total				Total				Total				Total
	Assets				Liabilities				Assets				Liabilities
	(In millions)
MRSC (collateral financing arrangement (primarily securities)) (1)	$	3,457			$	—			$	3,440			$	—
Operating joint venture (2)	2,383				2,016				2,095				1,777
CSEs (assets (primarily loans) and liabilities (primarily debt)) (3)	661				512				1,630				1,457
Investments:
Real estate and real estate joint ventures (4)	10				15				1,181				443
Other invested assets	75				—				82				7
FVO and trading securities	66				—				69				—
Other limited partnership interests	61				—				61				—
Total	$	6,713			$	2,543			$	8,558			$	3,684
__________________
-1	See Note 13 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report for a description of the MetLife Reinsurance Company of South Carolina (“MRSC”) collateral financing arrangement.
-2	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.
-3	The Company consolidates entities 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 Company’s exposure was limited to that of its remaining investment in these entities of $129 million and $154 million at estimated fair value at June 30, 2014 and December 31, 2013, 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 $13 million and $31 million for the three months and six months ended June 30, 2014, respectively, and $34 million and $67 million for the three months and six months ended June 30, 2013, respectively.
-4	At December 31, 2013, the Company consolidated an open ended core real estate fund formed in the fourth quarter of 2013 (the “MetLife Core Property Fund”), which represented the majority of the balances at December 31, 2013. As a result of the quarterly reassessment in the first quarter of 2014, the Company no longer consolidates the MetLife Core Property Fund, effective March 31, 2014, based on the terms of the revised partnership agreement. The Company accounts for its retained interest in the real estate fund under the equity method. Assets of the real estate fund are a real estate investment trust which holds primarily traditional core income-producing real estate which has associated liabilities that are primarily non-recourse debt secured by certain real estate assets of the fund. 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 Company’s exposure was limited to that of its investment in the real estate fund of $178 million at carrying value at December 31, 2013. The long-term debt bore interest primarily at fixed rates ranging from 1.39% to 4.45%, payable primarily on a monthly basis.
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:
	June 30, 2014								December 31, 2013
	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)	$	69,503			$	69,503			$	67,176			$	67,176
U.S. and foreign corporate	4,234				4,234				3,966				3,966
Other limited partnership interests	5,362				7,264				5,041				6,994
Other invested assets	1,571				1,715				1,509				1,897
FVO and trading securities	582				582				619				619
Mortgage loans	107				107				106				106
Real estate joint ventures	66				67				70				71
Equity securities AFS:
Non-redeemable preferred stock	41				41				35				35
Total	$	81,466			$	83,513			$	78,522			$	80,864
__________________
-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 $234 million and $257 million at June 30, 2014 and December 31, 2013, 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 in mortgage-backed or asset-backed securities issued by trusts that do not have substantial equity.
As described in Note 14, 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 six months ended June 30, 2014 and 2013
Net Investment Income
The components of net investment income were as follows:
		Three Months								Six Months
		Ended								Ended
		June 30,								June 30,
		2014				2013				2014				2013
		(In millions)
Investment income:
Fixed maturity securities		$	3,758			$	3,709			$	7,411			$	7,535
Equity securities		37				36				67				60
FVO and trading securities — Actively Traded Securities and FVO general account securities (1)		44				(11		)		81				10
Mortgage loans		708				716				1,417				1,454
Policy loans		158				152				315				307
Real estate and real estate joint ventures		262				243				479				436
Other limited partnership interests		206				275				535				521
Cash, cash equivalents and short-term investments		41				45				88				94
International joint ventures		3				5				3				(9		)
Other		31				49				76				112
Subtotal		5,248				5,219				10,472				10,520
Less: Investment expenses		299				287				575				587
Subtotal, net		4,949				4,932				9,897				9,933
FVO and trading securities — FVO contractholder-directed unit-linked investments (1)		295				314				360				1,353
FVO CSEs — interest income:
Commercial mortgage loans		14				34				36				71
Securities		1				2				1				2
Subtotal		310				350				397				1,426
Net investment income		$	5,259			$	5,282			$	10,294			$	11,359
__________________
-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 as follows:
		Three Months								Six Months
		Ended								Ended
		June 30,								June 30,
		2014				2013				2014				2013
		(In millions)
Actively Traded Securities and FVO general account securities		$	14			$	(24	)		$	25			$	(14	)
FVO contractholder-directed unit-linked investments		$	138			$	123			$	81			$	1,078
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								Six Months
	Ended								Ended
	June 30,								June 30,
	2014				2013				2014				2013
	(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	$	—			$	(27	)		$	—			$	(32	)
Consumer	—				—				(7		)		(8		)
Finance	—				—				—				(10		)
Transportation	(2		)		—				(2		)		—
Communications	—				(2		)		—				(2		)
Total U.S. and foreign corporate securities	(2		)		(29		)		(9		)		(52		)
RMBS	(6		)		(10		)		(9		)		(47		)
ABS	(7		)		—				(7		)		—
OTTI losses on fixed maturity securities recognized in earnings	(15		)		(39		)		(25		)		(99		)
Fixed maturity securities — net gains (losses) on sales and disposals	69				179				165				548
Total gains (losses) on fixed maturity securities	54				140				140				449
Total gains (losses) on equity securities:
Total OTTI losses recognized — by sector:
Non-redeemable preferred stock	(23		)		—				(23		)		(20		)
Common stock	(10		)		(1		)		(11		)		(2		)
OTTI losses on equity securities recognized in earnings	(33		)		(1		)		(34		)		(22		)
Equity securities — net gains (losses) on sales and disposals	58				5				84				(1		)
Total gains (losses) on equity securities	25				4				50				(23		)
FVO and trading securities — FVO general account securities	(1		)		4				8				8
Mortgage loans	16				23				5				35
Real estate and real estate joint ventures	(1		)		(9		)		64				(23		)
Other limited partnership interests	(36		)		(41		)		(38		)		(41		)
Other investment portfolio gains (losses)	(2		)		27				(6		)		34
Subtotal — investment portfolio gains (losses)	55				148				223				439
FVO CSEs:
Commercial mortgage loans	(16		)		(19		)		(15		)		(32		)
Long-term debt — related to commercial mortgage loans	17				26				18				48
Long-term debt — related to securities	—				1				—				—
Non-investment portfolio gains (losses) (1)	(181		)		(46		)		(762		)		(31		)
Subtotal FVO CSEs and non-investment portfolio gains (losses)	(180		)		(38		)		(759		)		(15		)
Total net investment gains (losses)	$	(125	)		$	110			$	(536	)		$	424
__________________
-1	Non-investment portfolio gain (losses) for the three months and six months ended June 30, 2014 includes a loss of ($138) million and ($633) million, respectively, related to the disposition of MAL. See Note 3.
See “— Variable Interest Entities” for discussion of CSEs.
Gains (losses) from foreign currency transactions included within net investment gains (losses) were ($112) million and ($107) million for the three months and six months ended June 30, 2014, respectively, and $17 million and $75 million for the three months and six months ended June 30, 2013, 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
	June 30,
	2014				2013				2014				2013				2014				2013
	Fixed Maturity Securities								Equity Securities								Total
	(In millions)
Proceeds	$	19,700			$	22,072			$	326			$	269			$	20,026			$	22,341
Gross investment gains	$	176			$	323			$	60			$	10			$	236			$	333
Gross investment losses	(107		)		(144		)		(2		)		(5		)		(109		)		(149		)
Total OTTI losses:
Credit-related	(15		)		(39		)		—				—				(15		)		(39		)
Other (1)	—				—				(33		)		(1		)		(33		)		(1		)
Total OTTI losses	(15		)		(39		)		(33		)		(1		)		(48		)		(40		)
Net investment gains (losses)	$	54			$	140			$	25			$	4			$	79			$	144
	Six Months
	Ended
	June 30,
	2014				2013				2014				2013				2014				2013
	Fixed Maturity Securities								Equity Securities								Total
	(In millions)
Proceeds	$	41,991			$	41,622			$	427			$	355			$	42,418			$	41,977
Gross investment gains	$	490			$	823			$	87			$	18			$	577			$	841
Gross investment losses	(325		)		(275		)		(3		)		(19		)		(328		)		(294		)
Total OTTI losses:
Credit-related	(25		)		(81		)		—				—				(25		)		(81		)
Other (1)	—				(18		)		(34		)		(22		)		(34		)		(40		)
Total OTTI losses	(25		)		(99		)		(34		)		(22		)		(59		)		(121		)
Net investment gains (losses)	$	140			$	449			$	50			$	(23	)		$	190			$	426
_________________
-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								Six Months
	Ended								Ended
	June 30,								June 30,
	2014				2013				2014				2013
	(In millions)
Balance, beginning of period	$	370			$	398			$	378			$	392
Additions:
Initial impairments — credit loss OTTI recognized on securities not previously impaired	—				1				—				2
Additional impairments — credit loss OTTI recognized on securities previously impaired	6				6				8				41
Reductions:
Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(10		)		(24		)		(20		)		(54		)
Securities impaired to net present value of expected future cash flows	(7		)		—				(7		)		—
Balance, end of period	$	359			$	381			$	359			$	381

Derivatives

Derivatives	6 Months Ended
	Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivatives	'
	7. Derivatives
	Accounting for Derivatives
	Freestanding Derivatives
	Freestanding derivatives are carried on the Company’s balance sheet 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.
	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
	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 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 changes in estimated fair values of the hedging derivatives are exclusive of any accruals that are separately reported on the 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 on the balance sheet 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 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 on the balance sheet 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 on the balance sheet, with changes in its estimated fair value recognized in the current period as net derivative gains (losses).
	Embedded Derivatives
	The Company sells variable annuities and 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 on the balance sheet 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 currency 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 London Interbank Offered Rate (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:
					June 30, 2014												December 31, 2013
			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		$	6,213			$	1,653			$	30			$	6,419			$	1,282	$	78
Foreign currency swaps		Foreign currency exchange rate		1,780				229				31				2,713				252		135
Foreign currency forwards		Foreign currency exchange rate		2,825				4				4				2,935				—		77
Subtotal				10,818				1,886				65				12,067				1,534		290
Cash flow hedges:
Interest rate swaps		Interest rate		2,878				266				17				3,121				83		141
Interest rate forwards		Interest rate		640				45				8				450				7		7
Foreign currency swaps		Foreign currency exchange rate		14,921				457				614				12,452				401		660
Subtotal				18,439				768				639				16,023				491		808
Foreign operations hedges:
Foreign currency forwards		Foreign currency exchange rate		2,725				1				19				3,182				82		47
Currency options		Foreign currency exchange rate		6,419				39				68				7,362				318		—
Subtotal				9,144				40				87				10,544				400		47
Total qualifying hedges				38,401				2,694				791				38,634				2,425		1,145
Derivatives Not Designated or Not Qualifying as Hedging Instruments
Interest rate swaps		Interest rate		95,551				3,405				1,388				107,354				3,330		1,767
Interest rate floors		Interest rate		67,265				457				285				63,064				451		346
Interest rate caps		Interest rate		36,605				111				—				39,460				177		—
Interest rate futures		Interest rate		6,364				3				6				6,011				9		9
Interest rate options		Interest rate		39,361				524				179				40,978				255		243
Synthetic GICs		Interest rate		4,362				—				—				4,409				—		—
Foreign currency swaps		Foreign currency exchange rate		9,222				124				712				9,307				133		684
Foreign currency forwards		Foreign currency exchange rate		12,669				107				95				11,311				69		359
Currency futures		Foreign currency exchange rate		382				1				—				1,316				1		1
Currency options		Foreign currency exchange rate		8,389				155				7				2,265				53		48
Credit default swaps — purchased		Credit		3,675				6				49				3,725				7		51
Credit default swaps — written		Credit		9,982				175				2				9,055				166		1
Equity futures		Equity market		5,814				1				11				5,157				1		43
Equity options		Equity market		38,116				1,272				1,228				37,411				1,344		1,068
Variance swaps		Equity market		21,985				217				691				21,636				174		577
TRRs		Equity market		3,449				—				138				3,802				—		179
Total non-designated or non-qualifying derivatives				363,191				6,558				4,791				366,261				6,170		5,376
Total				$	401,592			$	9,252			$	5,582			$	404,895			$	8,595	$	6,521
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 June 30, 2014 and December 31, 2013. 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 on the 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								Six Months
	Ended								Ended
	June 30,								June 30,
	2014				2013				2014				2013
	(In millions)
Derivatives and hedging gains (losses) (1)	$	82			$	(2,769	)		$	534			$	(5,083	)
Embedded derivatives	229				1,079				120				2,763
Total net derivative gains (losses)	$	311			$	(1,690	)		$	654			$	(2,320	)
__________________
-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								Six Months
	Ended								Ended
	June 30,								June 30,
	2014				2013				2014				2013
	(In millions)
Qualifying hedges:
Net investment income	$	34			$	35			$	67			$	71
Interest credited to policyholder account balances	32				36				64				71
Other expenses	—				(1		)		(1		)		(4		)
Non-qualifying hedges:
Net investment income	(1		)		(2		)		(2		)		(3		)
Net derivative gains (losses)	149				200				368				215
Policyholder benefits and claims	(56		)		9				(64		)		(56		)
Total	$	158			$	277			$	432			$	294
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
	Derivative				Investment				Benefits and
	Gains (Losses)				Income (1)				Claims (2)
	(In millions)
Three Months Ended June 30, 2014
Interest rate derivatives	$	305			$	—			$	10
Foreign currency exchange rate derivatives	(81		)		—				—
Credit derivatives — purchased	(7		)		(1		)		—
Credit derivatives — written	22				—				—
Equity derivatives	(425		)		(6		)		(119		)
Total	$	(186	)		$	(7	)		$	(109	)
Three Months Ended June 30, 2013
Interest rate derivatives	$	(2,128	)		$	—			$	(19	)
Foreign currency exchange rate derivatives	(533		)		—				—
Credit derivatives — purchased	1				(1		)		—
Credit derivatives — written	(5		)		—				—
Equity derivatives	(329		)		(4		)		(82		)
Total	$	(2,994	)		$	(5	)		$	(101	)
Six Months Ended June 30, 2014
Interest rate derivatives	$	603			$	—			$	22
Foreign currency exchange rate derivatives	(12		)		—				—
Credit derivatives — purchased	(6		)		—				—
Credit derivatives — written	13				—				—
Equity derivatives	(606		)		(12		)		(157		)
Total	$	(8	)		$	(12	)		$	(135	)
Six Months Ended June 30, 2013
Interest rate derivatives	$	(2,361	)		$	—			$	(17	)
Foreign currency exchange rate derivatives	(984		)		—				—
Credit derivatives — purchased	(5		)		(4		)		—
Credit derivatives — written	27				—				—
Equity derivatives	(1,882		)		(11		)		(356		)
Total	$	(5,205	)		$	(15	)		$	(373	)
__________________
-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.
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 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 June 30, 2014
Interest rate swaps:		Fixed maturity securities		$	(3	)		$	2			$	(1	)
		Policyholder liabilities (1)		137				(131		)		6
Foreign currency swaps:		Foreign-denominated fixed maturity securities		(3		)		3				—
		Foreign-denominated PABs (2)		1				(3		)		(2		)
Foreign currency forwards:		Foreign-denominated fixed maturity securities		6				(5		)		1
Total				$	138			$	(134	)		$	4
Three Months Ended June 30, 2013
Interest rate swaps:		Fixed maturity securities		$	30			$	(30	)		$	—
		Policyholder liabilities (1)		(383		)		381				(2		)
Foreign currency swaps:		Foreign-denominated fixed maturity securities		13				(11		)		2
		Foreign-denominated PABs (2)		(55		)		63				8
Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
Total				$	(395	)		$	403			$	8
Six Months Ended June 30, 2014
Interest rate swaps:		Fixed maturity securities		$	(2	)		$	3			$	1
		Policyholder liabilities (1)		346				(335		)		11
Foreign currency swaps:		Foreign-denominated fixed maturity securities		(7		)		7				—
		Foreign-denominated PABs (2)		(26		)		29				3
Foreign currency forwards:		Foreign-denominated fixed maturity securities		16				(14		)		2
Total				$	327			$	(310	)		$	17
Six Months Ended June 30, 2013
Interest rate swaps:		Fixed maturity securities		$	38			$	(38	)		$	—
		Policyholder liabilities (1)		(536		)		533				(3		)
Foreign currency swaps:		Foreign-denominated fixed maturity securities		17				(16		)		1
		Foreign-denominated PABs (2)		(194		)		196				2
Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
Total				$	(675	)		$	675			$	—
__________________
-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 the three months and six months ended June 30, 2014, $2 million and $5 million, respectively, of the change in fair value of derivatives was excluded from the assessment of effectiveness. For both the three months and six months ended June 30, 2013, no component of the change in fair value of derivatives was excluded from the assessment of hedge effectiveness.
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 ($2) million and ($4) million for the three months and six months ended June 30, 2014, respectively, and were not significant for both the three months and six months ended June 30, 2013.
At both June 30, 2014 and December 31, 2013, 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 seven years.
At June 30, 2014 and December 31, 2013, the balance in AOCI associated with cash flow hedges was $737 million and $375 million, respectively.
The following table presents the effects of derivatives in cash flow hedging relationships on the consolidated statements of operations and comprehensive income (loss) and the 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
						AOCI into Income (Loss)												(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 June 30, 2014
Interest rate swaps		$	134			$	12			$	2			$	—			$	(5	)
Interest rate forwards		11				2				1				1				—
Foreign currency swaps		30				62				—				—				(1		)
Credit forwards		—				—				—				—				—
Total		$	175			$	76			$	3			$	1			$	(6	)
Three Months Ended June 30, 2013
Interest rate swaps		$	(273	)		$	10			$	2			$	—			$	6
Interest rate forwards		(5		)		3				—				—				1
Foreign currency swaps		(30		)		(68		)		(1		)		—				2
Credit forwards		(3		)		—				1				—				—
Total		$	(311	)		$	(55	)		$	2			$	—			$	9
Six Months Ended June 30, 2014
Interest rate swaps		$	362			$	27			$	4			$	—			$	—
Interest rate forwards		52				2				2				1				1
Foreign currency swaps		82				98				(1		)		1				(1		)
Credit forwards		—				—				—				—				—
Total		$	496			$	127			$	5			$	2			$	—
Six Months Ended June 30, 2013
Interest rate swaps		$	(397	)		$	14			$	4			$	—			$	4
Interest rate forwards		(30		)		6				1				(1		)		1
Foreign currency swaps		57				(257		)		(2		)		—				6
Credit forwards		(3		)		—				1				—				—
Total		$	(373	)		$	(237	)		$	4			$	(1	)		$	11
All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
At June 30, 2014, ($6) 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 statement of operations.
The following table presents the effects of derivatives in net investment hedging relationships on the consolidated statements of operations and comprehensive income (loss) and the 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 June 30, 2014
Foreign currency forwards		$	(45	)
Currency options		(124		)
Total		$	(169	)
Three Months Ended June 30, 2013
Foreign currency forwards		$	85
Currency options		131
Total		$	216
Six Months Ended June 30, 2014
Foreign currency forwards		$	(79	)
Currency options		(238		)
Total		$	(317	)
Six Months Ended June 30, 2013
Foreign currency forwards		$	165
Currency options		221
Total		$	386
__________________
-1	In May 2014, the Company sold its interest in MAL, which was a hedged item in a net investment hedging relationship. As a result, during both the three months and six months ended June 30, 2014, the Company released losses of $77 million from accumulated other comprehensive income (loss) into earnings upon the sale. See Note 3. During the three months and six months ended June 30, 2013, 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 June 30, 2014 and December 31, 2013, the cumulative foreign currency translation gain (loss) recorded in AOCI related to hedges of net investments in foreign operations was ($7) million and $233 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 $10.0 billion and $9.1 billion at June 30, 2014 and December 31, 2013, 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 June 30, 2014 and December 31, 2013, the Company would have received $173 million and $165 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:
		June 30, 2014											December 31, 2013
Rating Agency Designation of Referenced		Estimated				Maximum				Weighted			Estimated				Maximum				Weighted
Credit Obligations (1)		Fair Value				Amount of Future				Average			Fair Value				Amount of Future				Average
		of Credit				Payments under				Years to			of Credit				Payments under				Years to
		Default				Credit Default				Maturity (3)			Default				Credit Default				Maturity (3)
		Swaps				Swaps (2)							Swaps				Swaps (2)
		(In millions)											(In millions)
Aaa/Aa/A
Single name credit default swaps (corporate)		$	9			$	605			2.4			$	10			$	545			2.6
Credit default swaps referencing indices		15				2,877				1.9			26				2,739				1.5
Subtotal		24				3,482				2			36				3,284				1.6
Baa
Single name credit default swaps (corporate)		27				1,478				2.9			24				1,320				3.1
Credit default swaps referencing indices		89				4,635				4.7			73				4,071				4.7
Subtotal		116				6,113				4.3			97				5,391				4.3
Ba
Single name credit default swaps (corporate)		—				15				3.1			—				5				3.8
Credit default swaps referencing indices		—				—				—			—				—				—
Subtotal		—				15				3.1			—				5				3.8
B
Single name credit default swaps (corporate)		—				—				—			—				—				—
Credit default swaps referencing indices		33				372				4.9			32				375				4.9
Subtotal		33				372				4.9			32				375				4.9
Total		$	173			$	9,982			3.5			$	165			$	9,055			3.4
__________________
-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 $10.0 billion and $9.1 billion from the table above were $75 million and $90 million at June 30, 2014 and December 31, 2013, respectively.
Written credit default swaps held in relation to the trading portfolio amounted to $15 million in notional and $0 in fair value at June 30, 2014. Written credit default swaps held in relation to the trading portfolio amounted to $10 million in notional and $0 in fair value at December 31, 2013.
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 values of the Company’s net derivative assets and net derivative liabilities after the application of master netting agreements and collateral were as follows at:
		June 30, 2014								December 31, 2013
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)		$	9,151			$	5,281			$	8,537			$	6,367
OTC-cleared (1)		310				335				302				129
Exchange-traded		5				17				11				53
Total gross estimated fair value of derivatives (1)		9,466				5,633				8,850				6,549
Amounts offset on the consolidated balance sheets		—				—				—				—
Estimated fair value of derivatives presented on the consolidated balance sheets (1)		9,466				5,633				8,850				6,549
Gross amounts not offset on the consolidated balance sheets:
Gross estimated fair value of derivatives: (2)
OTC-bilateral		(4,134		)		(4,134		)		(4,631		)		(4,631		)
OTC-cleared		(195		)		(195		)		(122		)		(122		)
Exchange-traded		(3		)		(3		)		(5		)		(5		)
Cash collateral: (3)
OTC-bilateral		(1,960		)		(4		)		(1,679		)		(3		)
OTC-cleared		(115		)		(140		)		(169		)		(7		)
Exchange-traded		—				(13		)		—				(44		)
Securities collateral: (4)
OTC-bilateral		(2,891		)		(971		)		(2,105		)		(1,464		)
OTC-cleared		—				—				—				—
Exchange-traded		—				(1		)		—				(4		)
Net amount after application of master netting agreements and collateral		$	168			$	172			$	139			$	269
__________________
-1	At June 30, 2014 and December 31, 2013, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $214 million and $255 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $51 million and $28 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 on the balance sheet. 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 on the balance sheet. 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 June 30, 2014 and December 31, 2013, the Company received excess cash collateral of $63 million and $104 million, respectively, and provided excess cash collateral of $226 million and $236 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 balance sheet. Subject to certain constraints, the Company is permitted by contract to sell or repledge this collateral, but at June 30, 2014 none of the collateral had been sold or repledged. Securities collateral pledged by the Company is reported in fixed maturity securities on the balance sheet. 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 June 30, 2014 and December 31, 2013, the Company received excess securities collateral with an estimated fair value of $105 million and $238 million, respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At June 30, 2014 and December 31, 2013, the Company provided excess securities collateral with an estimated fair value of $74 million and $66 million, respectively, for its OTC-bilateral derivatives, and $130 million and $141 million, respectively, for its OTC-cleared derivatives, and $200 million and $81 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 Company’s
		Fair Value of				Securities								Downgrade in				Credit Rating to a Level
		Derivatives in												the Company’s				that Triggers Full Overnight
		Net Liability												Credit Rating				Collateralization or Termination
		Position (1)																of the Derivative Position
		(In millions)
30-Jun-14
Derivatives subject to credit-contingent provisions		$	1,082			$	1,045			$	—			$	32			$	58
Derivatives not subject to credit-contingent provisions		24				—				4				—				—
Total		$	1,106			$	1,045			$	4			$	32			$	58
31-Dec-13
Derivatives subject to credit-contingent provisions		$	1,674			$	1,530			$	—			$	27			$	34
Derivatives not subject to credit-contingent provisions		20				—				3				—				—
Total		$	1,694			$	1,530			$	3			$	27			$	34
__________________
-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 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; fixed annuities with equity-indexed returns; 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		June 30, 2014				December 31, 2013
				(In millions)
Net embedded derivatives within asset host contracts:
Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	273			$	247
Funds withheld on assumed reinsurance		Other invested assets		55				38
Options embedded in debt or equity securities		Investments		(170		)		(145		)
Net embedded derivatives within asset host contracts				$	158			$	140
Net embedded derivatives within liability host contracts:
Direct guaranteed minimum benefits		PABs		$	(2,274	)		$	(2,296	)
Assumed guaranteed minimum benefits		PABs		1,461				1,262
Funds withheld on ceded reinsurance		Other liabilities		105				60
Other		PABs		24				5
Net embedded derivatives within liability host contracts				$	(684	)		$	(969	)
The following table presents changes in estimated fair value related to embedded derivatives:
	Three Months								Six Months
	Ended								Ended
	June 30,								June 30,
	2014				2013				2014				2013
	(In millions)
Net derivative gains (losses) (1)	$	229			$	1,079			$	120			$	2,763
Policyholder benefits and claims	$	8			$	(33	)		$	23			$	(80	)
__________________
-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 ($51) million and ($8) million for the three months and six months ended June 30, 2014, respectively, and ($236) million and ($650) million for the three months and six months ended June 30, 2013, respectively.

Fair_Value

Fair Value	6 Months Ended
	Jun. 30, 2014
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.
		June 30, 2014
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	102,024			$	7,369			$	109,393
	Foreign corporate	—				55,876				6,612				62,488
	Foreign government	—				54,955				1,672				56,627
	U.S. Treasury and agency	32,103				21,924				320				54,347
	RMBS	1,330				33,789				3,945				39,064
	CMBS	—				15,056				595				15,651
	ABS	—				11,002				3,786				14,788
	State and political subdivision	—				14,663				35				14,698
	Total fixed maturity securities	33,433				309,289				24,334				367,056
	Equity securities:
	Common stock	1,615				906				186				2,707
	Non-redeemable preferred stock	—				893				263				1,156
	Total equity securities	1,615				1,799				449				3,863
	FVO and trading securities:
	Actively Traded Securities	—				670				20				690
	FVO general account securities	503				70				109				682
	FVO contractholder-directed unit-linked investments	11,533				4,337				571				16,441
	FVO securities held by CSEs	—				7				11				18
	Total FVO and trading securities	12,036				5,084				711				17,831
	Short-term investments (1)	4,309				5,723				246				10,278
	Mortgage loans:
	Residential mortgage loans — FVO	—				—				367				367
	Commercial mortgage loans held by CSEs — FVO	—				638				—				638
	Total mortgage loans	—				638				367				1,005
	Other invested assets:
	Other investments	259				67				—				326
	Derivative assets: (2)
	Interest rate	3				6,417				44				6,464
	Foreign currency exchange rate	1				1,081				35				1,117
	Credit	—				163				18				181
	Equity market	1				1,167				322				1,490
	Total derivative assets	5				8,828				419				9,252
	Total other invested assets	264				8,895				419				9,578
	Net embedded derivatives within asset host contracts (3)	—				—				328				328
	Separate account assets (4)	87,503				235,783				1,691				324,977
	Total assets	$	139,160			$	567,211			$	28,545			$	734,916
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	6			$	1,899			$	8			$	1,913
	Foreign currency exchange rate	—				1,512				38				1,550
	Credit	—				50				1				51
	Equity market	11				1,340				717				2,068
	Total derivative liabilities	17				4,801				764				5,582
	Net embedded derivatives within liability host contracts (3)	—				8				(692		)		(684		)
	Long-term debt of CSEs — FVO	—				490				15				505
	Trading liabilities (5)	218				—				—				218
	Total liabilities	$	235			$	5,299			$	87			$	5,621
		December 31, 2013
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
Assets
Fixed maturity securities:
U.S. corporate	$	—			$	99,321			$	7,148			$	106,469
Foreign corporate	—				56,448				6,704				63,152
Foreign government	—				52,202				2,235				54,437
U.S. Treasury and agency	25,061				20,000				62				45,123
RMBS	—				32,098				2,957				35,055
CMBS	—				15,578				972				16,550
ABS	—				11,361				4,210				15,571
State and political subdivision	—				13,820				10				13,830
Total fixed maturity securities	25,061				300,828				24,298				350,187
Equity securities:
Common stock	1,186				990				177				2,353
Non-redeemable preferred stock	—				654				395				1,049
Total equity securities	1,186				1,644				572				3,402
FVO and trading securities:
Actively Traded Securities	2				648				12				662
FVO general account securities	518				80				29				627
FVO contractholder-directed unit-linked investments	10,702				4,806				603				16,111
FVO securities held by CSEs	—				23				—				23
Total FVO and trading securities	11,222				5,557				644				17,423
Short-term investments (1)	5,915				6,943				254				13,112
Mortgage loans:
Residential mortgage loans — FVO	—				—				338				338
Commercial mortgage loans held by CSEs — FVO	—				1,598				—				1,598
Total mortgage loans	—				1,598				338				1,936
Other invested assets:
Other investments	188				71				—				259
Derivative assets: (2)
Interest rate	10				5,557				27				5,594
Foreign currency exchange rate	1				1,280				28				1,309
Credit	—				144				29				173
Equity market	1				1,233				285				1,519
Total derivative assets	12				8,214				369				8,595
Total other invested assets	200				8,285				369				8,854
Net embedded derivatives within asset host contracts (3)	—				—				285				285
Separate account assets (4)	89,960				225,776				1,465				317,201
Total assets	$	133,544			$	550,631			$	28,225			$	712,400
Liabilities
Derivative liabilities: (2)
Interest rate	$	9			$	2,568			$	14			$	2,591
Foreign currency exchange rate	1				1,971				39				2,011
Credit	—				52				—				52
Equity market	43				1,222				602				1,867
Total derivative liabilities	53				5,813				655				6,521
Net embedded derivatives within liability host contracts (3)	—				4				(973		)		(969		)
Long-term debt of CSEs — FVO	—				1,427				28				1,455
Trading liabilities (5)	260				2				—				262
Total liabilities	$	313			$	7,246			$	(290	)		$	7,269
__________________
-1	Short-term investments as presented in the tables above differ from the amounts presented on the consolidated balance sheets because certain short-term investments are not measured at estimated fair value on a recurring basis.
-2	Derivative assets are presented within other invested assets on the consolidated balance sheets and derivative liabilities are presented within other liabilities on the consolidated balance sheets. The amounts are presented gross in the tables above to reflect the presentation on 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.
-3	Net embedded derivatives within asset host contracts are presented primarily within premiums, reinsurance and other receivables on the consolidated balance sheets. Net embedded derivatives within liability host contracts are presented within PABs and other liabilities on the consolidated balance sheets. At June 30, 2014 and December 31, 2013, equity securities also included embedded derivatives of ($170) million and ($145) million, respectively.
-4	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.
-5	Trading liabilities are presented within other liabilities on 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 quarterly 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 1% of the total estimated fair value of fixed maturity securities and 15% 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 — FVO 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 investments in certain separate accounts included in FVO general account securities, FVO securities held by CSEs, other investments, long-term debt of CSEs — FVO and trading liabilities is determined on a basis consistent with the methodologies described herein for 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, U.S. Treasury and agency 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 commercial mortgage loans held by CSEs and certain residential mortgage loans held-for-investment.
Level 2 Valuation Techniques and Key Inputs:
Commercial mortgage loans held by CSEs — FVO
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.
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 — FVO 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 NAV 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 — FVO 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 and within certain annuity contracts. 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 on 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 previously described. These reinsurance agreements contain embedded derivatives which are included within premiums, reinsurance and other receivables on 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 — FVO and Trading Liabilities.” The estimated fair value of these embedded derivatives is included, along with their funds withheld hosts, in other liabilities on 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.
The Company issues certain annuity contracts which allow the policyholder to participate in returns from equity indices. These equity indexed features are embedded derivatives which are measured at estimated fair value separately from the host fixed annuity contract, with changes in estimated fair value reported in net derivative gains (losses). These embedded derivatives are classified within PABs on the consolidated balance sheets.
The estimated fair value of the embedded equity indexed derivatives, based on the present value of future equity returns to the policyholder using actuarial and present value assumptions including expectations concerning policyholder behavior, is calculated by the Company’s actuarial department. The calculation is based on in-force business and uses standard capital market techniques, such as Black-Scholes, to calculate the value of the portion of the embedded derivative for which the terms are set. The portion of the embedded derivative covering the period beyond where terms are set is calculated as the present value of amounts expected to be spent to provide equity indexed returns in those periods. The valuation of these embedded derivatives also includes the establishment of a risk margin, as well as changes in nonperformance risk.
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 June 30, 2014, transfers between Levels 1 and 2 were not significant. For assets and liabilities measured at estimated fair value and still held at December 31, 2013, transfers between Levels 1 and 2 were $101 million.
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 and FVO and trading securities 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, equity 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-Jun-14						31-Dec-13						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)		-5	-	190		34		-10	-	240		46		Decrease
				•	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
				•	Credit spreads (4)		-1,473	-	706		129		-1,489	-	876		174		Decrease
				•	Offered quotes (5)		—	-	120		98		4	-	145		100		Increase
	•	Market pricing		•	Quoted prices (5)		—	-	369		120								Increase
	•	Consensus pricing		•	Offered quotes (5)		31	-	700		234		33	-	145		95		Increase
Foreign government	•	Matrix pricing		•	Credit spreads (4)		53	-	56		54		4	-	72		32		Decrease
	•	Market pricing		•	Quoted prices (5)		1	-	153		102		64	-	156		100		Increase
	•	Consensus pricing		•	Offered quotes (5)		66	-	140		113		84	-	156		107		Increase
RMBS	•	Matrix pricing and		•	Credit spreads (4)		220	-	582		375		-136	-	3,609		288		Decrease (6)
		discounted cash flow
	•	Market pricing		•	Quoted prices (5)		—	-	120		100		10	-	109		98		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		1	-	111		92		69	-	101		93		Increase (6)
CMBS	•	Matrix pricing and		•	Credit spreads (4)		-89	-	833		137		215	-	2,025		409		Decrease (6)
		discounted cash flow
	•	Market pricing		•	Quoted prices (5)		1	-	105		96		70	-	104		97		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		15	-	104		101		90	-	101		95		Increase (6)
ABS	•	Matrix pricing and		•	Credit spreads (4)		111	-	1,879		327		30	-	1,878		145		Decrease (6)
		discounted cash flow
	•	Market pricing		•	Quoted prices (5)		—	-	106		101		—	-	110		101		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		—	-	106		99		56	-	106		98		Increase (6)
Derivatives
Interest rate	•	Present value techniques		•	Swap yield (7)		267	-	353				248	-	450				Increase (12)
Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		-19	-	972				97	-	767				Increase (12)
				•	Correlation (8)		39%	-	47%				38%	-	47%
Credit	•	Present value techniques		•	Credit spreads (9)		99	-	101				98	-	101				Decrease (9)
	•	Consensus pricing		•	Offered quotes (10)
Equity market	•	Present value techniques		•	Volatility (11)		11%	-	25%				13%	-	28%				Increase (12)
		or option pricing models
				•	Correlation (8)		60%	-	60%				60%	-	60%
Embedded derivatives
Direct and assumed guaranteed minimum benefits	•	Option pricing		•	Mortality rates:
		techniques
					Ages 0 - 40		0%	-	0.28%				0%	-	0.14%				Decrease (13)
					Ages 41 - 60		0.04%	-	0.88%				0.04%	-	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%	-	40%				-16
				•	Long-term equity volatilities		7.56%	-	40%				9.14%	-	40%				Increase (17)
				•	Nonperformance risk spread		-0.26%	-	0.73%				-1.08%	-	0.83%				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. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
-10	At both June 30, 2014 and December 31, 2013, 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 — FVO 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 June 30, 2014
Balance, beginning of period		$	7,378			$	6,501			$	1,545			$	45			$	3,439			$	682		$	2,800		$	21
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		4				(1		)		96				—				25				—			1			—
Net investment gains (losses)		7				(3		)		—				—				—				—			2			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		108				339				(91		)		—				81				(8		)	(3		)	—
Purchases (3)		487				394				118				301				802				15			1,616			2
Sales (3)		(455		)		(323		)		(96		)		(26		)		(209		)		(34		)	(259		)	—
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		253				223				284				—				—				—			121			12
Transfers out of Level 3 (4)		(413		)		(518		)		(184		)		—				(193		)		(60		)	(492		)	—
Balance, end of period		$	7,369			$	6,612			$	1,672			$	320			$	3,945			$	595		$	3,786		$	35
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	2			$	(2	)		$	1			$	—			$	13			$	—		$	—		$	—
Net investment gains (losses)		$	—			$	(2	)		$	—			$	—			$	—			$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								FVO and Trading Securities																		Mortgage Loans
		Common				Non-				Actively				FVO				FVO				FVO Securities			Short-term			Residential			Mortgage
		Stock				redeemable				Traded				General				Contractholder-				Held by CSEs			Investments			Mortgage			Loans Held-
						Preferred				Securities				Account				directed										Loans -			for-sale
						Stock								Securities				Unit-linked										FVO
																		Investments
		(In millions)
Three Months Ended June 30, 2014
Balance, beginning of period		$	203			$	441			$	11			$	29			$	624			$	11		$	1,032		$	352		$	—
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				11				6				—			1			8			—
Net investment gains (losses)		(2		)		(3		)		—				—				—				—			—			—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		40				15				—				—				—				—			—			—			—
Purchases (3)		24				—				19				—				281				—			212			24			—
Sales (3)		(2		)		—				(2		)		—				(270		)		—			(461		)	(3		)	—
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			(14		)	—
Transfers into Level 3 (4)		2				—				—				69				37				—			—			—			—
Transfers out of Level 3 (4)		(79		)		(190		)		(8		)		—				(107		)		—			(538		)	—			—
Balance, end of period		$	186			$	263			$	20			$	109			$	571			$	11		$	246		$	367		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	11			$	15			$	—		$	1		$	8		$	—
Net investment gains (losses)		$	(2	)		$	(3	)		$	—			$	—			$	—			$	—		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
		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 — FVO
						Rate
		(In millions)
Three Months Ended June 30, 2014
Balance, beginning of period		$	56			$	(13	)		$	20			$	(356	)		$	980			$	1,730		$	(15	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				21			—
Net derivative gains (losses)		9				6				(2		)		(45		)		255				—			—
Policyholder benefits and claims		—				—				—				2				8				—			—
OCI		11				1				—				—				(18		)		—			—
Purchases (3)		—				—				—				4				—				131			—
Sales (3)		—				—				—				—				—				(104		)	—
Issuances (3)		—				—				(1		)		—				—				58			—
Settlements (3)		(40		)		3				—				—				(205		)		(27		)	—
Transfers into Level 3 (4)		—				—				—				—				—				4			—
Transfers out of Level 3 (4)		—				—				—				—				—				(122		)	—
Balance, end of period		$	36			$	(3	)		$	17			$	(395	)		$	1,020			$	1,691		$	(15	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)		$	(1	)		$	4			$	(1	)		$	(46	)		$	262			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	2			$	8			$	—		$	—
		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 June 30, 2013
Balance, beginning of period		$	6,426			$	5,825			$	2,203			$	115			$	2,426			$	1,084		$	3,766		$	53
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		4				4				2				—				2				—			5			—
Net investment gains (losses)		(29		)		(3		)		—				—				4				(2		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		(169		)		(168		)		(48		)		(2		)		14				(6		)	(37		)	(1		)
Purchases (3)		553				642				234				—				524				184			359			17
Sales (3)		(281		)		(135		)		(47		)		(42		)		(198		)		(113		)	(256		)	(5		)
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		121				201				3				16				49				46			—			—
Transfers out of Level 3 (4)		(707		)		(358		)		(376		)		(5		)		(86		)		(143		)	(79		)	(23		)
Balance, end of period		$	5,918			$	6,008			$	1,971			$	82			$	2,735			$	1,050		$	3,758		$	41
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	3			$	4			$	2			$	—			$	9			$	—		$	5		$	—
Net investment gains (losses)		$	(28	)		$	—			$	—			$	—			$	(1	)		$	(2	)	$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								FVO and Trading Securities																		Mortgage Loans
		Common				Non-				Actively				FVO				FVO				FVO Securities			Short-term			Residential			Mortgage
		Stock				redeemable				Traded				General				Contractholder-				Held by CSEs			Investments			Mortgage			Loans Held-
						Preferred				Securities				Account				directed										Loans - FVO			for-sale
						Stock								Securities				Unit-linked
																		Investments
		(In millions)
Three Months Ended June 30, 2013
Balance, beginning of period		$	189			$	401			$	14			$	44			$	831			$	—		$	2,130		$	—		$	2
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				2				(17		)		—			2			—			—
Net investment gains (losses)		—				1				—				—				—				—			4			—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		(4		)		8				—				—				—				—			(38		)	—			—
Purchases (3)		8				20				1				—				341				—			247			150			—
Sales (3)		(7		)		(22		)		(4		)		—				(481		)		—			(1,783		)	—			(2		)
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			—			—
Transfers into Level 3 (4)		1				—				2				—				36				—			—			—			—
Transfers out of Level 3 (4)		(4		)		—				(2		)		—				(117		)		—			(218		)	—			—
Balance, end of period		$	183			$	408			$	11			$	46			$	593			$	—		$	344		$	150		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	3			$	(9	)		$	—		$	1		$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	1		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
		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 — FVO
						Rate
		(In millions)
Three Months Ended June 30, 2013
Balance, beginning of period		$	144			$	30			$	38			$	(139	)		$	(1,584	)		$	1,219		$	(31	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				(15		)	—
Net derivative gains (losses)		(26		)		(25		)		(10		)		(33		)		1,031				—			—
Policyholder benefits and claims		—				—				—				(3		)		(33		)		—			—
OCI		(7		)		2				(3		)		—				105				—			—
Purchases (3)		—				2				—				4				—				117			—
Sales (3)		—				—				—				—				—				(39		)	—
Issuances (3)		—				(1		)		—				—				—				—			—
Settlements (3)		(12		)		(2		)		—				—				(197		)		(19		)	—
Transfers into Level 3 (4)		—				—				—				—				—				5			—
Transfers out of Level 3 (4)		(1		)		—				—				—				—				(43		)	—
Balance, end of period		$	98			$	6			$	25			$	(171	)		$	(678	)		$	1,225		$	(31	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)		$	(21	)		$	(26	)		$	(10	)		$	(34	)		$	1,024			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	(3	)		$	(31	)		$	—		$	—
		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)
Six Months Ended June 30, 2014
Balance, beginning of period		$	7,148			$	6,704			$	2,235			$	62			$	2,957			$	972		$	4,210		$	10
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		4				4				98				—				35				—			5			—
Net investment gains (losses)		—				(1		)		(4		)		—				8				—			(38		)	—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		268				298				(77		)		—				68				(32		)	63			1
Purchases (3)		863				716				179				301				1,176				61			2,098			2
Sales (3)		(562		)		(240		)		(109		)		(1		)		(377		)		(172		)	(567		)	—
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		464				517				312				—				146				11			548			32
Transfers out of Level 3 (4)		(816		)		(1,386		)		(962		)		(42		)		(68		)		(245		)	(2,533		)	(10		)
Balance, end of period		$	7,369			$	6,612			$	1,672			$	320			$	3,945			$	595		$	3,786		$	35
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	2			$	7			$	3			$	—			$	24			$	—		$	—		$	—
Net investment gains (losses)		$	(7	)		$	(2	)		$	—			$	—			$	(1	)		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								FVO and Trading Securities																		Mortgage Loans
		Common				Non-				Actively				FVO				FVO				FVO Securities			Short-term			Residential			Mortgage
		Stock				redeemable				Traded				General				Contractholder-				Held by CSEs			Investments			Mortgage			Loans Held-
						Preferred				Securities				Account				directed										Loans -			for-sale
						Stock								Securities				Unit-linked										FVO
																		Investments
		(In millions)
Six Months Ended June 30, 2014
Balance, beginning of period		$	177			$	395			$	12			$	29			$	603			$	—		$	254		$	338		$	—
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				11				12				—			1			11			—
Net investment gains (losses)		(2		)		(3		)		—				—				—				—			—			—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		43				14				—				—				—				—			(1		)	—			—
Purchases (3)		21				—				20				—				318				—			192			51			—
Sales (3)		(14		)		—				(5		)		—				(368		)		(1		)	(76		)	(8		)	—
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			(25		)	—
Transfers into Level 3 (4)		40				—				—				69				27				12			—			—			—
Transfers out of Level 3 (4)		(79		)		(143		)		(7		)		—				(21		)		—			(124		)	—			—
Balance, end of period		$	186			$	263			$	20			$	109			$	571			$	11		$	246		$	367		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	11			$	14			$	—		$	1		$	11		$	—
Net investment gains (losses)		$	(2	)		$	(3	)		$	—			$	—			$	—			$	(1	)	$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
		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 — FVO
						Rate
		(In millions)
Six Months Ended June 30, 2014
Balance, beginning of period		$	13			$	(11	)		$	29			$	(317	)		$	1,258			$	1,465		$	(28	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				65			—
Net derivative gains (losses)		15				8				(9		)		(87		)		160				—			—
Policyholder benefits and claims		—				—				—				6				23				—			—
OCI		49				—				—				(1		)		(24		)		—			—
Purchases (3)		—				—				—				4				—				348			—
Sales (3)		—				—				—				—				—				(192		)	—
Issuances (3)		—				—				(3		)		—				—				82			—
Settlements (3)		(41		)		—				—				—				(397		)		(28		)	13
Transfers into Level 3 (4)		—				—				—				—				—				2			—
Transfers out of Level 3 (4)		—				—				—				—				—				(51		)	—
Balance, end of period		$	36			$	(3	)		$	17			$	(395	)		$	1,020			$	1,691		$	(15	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)		$	—			$	7			$	(7	)		$	(87	)		$	168			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	6			$	24			$	—		$	—
		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)
Six Months Ended June 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		8				6				8				—				10				(1		)	8			—
Net investment gains (losses)		(32		)		(23		)		5				—				2				(2		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		(9		)		(161		)		(47		)		(2		)		124				(49		)	(62		)	(1		)
Purchases (3)		684				794				352				—				803				404			985			17
Sales (3)		(659		)		(413		)		(74		)		(4		)		(168		)		(333		)	(420		)	(5		)
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		241				185				91				17				21				139			—			—
Transfers out of Level 3 (4)		(1,748		)		(588		)		(178		)		—				(94		)		(255		)	(409		)	(24		)
Balance, end of period		$	5,918			$	6,008			$	1,971			$	82			$	2,735			$	1,050		$	3,758		$	41
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	7			$	5			$	8			$	—			$	17			$	(1	)	$	8		$	—
Net investment gains (losses)		$	(34	)		$	(3	)		$	—			$	—			$	(1	)		$	(2	)	$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								FVO and Trading Securities																		Mortgage Loans
		Common				Non-				Actively				FVO				FVO				FVO Securities			Short-term			Residential			Mortgage
		Stock				redeemable				Traded				General				Contractholder-				Held by CSEs			Investments			Mortgage			Loans Held-
						Preferred				Securities				Account				directed										Loans -			for-sale
						Stock								Securities				Unit-linked										FVO
																		Investments
		(In millions)
Six Months Ended June 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		—				—				—				5				(24		)		—			2			—			—
Net investment gains (losses)		—				(29		)		—				—				—				—			(24		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		(7		)		65				—				—				—				—			11			—			—
Purchases (3)		12				23				3				—				340				—			332			150			—
Sales (3)		(9		)		(70		)		—				(5		)		(427		)		—			(400		)	—			(45		)
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			—			(4		)
Transfers into Level 3 (4)		1				—				2				14				58				—			—			—			—
Transfers out of Level 3 (4)		(4		)		—				—				—				(291		)		—			(6		)	—			—
Balance, end of period		$	183			$	408			$	11			$	46			$	593			$	—		$	344		$	150		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	5			$	(12	)		$	—		$	1		$	—		$	—
Net investment gains (losses)		$	—			$	(20	)		$	—			$	—			$	—			$	—		$	1		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
		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 — FVO
						Rate
		(In millions)
Six Months Ended June 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)		—				—				—				—				—				—			(1		)
Net derivative gains (losses)		(22		)		(34		)		(15		)		(305		)		2,721				—			—
Policyholder benefits and claims		—				—				—				9				(80		)		—			—
OCI		(31		)		1				(3		)		—				209				—			—
Purchases (3)		—				2				—				4				—				175			—
Sales (3)		—				—				—				—				—				(78		)	—
Issuances (3)		—				(1		)		—				—				—				—			—
Settlements (3)		(25		)		1				—				(7		)		(366		)		(28		)	14
Transfers into Level 3 (4)		—				—				—				—				—				7			—
Transfers out of Level 3 (4)		(1		)		—				—				—				—				(56		)	—
Balance, end of period		$	98			$	6			$	25			$	(171	)		$	(678	)		$	1,225		$	(31	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	(1	)
Net derivative gains (losses)		$	(17	)		$	(34	)		$	(15	)		$	(305	)		$	2,707			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	10			$	(77	)		$	—		$	—
__________________
-1	Amortization of premium/accretion of discount is included within net investment income. Impairments charged to net income (loss) on securities and mortgage loans held-for-sale are included in net investment gains (losses), while changes in estimated fair value of mortgage loans - FVO are included in net investment income. 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).
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								Certain Assets
		Loans — FVO (1)								and Liabilities
										of CSEs — FVO (2)
		30-Jun-14				31-Dec-13				30-Jun-14				31-Dec-13
		(In millions)
Assets
Unpaid principal balance		$	546			$	508			$	582			$	1,528
Difference between estimated fair value and unpaid principal balance		(179		)		(170		)		56				70
Carrying value at estimated fair value		$	367			$	338			$	638			$	1,598
Loans in non-accrual status		$	132			$	—			$	—			$	—
Loans more than 90 days past due		$	87			$	81			$	—			$	—
Loans in non-accrual status or more than 90 days past due, or both — difference between aggregate estimated fair value and unpaid principal balance		$	(103	)		$	(82	)		$	—			$	—
Liabilities
Contractual principal balance										$	512			$	1,445
Difference between estimated fair value and contractual principal balance										(7		)		10
Carrying value at estimated fair value										$	505			$	1,455
__________________
-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								Six Months
		Ended								Ended
		June 30,								June 30,
		2014				2013				2014				2013
		(In millions)
Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality		$	3			$	—			$	5			$	—
Other changes in estimated fair value		3				—				4				—
Total gains (losses) recognized in net investment income		$	6			$	—			$	9			$	—
-2	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 — FVO is recognized in net investment income. Interest expense from long-term debt of CSEs — FVO 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 (for example, when there is evidence of impairment). The estimated fair values for these assets were determined using significant unobservable inputs (Level 3).
	At June 30,								Three Months								Six Months
									Ended								Ended
									June 30,								June 30,
	2014				2013				2014				2013				2014				2013
	Carrying Value After Measurement								Gains (Losses)
	(In millions)
Mortgage loans, net (1)	$	146			$	242			$	(1	)		$	10			$	(2	)		$	17
Other limited partnership interests (2)	$	69			$	70			$	(35	)		$	(39	)		$	(37	)		$	(39	)
Real estate joint ventures (3)	$	—			$	3			$	—			$	—			$	—			$	(2	)
__________________
-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 June 30, 2014 and 2013 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 June 30, 2014 and 2013 were not significant.
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:
	June 30, 2014
					Fair Value Hierarchy
	Carrying				Level 1				Level 2				Level 3				Total
	Value																Estimated
																	Fair Value
	(In millions)
Assets
Mortgage loans	$	56,218			$	—			$	—			$	59,194			$	59,194
Policy loans	$	11,785			$	—			$	1,689			$	11,769			$	13,458
Real estate joint ventures	$	92			$	—			$	—			$	171			$	171
Other limited partnership interests	$	847			$	—			$	—			$	1,085			$	1,085
Other invested assets	$	656			$	216			$	95			$	345			$	656
Premiums, reinsurance and other receivables	$	4,014			$	—			$	1,642			$	2,420			$	4,062
Other assets	$	1,057			$	—			$	974			$	76			$	1,050
Liabilities
PABs	$	138,216			$	—			$	—			$	144,112			$	144,112
Long-term debt	$	16,248			$	—			$	18,293			$	—			$	18,293
Collateral financing arrangements	$	4,196			$	—			$	—			$	3,993			$	3,993
Junior subordinated debt securities	$	3,193			$	—			$	4,131			$	—			$	4,131
Other liabilities	$	5,900			$	—			$	4,610			$	1,293			$	5,903
Separate account liabilities	$	119,236			$	—			$	119,236			$	—			$	119,236
	December 31, 2013
					Fair Value Hierarchy
	Carrying				Level 1				Level 2				Level 3				Total
	Value																Estimated
																	Fair Value
	(In millions)
Assets
Mortgage loans	$	55,770			$	—			$	—			$	57,924			$	57,924
Policy loans	$	11,764			$	—			$	1,694			$	11,512			$	13,206
Real estate joint ventures	$	102			$	—			$	—			$	169			$	169
Other limited partnership interests	$	950			$	—			$	—			$	1,109			$	1,109
Other invested assets	$	844			$	322			$	163			$	359			$	844
Premiums, reinsurance and other receivables	$	3,116			$	—			$	728			$	2,382			$	3,110
Other assets	$	324			$	—			$	210			$	142			$	352
Liabilities
PABs	$	139,735			$	—			$	—			$	144,631			$	144,631
Long-term debt	$	17,170			$	—			$	18,564			$	—			$	18,564
Collateral financing arrangements	$	4,196			$	—			$	—			$	3,984			$	3,984
Junior subordinated debt securities	$	3,193			$	—			$	3,789			$	—			$	3,789
Other liabilities	$	2,239			$	—			$	948			$	1,292			$	2,240
Separate account liabilities	$	117,562			$	—			$	117,562			$	—			$	117,562
The methods, assumptions and significant valuation techniques and inputs used to estimate the fair value of financial instruments are summarized as follows:
Mortgage Loans
The estimated fair value of mortgage loans 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.
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 funds due but not yet settled and a receivable for cash paid to an unaffiliated financial institution under the MetLife Reinsurance Company of Charleston (“MRC”) collateral financing arrangement described in Note 13 of the Notes to the Consolidated Financial Statements included in the 2013 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.
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 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.

Longterm_Debt

Long-term Debt	6 Months Ended
	Jun. 30, 2014
Debt Disclosure [Abstract]	'
Debt Disclosure [Text Block]	'
	9. Long-term Debt
	Senior Notes
	In April 2014, MetLife, Inc. issued $1.0 billion of senior notes due in April 2024 which bear interest at a fixed rate of 3.60%, payable semi-annually. In May 2014, MetLife, Inc. redeemed $200 million aggregate principal amount of MetLife, Inc.’s 5.875% senior notes due in November 2033.
	Credit Facilities
	In May 2014, MetLife, Inc. and MetLife Funding, entered into a $4.0 billion five-year unsecured credit agreement, which amended and restated both the five-year $3.0 billion and the five-year $1.0 billion unsecured credit agreements in their entireties into a single agreement (the “2014 Five-Year Credit Agreement”). The facility made available by the 2014 Five-Year Credit Agreement may be used for general corporate purposes (including in the case of loans, to back up commercial paper and, in the case of letters of credit, to support variable annuity policy and reinsurance reserve requirements). All borrowings under the 2014 Five-Year Credit Agreement must be repaid by May 30, 2019, except that letters of credit outstanding on that date may remain outstanding until no later than May 30, 2020. MetLife, Inc. incurred costs of $6 million related to the 2014 Five-Year Credit Agreement, which were capitalized and included in other assets. These costs are being amortized over the remaining term of the 2014 Five-Year Credit Agreement.

Equity

Equity	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Equity	'
	10. Equity
	Stock-Based Compensation Plans
	Performance Shares and Performance Units
	For outstanding awards granted prior to the January 1, 2013 – December 31, 2015 performance period, vested Performance Shares and Performance Units will be 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 outstanding awards granted for the January 1, 2013 – December 31, 2015 and later performance periods, 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 and Performance Units will be remeasured each quarter until they become payable.
	Payout of 2011 – 2013 Performance Shares
	Final Performance Shares are paid in shares of MetLife, Inc. common stock. The performance factor for the January 1, 2011 – December 31, 2013 performance period was 0.80. This factor has been applied to the 1,544,120 Performance Shares associated with that performance period that vested on December 31, 2013 and, as a result, 1,235,296 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 2014.
	Payout of 2011 – 2013 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, 2011 – December 31, 2013 performance period was 0.80. This factor has been applied to the 98,060 Performance Units associated with that performance period that vested on December 31, 2013 and, as a result, the cash value of 78,448 units (less withholding for taxes and other items, as applicable) was paid in April 2014.
	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
		June 30, 2014
		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	$	11,276			$	404			$	(1,843	)		$	(1,622	)		$	8,215
	OCI before reclassifications	4,330				175				(5		)		6				4,506
	Deferred income tax benefit (expense)	(1,336		)		(48		)		53				(2		)		(1,333		)
	OCI before reclassifications, net of income tax	14,270				531				(1,795		)		(1,618		)		11,388
	Amounts reclassified from AOCI	(176		)		(80		)		77				46				(133		)
	Deferred income tax benefit (expense)	55				25				(27		)		(16		)		37
	Amounts reclassified from AOCI, net of income tax	(121		)		(55		)		50				30				(96		)
	Sale of subsidiary (2)	(320		)		—				6				—				(314		)
	Deferred income tax benefit (expense)	80				—				—				—				80
	Sale of subsidiary, net of income tax	(240		)		—				6				—				(234		)
	Balance, end of period	$	13,909			$	476			$	(1,739	)		$	(1,588	)		$	11,058
		Three Months
		Ended
		June 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	$	13,332			$	905			$	(1,205	)		$	(2,452	)		$	10,580
	OCI before reclassifications	(5,320		)		(311		)		(633		)		2				(6,262		)
	Deferred income tax benefit (expense)	1,844				96				13				—				1,953
	OCI before reclassifications, net of income tax	9,856				690				(1,825		)		(2,450		)		6,271
	Amounts reclassified from AOCI	(189		)		53				—				52				(84		)
	Deferred income tax benefit (expense)	42				(9		)		—				(18		)		15
	Amounts reclassified from AOCI, net of income tax	(147		)		44				—				34				(69		)
	Balance, end of period	$	9,709			$	734			$	(1,825	)		$	(2,416	)		$	6,202
		Six Months
		Ended
		June 30, 2014
		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	$	8,183			$	231			$	(1,659	)		$	(1,651	)		$	5,104
	OCI before reclassifications	9,182				496				(222		)		6				9,462
	Deferred income tax benefit (expense)	(2,981		)		(161		)		86				(2		)		(3,058		)
	OCI before reclassifications, net of income tax	14,384				566				(1,795		)		(1,647		)		11,508
	Amounts reclassified from AOCI	(349		)		(134		)		77				91				(315		)
	Deferred income tax benefit (expense)	114				44				(27		)		(32		)		99
	Amounts reclassified from AOCI, net of income tax	(235		)		(90		)		50				59				(216		)
	Sale of subsidiary (2)	(320		)		—				6				—				(314		)
	Deferred income tax benefit (expense)	80				—				—				—				80
Sale of subsidiary, net of income tax	(240		)		—				6				—				(234		)
Balance, end of period	$	13,909			$	476			$	(1,739	)		$	(1,588	)		$	11,058
	Six Months
	Ended
	June 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	(5,494		)		(373		)		(1,230		)		2				(7,095		)
Deferred income tax benefit (expense)	1,919				118				(62		)		—				1,975
OCI before reclassifications, net of income tax	10,015				574				(1,825		)		(2,487		)		6,277
Amounts reclassified from AOCI	(469		)		234				—				107				(128		)
Deferred income tax benefit (expense)	163				(74		)		—				(36		)		53
Amounts reclassified from AOCI, net of income tax	(306		)		160				—				71				(75		)
Balance, end of period	$	9,709			$	734			$	(1,825	)		$	(2,416	)		$	6,202
__________________
-1	See Note 6 for information on offsets to investments related to insurance liabilities, DAC and VOBA and the policyholder dividend obligation.
-2	See Note 3.
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								Six Months
		Ended								Ended
		June 30,								June 30,
		2014				2013				2014				2013
		(In millions)
Net unrealized investment gains (losses):
Net unrealized investment gains (losses)		$	86			$	171			$	194			$	461			Net investment gains (losses)
Net unrealized investment gains (losses)		59				22				85				43				Net investment income
Net unrealized investment gains (losses)		37				—				72				—				Net derivative gains (losses)
OTTI		(6		)		(4		)		(2		)		(35		)		Net investment gains (losses)
Net unrealized investment gains (losses), before income tax		176				189				349				469
Income tax (expense) benefit		(55		)		(42		)		(114		)		(163		)
Net unrealized investment gains (losses), net of income tax		121				147				235				306
Unrealized gains (losses) on derivatives - cash flow hedges:
Interest rate swaps		12				10				27				14				Net derivative gains (losses)
Interest rate swaps		2				2				4				4				Net investment income
Interest rate forwards		2				3				2				6				Net derivative gains (losses)
Interest rate forwards		1				—				2				1				Net investment income
Interest rate forwards		1				—				1				(1		)		Other expenses
Foreign currency swaps		62				(68		)		98				(257		)		Net derivative gains (losses)
Foreign currency swaps		—				(1		)		(1		)		(2		)		Net investment income
Foreign currency swaps		—				—				1				—				Other expenses
Credit forwards		—				1				—				1				Net investment income
Gains (losses) on cash flow hedges, before income tax		80				(53		)		134				(234		)
Income tax (expense) benefit		(25		)		9				(44		)		74
Gains (losses) on cash flow hedges, net of income tax		55				(44		)		90				(160		)
Foreign translation adjustment		(77		)		—				(77		)		—				Net investment gains (losses)
Income tax (expense) benefit		27				—				27				—
Foreign translation adjustment, net of income tax		(50		)		—				(50		)		—
Defined benefit plans adjustment: (1)
Amortization of net actuarial gains (losses)		(47		)		(70		)		(91		)		(141		)
Amortization of prior service (costs) credit		1				18				—				34
Amortization of defined benefit plan items, before income tax		(46		)		(52		)		(91		)		(107		)
Income tax (expense) benefit		16				18				32				36
Amortization of defined benefit plan items, net of income tax		(30		)		(34		)		(59		)		(71		)
Total reclassifications, net of income tax		$	96			$	69			$	216			$	75
__________________
-1	These AOCI components are included in the computation of net periodic benefit costs. See Note 12.

Other_Expenses

Other Expenses	6 Months Ended
	Jun. 30, 2014
Other Income and Expenses [Abstract]	'
Other Expenses	'
	11. Other Expenses
	Information on other expenses was as follows:
		Three Months						Six Months
		Ended						Ended
		June 30,						June 30,
		2014			2013			2014			2013
		(In millions)
	Compensation	$	1,210		$	1,227		$	2,415		$	2,518
	Pension, postretirement and postemployment benefit costs	117			122			237			245
	Commissions	1,302			1,387			2,590			2,775
	Volume-related costs	211			196			412			379
	Capitalization of DAC	(1,032		)	(1,212		)	(2,078		)	(2,468		)
	Amortization of DAC and VOBA	1,062			958			2,120			1,782
	Amortization of negative VOBA	(111		)	(138		)	(226		)	(284		)
	Interest expense on debt	312			321			624			642
	Premium taxes, licenses and fees	195			166			420			325
	Professional services	366			324			687			627
	Rent and related expenses, net of sublease income	93			101			178			194
	Other	497			573			1,006			1,428
	Total other expenses	$	4,222		$	4,025		$	8,385		$	8,163
	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
		June 30,
		2014									2013
		Severance			Lease and			Total			Severance			Lease and			Total
					Asset									Asset
					Impairment									Impairment
		(In millions)
	Balance, beginning of period	$	24		$	5		$	29		$	20		$	—		$	20
	Restructuring charges	14			4			18			7			9			16
	Cash payments	(22		)	(2		)	(24		)	(15		)	—			(15		)
	Balance, end of period	$	16		$	7		$	23		$	12		$	9		$	21
		Six Months
		Ended
		June 30,
		2014									2013
		Severance			Lease and			Total			Severance			Lease and			Total
					Asset									Asset
					Impairment									Impairment
		(In millions)
	Balance, beginning of period	$	40		$	6		$	46		$	23		$	—		$	23
	Restructuring charges	26			5			31			37			12			49
	Cash payments	(50		)	(4		)	(54		)	(48		)	(3		)	(51		)
	Balance, end of period	$	16		$	7		$	23		$	12		$	9		$	21
	Total restructuring charges incurred since inception of initiative	$	267		$	39		$	306		$	178		$	30		$	208
	Management anticipates further restructuring charges including severance, as well as lease and asset impairments, through the year ending December 31, 2016. However, such restructuring plans were not sufficiently developed to enable management to make an estimate of such restructuring charges at June 30, 2014.

Employee_Benefit_Plans

Employee Benefit Plans	6 Months Ended
	Jun. 30, 2014
Compensation and Retirement Disclosure [Abstract]	'
Employee Benefit Plans	'
	12. 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:
		Three Months
		Ended
		June 30,
		2014												2013
		Pension Benefits						Other Postretirement Benefits						Pension Benefits						Other Postretirement Benefits
		U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans
		(In millions)
	Service costs	$	50		$	14		$	4		$	1		$	59		$	17		$	5		$	1
	Interest costs	109			4			23			—			97			3			23			—
	Expected return on plan assets	(118		)	(2		)	(18		)	(1		)	(121		)	(1		)	(19		)	—
	Amortization of net actuarial (gains) losses	44			—			3			—			57			—			13			—
	Amortization of prior service costs (credit)	—			—			(1		)	—			—			—			(18		)	—
	Net periodic benefit costs	$	85		$	16		$	11		$	—		$	92		$	19		$	4		$	1
		Six Months
		Ended
		June 30,
		2014												2013
		Pension Benefits						Other Postretirement Benefits						Pension Benefits						Other Postretirement Benefits
		U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans
		(In millions)
	Service costs	$	100		$	34		$	7		$	1		$	118		$	34		$	10		$	1
	Interest costs	218			7			46			1			194			7			46			1
	Expected return on plan assets	(237		)	(4		)	(37		)	(1		)	(242		)	(3		)	(38		)	—
	Amortization of net actuarial (gains) losses	85			—			6			—			114			—			27			—
	Amortization of prior service costs (credit)	1			—			(1		)	—			3			—			(37		)	—
	Net periodic benefit costs	$	167		$	37		$	21		$	1		$	187		$	38		$	8		$	2

Earnings_Per_Common_Share

Earnings Per Common Share	6 Months Ended
	Jun. 30, 2014
Earnings Per Share [Abstract]	'
Earnings Per Common Share	'
	13. 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				Six Months
		Ended				Ended
		June 30,				June 30,
		2014		2013		2014			2013
		(In millions, except share and per share data)
	Weighted Average Shares
	Weighted average common stock outstanding for basic	1,127,986,031		1,097,889,347		1,126,876,090			1,096,815,883
	earnings per common share
	Incremental common shares from assumed:
	Stock purchase contracts underlying common equity units (1)	3,756,390		—		3,571,043			—
	Exercise or issuance of stock-based awards	10,519,694		8,790,971		10,338,697			7,875,396
	Weighted average common stock outstanding for diluted	1,142,262,115		1,106,680,318		1,140,785,830			1,104,691,279
	earnings per common share
	Income (Loss) from Continuing Operations
	Income (loss) from continuing operations, net of income tax	$	1,376	$	508	$	2,718		$	1,503
	Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	10		8		21			14
	Less: Preferred stock dividends	31		31		61			61
	Income (loss) from continuing operations, net of income tax,	$	1,335	$	469	$	2,636		$	1,428
	available to MetLife, Inc.’s common shareholders
	Basic	$	1.18	$	0.43	$	2.34		$	1.3
	Diluted	$	1.17	$	0.43	$	2.31		$	1.29
	Income (Loss) from Discontinued Operations
	Income (loss) from discontinued operations, net of income tax	$	—	$	2	$	(3	)	$	(1	)
	Less: Income (loss) from discontinued operations, net of income tax, attributable to noncontrolling interests	—		—		—			—
	Income (loss) from discontinued operations, net of income tax,	$	—	$	2	$	(3	)	$	(1	)
	available to MetLife, Inc.’s common shareholders
	Basic	$	—	$	—	$	—		$	—
	Diluted	$	—	$	—	$	—		$	—
	Net Income (Loss)
	Net income (loss)	$	1,376	$	510	$	2,715		$	1,502
	Less: Net income (loss) attributable to noncontrolling interests	10		8		21			14
	Less: Preferred stock dividends	31		31		61			61
	Net income (loss) available to MetLife, Inc.’s common shareholders	$	1,335	$	471	$	2,633		$	1,427
	Basic	$	1.18	$	0.43	$	2.34		$	1.3
	Diluted	$	1.17	$	0.43	$	2.31		$	1.29
	__________________
	-1	See Note 15 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report for a description of the Company’s common equity units. For the three months and six months ended June 30, 2013, 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.

Contingencies_Commitments_and_

Contingencies, Commitments and Guarantees	6 Months Ended
	Jun. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Contingencies, Commitments and Guarantees	'
	14. 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 June 30, 2014. 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 June 30, 2014, the Company estimates the aggregate range of reasonably possible losses in excess of amounts accrued for these matters to be $0 to $390 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. 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 2013 Annual Report, MLIC received approximately 5,898 asbestos-related claims in 2013. During the six months ended June 30, 2014 and 2013, MLIC received approximately 2,569 and 3,129 new asbestos-related claims, respectively. See Note 21 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report for historical information concerning asbestos claims and MLIC’s increase in its recorded liability at December 31, 2013. 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 United States, 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 reevaluation of its exposure from asbestos litigation, MLIC has updated its liability analysis for asbestos-related claims through June 30, 2014.
	Regulatory Matters
	The Company receives and responds to subpoenas or other inquiries from regulators in the United States, including state insurance commissioners; state attorneys general or other state governmental authorities; federal regulators, including the U.S. Securities and Exchange Commission (the “SEC”); federal governmental authorities, including congressional committees; the Financial Industry Regulatory Authority (“FINRA”), as well as from local and national regulators and government authorities in countries outside the United States where MetLife conducts business, 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, National Association (“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 2013 Annual Report for information regarding the exiting of the MetLife Bank businesses. In August 2013, MetLife Bank merged with and into MetLife Home Loans LLC (“MLHL”), its former subsidiary, with MLHL as the surviving non-bank entity.
	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.
	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 on the Company’s consolidated financial statements and is continuing to investigate matters raised during these meetings.
	The inquiries and 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. Exiting the MetLife Bank businesses may not protect MetLife 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 September 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 September 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.
	New York Licensing Inquiry
	The Company entered into a consent order with the Department of Financial Services to resolve its inquiry into whether American Life Insurance Company (“American Life”) and Delaware American Life Insurance Company (“DelAm”) conducted 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. The Company entered into a deferred prosecution agreement with the District Attorney, New York County, regarding the same conduct. Pursuant to these agreements, in the first quarter of 2014, the Company paid $50 million to the Department of Financial Services and $10 million to the District Attorney, New York County. The Department of Financial Services consent order allows the Company, through an authorized insurer, to continue activities in New York related to its global employee benefits business through June 30, 2015. The Company is seeking legislation to allow for such activities beyond that date. The Company is continuing to cooperate with the New York State Office of the Attorney General Taxpayer Protection Bureau as to its inquiry concerning American Life’s and DelAm’s New York State tax filings.
	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, MICC, New England Life Insurance Company (“NELICO”), General American Life Insurance Company (“GALIC”), 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
	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 MLI‑USA, NELICO, MICC and GALIC, respectively. On December 30, 2013, the court granted defendants’ motions to dismiss all of the West Virginia Treasurer’s actions. The Treasurer has filed a notice to appeal the dismissal order.
	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 appealed 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. Plaintiffs 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 two state court actions (Fishbaum v. Kandarian, et al. (Sup. Ct., New York County, filed January 27, 2012) and Batchelder v. Burwell, et al. (Sup. Ct., New York County, filed March 6, 2012)), have been consolidated under the caption In re: MetLife Shareholder Derivative Action. On January 22, 2014, the state court issued an order granting defendants’ motion to dismiss on the basis that plaintiffs had not established that their failure to make the required pre-suit demand to the Board of Directors should be excused. On May 16, 2014, the state court denied plaintiffs’ motion for leave to reargue the January 22, 2014 order, granting defendants’ motion to dismiss. The two actions filed in federal court (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)) have been consolidated and stayed pending further order of the court. The defendants intend to continue to defend this action vigorously.
	Total Control Accounts Litigation
	MLIC is a defendant in lawsuits 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.
	Owens v. Metropolitan Life Insurance Company (N.D. Ga., filed April 17, 2014)
	This putative class action lawsuit alleges that MLIC’s use of the TCA as the settlement option for life insurance benefits under some group life insurance policies violates MLIC’s fiduciary duties under the Employee Retirement Income Security Act of 1974 (“ERISA”). As damages, plaintiff seeks disgorgement of profits that MLIC realized on accounts owned by members of the putative class.
	Other Litigation
	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 trial has been scheduled for September 2014.
	Sun Life Assurance Company of Canada Indemnity Claim
	In 2006, Sun Life Assurance Company of Canada (“Sun Life”), as successor to the purchaser of MLIC’s Canadian operations, filed a 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 but subsequently agreed to withdraw the appeal and consider the indemnity claim through arbitration. 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 in May 2013, 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. These sales practices cases against Sun Life are ongoing, and 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); Cadenasso v. Metropolitan Life Insurance Co., et al. (N.D. Cal., November 26, 2013, subsequently transferred to S.D. Fla.); and Fauley v. Metropolitan Life Insurance Co., et al. (Circuit Court of the 19th Judicial Circuit, Lake County, Ill., July 3, 2014).
	Plaintiffs filed these lawsuits 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. MLIC has agreed to pay up to $23 million to resolve claims as to fax ads sent between August 23, 2008 and the date of the court’s preliminary approval of the settlement. Following this agreement, the Fauley case was filed in Illinois, and the C-Mart and Cadenasso cases were voluntarily dismissed. In August 2014, the Fauley court preliminarily approved the settlement, certified a nationwide settlement class, and scheduled the final approval hearing for November 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 net income or cash flows in particular quarterly or annual periods.
	Commitments
	Mortgage Loan Commitments
	The Company commits to lend funds under mortgage loan commitments. The amounts of these mortgage loan commitments were $3.6 billion and $3.4 billion at June 30, 2014 and December 31, 2013, respectively.
	Commitments to Fund Partnerships Investments, Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments
The Company commits to fund partnership investments and to lend funds under bank credit facilities, bridge loans and private corporate bond investments. The amounts of these unfunded commitments were $4.9 billion and $5.3 billion at June 30, 2014 and December 31, 2013, respectively.

Subsequent_Event

Subsequent Event	6 Months Ended
	Jun. 30, 2014
Subsequent Events [Abstract]	'
Subsequent Event	'
	15. Subsequent Event
	Common Stock Dividend
	On July 7, 2014, MetLife, Inc.’s Board of Directors declared a third quarter 2014 common stock dividend of $0.35 per share payable on September 12, 2014 to shareholders of record as of August 8, 2014. The Company estimates the aggregate dividend payment to be $396 million.

Business_Basis_of_Presentation1

Business, Basis of Presentation and Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2014
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 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.
	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, 2013 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, 2013 (the “2013 Annual Report”), 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 2013 Annual Report.
	The Company uses the equity method of accounting for investments in equity securities when it has significant influence or at least 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 a 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.
	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 cutoff of November 30. Accordingly, the Company’s interim condensed consolidated financial statements reflect the assets and liabilities of such subsidiaries as of May 31, 2014 and November 30, 2013 and the operating results of such subsidiaries for the three months and six months ended May 31, 2014 and 2013.
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 defines delinquency consistent with industry practice, when mortgage loans are past due as follows: commercial and residential mortgage loans — 60 days and agricultural mortgage loans — 90 days.
	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 on the Company’s balance sheet 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.
	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
	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 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 changes in estimated fair values of the hedging derivatives are exclusive of any accruals that are separately reported on the 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 on the balance sheet 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 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 on the balance sheet 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 on the balance sheet, with changes in its estimated fair value recognized in the current period as net derivative gains (losses).
	Embedded Derivatives
	The Company sells variable annuities and 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 on the balance sheet 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 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 statement of 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)	6 Months Ended
	Jun. 30, 2014
Segment Reporting [Abstract]	'
Segment Reporting Information, by Segment	'
			Operating Earnings
			Americas
	Three Months Ended June 30, 2014		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			America												& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	1,812			$	4,038		$	686		$	780		$	7,316		$	1,913		$	584		$	40		$	9,853		$	20		$	9,873
	Universal life and investment-type product policy fees		1,256				181			55			317			1,809			400			117			34			2,360			98			2,458
	Net investment income		1,963				458			1,443			332			4,196			717			134			48			5,095			164			5,259
	Other revenues		265				104			75			9			453			24			11			5			493			(3		)	490
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(125		)	(125		)
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			311			311
	Total revenues		5,296				4,781			2,259			1,438			13,774			3,054			846			127			17,801			465			18,266
	Expenses
	Policyholder benefits and claims and policyholder dividends		2,438				3,789			1,273			743			8,243			1,425			271			25			9,964			421			10,385
	Interest credited to policyholder account balances		561				39			287			100			987			394			35			9			1,425			284			1,709
	Capitalization of DAC		(249		)		(36		)	(18		)	(93		)	(396		)	(457		)	(170		)	(8		)	(1,031		)	(1		)	(1,032		)
	Amortization of DAC and VOBA		378				35			6			81			500			362			160			3			1,025			37			1,062
	Amortization of negative VOBA		—				—			—			(1		)	(1		)	(92		)	(6		)	—			(99		)	(12		)	(111		)
	Interest expense on debt		—				—			2			—			2			—			—			297			299			13			312
	Other expenses		1,177				638			134			412			2,361			976			446			196			3,979			12			3,991
	Total expenses		4,305				4,465			1,684			1,242			11,696			2,608			736			522			15,562			754			16,316
	Provision for income tax expense (benefit)		339				111			201			36			687			127			17			(213		)	618			(44		)	574
	Operating earnings		$	652			$	205		$	374		$	160		$	1,391		$	319		$	93		$	(182	)	1,621
	Adjustments to:
	Total revenues																											465
	Total expenses																											(754		)
	Provision for income tax (expense) benefit																											44
	Income (loss) from continuing operations, net of income tax																											$	1,376					$	1,376
			Operating Earnings
			Americas
	Three Months Ended June 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		$	1,581			$	3,797		$	503		$	710		$	6,591		$	1,980		$	558		$	28		$	9,157		$	1		$	9,158
	Universal life and investment-type product policy fees		1,238				170			65			235			1,708			442			96			35			2,281			90			2,371
	Net investment income		1,987				472			1,402			281			4,142			723			120			72			5,057			225			5,282
	Other revenues		257				105			67			5			434			28			34			4			500			(10		)	490
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			110			110
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(1,690		)	(1,690		)
	Total revenues		5,063				4,544			2,037			1,231			12,875			3,173			808			139			16,995			(1,274		)	15,721
	Expenses
	Policyholder benefits and claims and policyholder dividends		2,272				3,514			1,080			601			7,467			1,433			256			18			9,174			115			9,289
	Interest credited to policyholder account balances		589				39			305			103			1,036			437			37			11			1,521			325			1,846
	Capitalization of DAC		(344		)		(35		)	(6		)	(108		)	(493		)	(522		)	(192		)	(5		)	(1,212		)	—			(1,212		)
	Amortization of DAC and VOBA		396				33			6			83			518			392			195			—			1,105			(147		)	958
	Amortization of negative VOBA		—				—			—			—			—			(113		)	(11		)	—			(124		)	(14		)	(138		)
	Interest expense on debt		1				1			2			1			5			—			(1		)	283			287			34			321
	Other expenses		1,265				578			116			390			2,349			1,054			460			146			4,009			87			4,096
	Total expenses		4,179				4,130			1,503			1,070			10,882			2,681			744			453			14,760			400			15,160
	Provision for income tax expense (benefit)		303				139			188			36			666			162			(4		)	(205		)	619			(566		)	53
	Operating earnings		$	581			$	275		$	346		$	125		$	1,327		$	330		$	68		$	(109	)	1,616
	Adjustments to:
	Total revenues																											(1,274		)
	Total expenses																											(400		)
	Provision for income tax (expense) benefit																											566
	Income (loss) from continuing operations, net of income tax																											$	508					$	508
			Operating Earnings
		Americas
Six Months Ended June 30, 2014		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	3,536			$	8,040		$	987		$	1,448		$	14,011		$	3,803		$	1,181		$	75		$	19,070		$	22		$	19,092
Universal life and investment-type product policy fees		2,503				358			112			628			3,601			789			226			67			4,683			196			4,879
Net investment income		3,977				911			2,853			657			8,398			1,410			257			115			10,180			114			10,294
Other revenues		510				211			143			16			880			51			27			26			984			(16		)	968
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(536		)	(536		)
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			654			654
Total revenues		10,526				9,520			4,095			2,749			26,890			6,053			1,691			283			34,917			434			35,351
Expenses
Policyholder benefits and claims and policyholder dividends		4,845				7,570			2,161			1,347			15,923			2,822			532			60			19,337			675			20,012
Interest credited to policyholder account balances		1,116				79			565			198			1,958			781			69			18			2,826			352			3,178
Capitalization of DAC		(483		)		(70		)	(19		)	(182		)	(754		)	(951		)	(346		)	(26		)	(2,077		)	(1		)	(2,078		)
Amortization of DAC and VOBA		807				71			10			160			1,048			700			324			3			2,075			45			2,120
Amortization of negative VOBA		—				—			—			(1		)	(1		)	(186		)	(15		)	—			(202		)	(24		)	(226		)
Interest expense on debt		—				—			4			—			4			—			—			589			593			31			624
Other expenses		2,319				1,266			254			814			4,653			1,966			902			409			7,930			15			7,945
Total expenses		8,604				8,916			2,975			2,336			22,831			5,132			1,466			1,053			30,482			1,093			31,575
Provision for income tax expense (benefit)		658				211			391			70			1,330			274			44			(426		)	1,222			(164		)	1,058
Operating earnings		$	1,264			$	393		$	729		$	343		$	2,729		$	647		$	181		$	(344	)	3,213
Adjustments to:
Total revenues																											434
Total expenses																											(1,093		)
Provision for income tax (expense) benefit																											164
Income (loss) from continuing operations, net of income tax																											$	2,718					$	2,718
		Operating Earnings
		Americas
Six Months Ended June 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		$	3,128			$	7,671		$	919		$	1,385		$	13,103		$	3,978		$	1,125		$	54		$	18,260		$	49		$	18,309
Universal life and investment-type product policy fees		2,405				350			133			460			3,348			886			187			71			4,492			170			4,662
Net investment income		3,948				925			2,792			558			8,223			1,455			248			213			10,139			1,220			11,359
Other revenues		500				213			140			9			862			41			61			17			981			(11		)	970
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			424			424
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(2,320		)	(2,320		)
Total revenues		9,981				9,159			3,984			2,412			25,536			6,360			1,621			355			33,872			(468		)	33,404
Expenses
Policyholder benefits and claims and policyholder dividends		4,425				7,154			2,097			1,155			14,831			2,848			493			27			18,199			798			18,997
Interest credited to policyholder account balances		1,168				78			648			207			2,101			879			72			23			3,075			1,361			4,436
Capitalization of DAC		(718		)		(68		)	(23		)	(213		)	(1,022		)	(1,068		)	(369		)	(9		)	(2,468		)	—			(2,468		)
Amortization of DAC and VOBA		727				67			17			157			968			793			360			—			2,121			(339		)	1,782
Amortization of negative VOBA		—				—			—			(1		)	(1		)	(226		)	(28		)	—			(255		)	(29		)	(284		)
Interest expense on debt		1				1			4			—			6			—			—			569			575			67			642
Other expenses		2,543				1,166			255			762			4,726			2,148			908			310			8,092			399			8,491
Total expenses		8,146				8,398			2,998			2,067			21,609			5,374			1,436			920			29,339			2,257			31,596
Provision for income tax expense (benefit)		628				256			346			77			1,307			323			30			(400		)	1,260			(955		)	305
Operating earnings		$	1,207			$	505		$	640		$	268		$	2,620		$	663		$	155		$	(165	)	3,273
Adjustments to:
Total revenues																											(468		)
Total expenses																											(2,257		)
Provision for income tax (expense) benefit																											955
Income (loss) from continuing operations, net of income tax																											$	1,503					$	1,503
The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
	30-Jun-14				31-Dec-13
	(In millions)
Retail	$	360,783			$	349,516
Group, Voluntary & Worksite Benefits	45,401				43,404
Corporate Benefit Funding	229,128				220,612
Latin America	74,437				69,874
Asia	124,475				119,717
EMEA	31,178				33,382
Corporate & Other	45,718				48,791
Total	$	911,120			$	885,296

Insurance_Tables

Insurance (Tables)	6 Months Ended
	Jun. 30, 2014
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-Jun-14				31-Dec-13
		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)	$	204,027	$	102,857	$	201,395	$	100,527
	Separate account value	$	168,187	$	98,901	$	164,500	$	96,459
	Net amount at risk	$	3,917	$	1,382	$	4,203	$	1,219
	Average attained age of contractholders	64 years		64 years		63 years		63 years
	Two Tier Annuities
	General account value	N/A		$	1,025	N/A		$	880
	Net amount at risk	N/A		$	311	N/A		$	234
	Average attained age of contractholders	N/A		50 years		N/A		50 years
		June 30, 2014				December 31, 2013
		Secondary		Paid-Up		Secondary		Paid-Up
		Guarantees		Guarantees		Guarantees		Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	16,468	$	3,640	$	16,048	$	3,700
	Net amount at risk	$	183,942	$	21,020	$	185,920	$	21,737
	Average attained age of policyholders	56 years		61 years		55 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 on 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)	6 Months Ended
	Jun. 30, 2014
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 at:
		30-Jun-14				31-Dec-13
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	41,795			$	42,076
	Other policy-related balances	331				298
	Policyholder dividends payable	477				456
	Policyholder dividend obligation	2,986				1,771
	Current income tax payable	18				18
	Other liabilities	641				582
	Total closed block liabilities	46,248				45,201
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	29,295				28,374
	Equity securities available-for-sale, at estimated fair value	90				86
	Mortgage loans	6,031				6,155
	Policy loans	4,651				4,669
	Real estate and real estate joint ventures	543				492
	Other invested assets	997				814
	Total investments	41,607				40,590
	Cash and cash equivalents	311				238
	Accrued investment income	495				477
	Premiums, reinsurance and other receivables	95				98
	Deferred income tax assets	294				293
	Total assets designated to the closed block	42,802				41,696
	Excess of closed block liabilities over assets designated to the closed block	3,446				3,505
	Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
	Unrealized investment gains (losses), net of income tax	2,254				1,502
	Unrealized gains (losses) on derivatives, net of income tax	(5		)		(3		)
	Allocated to policyholder dividend obligation, net of income tax	(1,941		)		(1,151		)
	Total amounts included in AOCI	308				348
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,754			$	3,853
Closed block policyholder dividend obligation	'
	Information regarding the closed block policyholder dividend obligation was as follows:
			Six Months				Year
			Ended				Ended
			June 30, 2014				December 31, 2013
			(In millions)
	Balance, beginning of period		$	1,771			$	3,828
	Change in unrealized investment and derivative gains (losses)		1,215				(2,057		)
	Balance, end of period		$	2,986			$	1,771
Closed block revenues and expenses	'
	Information regarding the closed block revenues and expenses was as follows:
			Three Months							Six Months
			Ended							Ended
			June 30,							June 30,
			2014				2013			2014			2013
			(In millions)
	Revenues
	Premiums		$	473			$	489		$	919		$	953
	Net investment income		522				529			1,052			1,062
	Net investment gains (losses)		8				24			8			27
	Net derivative gains (losses)		(3		)		7			(4		)	15
	Total revenues		1,000				1,049			1,975			2,057
	Expenses
	Policyholder benefits and claims		645				669			1,269			1,312
	Policyholder dividends		243				247			476			489
	Other expenses		38				43			79			85
	Total expenses		926				959			1,824			1,886
	Revenues, net of expenses before provision for income tax expense (benefit)		74				90			151			171
	Provision for income tax expense (benefit)		26				33			53			60
	Revenues, net of expenses and provision for income tax expense (benefit)		$	48			$	57		$	98		$	111

Investments_Tables

Investments (Tables)	6 Months Ended
	Jun. 30, 2014
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. 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”).
		June 30, 2014																				December 31, 2013
		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	$	99,550			$	10,311			$	468			$	—			$	109,393			$	100,203			$	7,495	$	1,229		$	—	$	106,469
	Foreign corporate	57,557				5,118				187				—				62,488				59,778				3,939		565			—		63,152
	Foreign government	51,794				5,019				186				—				56,627				50,717				4,107		387			—		54,437
	U.S. Treasury and agency	50,310				4,194				157				—				54,347				43,928				2,251		1,056			—		45,123
	RMBS	37,344				2,082				259				103				39,064				34,167				1,584		490			206		35,055
	CMBS	15,119				582				50				—				15,651				16,115				605		170			—		16,550
	ABS	14,558				306				69				7				14,788				15,458				296		171			12		15,571
	State and political subdivision	13,055				1,729				86				—				14,698				13,233				903		306			—		13,830
	Total fixed maturity securities	$	339,287			$	29,341			$	1,462			$	110			$	367,056			$	333,599			$	21,180	$	4,374		$	218	$	350,187
	Equity securities
	Common stock	$	2,138			$	573			$	4			$	—			$	2,707			$	1,927			$	431	$	5		$	—	$	2,353
	Non-redeemable preferred stock	1,114				82				40				—				1,156				1,085				76		112			—		1,049
	Total equity securities	$	3,252			$	655			$	44			$	—			$	3,863			$	3,012			$	507	$	117		$	—	$	3,402
Available-for-sale fixed maturity securities by contractual maturity date	'
	The amortized cost and estimated fair value of fixed maturity securities, by contractual maturity date, were as follows at:
		June 30, 2014								December 31, 2013
		Amortized				Estimated				Amortized				Estimated
		Cost				Fair				Cost				Fair
						Value								Value
		(In millions)
	Due in one year or less	$	14,242			$	14,480			$	15,828			$	16,030
	Due after one year through five years	77,029				81,202				70,467				74,229
	Due after five years through ten years	78,643				85,648				78,159				83,223
	Due after ten years	102,352				116,223				103,405				109,529
	Subtotal	272,266				297,553				267,859				283,011
	Structured securities (RMBS, CMBS and ABS)	67,021				69,503				65,740				67,176
	Total fixed maturity securities	$	339,287			$	367,056			$	333,599			$	350,187
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'
		June 30, 2014																December 31, 2013
		Less than 12 Months								Equal to or Greater than 12 Months								Less than 12 Months								Equal to or Greater 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	$	4,041			$	59			$	7,002			$	409			$	13,889			$	808			$	3,807	$	421
	Foreign corporate	2,781				70				2,822				117				9,019				402				2,320		163
	Foreign government	2,226				54				1,955				132				5,052				336				1,846		51
	U.S. Treasury and agency	4,865				6				5,673				151				15,225				1,037				357		19
	RMBS	1,640				77				4,162				285				10,754				363				2,302		333
	CMBS	860				20				1,076				30				3,696				142				631		28
	ABS	2,845				17				786				59				3,772				59				978		124
	State and political subdivision	155				2				1,214				84				3,109				225				351		81
	Total fixed maturity securities	$	19,413			$	305			$	24,690			$	1,267			$	64,516			$	3,372			$	12,592	$	1,220
	Equity securities
	Common stock	$	90			$	4			$	—			$	—			$	81			$	4			$	16	$	1
	Non-redeemable preferred stock	68				2				348				38				364				65				191		47
	Total equity securities	$	158			$	6			$	348			$	38			$	445			$	69			$	207	$	48
	Total number of securities in an unrealized loss position	1,611								1,853								4,480								1,571
Disclosure of Mortgage Loans Net of Valuation Allowance	'
	Mortgage loans are summarized as follows at:
		June 30, 2014							December 31, 2013
		Carrying				% of			Carrying				% of
		Value				Total			Value				Total
		(In millions)							(In millions)
	Mortgage loans held-for-investment:
	Commercial	$	40,604			71	%		$	40,926			70.9	%
	Agricultural	11,961				20.9			12,391				21.5
	Residential	3,947				6.9			2,772				4.8
	Subtotal (1)	56,512				98.8			56,089				97.2
	Valuation allowances	(294		)		(0.5	)		(322		)		(0.6	)
	Subtotal mortgage loans held-for-investment, net	56,218				98.3			55,767				96.6
	Residential — fair value option (“FVO”)	367				0.6			338				0.6
	Commercial mortgage loans held by CSEs — FVO	638				1.1			1,598				2.8
	Total mortgage loans held-for-investment, net	57,223				100			57,703				100
	Mortgage loans held-for-sale	—				—			3				—
	Total mortgage loans, net	$	57,223			100	%		$	57,706			100	%
	__________________
	-1	Purchases of mortgage loans were $818 million and $1.4 billion for the three months and six months ended June 30, 2014, respectively. Purchases of mortgage loans were $836 million and $886 million for the three months and six months ended June 30, 2013, respectively.
Disclosure of mortgage loans held-for-investment and valuation allowances by method of evaluation for credit loss	'
	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:
		June 30, 2014																December 31, 2013
		Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
		(In millions)
	Mortgage loans:
	Evaluated individually for credit losses	$	415			$	75			$	9			$	499			$	506			$	100			$	16	$	622
	Evaluated collectively for credit losses	40,189				11,886				3,938				56,013				40,420				12,291				2,756		55,467
	Total mortgage loans	40,604				11,961				3,947				56,512				40,926				12,391				2,772		56,089
	Valuation allowances:
	Specific credit losses	33				6				—				39				58				7				1		66
	Non-specifically identified credit losses	197				36				22				255				200				37				19		256
	Total valuation allowances	230				42				22				294				258				44				20		322
	Mortgage loans, net of valuation allowance	$	40,374			$	11,919			$	3,925			$	56,218			$	40,668			$	12,347			$	2,752	$	55,767
Allowance for Loan and Lease Losses, Provision for Loss, Net	'
	The changes in the valuation allowance, by portfolio segment, were as follows:
		Three Months
		Ended
		June 30,
		2014																2013
		Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
		(In millions)
	Balance, beginning of period	$	259			$	42			$	25			$	326			$	275			$	54			$	3	$	332
	Provision (release)	(5		)		—				(3		)		(8		)		(33		)		1				8		(24		)
	Charge-offs, net of recoveries	(24		)		—				—				(24		)		—				(6		)		—		(6		)
	Balance, end of period	$	230			$	42			$	22			$	294			$	242			$	49			$	11	$	302
		Six Months
		Ended
		June 30,
		2014																2013
		Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
		(In millions)
	Balance, beginning of period	$	258			$	44			$	20			$	322			$	293			$	52			$	2	$	347
	Provision (release)	(4		)		(2		)		3				(3		)		(51		)		7				9		(35		)
	Charge-offs, net of recoveries	(24		)		—				(1		)		(25		)		—				(10		)		—		(10		)
	Balance, end of period	$	230			$	42			$	22			$	294			$	242			$	49			$	11	$	302
Schedule of Financing Receivables, Non Accrual Status	'
	The past due and accrual status of mortgage loans at recorded investment, prior to valuation allowances, by portfolio segment, were as follows at:
		Past Due								Greater than 90 Days Past Due								Nonaccrual Status
										and Still Accruing Interest
		June 30, 2014				December 31, 2013				June 30, 2014				December 31, 2013				June 30, 2014				December 31, 2013
		(In millions)
	Commercial	$	12			$	12			$	12			$	12			$	113			$	191
	Agricultural	45				44				—				—				46				47
	Residential	100				79				—				—				89				65
	Total	$	157			$	135			$	12			$	12			$	248			$	303
Impaired mortgage loans held-for-investment	'
	Impaired mortgage loans held-for-investment, including those modified in a troubled debt restructuring, by portfolio segment, were 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)
	30-Jun-14
	Commercial	$	132			$	132			$	33			$	99			$	285			$	283			$	417	$	382
	Agricultural	55				53				6				47				23				22				78		69
	Residential	—				—				—				—				12				9				12		9
	Total	$	187			$	185			$	39			$	146			$	320			$	314			$	507	$	460
	31-Dec-13
	Commercial	$	214			$	210			$	58			$	152			$	299			$	296			$	513	$	448
	Agricultural	68				66				7				59				35				34				103		93
	Residential	12				12				1				11				5				4				17		15
	Total	$	294			$	288			$	66			$	222			$	339			$	334			$	633	$	556
	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																Six Months
		Ended																Ended
		June 30,																June 30,
		2014								2013								2014								2013
		Average				Interest				Average				Interest				Average				Interest				Average		Interest
		Recorded				Income				Recorded				Income				Recorded				Income				Recorded		Income
		Investment								Investment								Investment								Investment
		(In millions)
	Commercial	$	462			$	4			$	531			$	4			$	476			$	7			$	534	$	7
	Agricultural	88				3				158				2				92				6				165		3
	Residential	9				—				14				—				12				—				14		—
	Total	$	559			$	7			$	703			$	6			$	580			$	13			$	713	$	10
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
		June 30,
		2014											2013
		Number of			Carrying Value after Specific								Number of			Carrying Value after Specific
		Mortgage Loans			Valuation Allowance								Mortgage Loans			Valuation Allowance
					Pre-Modification				Post-Modification							Pre-Modification				Post-Modification
					(In millions)											(In millions)
	Commercial	—			$	—			$	—			—			$	—			$	—
	Agricultural	1			1				1				1			4				4
	Residential	17			3				2				6			1				1
	Total	18			$	4			$	3			7			$	5			$	5
		Six Months
		Ended
		June 30,
		2014											2013
		Number of			Carrying Value after Specific								Number of			Carrying Value after Specific
		Mortgage Loans			Valuation Allowance								Mortgage Loans			Valuation Allowance
					Pre-Modification				Post-Modification							Pre-Modification				Post-Modification
					(In millions)											(In millions)
	Commercial	—			$	—			$	—			—			$	—			$	—
	Agricultural	1			1				1				1			4				4
	Residential	44			9				7				6			1				1
	Total	45			$	10			$	8			7			$	5			$	5
	The number of mortgage loans and carrying value of mortgage loans with subsequent payment defaults that were modified in a troubled debt restructuring during the previous 12 months were as follows:
		Three Months
		Ended
		June 30,
		2014									2013
		Number of			Carrying Value						Number of			Carrying Value
		Mortgage Loans									Mortgage Loans
					(In millions)									(In millions)
	Commercial	—			$	—					—			$	—
	Agricultural	—			—						—			—
	Residential (1)	2			—						—			—
	Total	2			$	—					—			$	—
		Six Months
		Ended
		June 30,
		2014									2013
		Number of			Carrying Value						Number of			Carrying Value
		Mortgage Loans									Mortgage Loans
					(In millions)									(In millions)
	Commercial	—			$	—					—			$	—
	Agricultural	2			24						—			—
	Residential (1)	2			—						—			—
	Total	4			$	24					—			$	—
	__________________
	-1	Residential mortgage loans for the three months and six months ended June 30, 2014 had a carrying value of less than $1 million.
Components of net unrealized investment gains (losses) included in accumulated other comprehensive income (loss)	'
	The components of net unrealized investment gains (losses), included in AOCI, were as follows:
		June 30, 2014				December 31, 2013
		(In millions)
	Fixed maturity securities	$	27,769			$	16,672
	Fixed maturity securities with noncredit OTTI losses in AOCI	(110		)		(218		)
	Total fixed maturity securities	27,659				16,454
	Equity securities	631				390
	Derivatives	737				375
	Other	(12		)		(73		)
	Subtotal	29,015				17,146
	Amounts allocated from:
	Insurance liability loss recognition	(1,980		)		(898		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	1				6
	DAC and VOBA	(1,881		)		(1,190		)
	Policyholder dividend obligation	(2,986		)		(1,771		)
	Subtotal	(6,846		)		(3,853		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	39				73
	Deferred income tax benefit (expense)	(7,826		)		(4,956		)
	Net unrealized investment gains (losses)	14,382				8,410
	Net unrealized investment gains (losses) attributable to noncontrolling interests	3				4
	Net unrealized investment gains (losses) attributable to MetLife, Inc.	$	14,385			$	8,414
Other than temporary impairment, credit losses recognized earnings	'
	The changes in fixed maturity securities with noncredit OTTI losses included in AOCI were as follows:
		Six Months				Year
		Ended				Ended
		June 30, 2014				December 31, 2013
		(In millions)
	Balance, beginning of period	$	(218	)		$	(361	)
	Noncredit OTTI losses and subsequent changes recognized (1)	2				60
	Securities sold with previous noncredit OTTI loss	25				149
	Subsequent changes in estimated fair value	81				(66		)
	Balance, end of period	$	(110	)		$	(218	)
	__________________
	-1	Noncredit OTTI losses and subsequent changes recognized, net of DAC, were ($6) million and $52 million for the six months ended June 30, 2014 and the year ended December 31, 2013, respectively.
	The changes in net unrealized investment gains (losses) were as follows:
		Six Months
		Ended
		June 30, 2014
		(In millions)
	Balance, beginning of period	$	8,414
	Fixed maturity securities on which noncredit OTTI losses have been recognized	108
	Unrealized investment gains (losses) during the period	11,761
	Unrealized investment gains (losses) relating to:
	Insurance liability gain (loss) recognition	(1,082		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(5		)
	DAC and VOBA	(691		)
	Policyholder dividend obligation	(1,215		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(34		)
	Deferred income tax benefit (expense)	(2,870		)
	Net unrealized investment gains (losses)	14,386
	Net unrealized investment gains (losses) attributable to noncontrolling interests	(1		)
	Balance, end of period	$	14,385
	Change in net unrealized investment gains (losses)	$	5,972
	Change in net unrealized investment gains (losses) attributable to noncontrolling interests	(1		)
	Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$	5,971
Securities Lending	'
	Elements of the securities lending program are presented below at:
		June 30, 2014				December 31, 2013
		(In millions)
	Securities on loan: (1)
	Amortized cost	$	28,356			$	27,094
	Estimated fair value	$	30,355			$	27,595
	Cash collateral on deposit from counterparties (2)	$	30,910			$	28,319
	Security collateral on deposit from counterparties (3)	$	85			$	—
	Reinvestment portfolio — estimated fair value	$	31,396			$	28,481
	_________________
	-1	Included within fixed maturity securities, short-term investments, equity securities and cash and cash equivalents.
	-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 at:
		June 30, 2014				December 31, 2013
		(In millions)
	Invested assets on deposit (regulatory deposits) (1)	$	9,057			$	2,153
	Invested assets held in trust (collateral financing arrangements and reinsurance agreements)	11,583				11,004
	Invested assets pledged as collateral (2)	23,857				23,770
	Total invested assets on deposit, held in trust and pledged as collateral	$	44,497			$	36,927
	__________________
	-1	In 2013, MetLife, Inc. announced its plans to merge three U.S.-based life insurance companies and an offshore reinsurance subsidiary to create one larger U.S.-based and U.S.-regulated life insurance company (the “Mergers”). The Mergers are expected to occur in the fourth quarter of 2014, subject to regulatory approvals. The companies to be merged are MetLife Insurance Company of Connecticut (“MICC”), MetLife Investors USA Insurance Company (“MLI-USA”) and MetLife Investors Insurance Company, each a U.S. insurance company that issues variable annuity products in addition to other products, and Exeter Reassurance Company, Ltd. (“Exeter”), a reinsurance company that mainly reinsures guarantees associated with variable annuity products. MICC, which is expected to be renamed and domiciled in Delaware, will be the surviving entity. In October 2013, Exeter, formerly a Cayman Islands company, was re-domesticated to Delaware. Effective January 1, 2014, following receipt of New York State Department of Financial Services (the “Department of Financial Services”) approval, MICC withdrew its license to issue insurance policies and annuity contracts in New York. Also effective January 1, 2014, MICC reinsured with an affiliate all existing New York insurance policies and annuity contracts that include a separate account feature. On December 31, 2013, MICC deposited investments with an estimated fair market value of $6.3 billion into a custodial account to secure MICC’s remaining New York policyholder liabilities not covered by the reinsurance, which became restricted on January 1, 2014.
	-2	The Company has pledged invested assets 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 2013 Annual Report), collateral financing arrangements (see Note 13 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report) and derivative transactions (see Note 7).
The Components of Net Investment Income	'
	The components of net investment income were as follows:
			Three Months								Six Months
			Ended								Ended
			June 30,								June 30,
			2014				2013				2014				2013
			(In millions)
	Investment income:
	Fixed maturity securities		$	3,758			$	3,709			$	7,411			$	7,535
	Equity securities		37				36				67				60
	FVO and trading securities — Actively Traded Securities and FVO general account securities (1)		44				(11		)		81				10
	Mortgage loans		708				716				1,417				1,454
	Policy loans		158				152				315				307
	Real estate and real estate joint ventures		262				243				479				436
	Other limited partnership interests		206				275				535				521
	Cash, cash equivalents and short-term investments		41				45				88				94
	International joint ventures		3				5				3				(9		)
	Other		31				49				76				112
	Subtotal		5,248				5,219				10,472				10,520
	Less: Investment expenses		299				287				575				587
	Subtotal, net		4,949				4,932				9,897				9,933
	FVO and trading securities — FVO contractholder-directed unit-linked investments (1)		295				314				360				1,353
	FVO CSEs — interest income:
	Commercial mortgage loans		14				34				36				71
	Securities		1				2				1				2
	Subtotal		310				350				397				1,426
	Net investment income		$	5,259			$	5,282			$	10,294			$	11,359
	__________________
	-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 as follows:
			Three Months								Six Months
			Ended								Ended
			June 30,								June 30,
			2014				2013				2014				2013
			(In millions)
	Actively Traded Securities and FVO general account securities		$	14			$	(24	)		$	25			$	(14	)
	FVO contractholder-directed unit-linked investments		$	138			$	123			$	81			$	1,078
The components of net investment gains (losses)	'
	The components of net investment gains (losses) were as follows:
		Three Months								Six Months
		Ended								Ended
		June 30,								June 30,
		2014				2013				2014				2013
		(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	$	—			$	(27	)		$	—			$	(32	)
	Consumer	—				—				(7		)		(8		)
	Finance	—				—				—				(10		)
	Transportation	(2		)		—				(2		)		—
	Communications	—				(2		)		—				(2		)
	Total U.S. and foreign corporate securities	(2		)		(29		)		(9		)		(52		)
	RMBS	(6		)		(10		)		(9		)		(47		)
	ABS	(7		)		—				(7		)		—
	OTTI losses on fixed maturity securities recognized in earnings	(15		)		(39		)		(25		)		(99		)
	Fixed maturity securities — net gains (losses) on sales and disposals	69				179				165				548
	Total gains (losses) on fixed maturity securities	54				140				140				449
	Total gains (losses) on equity securities:
	Total OTTI losses recognized — by sector:
	Non-redeemable preferred stock	(23		)		—				(23		)		(20		)
	Common stock	(10		)		(1		)		(11		)		(2		)
	OTTI losses on equity securities recognized in earnings	(33		)		(1		)		(34		)		(22		)
	Equity securities — net gains (losses) on sales and disposals	58				5				84				(1		)
	Total gains (losses) on equity securities	25				4				50				(23		)
	FVO and trading securities — FVO general account securities	(1		)		4				8				8
	Mortgage loans	16				23				5				35
	Real estate and real estate joint ventures	(1		)		(9		)		64				(23		)
	Other limited partnership interests	(36		)		(41		)		(38		)		(41		)
	Other investment portfolio gains (losses)	(2		)		27				(6		)		34
	Subtotal — investment portfolio gains (losses)	55				148				223				439
	FVO CSEs:
	Commercial mortgage loans	(16		)		(19		)		(15		)		(32		)
	Long-term debt — related to commercial mortgage loans	17				26				18				48
	Long-term debt — related to securities	—				1				—				—
	Non-investment portfolio gains (losses) (1)	(181		)		(46		)		(762		)		(31		)
	Subtotal FVO CSEs and non-investment portfolio gains (losses)	(180		)		(38		)		(759		)		(15		)
	Total net investment gains (losses)	$	(125	)		$	110			$	(536	)		$	424
	__________________
	-1	Non-investment portfolio gain (losses) for the three months and six months ended June 30, 2014 includes a loss of ($138) million and ($633) million, respectively, related to the disposition of MAL. 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	'
	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
		June 30,
		2014				2013				2014				2013				2014				2013
		Fixed Maturity Securities								Equity Securities								Total
		(In millions)
	Proceeds	$	19,700			$	22,072			$	326			$	269			$	20,026			$	22,341
	Gross investment gains	$	176			$	323			$	60			$	10			$	236			$	333
	Gross investment losses	(107		)		(144		)		(2		)		(5		)		(109		)		(149		)
	Total OTTI losses:
	Credit-related	(15		)		(39		)		—				—				(15		)		(39		)
	Other (1)	—				—				(33		)		(1		)		(33		)		(1		)
	Total OTTI losses	(15		)		(39		)		(33		)		(1		)		(48		)		(40		)
	Net investment gains (losses)	$	54			$	140			$	25			$	4			$	79			$	144
		Six Months
		Ended
		June 30,
		2014				2013				2014				2013				2014				2013
		Fixed Maturity Securities								Equity Securities								Total
		(In millions)
	Proceeds	$	41,991			$	41,622			$	427			$	355			$	42,418			$	41,977
	Gross investment gains	$	490			$	823			$	87			$	18			$	577			$	841
	Gross investment losses	(325		)		(275		)		(3		)		(19		)		(328		)		(294		)
	Total OTTI losses:
	Credit-related	(25		)		(81		)		—				—				(25		)		(81		)
	Other (1)	—				(18		)		(34		)		(22		)		(34		)		(40		)
	Total OTTI losses	(25		)		(99		)		(34		)		(22		)		(59		)		(121		)
	Net investment gains (losses)	$	140			$	449			$	50			$	(23	)		$	190			$	426
	_________________
	-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)	'
	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								Six Months
		Ended								Ended
		June 30,								June 30,
		2014				2013				2014				2013
		(In millions)
	Balance, beginning of period	$	370			$	398			$	378			$	392
	Additions:
	Initial impairments — credit loss OTTI recognized on securities not previously impaired	—				1				—				2
	Additional impairments — credit loss OTTI recognized on securities previously impaired	6				6				8				41
	Reductions:
	Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(10		)		(24		)		(20		)		(54		)
	Securities impaired to net present value of expected future cash flows	(7		)		—				(7		)		—
	Balance, end of period	$	359			$	381			$	359			$	381
Variable Interest Entity, Primary Beneficiary [Member]	'
Variable Interest Entity [Line Items]	'
Schedule of Variable Interest Entities [Table Text Block]	'
	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 June 30, 2014 and December 31, 2013. 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.
		June 30, 2014								December 31, 2013
		Total				Total				Total				Total
		Assets				Liabilities				Assets				Liabilities
		(In millions)
	MRSC (collateral financing arrangement (primarily securities)) (1)	$	3,457			$	—			$	3,440			$	—
	Operating joint venture (2)	2,383				2,016				2,095				1,777
	CSEs (assets (primarily loans) and liabilities (primarily debt)) (3)	661				512				1,630				1,457
	Investments:
	Real estate and real estate joint ventures (4)	10				15				1,181				443
	Other invested assets	75				—				82				7
	FVO and trading securities	66				—				69				—
	Other limited partnership interests	61				—				61				—
	Total	$	6,713			$	2,543			$	8,558			$	3,684
	__________________
	-1	See Note 13 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report for a description of the MetLife Reinsurance Company of South Carolina (“MRSC”) collateral financing arrangement.
	-2	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.
	-3	The Company consolidates entities 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 Company’s exposure was limited to that of its remaining investment in these entities of $129 million and $154 million at estimated fair value at June 30, 2014 and December 31, 2013, 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 $13 million and $31 million for the three months and six months ended June 30, 2014, respectively, and $34 million and $67 million for the three months and six months ended June 30, 2013, respectively.
	-4	At December 31, 2013, the Company consolidated an open ended core real estate fund formed in the fourth quarter of 2013 (the “MetLife Core Property Fund”), which represented the majority of the balances at December 31, 2013. As a result of the quarterly reassessment in the first quarter of 2014, the Company no longer consolidates the MetLife Core Property Fund, effective March 31, 2014, based on the terms of the revised partnership agreement. The Company accounts for its retained interest in the real estate fund under the equity method. Assets of the real estate fund are a real estate investment trust which holds primarily traditional core income-producing real estate which has associated liabilities that are primarily non-recourse debt secured by certain real estate assets of the fund. 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 Company’s exposure was limited to that of its investment in the real estate fund of $178 million at carrying value at December 31, 2013. The long-term debt bore interest primarily at fixed rates ranging from 1.39% to 4.45%, payable primarily on a monthly basis.
Variable Interest Entity, Not Primary Beneficiary [Member]	'
Variable Interest Entity [Line Items]	'
Schedule of Variable Interest Entities [Table Text Block]	'
	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:
		June 30, 2014								December 31, 2013
		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)	$	69,503			$	69,503			$	67,176			$	67,176
	U.S. and foreign corporate	4,234				4,234				3,966				3,966
	Other limited partnership interests	5,362				7,264				5,041				6,994
	Other invested assets	1,571				1,715				1,509				1,897
	FVO and trading securities	582				582				619				619
	Mortgage loans	107				107				106				106
	Real estate joint ventures	66				67				70				71
	Equity securities AFS:
	Non-redeemable preferred stock	41				41				35				35
	Total	$	81,466			$	83,513			$	78,522			$	80,864
	__________________
	-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 $234 million and $257 million at June 30, 2014 and December 31, 2013, 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 in mortgage-backed or asset-backed securities issued by trusts that do not have substantial equity.
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	'
	The credit quality of commercial mortgage loans held-for-investment were as follows 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)
	30-Jun-14
	Loan-to-value ratios:
	Less than 65%	$	31,658			$	587			$	534			$	32,779			80.7	%		$	34,876			81.5	%
	65% to 75%	5,513				498				57				6,068				15			6,206				14.5
	76% to 80%	548				212				57				817				2			816				1.9
	Greater than 80%	424				303				213				940				2.3			909				2.1
	Total	$	38,143			$	1,600			$	861			$	40,604			100	%		$	42,807			100	%
	31-Dec-13
	Loan-to-value ratios:
	Less than 65%	$	30,552			$	614			$	841			$	32,007			78.2	%		$	33,519			78.9	%
	65% to 75%	6,360				438				149				6,947				17			7,039				16.6
	76% to 80%	525				192				189				906				2.2			892				2.1
	Greater than 80%	661				242				163				1,066				2.6			1,006				2.4
	Total	$	38,098			$	1,486			$	1,342			$	40,926			100	%		$	42,456			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	'
	The credit quality of agricultural mortgage loans held-for-investment were as follows at:
		June 30, 2014							December 31, 2013
		Recorded				% of			Recorded				% of
		Investment				Total			Investment				Total
		(In millions)							(In millions)
	Loan-to-value ratios:
	Less than 65%	$	11,277			94.3	%		$	11,461			92.5	%
	65% to 75%	552				4.6			729				5.9
	76% to 80%	40				0.3			84				0.7
	Greater than 80%	92				0.8			117				0.9
	Total	$	11,961			100	%		$	12,391			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	'
	The credit quality of residential mortgage loans held-for-investment were as follows at:
		June 30, 2014							December 31, 2013
		Recorded				% of			Recorded				% of
		Investment				Total			Investment				Total
		(In millions)							(In millions)
	Performance indicators:
	Performing	$	3,847			97.5	%		$	2,693			97.1	%
	Nonperforming	100				2.5			79				2.9
	Total	$	3,947			100	%		$	2,772			100	%

Derivatives_Tables

Derivatives (Tables)	6 Months Ended
	Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location	'
	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:
					June 30, 2014												December 31, 2013
			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		$	6,213			$	1,653			$	30			$	6,419			$	1,282	$	78
	Foreign currency swaps		Foreign currency exchange rate		1,780				229				31				2,713				252		135
	Foreign currency forwards		Foreign currency exchange rate		2,825				4				4				2,935				—		77
	Subtotal				10,818				1,886				65				12,067				1,534		290
	Cash flow hedges:
	Interest rate swaps		Interest rate		2,878				266				17				3,121				83		141
	Interest rate forwards		Interest rate		640				45				8				450				7		7
	Foreign currency swaps		Foreign currency exchange rate		14,921				457				614				12,452				401		660
	Subtotal				18,439				768				639				16,023				491		808
	Foreign operations hedges:
	Foreign currency forwards		Foreign currency exchange rate		2,725				1				19				3,182				82		47
	Currency options		Foreign currency exchange rate		6,419				39				68				7,362				318		—
	Subtotal				9,144				40				87				10,544				400		47
	Total qualifying hedges				38,401				2,694				791				38,634				2,425		1,145
	Derivatives Not Designated or Not Qualifying as Hedging Instruments
	Interest rate swaps		Interest rate		95,551				3,405				1,388				107,354				3,330		1,767
	Interest rate floors		Interest rate		67,265				457				285				63,064				451		346
	Interest rate caps		Interest rate		36,605				111				—				39,460				177		—
	Interest rate futures		Interest rate		6,364				3				6				6,011				9		9
	Interest rate options		Interest rate		39,361				524				179				40,978				255		243
	Synthetic GICs		Interest rate		4,362				—				—				4,409				—		—
	Foreign currency swaps		Foreign currency exchange rate		9,222				124				712				9,307				133		684
	Foreign currency forwards		Foreign currency exchange rate		12,669				107				95				11,311				69		359
	Currency futures		Foreign currency exchange rate		382				1				—				1,316				1		1
	Currency options		Foreign currency exchange rate		8,389				155				7				2,265				53		48
	Credit default swaps — purchased		Credit		3,675				6				49				3,725				7		51
	Credit default swaps — written		Credit		9,982				175				2				9,055				166		1
	Equity futures		Equity market		5,814				1				11				5,157				1		43
	Equity options		Equity market		38,116				1,272				1,228				37,411				1,344		1,068
	Variance swaps		Equity market		21,985				217				691				21,636				174		577
	TRRs		Equity market		3,449				—				138				3,802				—		179
	Total non-designated or non-qualifying derivatives				363,191				6,558				4,791				366,261				6,170		5,376
	Total				$	401,592			$	9,252			$	5,582			$	404,895			$	8,595	$	6,521
Components of Net Derivatives Gains (Losses)	'
	The components of net derivative gains (losses) were as follows:
		Three Months								Six Months
		Ended								Ended
		June 30,								June 30,
		2014				2013				2014				2013
		(In millions)
	Derivatives and hedging gains (losses) (1)	$	82			$	(2,769	)		$	534			$	(5,083	)
	Embedded derivatives	229				1,079				120				2,763
	Total net derivative gains (losses)	$	311			$	(1,690	)		$	654			$	(2,320	)
	__________________
	-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	'
	The following table presents earned income on derivatives:
		Three Months								Six Months
		Ended								Ended
		June 30,								June 30,
		2014				2013				2014				2013
		(In millions)
	Qualifying hedges:
	Net investment income	$	34			$	35			$	67			$	71
	Interest credited to policyholder account balances	32				36				64				71
	Other expenses	—				(1		)		(1		)		(4		)
	Non-qualifying hedges:
	Net investment income	(1		)		(2		)		(2		)		(3		)
	Net derivative gains (losses)	149				200				368				215
	Policyholder benefits and claims	(56		)		9				(64		)		(56		)
	Total	$	158			$	277			$	432			$	294
Amount and location of gains (losses) recognized in income for derivatives that are not designated or qualifying as hedging instruments	'
	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
		Derivative				Investment				Benefits and
		Gains (Losses)				Income (1)				Claims (2)
		(In millions)
	Three Months Ended June 30, 2014
	Interest rate derivatives	$	305			$	—			$	10
	Foreign currency exchange rate derivatives	(81		)		—				—
	Credit derivatives — purchased	(7		)		(1		)		—
	Credit derivatives — written	22				—				—
	Equity derivatives	(425		)		(6		)		(119		)
	Total	$	(186	)		$	(7	)		$	(109	)
	Three Months Ended June 30, 2013
	Interest rate derivatives	$	(2,128	)		$	—			$	(19	)
	Foreign currency exchange rate derivatives	(533		)		—				—
	Credit derivatives — purchased	1				(1		)		—
	Credit derivatives — written	(5		)		—				—
	Equity derivatives	(329		)		(4		)		(82		)
	Total	$	(2,994	)		$	(5	)		$	(101	)
	Six Months Ended June 30, 2014
	Interest rate derivatives	$	603			$	—			$	22
	Foreign currency exchange rate derivatives	(12		)		—				—
	Credit derivatives — purchased	(6		)		—				—
	Credit derivatives — written	13				—				—
	Equity derivatives	(606		)		(12		)		(157		)
	Total	$	(8	)		$	(12	)		$	(135	)
	Six Months Ended June 30, 2013
	Interest rate derivatives	$	(2,361	)		$	—			$	(17	)
	Foreign currency exchange rate derivatives	(984		)		—				—
	Credit derivatives — purchased	(5		)		(4		)		—
	Credit derivatives — written	27				—				—
	Equity derivatives	(1,882		)		(11		)		(356		)
	Total	$	(5,205	)		$	(15	)		$	(373	)
	__________________
	-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.
Net derivatives gains (losses) recognized on fair value derivatives and the related hedged items	'
	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 June 30, 2014
	Interest rate swaps:		Fixed maturity securities		$	(3	)		$	2			$	(1	)
			Policyholder liabilities (1)		137				(131		)		6
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		(3		)		3				—
			Foreign-denominated PABs (2)		1				(3		)		(2		)
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		6				(5		)		1
	Total				$	138			$	(134	)		$	4
	Three Months Ended June 30, 2013
	Interest rate swaps:		Fixed maturity securities		$	30			$	(30	)		$	—
			Policyholder liabilities (1)		(383		)		381				(2		)
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		13				(11		)		2
			Foreign-denominated PABs (2)		(55		)		63				8
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
	Total				$	(395	)		$	403			$	8
	Six Months Ended June 30, 2014
	Interest rate swaps:		Fixed maturity securities		$	(2	)		$	3			$	1
			Policyholder liabilities (1)		346				(335		)		11
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		(7		)		7				—
			Foreign-denominated PABs (2)		(26		)		29				3
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		16				(14		)		2
	Total				$	327			$	(310	)		$	17
	Six Months Ended June 30, 2013
	Interest rate swaps:		Fixed maturity securities		$	38			$	(38	)		$	—
			Policyholder liabilities (1)		(536		)		533				(3		)
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		17				(16		)		1
			Foreign-denominated PABs (2)		(194		)		196				2
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
	Total				$	(675	)		$	675			$	—
	__________________
	-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	'
	The following table presents the effects of derivatives in net investment hedging relationships on the consolidated statements of operations and comprehensive income (loss) and the 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 June 30, 2014
	Foreign currency forwards		$	(45	)
	Currency options		(124		)
	Total		$	(169	)
	Three Months Ended June 30, 2013
	Foreign currency forwards		$	85
	Currency options		131
	Total		$	216
	Six Months Ended June 30, 2014
	Foreign currency forwards		$	(79	)
	Currency options		(238		)
	Total		$	(317	)
	Six Months Ended June 30, 2013
	Foreign currency forwards		$	165
	Currency options		221
	Total		$	386
	__________________
	-1	In May 2014, the Company sold its interest in MAL, which was a hedged item in a net investment hedging relationship. As a result, during both the three months and six months ended June 30, 2014, the Company released losses of $77 million from accumulated other comprehensive income (loss) into earnings upon the sale. See Note 3. During the three months and six months ended June 30, 2013, 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	'
	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:
			June 30, 2014											December 31, 2013
	Rating Agency Designation of Referenced		Estimated				Maximum				Weighted			Estimated				Maximum				Weighted
	Credit Obligations (1)		Fair Value				Amount of Future				Average			Fair Value				Amount of Future				Average
			of Credit				Payments under				Years to			of Credit				Payments under				Years to
			Default				Credit Default				Maturity (3)			Default				Credit Default				Maturity (3)
			Swaps				Swaps (2)							Swaps				Swaps (2)
			(In millions)											(In millions)
	Aaa/Aa/A
	Single name credit default swaps (corporate)		$	9			$	605			2.4			$	10			$	545			2.6
	Credit default swaps referencing indices		15				2,877				1.9			26				2,739				1.5
	Subtotal		24				3,482				2			36				3,284				1.6
	Baa
	Single name credit default swaps (corporate)		27				1,478				2.9			24				1,320				3.1
	Credit default swaps referencing indices		89				4,635				4.7			73				4,071				4.7
	Subtotal		116				6,113				4.3			97				5,391				4.3
	Ba
	Single name credit default swaps (corporate)		—				15				3.1			—				5				3.8
	Credit default swaps referencing indices		—				—				—			—				—				—
	Subtotal		—				15				3.1			—				5				3.8
	B
	Single name credit default swaps (corporate)		—				—				—			—				—				—
	Credit default swaps referencing indices		33				372				4.9			32				375				4.9
	Subtotal		33				372				4.9			32				375				4.9
	Total		$	173			$	9,982			3.5			$	165			$	9,055			3.4
	__________________
	-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	'
	The estimated fair values of the Company’s net derivative assets and net derivative liabilities after the application of master netting agreements and collateral were as follows at:
			June 30, 2014								December 31, 2013
	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)		$	9,151			$	5,281			$	8,537			$	6,367
	OTC-cleared (1)		310				335				302				129
	Exchange-traded		5				17				11				53
	Total gross estimated fair value of derivatives (1)		9,466				5,633				8,850				6,549
	Amounts offset on the consolidated balance sheets		—				—				—				—
	Estimated fair value of derivatives presented on the consolidated balance sheets (1)		9,466				5,633				8,850				6,549
	Gross amounts not offset on the consolidated balance sheets:
	Gross estimated fair value of derivatives: (2)
	OTC-bilateral		(4,134		)		(4,134		)		(4,631		)		(4,631		)
	OTC-cleared		(195		)		(195		)		(122		)		(122		)
	Exchange-traded		(3		)		(3		)		(5		)		(5		)
	Cash collateral: (3)
	OTC-bilateral		(1,960		)		(4		)		(1,679		)		(3		)
	OTC-cleared		(115		)		(140		)		(169		)		(7		)
	Exchange-traded		—				(13		)		—				(44		)
	Securities collateral: (4)
	OTC-bilateral		(2,891		)		(971		)		(2,105		)		(1,464		)
	OTC-cleared		—				—				—				—
	Exchange-traded		—				(1		)		—				(4		)
	Net amount after application of master netting agreements and collateral		$	168			$	172			$	139			$	269
	__________________
	-1	At June 30, 2014 and December 31, 2013, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $214 million and $255 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $51 million and $28 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 on the balance sheet. 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 on the balance sheet. 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 June 30, 2014 and December 31, 2013, the Company received excess cash collateral of $63 million and $104 million, respectively, and provided excess cash collateral of $226 million and $236 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 balance sheet. Subject to certain constraints, the Company is permitted by contract to sell or repledge this collateral, but at June 30, 2014 none of the collateral had been sold or repledged. Securities collateral pledged by the Company is reported in fixed maturity securities on the balance sheet. 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 June 30, 2014 and December 31, 2013, the Company received excess securities collateral with an estimated fair value of $105 million and $238 million, respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At June 30, 2014 and December 31, 2013, the Company provided excess securities collateral with an estimated fair value of $74 million and $66 million, respectively, for its OTC-bilateral derivatives, and $130 million and $141 million, respectively, for its OTC-cleared derivatives, and $200 million and $81 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	'
	The following table presents the effects of derivatives in cash flow hedging relationships on the consolidated statements of operations and comprehensive income (loss) and the 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
							AOCI into Income (Loss)												(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 June 30, 2014
	Interest rate swaps		$	134			$	12			$	2			$	—			$	(5	)
	Interest rate forwards		11				2				1				1				—
	Foreign currency swaps		30				62				—				—				(1		)
	Credit forwards		—				—				—				—				—
	Total		$	175			$	76			$	3			$	1			$	(6	)
	Three Months Ended June 30, 2013
	Interest rate swaps		$	(273	)		$	10			$	2			$	—			$	6
	Interest rate forwards		(5		)		3				—				—				1
	Foreign currency swaps		(30		)		(68		)		(1		)		—				2
	Credit forwards		(3		)		—				1				—				—
	Total		$	(311	)		$	(55	)		$	2			$	—			$	9
	Six Months Ended June 30, 2014
	Interest rate swaps		$	362			$	27			$	4			$	—			$	—
	Interest rate forwards		52				2				2				1				1
	Foreign currency swaps		82				98				(1		)		1				(1		)
	Credit forwards		—				—				—				—				—
	Total		$	496			$	127			$	5			$	2			$	—
	Six Months Ended June 30, 2013
	Interest rate swaps		$	(397	)		$	14			$	4			$	—			$	4
	Interest rate forwards		(30		)		6				1				(1		)		1
	Foreign currency swaps		57				(257		)		(2		)		—				6
	Credit forwards		(3		)		—				1				—				—
	Total		$	(373	)		$	(237	)		$	4			$	(1	)		$	11
Schedule of Derivative Instruments	'
	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 Company’s
			Fair Value of				Securities								Downgrade in				Credit Rating to a Level
			Derivatives in												the Company’s				that Triggers Full Overnight
			Net Liability												Credit Rating				Collateralization or Termination
			Position (1)																of the Derivative Position
			(In millions)
	30-Jun-14
	Derivatives subject to credit-contingent provisions		$	1,082			$	1,045			$	—			$	32			$	58
	Derivatives not subject to credit-contingent provisions		24				—				4				—				—
	Total		$	1,106			$	1,045			$	4			$	32			$	58
	31-Dec-13
	Derivatives subject to credit-contingent provisions		$	1,674			$	1,530			$	—			$	27			$	34
	Derivatives not subject to credit-contingent provisions		20				—				3				—				—
	Total		$	1,694			$	1,530			$	3			$	27			$	34
	__________________
	-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	'
	The following table presents changes in estimated fair value related to embedded derivatives:
		Three Months								Six Months
		Ended								Ended
		June 30,								June 30,
		2014				2013				2014				2013
		(In millions)
	Net derivative gains (losses) (1)	$	229			$	1,079			$	120			$	2,763
	Policyholder benefits and claims	$	8			$	(33	)		$	23			$	(80	)
	__________________
	-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 ($51) million and ($8) million for the three months and six months ended June 30, 2014, respectively, and ($236) million and ($650) million for the three months and six months ended June 30, 2013, respectively.
Schedule of Derivative Instruments	'
	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		June 30, 2014				December 31, 2013
					(In millions)
	Net embedded derivatives within asset host contracts:
	Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	273			$	247
	Funds withheld on assumed reinsurance		Other invested assets		55				38
	Options embedded in debt or equity securities		Investments		(170		)		(145		)
	Net embedded derivatives within asset host contracts				$	158			$	140
	Net embedded derivatives within liability host contracts:
	Direct guaranteed minimum benefits		PABs		$	(2,274	)		$	(2,296	)
	Assumed guaranteed minimum benefits		PABs		1,461				1,262
	Funds withheld on ceded reinsurance		Other liabilities		105				60
	Other		PABs		24				5
	Net embedded derivatives within liability host contracts				$	(684	)		$	(969	)

Fair_Value_Tables

Fair Value (Tables)	6 Months Ended
	Jun. 30, 2014
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.
		June 30, 2014
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	102,024			$	7,369			$	109,393
	Foreign corporate	—				55,876				6,612				62,488
	Foreign government	—				54,955				1,672				56,627
	U.S. Treasury and agency	32,103				21,924				320				54,347
	RMBS	1,330				33,789				3,945				39,064
	CMBS	—				15,056				595				15,651
	ABS	—				11,002				3,786				14,788
	State and political subdivision	—				14,663				35				14,698
	Total fixed maturity securities	33,433				309,289				24,334				367,056
	Equity securities:
	Common stock	1,615				906				186				2,707
	Non-redeemable preferred stock	—				893				263				1,156
	Total equity securities	1,615				1,799				449				3,863
	FVO and trading securities:
	Actively Traded Securities	—				670				20				690
	FVO general account securities	503				70				109				682
	FVO contractholder-directed unit-linked investments	11,533				4,337				571				16,441
	FVO securities held by CSEs	—				7				11				18
	Total FVO and trading securities	12,036				5,084				711				17,831
	Short-term investments (1)	4,309				5,723				246				10,278
	Mortgage loans:
	Residential mortgage loans — FVO	—				—				367				367
	Commercial mortgage loans held by CSEs — FVO	—				638				—				638
	Total mortgage loans	—				638				367				1,005
	Other invested assets:
	Other investments	259				67				—				326
	Derivative assets: (2)
	Interest rate	3				6,417				44				6,464
	Foreign currency exchange rate	1				1,081				35				1,117
	Credit	—				163				18				181
	Equity market	1				1,167				322				1,490
	Total derivative assets	5				8,828				419				9,252
	Total other invested assets	264				8,895				419				9,578
	Net embedded derivatives within asset host contracts (3)	—				—				328				328
	Separate account assets (4)	87,503				235,783				1,691				324,977
	Total assets	$	139,160			$	567,211			$	28,545			$	734,916
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	6			$	1,899			$	8			$	1,913
	Foreign currency exchange rate	—				1,512				38				1,550
	Credit	—				50				1				51
	Equity market	11				1,340				717				2,068
	Total derivative liabilities	17				4,801				764				5,582
	Net embedded derivatives within liability host contracts (3)	—				8				(692		)		(684		)
	Long-term debt of CSEs — FVO	—				490				15				505
	Trading liabilities (5)	218				—				—				218
	Total liabilities	$	235			$	5,299			$	87			$	5,621
		December 31, 2013
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	99,321			$	7,148			$	106,469
Foreign corporate	—				56,448				6,704				63,152
Foreign government	—				52,202				2,235				54,437
U.S. Treasury and agency	25,061				20,000				62				45,123
RMBS	—				32,098				2,957				35,055
CMBS	—				15,578				972				16,550
ABS	—				11,361				4,210				15,571
State and political subdivision	—				13,820				10				13,830
Total fixed maturity securities	25,061				300,828				24,298				350,187
Equity securities:
Common stock	1,186				990				177				2,353
Non-redeemable preferred stock	—				654				395				1,049
Total equity securities	1,186				1,644				572				3,402
FVO and trading securities:
Actively Traded Securities	2				648				12				662
FVO general account securities	518				80				29				627
FVO contractholder-directed unit-linked investments	10,702				4,806				603				16,111
FVO securities held by CSEs	—				23				—				23
Total FVO and trading securities	11,222				5,557				644				17,423
Short-term investments (1)	5,915				6,943				254				13,112
Mortgage loans:
Residential mortgage loans — FVO	—				—				338				338
Commercial mortgage loans held by CSEs — FVO	—				1,598				—				1,598
Total mortgage loans	—				1,598				338				1,936
Other invested assets:
Other investments	188				71				—				259
Derivative assets: (2)
Interest rate	10				5,557				27				5,594
Foreign currency exchange rate	1				1,280				28				1,309
Credit	—				144				29				173
Equity market	1				1,233				285				1,519
Total derivative assets	12				8,214				369				8,595
Total other invested assets	200				8,285				369				8,854
Net embedded derivatives within asset host contracts (3)	—				—				285				285
Separate account assets (4)	89,960				225,776				1,465				317,201
Total assets	$	133,544			$	550,631			$	28,225			$	712,400
Liabilities
Derivative liabilities: (2)
Interest rate	$	9			$	2,568			$	14			$	2,591
Foreign currency exchange rate	1				1,971				39				2,011
Credit	—				52				—				52
Equity market	43				1,222				602				1,867
Total derivative liabilities	53				5,813				655				6,521
Net embedded derivatives within liability host contracts (3)	—				4				(973		)		(969		)
Long-term debt of CSEs — FVO	—				1,427				28				1,455
Trading liabilities (5)	260				2				—				262
Total liabilities	$	313			$	7,246			$	(290	)		$	7,269
__________________
-1	Short-term investments as presented in the tables above differ from the amounts presented on the consolidated balance sheets because certain short-term investments are not measured at estimated fair value on a recurring basis.
-2	Derivative assets are presented within other invested assets on the consolidated balance sheets and derivative liabilities are presented within other liabilities on the consolidated balance sheets. The amounts are presented gross in the tables above to reflect the presentation on 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.
-3	Net embedded derivatives within asset host contracts are presented primarily within premiums, reinsurance and other receivables on the consolidated balance sheets. Net embedded derivatives within liability host contracts are presented within PABs and other liabilities on the consolidated balance sheets. At June 30, 2014 and December 31, 2013, equity securities also included embedded derivatives of ($170) million and ($145) million, respectively.
-4	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.
-5	Trading liabilities are presented within other liabilities on 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-Jun-14						31-Dec-13						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)		-5	-	190		34		-10	-	240		46		Decrease
					•	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
					•	Credit spreads (4)		-1,473	-	706		129		-1,489	-	876		174		Decrease
					•	Offered quotes (5)		—	-	120		98		4	-	145		100		Increase
		•	Market pricing		•	Quoted prices (5)		—	-	369		120								Increase
		•	Consensus pricing		•	Offered quotes (5)		31	-	700		234		33	-	145		95		Increase
	Foreign government	•	Matrix pricing		•	Credit spreads (4)		53	-	56		54		4	-	72		32		Decrease
		•	Market pricing		•	Quoted prices (5)		1	-	153		102		64	-	156		100		Increase
		•	Consensus pricing		•	Offered quotes (5)		66	-	140		113		84	-	156		107		Increase
	RMBS	•	Matrix pricing and		•	Credit spreads (4)		220	-	582		375		-136	-	3,609		288		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		—	-	120		100		10	-	109		98		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		1	-	111		92		69	-	101		93		Increase (6)
	CMBS	•	Matrix pricing and		•	Credit spreads (4)		-89	-	833		137		215	-	2,025		409		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		1	-	105		96		70	-	104		97		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		15	-	104		101		90	-	101		95		Increase (6)
	ABS	•	Matrix pricing and		•	Credit spreads (4)		111	-	1,879		327		30	-	1,878		145		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		—	-	106		101		—	-	110		101		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		—	-	106		99		56	-	106		98		Increase (6)
	Derivatives
	Interest rate	•	Present value techniques		•	Swap yield (7)		267	-	353				248	-	450				Increase (12)
	Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		-19	-	972				97	-	767				Increase (12)
					•	Correlation (8)		39%	-	47%				38%	-	47%
	Credit	•	Present value techniques		•	Credit spreads (9)		99	-	101				98	-	101				Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Equity market	•	Present value techniques		•	Volatility (11)		11%	-	25%				13%	-	28%				Increase (12)
			or option pricing models
					•	Correlation (8)		60%	-	60%				60%	-	60%
	Embedded derivatives
	Direct and assumed guaranteed minimum benefits	•	Option pricing		•	Mortality rates:
			techniques
						Ages 0 - 40		0%	-	0.28%				0%	-	0.14%				Decrease (13)
						Ages 41 - 60		0.04%	-	0.88%				0.04%	-	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%	-	40%				-16
					•	Long-term equity volatilities		7.56%	-	40%				9.14%	-	40%				Increase (17)
					•	Nonperformance risk spread		-0.26%	-	0.73%				-1.08%	-	0.83%				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. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
	-10	At both June 30, 2014 and December 31, 2013, 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 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-Jun-14						31-Dec-13						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)		-5	-	190		34		-10	-	240		46		Decrease
					•	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
					•	Credit spreads (4)		-1,473	-	706		129		-1,489	-	876		174		Decrease
					•	Offered quotes (5)		—	-	120		98		4	-	145		100		Increase
		•	Market pricing		•	Quoted prices (5)		—	-	369		120								Increase
		•	Consensus pricing		•	Offered quotes (5)		31	-	700		234		33	-	145		95		Increase
	Foreign government	•	Matrix pricing		•	Credit spreads (4)		53	-	56		54		4	-	72		32		Decrease
		•	Market pricing		•	Quoted prices (5)		1	-	153		102		64	-	156		100		Increase
		•	Consensus pricing		•	Offered quotes (5)		66	-	140		113		84	-	156		107		Increase
	RMBS	•	Matrix pricing and		•	Credit spreads (4)		220	-	582		375		-136	-	3,609		288		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		—	-	120		100		10	-	109		98		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		1	-	111		92		69	-	101		93		Increase (6)
	CMBS	•	Matrix pricing and		•	Credit spreads (4)		-89	-	833		137		215	-	2,025		409		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		1	-	105		96		70	-	104		97		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		15	-	104		101		90	-	101		95		Increase (6)
	ABS	•	Matrix pricing and		•	Credit spreads (4)		111	-	1,879		327		30	-	1,878		145		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		—	-	106		101		—	-	110		101		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		—	-	106		99		56	-	106		98		Increase (6)
	Derivatives
	Interest rate	•	Present value techniques		•	Swap yield (7)		267	-	353				248	-	450				Increase (12)
	Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		-19	-	972				97	-	767				Increase (12)
					•	Correlation (8)		39%	-	47%				38%	-	47%
	Credit	•	Present value techniques		•	Credit spreads (9)		99	-	101				98	-	101				Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Equity market	•	Present value techniques		•	Volatility (11)		11%	-	25%				13%	-	28%				Increase (12)
			or option pricing models
					•	Correlation (8)		60%	-	60%				60%	-	60%
	Embedded derivatives
	Direct and assumed guaranteed minimum benefits	•	Option pricing		•	Mortality rates:
			techniques
						Ages 0 - 40		0%	-	0.28%				0%	-	0.14%				Decrease (13)
						Ages 41 - 60		0.04%	-	0.88%				0.04%	-	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%	-	40%				-16
					•	Long-term equity volatilities		7.56%	-	40%				9.14%	-	40%				Increase (17)
					•	Nonperformance risk spread		-0.26%	-	0.73%				-1.08%	-	0.83%				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. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
	-10	At both June 30, 2014 and December 31, 2013, 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, 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 June 30, 2014
	Balance, beginning of period		$	7,378			$	6,501			$	1,545			$	45			$	3,439			$	682		$	2,800		$	21
	Total realized/unrealized gains (losses) included in:
	Net income (loss): (1), (2)
	Net investment income		4				(1		)		96				—				25				—			1			—
	Net investment gains (losses)		7				(3		)		—				—				—				—			2			—
	Net derivative gains (losses)		—				—				—				—				—				—			—			—
	Policyholder benefits and claims		—				—				—				—				—				—			—			—
	OCI		108				339				(91		)		—				81				(8		)	(3		)	—
	Purchases (3)		487				394				118				301				802				15			1,616			2
	Sales (3)		(455		)		(323		)		(96		)		(26		)		(209		)		(34		)	(259		)	—
	Issuances (3)		—				—				—				—				—				—			—			—
	Settlements (3)		—				—				—				—				—				—			—			—
	Transfers into Level 3 (4)		253				223				284				—				—				—			121			12
	Transfers out of Level 3 (4)		(413		)		(518		)		(184		)		—				(193		)		(60		)	(492		)	—
	Balance, end of period		$	7,369			$	6,612			$	1,672			$	320			$	3,945			$	595		$	3,786		$	35
	Changes in unrealized gains (losses) included in net income (loss): (5)
	Net investment income		$	2			$	(2	)		$	1			$	—			$	13			$	—		$	—		$	—
	Net investment gains (losses)		$	—			$	(2	)		$	—			$	—			$	—			$	—		$	—		$	—
	Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
	Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Equity Securities								FVO and Trading Securities																		Mortgage Loans
			Common				Non-				Actively				FVO				FVO				FVO Securities			Short-term			Residential			Mortgage
			Stock				redeemable				Traded				General				Contractholder-				Held by CSEs			Investments			Mortgage			Loans Held-
							Preferred				Securities				Account				directed										Loans -			for-sale
							Stock								Securities				Unit-linked										FVO
																			Investments
			(In millions)
	Three Months Ended June 30, 2014
	Balance, beginning of period		$	203			$	441			$	11			$	29			$	624			$	11		$	1,032		$	352		$	—
	Total realized/unrealized gains (losses) included in:
	Net income (loss): (1), (2)
	Net investment income		—				—				—				11				6				—			1			8			—
	Net investment gains (losses)		(2		)		(3		)		—				—				—				—			—			—			—
	Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
	Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
	OCI		40				15				—				—				—				—			—			—			—
	Purchases (3)		24				—				19				—				281				—			212			24			—
	Sales (3)		(2		)		—				(2		)		—				(270		)		—			(461		)	(3		)	—
	Issuances (3)		—				—				—				—				—				—			—			—			—
	Settlements (3)		—				—				—				—				—				—			—			(14		)	—
	Transfers into Level 3 (4)		2				—				—				69				37				—			—			—			—
	Transfers out of Level 3 (4)		(79		)		(190		)		(8		)		—				(107		)		—			(538		)	—			—
	Balance, end of period		$	186			$	263			$	20			$	109			$	571			$	11		$	246		$	367		$	—
	Changes in unrealized gains (losses) included in net income (loss): (5)
	Net investment income		$	—			$	—			$	—			$	11			$	15			$	—		$	1		$	8		$	—
	Net investment gains (losses)		$	(2	)		$	(3	)		$	—			$	—			$	—			$	—		$	—		$	—		$	—
	Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
	Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
			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 — FVO
							Rate
		(In millions)
Three Months Ended June 30, 2014
Balance, beginning of period		$	56			$	(13	)		$	20			$	(356	)		$	980			$	1,730		$	(15	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				21			—
Net derivative gains (losses)		9				6				(2		)		(45		)		255				—			—
Policyholder benefits and claims		—				—				—				2				8				—			—
OCI		11				1				—				—				(18		)		—			—
Purchases (3)		—				—				—				4				—				131			—
Sales (3)		—				—				—				—				—				(104		)	—
Issuances (3)		—				—				(1		)		—				—				58			—
Settlements (3)		(40		)		3				—				—				(205		)		(27		)	—
Transfers into Level 3 (4)		—				—				—				—				—				4			—
Transfers out of Level 3 (4)		—				—				—				—				—				(122		)	—
Balance, end of period		$	36			$	(3	)		$	17			$	(395	)		$	1,020			$	1,691		$	(15	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)		$	(1	)		$	4			$	(1	)		$	(46	)		$	262			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	2			$	8			$	—		$	—
		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 June 30, 2013
Balance, beginning of period		$	6,426			$	5,825			$	2,203			$	115			$	2,426			$	1,084		$	3,766		$	53
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		4				4				2				—				2				—			5			—
Net investment gains (losses)		(29		)		(3		)		—				—				4				(2		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		(169		)		(168		)		(48		)		(2		)		14				(6		)	(37		)	(1		)
Purchases (3)		553				642				234				—				524				184			359			17
Sales (3)		(281		)		(135		)		(47		)		(42		)		(198		)		(113		)	(256		)	(5		)
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		121				201				3				16				49				46			—			—
Transfers out of Level 3 (4)		(707		)		(358		)		(376		)		(5		)		(86		)		(143		)	(79		)	(23		)
Balance, end of period		$	5,918			$	6,008			$	1,971			$	82			$	2,735			$	1,050		$	3,758		$	41
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	3			$	4			$	2			$	—			$	9			$	—		$	5		$	—
Net investment gains (losses)		$	(28	)		$	—			$	—			$	—			$	(1	)		$	(2	)	$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								FVO and Trading Securities																		Mortgage Loans
		Common				Non-				Actively				FVO				FVO				FVO Securities			Short-term			Residential			Mortgage
		Stock				redeemable				Traded				General				Contractholder-				Held by CSEs			Investments			Mortgage			Loans Held-
						Preferred				Securities				Account				directed										Loans - FVO			for-sale
						Stock								Securities				Unit-linked
																		Investments
		(In millions)
Three Months Ended June 30, 2013
Balance, beginning of period		$	189			$	401			$	14			$	44			$	831			$	—		$	2,130		$	—		$	2
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				2				(17		)		—			2			—			—
Net investment gains (losses)		—				1				—				—				—				—			4			—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		(4		)		8				—				—				—				—			(38		)	—			—
Purchases (3)		8				20				1				—				341				—			247			150			—
Sales (3)		(7		)		(22		)		(4		)		—				(481		)		—			(1,783		)	—			(2		)
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			—			—
Transfers into Level 3 (4)		1				—				2				—				36				—			—			—			—
Transfers out of Level 3 (4)		(4		)		—				(2		)		—				(117		)		—			(218		)	—			—
Balance, end of period		$	183			$	408			$	11			$	46			$	593			$	—		$	344		$	150		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	3			$	(9	)		$	—		$	1		$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	1		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
		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 — FVO
						Rate
		(In millions)
Three Months Ended June 30, 2013
Balance, beginning of period		$	144			$	30			$	38			$	(139	)		$	(1,584	)		$	1,219		$	(31	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				(15		)	—
Net derivative gains (losses)		(26		)		(25		)		(10		)		(33		)		1,031				—			—
Policyholder benefits and claims		—				—				—				(3		)		(33		)		—			—
OCI		(7		)		2				(3		)		—				105				—			—
Purchases (3)		—				2				—				4				—				117			—
Sales (3)		—				—				—				—				—				(39		)	—
Issuances (3)		—				(1		)		—				—				—				—			—
Settlements (3)		(12		)		(2		)		—				—				(197		)		(19		)	—
Transfers into Level 3 (4)		—				—				—				—				—				5			—
Transfers out of Level 3 (4)		(1		)		—				—				—				—				(43		)	—
Balance, end of period		$	98			$	6			$	25			$	(171	)		$	(678	)		$	1,225		$	(31	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)		$	(21	)		$	(26	)		$	(10	)		$	(34	)		$	1,024			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	(3	)		$	(31	)		$	—		$	—
		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)
Six Months Ended June 30, 2014
Balance, beginning of period		$	7,148			$	6,704			$	2,235			$	62			$	2,957			$	972		$	4,210		$	10
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		4				4				98				—				35				—			5			—
Net investment gains (losses)		—				(1		)		(4		)		—				8				—			(38		)	—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		268				298				(77		)		—				68				(32		)	63			1
Purchases (3)		863				716				179				301				1,176				61			2,098			2
Sales (3)		(562		)		(240		)		(109		)		(1		)		(377		)		(172		)	(567		)	—
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		464				517				312				—				146				11			548			32
Transfers out of Level 3 (4)		(816		)		(1,386		)		(962		)		(42		)		(68		)		(245		)	(2,533		)	(10		)
Balance, end of period		$	7,369			$	6,612			$	1,672			$	320			$	3,945			$	595		$	3,786		$	35
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	2			$	7			$	3			$	—			$	24			$	—		$	—		$	—
Net investment gains (losses)		$	(7	)		$	(2	)		$	—			$	—			$	(1	)		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								FVO and Trading Securities																		Mortgage Loans
		Common				Non-				Actively				FVO				FVO				FVO Securities			Short-term			Residential			Mortgage
		Stock				redeemable				Traded				General				Contractholder-				Held by CSEs			Investments			Mortgage			Loans Held-
						Preferred				Securities				Account				directed										Loans -			for-sale
						Stock								Securities				Unit-linked										FVO
																		Investments
		(In millions)
Six Months Ended June 30, 2014
Balance, beginning of period		$	177			$	395			$	12			$	29			$	603			$	—		$	254		$	338		$	—
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				11				12				—			1			11			—
Net investment gains (losses)		(2		)		(3		)		—				—				—				—			—			—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		43				14				—				—				—				—			(1		)	—			—
Purchases (3)		21				—				20				—				318				—			192			51			—
Sales (3)		(14		)		—				(5		)		—				(368		)		(1		)	(76		)	(8		)	—
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			(25		)	—
Transfers into Level 3 (4)		40				—				—				69				27				12			—			—			—
Transfers out of Level 3 (4)		(79		)		(143		)		(7		)		—				(21		)		—			(124		)	—			—
Balance, end of period		$	186			$	263			$	20			$	109			$	571			$	11		$	246		$	367		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	11			$	14			$	—		$	1		$	11		$	—
Net investment gains (losses)		$	(2	)		$	(3	)		$	—			$	—			$	—			$	(1	)	$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
		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 — FVO
						Rate
		(In millions)
Six Months Ended June 30, 2014
Balance, beginning of period		$	13			$	(11	)		$	29			$	(317	)		$	1,258			$	1,465		$	(28	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				65			—
Net derivative gains (losses)		15				8				(9		)		(87		)		160				—			—
Policyholder benefits and claims		—				—				—				6				23				—			—
OCI		49				—				—				(1		)		(24		)		—			—
Purchases (3)		—				—				—				4				—				348			—
Sales (3)		—				—				—				—				—				(192		)	—
Issuances (3)		—				—				(3		)		—				—				82			—
Settlements (3)		(41		)		—				—				—				(397		)		(28		)	13
Transfers into Level 3 (4)		—				—				—				—				—				2			—
Transfers out of Level 3 (4)		—				—				—				—				—				(51		)	—
Balance, end of period		$	36			$	(3	)		$	17			$	(395	)		$	1,020			$	1,691		$	(15	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)		$	—			$	7			$	(7	)		$	(87	)		$	168			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	6			$	24			$	—		$	—
		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)
Six Months Ended June 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		8				6				8				—				10				(1		)	8			—
Net investment gains (losses)		(32		)		(23		)		5				—				2				(2		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		(9		)		(161		)		(47		)		(2		)		124				(49		)	(62		)	(1		)
Purchases (3)		684				794				352				—				803				404			985			17
Sales (3)		(659		)		(413		)		(74		)		(4		)		(168		)		(333		)	(420		)	(5		)
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		241				185				91				17				21				139			—			—
Transfers out of Level 3 (4)		(1,748		)		(588		)		(178		)		—				(94		)		(255		)	(409		)	(24		)
Balance, end of period		$	5,918			$	6,008			$	1,971			$	82			$	2,735			$	1,050		$	3,758		$	41
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	7			$	5			$	8			$	—			$	17			$	(1	)	$	8		$	—
Net investment gains (losses)		$	(34	)		$	(3	)		$	—			$	—			$	(1	)		$	(2	)	$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								FVO and Trading Securities																		Mortgage Loans
		Common				Non-				Actively				FVO				FVO				FVO Securities			Short-term			Residential			Mortgage
		Stock				redeemable				Traded				General				Contractholder-				Held by CSEs			Investments			Mortgage			Loans Held-
						Preferred				Securities				Account				directed										Loans -			for-sale
						Stock								Securities				Unit-linked										FVO
																		Investments
		(In millions)
Six Months Ended June 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		—				—				—				5				(24		)		—			2			—			—
Net investment gains (losses)		—				(29		)		—				—				—				—			(24		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		(7		)		65				—				—				—				—			11			—			—
Purchases (3)		12				23				3				—				340				—			332			150			—
Sales (3)		(9		)		(70		)		—				(5		)		(427		)		—			(400		)	—			(45		)
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			—			(4		)
Transfers into Level 3 (4)		1				—				2				14				58				—			—			—			—
Transfers out of Level 3 (4)		(4		)		—				—				—				(291		)		—			(6		)	—			—
Balance, end of period		$	183			$	408			$	11			$	46			$	593			$	—		$	344		$	150		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	5			$	(12	)		$	—		$	1		$	—		$	—
Net investment gains (losses)		$	—			$	(20	)		$	—			$	—			$	—			$	—		$	1		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
		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 — FVO
						Rate
		(In millions)
Six Months Ended June 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)		—				—				—				—				—				—			(1		)
Net derivative gains (losses)		(22		)		(34		)		(15		)		(305		)		2,721				—			—
Policyholder benefits and claims		—				—				—				9				(80		)		—			—
OCI		(31		)		1				(3		)		—				209				—			—
Purchases (3)		—				2				—				4				—				175			—
Sales (3)		—				—				—				—				—				(78		)	—
Issuances (3)		—				(1		)		—				—				—				—			—
Settlements (3)		(25		)		1				—				(7		)		(366		)		(28		)	14
Transfers into Level 3 (4)		—				—				—				—				—				7			—
Transfers out of Level 3 (4)		(1		)		—				—				—				—				(56		)	—
Balance, end of period		$	98			$	6			$	25			$	(171	)		$	(678	)		$	1,225		$	(31	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	(1	)
Net derivative gains (losses)		$	(17	)		$	(34	)		$	(15	)		$	(305	)		$	2,707			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	10			$	(77	)		$	—		$	—
__________________
-1	Amortization of premium/accretion of discount is included within net investment income. Impairments charged to net income (loss) on securities and mortgage loans held-for-sale are included in net investment gains (losses), while changes in estimated fair value of mortgage loans - FVO are included in net investment income. 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).
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								Certain Assets
			Loans — FVO (1)								and Liabilities
											of CSEs — FVO (2)
			30-Jun-14				31-Dec-13				30-Jun-14				31-Dec-13
			(In millions)
	Assets
	Unpaid principal balance		$	546			$	508			$	582			$	1,528
	Difference between estimated fair value and unpaid principal balance		(179		)		(170		)		56				70
	Carrying value at estimated fair value		$	367			$	338			$	638			$	1,598
	Loans in non-accrual status		$	132			$	—			$	—			$	—
	Loans more than 90 days past due		$	87			$	81			$	—			$	—
	Loans in non-accrual status or more than 90 days past due, or both — difference between aggregate estimated fair value and unpaid principal balance		$	(103	)		$	(82	)		$	—			$	—
	Liabilities
	Contractual principal balance										$	512			$	1,445
	Difference between estimated fair value and contractual principal balance										(7		)		10
	Carrying value at estimated fair value										$	505			$	1,455
	__________________
	-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								Six Months
			Ended								Ended
			June 30,								June 30,
			2014				2013				2014				2013
			(In millions)
	Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality		$	3			$	—			$	5			$	—
	Other changes in estimated fair value		3				—				4				—
	Total gains (losses) recognized in net investment income		$	6			$	—			$	9			$	—
	-2	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 — FVO is recognized in net investment income. Interest expense from long-term debt of CSEs — FVO 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 (for example, when there is evidence of impairment). The estimated fair values for these assets were determined using significant unobservable inputs (Level 3).
		At June 30,								Three Months								Six Months
										Ended								Ended
										June 30,								June 30,
		2014				2013				2014				2013				2014				2013
		Carrying Value After Measurement								Gains (Losses)
		(In millions)
	Mortgage loans, net (1)	$	146			$	242			$	(1	)		$	10			$	(2	)		$	17
	Other limited partnership interests (2)	$	69			$	70			$	(35	)		$	(39	)		$	(37	)		$	(39	)
	Real estate joint ventures (3)	$	—			$	3			$	—			$	—			$	—			$	(2	)
	__________________
	-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 June 30, 2014 and 2013 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 June 30, 2014 and 2013 were not significant.
Fair Value of Financial Instruments Carried at Other Than Fair Value	'
	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:
		June 30, 2014
						Fair Value Hierarchy
		Carrying				Level 1				Level 2				Level 3				Total
		Value																Estimated
																		Fair Value
		(In millions)
	Assets
	Mortgage loans	$	56,218			$	—			$	—			$	59,194			$	59,194
	Policy loans	$	11,785			$	—			$	1,689			$	11,769			$	13,458
	Real estate joint ventures	$	92			$	—			$	—			$	171			$	171
	Other limited partnership interests	$	847			$	—			$	—			$	1,085			$	1,085
	Other invested assets	$	656			$	216			$	95			$	345			$	656
	Premiums, reinsurance and other receivables	$	4,014			$	—			$	1,642			$	2,420			$	4,062
	Other assets	$	1,057			$	—			$	974			$	76			$	1,050
	Liabilities
	PABs	$	138,216			$	—			$	—			$	144,112			$	144,112
	Long-term debt	$	16,248			$	—			$	18,293			$	—			$	18,293
	Collateral financing arrangements	$	4,196			$	—			$	—			$	3,993			$	3,993
	Junior subordinated debt securities	$	3,193			$	—			$	4,131			$	—			$	4,131
	Other liabilities	$	5,900			$	—			$	4,610			$	1,293			$	5,903
	Separate account liabilities	$	119,236			$	—			$	119,236			$	—			$	119,236
		December 31, 2013
						Fair Value Hierarchy
		Carrying				Level 1				Level 2				Level 3				Total
		Value																Estimated
																		Fair Value
		(In millions)
	Assets
	Mortgage loans	$	55,770			$	—			$	—			$	57,924			$	57,924
	Policy loans	$	11,764			$	—			$	1,694			$	11,512			$	13,206
	Real estate joint ventures	$	102			$	—			$	—			$	169			$	169
	Other limited partnership interests	$	950			$	—			$	—			$	1,109			$	1,109
	Other invested assets	$	844			$	322			$	163			$	359			$	844
	Premiums, reinsurance and other receivables	$	3,116			$	—			$	728			$	2,382			$	3,110
	Other assets	$	324			$	—			$	210			$	142			$	352
	Liabilities
	PABs	$	139,735			$	—			$	—			$	144,631			$	144,631
	Long-term debt	$	17,170			$	—			$	18,564			$	—			$	18,564
	Collateral financing arrangements	$	4,196			$	—			$	—			$	3,984			$	3,984
	Junior subordinated debt securities	$	3,193			$	—			$	3,789			$	—			$	3,789
	Other liabilities	$	2,239			$	—			$	948			$	1,292			$	2,240
	Separate account liabilities	$	117,562			$	—			$	117,562			$	—			$	117,562

Equity_Tables

Equity (Tables)	6 Months Ended
	Jun. 30, 2014
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
		June 30, 2014
		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	$	11,276			$	404			$	(1,843	)		$	(1,622	)		$	8,215
	OCI before reclassifications	4,330				175				(5		)		6				4,506
	Deferred income tax benefit (expense)	(1,336		)		(48		)		53				(2		)		(1,333		)
	OCI before reclassifications, net of income tax	14,270				531				(1,795		)		(1,618		)		11,388
	Amounts reclassified from AOCI	(176		)		(80		)		77				46				(133		)
	Deferred income tax benefit (expense)	55				25				(27		)		(16		)		37
	Amounts reclassified from AOCI, net of income tax	(121		)		(55		)		50				30				(96		)
	Sale of subsidiary (2)	(320		)		—				6				—				(314		)
	Deferred income tax benefit (expense)	80				—				—				—				80
	Sale of subsidiary, net of income tax	(240		)		—				6				—				(234		)
	Balance, end of period	$	13,909			$	476			$	(1,739	)		$	(1,588	)		$	11,058
		Three Months
		Ended
		June 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	$	13,332			$	905			$	(1,205	)		$	(2,452	)		$	10,580
	OCI before reclassifications	(5,320		)		(311		)		(633		)		2				(6,262		)
	Deferred income tax benefit (expense)	1,844				96				13				—				1,953
	OCI before reclassifications, net of income tax	9,856				690				(1,825		)		(2,450		)		6,271
	Amounts reclassified from AOCI	(189		)		53				—				52				(84		)
	Deferred income tax benefit (expense)	42				(9		)		—				(18		)		15
	Amounts reclassified from AOCI, net of income tax	(147		)		44				—				34				(69		)
	Balance, end of period	$	9,709			$	734			$	(1,825	)		$	(2,416	)		$	6,202
		Six Months
		Ended
		June 30, 2014
		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	$	8,183			$	231			$	(1,659	)		$	(1,651	)		$	5,104
	OCI before reclassifications	9,182				496				(222		)		6				9,462
	Deferred income tax benefit (expense)	(2,981		)		(161		)		86				(2		)		(3,058		)
	OCI before reclassifications, net of income tax	14,384				566				(1,795		)		(1,647		)		11,508
	Amounts reclassified from AOCI	(349		)		(134		)		77				91				(315		)
	Deferred income tax benefit (expense)	114				44				(27		)		(32		)		99
	Amounts reclassified from AOCI, net of income tax	(235		)		(90		)		50				59				(216		)
	Sale of subsidiary (2)	(320		)		—				6				—				(314		)
	Deferred income tax benefit (expense)	80				—				—				—				80
	Sale of subsidiary, net of income tax	(240		)		—				6				—				(234		)
	Balance, end of period	$	13,909			$	476			$	(1,739	)		$	(1,588	)		$	11,058
		Six Months
		Ended
		June 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	(5,494		)		(373		)		(1,230		)		2				(7,095		)
Deferred income tax benefit (expense)	1,919				118				(62		)		—				1,975
OCI before reclassifications, net of income tax	10,015				574				(1,825		)		(2,487		)		6,277
Amounts reclassified from AOCI	(469		)		234				—				107				(128		)
Deferred income tax benefit (expense)	163				(74		)		—				(36		)		53
Amounts reclassified from AOCI, net of income tax	(306		)		160				—				71				(75		)
Balance, end of period	$	9,709			$	734			$	(1,825	)		$	(2,416	)		$	6,202
__________________
-1	See Note 6 for information on offsets to investments related to insurance liabilities, DAC and VOBA and the policyholder dividend obligation.
-2	See Note 3.
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								Six Months
			Ended								Ended
			June 30,								June 30,
			2014				2013				2014				2013
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	86			$	171			$	194			$	461			Net investment gains (losses)
	Net unrealized investment gains (losses)		59				22				85				43				Net investment income
	Net unrealized investment gains (losses)		37				—				72				—				Net derivative gains (losses)
	OTTI		(6		)		(4		)		(2		)		(35		)		Net investment gains (losses)
	Net unrealized investment gains (losses), before income tax		176				189				349				469
	Income tax (expense) benefit		(55		)		(42		)		(114		)		(163		)
	Net unrealized investment gains (losses), net of income tax		121				147				235				306
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		12				10				27				14				Net derivative gains (losses)
	Interest rate swaps		2				2				4				4				Net investment income
	Interest rate forwards		2				3				2				6				Net derivative gains (losses)
	Interest rate forwards		1				—				2				1				Net investment income
	Interest rate forwards		1				—				1				(1		)		Other expenses
	Foreign currency swaps		62				(68		)		98				(257		)		Net derivative gains (losses)
	Foreign currency swaps		—				(1		)		(1		)		(2		)		Net investment income
	Foreign currency swaps		—				—				1				—				Other expenses
	Credit forwards		—				1				—				1				Net investment income
	Gains (losses) on cash flow hedges, before income tax		80				(53		)		134				(234		)
	Income tax (expense) benefit		(25		)		9				(44		)		74
	Gains (losses) on cash flow hedges, net of income tax		55				(44		)		90				(160		)
	Foreign translation adjustment		(77		)		—				(77		)		—				Net investment gains (losses)
	Income tax (expense) benefit		27				—				27				—
	Foreign translation adjustment, net of income tax		(50		)		—				(50		)		—
	Defined benefit plans adjustment: (1)
	Amortization of net actuarial gains (losses)		(47		)		(70		)		(91		)		(141		)
	Amortization of prior service (costs) credit		1				18				—				34
	Amortization of defined benefit plan items, before income tax		(46		)		(52		)		(91		)		(107		)
	Income tax (expense) benefit		16				18				32				36
	Amortization of defined benefit plan items, net of income tax		(30		)		(34		)		(59		)		(71		)
	Total reclassifications, net of income tax		$	96			$	69			$	216			$	75
	__________________
	-1	These AOCI components are included in the computation of net periodic benefit costs. See Note 12.

Other_Expenses_Tables

Other Expenses (Tables)	6 Months Ended
	Jun. 30, 2014
Other Income and Expenses [Abstract]	'
Other Expenses	'
	Information on other expenses was as follows:
		Three Months						Six Months
		Ended						Ended
		June 30,						June 30,
		2014			2013			2014			2013
		(In millions)
	Compensation	$	1,210		$	1,227		$	2,415		$	2,518
	Pension, postretirement and postemployment benefit costs	117			122			237			245
	Commissions	1,302			1,387			2,590			2,775
	Volume-related costs	211			196			412			379
	Capitalization of DAC	(1,032		)	(1,212		)	(2,078		)	(2,468		)
	Amortization of DAC and VOBA	1,062			958			2,120			1,782
	Amortization of negative VOBA	(111		)	(138		)	(226		)	(284		)
	Interest expense on debt	312			321			624			642
	Premium taxes, licenses and fees	195			166			420			325
	Professional services	366			324			687			627
	Rent and related expenses, net of sublease income	93			101			178			194
	Other	497			573			1,006			1,428
	Total other expenses	$	4,222		$	4,025		$	8,385		$	8,163
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
		June 30,
		2014									2013
		Severance			Lease and			Total			Severance			Lease and			Total
					Asset									Asset
					Impairment									Impairment
		(In millions)
	Balance, beginning of period	$	24		$	5		$	29		$	20		$	—		$	20
	Restructuring charges	14			4			18			7			9			16
	Cash payments	(22		)	(2		)	(24		)	(15		)	—			(15		)
	Balance, end of period	$	16		$	7		$	23		$	12		$	9		$	21
		Six Months
		Ended
		June 30,
		2014									2013
		Severance			Lease and			Total			Severance			Lease and			Total
					Asset									Asset
					Impairment									Impairment
		(In millions)
	Balance, beginning of period	$	40		$	6		$	46		$	23		$	—		$	23
	Restructuring charges	26			5			31			37			12			49
	Cash payments	(50		)	(4		)	(54		)	(48		)	(3		)	(51		)
	Balance, end of period	$	16		$	7		$	23		$	12		$	9		$	21
	Total restructuring charges incurred since inception of initiative	$	267		$	39		$	306		$	178		$	30		$	208

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	6 Months Ended
	Jun. 30, 2014
Compensation and Retirement Disclosure [Abstract]	'
Net periodic benefit costs	'
	The components of net periodic benefit costs were as follows:
		Three Months
		Ended
		June 30,
		2014												2013
		Pension Benefits						Other Postretirement Benefits						Pension Benefits						Other Postretirement Benefits
		U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans
		(In millions)
	Service costs	$	50		$	14		$	4		$	1		$	59		$	17		$	5		$	1
	Interest costs	109			4			23			—			97			3			23			—
	Expected return on plan assets	(118		)	(2		)	(18		)	(1		)	(121		)	(1		)	(19		)	—
	Amortization of net actuarial (gains) losses	44			—			3			—			57			—			13			—
	Amortization of prior service costs (credit)	—			—			(1		)	—			—			—			(18		)	—
	Net periodic benefit costs	$	85		$	16		$	11		$	—		$	92		$	19		$	4		$	1
		Six Months
		Ended
		June 30,
		2014												2013
		Pension Benefits						Other Postretirement Benefits						Pension Benefits						Other Postretirement Benefits
		U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans			U.S. Plans			Non-U.S. Plans
		(In millions)
	Service costs	$	100		$	34		$	7		$	1		$	118		$	34		$	10		$	1
	Interest costs	218			7			46			1			194			7			46			1
	Expected return on plan assets	(237		)	(4		)	(37		)	(1		)	(242		)	(3		)	(38		)	—
	Amortization of net actuarial (gains) losses	85			—			6			—			114			—			27			—
	Amortization of prior service costs (credit)	1			—			(1		)	—			3			—			(37		)	—
	Net periodic benefit costs	$	167		$	37		$	21		$	1		$	187		$	38		$	8		$	2

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	6 Months Ended
	Jun. 30, 2014
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				Six Months
		Ended				Ended
		June 30,				June 30,
		2014		2013		2014			2013
		(In millions, except share and per share data)
	Weighted Average Shares
	Weighted average common stock outstanding for basic	1,127,986,031		1,097,889,347		1,126,876,090			1,096,815,883
	earnings per common share
	Incremental common shares from assumed:
	Stock purchase contracts underlying common equity units (1)	3,756,390		—		3,571,043			—
	Exercise or issuance of stock-based awards	10,519,694		8,790,971		10,338,697			7,875,396
	Weighted average common stock outstanding for diluted	1,142,262,115		1,106,680,318		1,140,785,830			1,104,691,279
	earnings per common share
	Income (Loss) from Continuing Operations
	Income (loss) from continuing operations, net of income tax	$	1,376	$	508	$	2,718		$	1,503
	Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	10		8		21			14
	Less: Preferred stock dividends	31		31		61			61
	Income (loss) from continuing operations, net of income tax,	$	1,335	$	469	$	2,636		$	1,428
	available to MetLife, Inc.’s common shareholders
	Basic	$	1.18	$	0.43	$	2.34		$	1.3
	Diluted	$	1.17	$	0.43	$	2.31		$	1.29
	Income (Loss) from Discontinued Operations
	Income (loss) from discontinued operations, net of income tax	$	—	$	2	$	(3	)	$	(1	)
	Less: Income (loss) from discontinued operations, net of income tax, attributable to noncontrolling interests	—		—		—			—
	Income (loss) from discontinued operations, net of income tax,	$	—	$	2	$	(3	)	$	(1	)
	available to MetLife, Inc.’s common shareholders
	Basic	$	—	$	—	$	—		$	—
	Diluted	$	—	$	—	$	—		$	—
	Net Income (Loss)
	Net income (loss)	$	1,376	$	510	$	2,715		$	1,502
	Less: Net income (loss) attributable to noncontrolling interests	10		8		21			14
	Less: Preferred stock dividends	31		31		61			61
	Net income (loss) available to MetLife, Inc.’s common shareholders	$	1,335	$	471	$	2,633		$	1,427
	Basic	$	1.18	$	0.43	$	2.34		$	1.3
	Diluted	$	1.17	$	0.43	$	2.31		$	1.29
	__________________
	-1	See Note 15 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report for a description of the Company’s common equity units. For the three months and six months ended June 30, 2013, 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.

Business_Basis_of_Presentation2

Business, Basis of Presentation and Summary of Significant Accounting Policies (Narrative) (Details) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014
	Segment
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Number of segments	6
Accounting Standards Update 2011-06 [Member]	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption	57
Accounting Standards Update 2013-11 [Member]	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption	277

Segment_Information_Earnings_D

Segment Information (Earnings) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Revenues	'	'	'	'
Premiums	$9,873	$9,158	$19,092	$18,309
Universal life and investment-type product policy fees	2,458	2,371	4,879	4,662
Net investment income	5,259	5,282	10,294	11,359
Other revenues	490	490	968	970
Net investment gains (losses)	-125	110	-536	424
Net derivative gains (losses)	311	-1,690	654	-2,320
Total revenues	18,266	15,721	35,351	33,404
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	10,385	9,289	20,012	18,997
Interest credited to policyholder account balances	1,709	1,846	3,178	4,436
Capitalization of DAC	-1,032	-1,212	-2,078	-2,468
Amortization of DAC and VOBA	1,062	958	2,120	1,782
Amortization of negative VOBA	-111	-138	-226	-284
Interest expense on debt	312	321	624	642
Other expenses	3,991	4,096	7,945	8,491
Total expenses	16,316	15,160	31,575	31,596
Provision for income tax expense (benefit)	574	53	1,058	305
Income (loss) from continuing operations, net of income tax	1,376	508	2,718	1,503
Operating Segments [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	9,853	9,157	19,070	18,260
Universal life and investment-type product policy fees	2,360	2,281	4,683	4,492
Net investment income	5,095	5,057	10,180	10,139
Other revenues	493	500	984	981
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	17,801	16,995	34,917	33,872
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	9,964	9,174	19,337	18,199
Interest credited to policyholder account balances	1,425	1,521	2,826	3,075
Capitalization of DAC	-1,031	-1,212	-2,077	-2,468
Amortization of DAC and VOBA	1,025	1,105	2,075	2,121
Amortization of negative VOBA	-99	-124	-202	-255
Interest expense on debt	299	287	593	575
Other expenses	3,979	4,009	7,930	8,092
Total expenses	15,562	14,760	30,482	29,339
Provision for income tax expense (benefit)	618	619	1,222	1,260
Operating earnings	1,621	1,616	3,213	3,273
Operating Segments [Member] | Americas [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	7,316	6,591	14,011	13,103
Universal life and investment-type product policy fees	1,809	1,708	3,601	3,348
Net investment income	4,196	4,142	8,398	8,223
Other revenues	453	434	880	862
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	13,774	12,875	26,890	25,536
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	8,243	7,467	15,923	14,831
Interest credited to policyholder account balances	987	1,036	1,958	2,101
Capitalization of DAC	-396	-493	-754	-1,022
Amortization of DAC and VOBA	500	518	1,048	968
Amortization of negative VOBA	-1	0	-1	-1
Interest expense on debt	2	5	4	6
Other expenses	2,361	2,349	4,653	4,726
Total expenses	11,696	10,882	22,831	21,609
Provision for income tax expense (benefit)	687	666	1,330	1,307
Operating earnings	1,391	1,327	2,729	2,620
Operating Segments [Member] | Retail [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	1,812	1,581	3,536	3,128
Universal life and investment-type product policy fees	1,256	1,238	2,503	2,405
Net investment income	1,963	1,987	3,977	3,948
Other revenues	265	257	510	500
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	5,296	5,063	10,526	9,981
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	2,438	2,272	4,845	4,425
Interest credited to policyholder account balances	561	589	1,116	1,168
Capitalization of DAC	-249	-344	-483	-718
Amortization of DAC and VOBA	378	396	807	727
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	0	1	0	1
Other expenses	1,177	1,265	2,319	2,543
Total expenses	4,305	4,179	8,604	8,146
Provision for income tax expense (benefit)	339	303	658	628
Operating earnings	652	581	1,264	1,207
Operating Segments [Member] | Group, Voluntary & Worksite Benefits [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	4,038	3,797	8,040	7,671
Universal life and investment-type product policy fees	181	170	358	350
Net investment income	458	472	911	925
Other revenues	104	105	211	213
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	4,781	4,544	9,520	9,159
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	3,789	3,514	7,570	7,154
Interest credited to policyholder account balances	39	39	79	78
Capitalization of DAC	-36	-35	-70	-68
Amortization of DAC and VOBA	35	33	71	67
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	0	1	0	1
Other expenses	638	578	1,266	1,166
Total expenses	4,465	4,130	8,916	8,398
Provision for income tax expense (benefit)	111	139	211	256
Operating earnings	205	275	393	505
Operating Segments [Member] | Corporate Benefit Funding [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	686	503	987	919
Universal life and investment-type product policy fees	55	65	112	133
Net investment income	1,443	1,402	2,853	2,792
Other revenues	75	67	143	140
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	2,259	2,037	4,095	3,984
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	1,273	1,080	2,161	2,097
Interest credited to policyholder account balances	287	305	565	648
Capitalization of DAC	-18	-6	-19	-23
Amortization of DAC and VOBA	6	6	10	17
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	2	2	4	4
Other expenses	134	116	254	255
Total expenses	1,684	1,503	2,975	2,998
Provision for income tax expense (benefit)	201	188	391	346
Operating earnings	374	346	729	640
Operating Segments [Member] | Latin America [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	780	710	1,448	1,385
Universal life and investment-type product policy fees	317	235	628	460
Net investment income	332	281	657	558
Other revenues	9	5	16	9
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	1,438	1,231	2,749	2,412
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	743	601	1,347	1,155
Interest credited to policyholder account balances	100	103	198	207
Capitalization of DAC	-93	-108	-182	-213
Amortization of DAC and VOBA	81	83	160	157
Amortization of negative VOBA	-1	0	-1	-1
Interest expense on debt	0	1	0	0
Other expenses	412	390	814	762
Total expenses	1,242	1,070	2,336	2,067
Provision for income tax expense (benefit)	36	36	70	77
Operating earnings	160	125	343	268
Operating Segments [Member] | Asia [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	1,913	1,980	3,803	3,978
Universal life and investment-type product policy fees	400	442	789	886
Net investment income	717	723	1,410	1,455
Other revenues	24	28	51	41
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	3,054	3,173	6,053	6,360
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	1,425	1,433	2,822	2,848
Interest credited to policyholder account balances	394	437	781	879
Capitalization of DAC	-457	-522	-951	-1,068
Amortization of DAC and VOBA	362	392	700	793
Amortization of negative VOBA	-92	-113	-186	-226
Interest expense on debt	0	0	0	0
Other expenses	976	1,054	1,966	2,148
Total expenses	2,608	2,681	5,132	5,374
Provision for income tax expense (benefit)	127	162	274	323
Operating earnings	319	330	647	663
Operating Segments [Member] | Europe, the Middle East and Africa [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	584	558	1,181	1,125
Universal life and investment-type product policy fees	117	96	226	187
Net investment income	134	120	257	248
Other revenues	11	34	27	61
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	846	808	1,691	1,621
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	271	256	532	493
Interest credited to policyholder account balances	35	37	69	72
Capitalization of DAC	-170	-192	-346	-369
Amortization of DAC and VOBA	160	195	324	360
Amortization of negative VOBA	-6	-11	-15	-28
Interest expense on debt	0	-1	0	0
Other expenses	446	460	902	908
Total expenses	736	744	1,466	1,436
Provision for income tax expense (benefit)	17	-4	44	30
Operating earnings	93	68	181	155
Operating Segments [Member] | Corporate & Other [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	40	28	75	54
Universal life and investment-type product policy fees	34	35	67	71
Net investment income	48	72	115	213
Other revenues	5	4	26	17
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	127	139	283	355
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	25	18	60	27
Interest credited to policyholder account balances	9	11	18	23
Capitalization of DAC	-8	-5	-26	-9
Amortization of DAC and VOBA	3	0	3	0
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	297	283	589	569
Other expenses	196	146	409	310
Total expenses	522	453	1,053	920
Provision for income tax expense (benefit)	-213	-205	-426	-400
Operating earnings	-182	-109	-344	-165
Significant Reconciling Items [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	20	1	22	49
Universal life and investment-type product policy fees	98	90	196	170
Net investment income	164	225	114	1,220
Other revenues	-3	-10	-16	-11
Net investment gains (losses)	-125	110	-536	424
Net derivative gains (losses)	311	-1,690	654	-2,320
Total revenues	465	-1,274	434	-468
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	421	115	675	798
Interest credited to policyholder account balances	284	325	352	1,361
Capitalization of DAC	-1	0	-1	0
Amortization of DAC and VOBA	37	-147	45	-339
Amortization of negative VOBA	-12	-14	-24	-29
Interest expense on debt	13	34	31	67
Other expenses	12	87	15	399
Total expenses	754	400	1,093	2,257
Provision for income tax expense (benefit)	($44)	($566)	($164)	($955)

Segment_Information_Total_Asse

Segment Information (Total Assets) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Segment Reporting Information [Line Items]	'	'
Total assets	$911,120	$885,296
Retail [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	360,783	349,516
Group, Voluntary & Worksite Benefits [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	45,401	43,404
Corporate Benefit Funding [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	229,128	220,612
Latin America [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	74,437	69,874
Asia [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	124,475	119,717
Europe, the Middle East and Africa [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	31,178	33,382
Corporate & Other [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	$45,718	$48,791

Segment_Information_Narrative_

Segment Information (Narrative) (Details) (USD $)	6 Months Ended	3 Months Ended	6 Months Ended	3 Months Ended	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2013	Jun. 30, 2013	Jun. 30, 2013
	Segment	Divested Business [Member]	Divested Business [Member]	Divested Business [Member]	Divested Business [Member]
		Corporate Benefit Funding [Member]	Corporate Benefit Funding [Member]	Corporate & Other [Member]	Corporate & Other [Member]
Segment Reporting [Abstract]	'	'	'	'	'
Number of segments	6	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Prior Period Reclassification Adjustment	'	$4	$9	$4	$7
Prior Period Adjustment To Operating Earnings Tax Expense	'	$2	$5	$2	$4

Pending_Disposition_Pending_Di

Pending Disposition (Pending Disposition - Narrative) (Details)	3 Months Ended		6 Months Ended		3 Months Ended	6 Months Ended		3 Months Ended	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2014	Jun. 30, 2014	Jun. 30, 2014	Jun. 30, 2014
	USD ($)	USD ($)	USD ($)	USD ($)	MetLife Assurance Limited [Member]	MetLife Assurance Limited [Member]	MetLife Assurance Limited [Member]	MetLife Assurance Limited [Member]	MetLife Assurance Limited [Member]
					USD ($)	USD ($)	GBP (£)	Accumulated Other Comprehensive Income (Loss) Foreign Currency Translation Adjustments [Member]	Accumulated Other Comprehensive Income (Loss) Foreign Currency Translation Adjustments [Member]
								USD ($)	USD ($)
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'	'	'	'	'	'
Net consideration	'	'	'	'	$702	$702	£ 418	'	'
Non-investment portfolio gains (losses)	-2	27	-6	34	-138	-633	'	'	'
Non-investment portfolio gains (losses), net of tax	'	'	'	'	-99	-442	'	'	'
Goodwill Disposition	'	'	'	'	'	60	'	'	'
Goodwill Disposition, net of tax	'	'	'	'	'	51	'	'	'
Net investment gains (losses)	-125	110	-536	424	'	'	'	-77	-77
Net income (loss)	1,376	510	2,715	1,502	'	'	'	-50	'
Disposal Group, Including Discontinued Operation, Operating Income (Loss)	'	'	'	'	$42	$77	'	'	'

Insurance_Guarantees_Related_t

Insurance (Guarantees Related to Annuity Contracts) (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Variable Annuity Guarantees [Member] | Guaranteed Death Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	$204,027	$201,395
Separate account value in event of death	168,187	164,500
Net amount at risk in event of death	3,917	4,203
Average attained age of contractholders	'64 years	'63 years
Variable Annuity Guarantees [Member] | Guaranteed Annuitization Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	102,857	100,527
Separate account value at annuitization	98,901	96,459
Net amount at risk at annuitization	1,382	1,219
Average attained age of contractholders	'64 years	'63 years
Two Tier Annuities [Member] | Guaranteed Annuitization Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	1,025	880
Net amount at risk at annuitization	$311	$234
Average attained age of contractholders	'50 years	'50 years

Insurance_Guarantees_Related_t1

Insurance (Guarantees Related to Universal and Variable Life Contracts) (Details) (Universal And Variable Life Contracts [Member], USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Secondary Guarantees [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value (general and separate account)	$16,468	$16,048
Net amount at risk	183,942	185,920
Average attained age of policyholders	'56 years	'55 years
Paid-Up Guarantees [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value (general and separate account)	3,640	3,700
Net amount at risk	$21,020	$21,737
Average attained age of policyholders	'61 years	'60 years

Closed_Block_Liabilities_and_A

Closed Block (Liabilities and Assets) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Closed Block Liabilities	'	'	'
Future policy benefits	$41,795	$42,076	'
Other policy-related balances	331	298	'
Policyholder dividends payable	477	456	'
Policyholder dividend obligation	2,986	1,771	3,828
Current income tax payable	18	18	'
Other liabilities	641	582	'
Total closed block liabilities	46,248	45,201	'
Assets Designated to the Closed Block	'	'	'
Fixed maturity securities available-for-sale, at estimated fair value	29,295	28,374	'
Equity securities available-for-sale, at estimated fair value	90	86	'
Mortgage loans	6,031	6,155	'
Policy loans	4,651	4,669	'
Real estate and real estate joint ventures	543	492	'
Other invested assets	997	814	'
Total investments	41,607	40,590	'
Cash and cash equivalents	311	238	'
Accrued investment income	495	477	'
Premiums, reinsurance and other receivables	95	98	'
Deferred income tax assets	294	293	'
Total assets designated to the closed block	42,802	41,696	'
Excess of closed block liabilities over assets designated to the closed block	3,446	3,505	'
Amounts included in accumulated other comprehensive income (loss) (“AOCI”)	'	'	'
Unrealized investment gains (losses), net of income tax	2,254	1,502	'
Unrealized gains (losses) on derivatives, net of income tax	-5	-3	'
Allocated to policyholder dividend obligation, net of income tax	-1,941	-1,151	'
Total amounts included in AOCI	308	348	'
Maximum future earnings to be recognized from closed block assets and liabilities	$3,754	$3,853	'

Closed_Block_Policyholder_Divi

Closed Block (Policyholder Dividend Obligation) (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Closed block policyholder dividend obligation	'	'
Balance beginning of period	$1,771	$3,828
Change in unrealized investment and derivative gains (losses)	1,215	-2,057
Balance end of period	$2,986	$1,771

Closed_Block_Revenues_and_Expe

Closed Block (Revenues and Expenses) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Revenues	'	'	'	'
Premiums	$473	$489	$919	$953
Net investment income	522	529	1,052	1,062
Net investment gains (losses)	8	24	8	27
Net derivative gains (losses)	-3	7	-4	15
Total revenues	1,000	1,049	1,975	2,057
Expenses	'	'	'	'
Policyholder benefits and claims	645	669	1,269	1,312
Policyholder dividends	243	247	476	489
Other expenses	38	43	79	85
Total expenses	926	959	1,824	1,886
Revenues, net of expenses before provision for income tax expense (benefit)	74	90	151	171
Provision for income tax expense (benefit)	26	33	53	60
Revenues, net of expenses and provision for income tax expense (benefit)	$48	$57	$98	$111

Investments_Fixed_Maturity_and

Investments (Fixed Maturity and Equity Securities Available-For-Sale by Sector) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	$339,287	$333,599	'
Cost or Amortized Cost	3,252	3,012	'
Gross Unrealized OTTI Loss	110	218	361
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	367,056	350,187	'
Equity securities	3,863	3,402	'
Fixed maturity securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	339,287	333,599	'
Gross Unrealized Gain	29,341	21,180	'
Gross Unrealized Temporary Loss	1,462	4,374	'
Gross Unrealized OTTI Loss	110	218	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	367,056	350,187	'
U.S. corporate securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	99,550	100,203	'
Gross Unrealized Gain	10,311	7,495	'
Gross Unrealized Temporary Loss	468	1,229	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	109,393	106,469	'
Foreign corporate securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	57,557	59,778	'
Gross Unrealized Gain	5,118	3,939	'
Gross Unrealized Temporary Loss	187	565	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	62,488	63,152	'
Foreign government debt securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	51,794	50,717	'
Gross Unrealized Gain	5,019	4,107	'
Gross Unrealized Temporary Loss	186	387	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	56,627	54,437	'
RMBS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	37,344	34,167	'
Gross Unrealized Gain	2,082	1,584	'
Gross Unrealized Temporary Loss	259	490	'
Gross Unrealized OTTI Loss	103	206	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	39,064	35,055	'
U.S. Treasury and agency securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	50,310	43,928	'
Gross Unrealized Gain	4,194	2,251	'
Gross Unrealized Temporary Loss	157	1,056	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	54,347	45,123	'
CMBS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	15,119	16,115	'
Gross Unrealized Gain	582	605	'
Gross Unrealized Temporary Loss	50	170	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	15,651	16,550	'
ABS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	14,558	15,458	'
Gross Unrealized Gain	306	296	'
Gross Unrealized Temporary Loss	69	171	'
Gross Unrealized OTTI Loss	7	12	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	14,788	15,571	'
State and political subdivision securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	13,055	13,233	'
Gross Unrealized Gain	1,729	903	'
Gross Unrealized Temporary Loss	86	306	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	14,698	13,830	'
Equity Securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	3,252	3,012	'
Gross Unrealized Gain	655	507	'
Gross Unrealized Temporary Loss	44	117	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	3,863	3,402	'
Common Stock [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	2,138	1,927	'
Gross Unrealized Gain	573	431	'
Gross Unrealized Temporary Loss	4	5	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	2,707	2,353	'
Non-redeemable preferred stock [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	1,114	1,085	'
Gross Unrealized Gain	82	76	'
Gross Unrealized Temporary Loss	40	112	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	$1,156	$1,049	'

Investments_Maturities_of_Fixe

Investments (Maturities of Fixed Maturity Securities) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Securities, Debt Maturities [Abstract]	'	'
Amortized Cost, Due in one year or less	$14,242	$15,828
Amortized Cost, Due after one year through five years	77,029	70,467
Amortized Cost, Due after five years through ten years	78,643	78,159
Amortized Cost, Due after ten years	102,352	103,405
Amortized Cost, Subtotal	272,266	267,859
Amortized Cost, RMBS, CMBS and ABS	67,021	65,740
Amortized Cost, Subtotal	339,287	333,599
Estimated Fair Value, Due in one year or less	14,480	16,030
Estimated Fair Value, Due after one year through five years	81,202	74,229
Estimated Fair Value, Due after five years through ten years	85,648	83,223
Estimated Fair Value, Due after ten years	116,223	109,529
Estimated Fair Value, Subtotal	297,553	283,011
Estimated fair value, Mortgage-backed and asset-backed securities	69,503	67,176
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $339,287 and $333,599, respectively; includes $4,180 and $4,005, respectively, relating to variable interest entities)	$367,056	$350,187

Investments_Continuous_Gross_U

Investments (Continuous Gross Unrealized Losses for Fixed Maturity and Equity Securities Available-For-Sale) (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
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	1,611	4,480
Total number of securities in an unrealized loss position equal to or greater than 12 months	1,853	1,571
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	$19,413	$64,516
Less than 12 Months Gross Unrealized Loss	305	3,372
Equal to or Greater than 12 Months Estimated Fair Value	24,690	12,592
Equal to or Greater than 12 Months Gross Unrealized Loss	1,267	1,220
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	4,041	13,889
Less than 12 Months Gross Unrealized Loss	59	808
Equal to or Greater than 12 Months Estimated Fair Value	7,002	3,807
Equal to or Greater than 12 Months Gross Unrealized Loss	409	421
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	2,781	9,019
Less than 12 Months Gross Unrealized Loss	70	402
Equal to or Greater than 12 Months Estimated Fair Value	2,822	2,320
Equal to or Greater than 12 Months Gross Unrealized Loss	117	163
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	2,226	5,052
Less than 12 Months Gross Unrealized Loss	54	336
Equal to or Greater than 12 Months Estimated Fair Value	1,955	1,846
Equal to or Greater than 12 Months Gross Unrealized Loss	132	51
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	1,640	10,754
Less than 12 Months Gross Unrealized Loss	77	363
Equal to or Greater than 12 Months Estimated Fair Value	4,162	2,302
Equal to or Greater than 12 Months Gross Unrealized Loss	285	333
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	4,865	15,225
Less than 12 Months Gross Unrealized Loss	6	1,037
Equal to or Greater than 12 Months Estimated Fair Value	5,673	357
Equal to or Greater than 12 Months Gross Unrealized Loss	151	19
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	860	3,696
Less than 12 Months Gross Unrealized Loss	20	142
Equal to or Greater than 12 Months Estimated Fair Value	1,076	631
Equal to or Greater than 12 Months Gross Unrealized Loss	30	28
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	2,845	3,772
Less than 12 Months Gross Unrealized Loss	17	59
Equal to or Greater than 12 Months Estimated Fair Value	786	978
Equal to or Greater than 12 Months Gross Unrealized Loss	59	124
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	155	3,109
Less than 12 Months Gross Unrealized Loss	2	225
Equal to or Greater than 12 Months Estimated Fair Value	1,214	351
Equal to or Greater than 12 Months Gross Unrealized Loss	84	81
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	158	445
Less than 12 Months Gross Unrealized Loss	6	69
Equal to or Greater than 12 Months Estimated Fair Value	348	207
Equal to or Greater than 12 Months Gross Unrealized Loss	38	48
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	90	81
Less than 12 Months Gross Unrealized Loss	4	4
Equal to or Greater than 12 Months Estimated Fair Value	0	16
Equal to or Greater than 12 Months Gross Unrealized Loss	0	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	68	364
Less than 12 Months Gross Unrealized Loss	2	65
Equal to or Greater than 12 Months Estimated Fair Value	348	191
Equal to or Greater than 12 Months Gross Unrealized Loss	$38	$47

Investments_Mortgage_Loans_by_

Investments (Mortgage Loans by Portfolio Segment) (Details) (USD $)	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Company-held mortgage loans held-for-investment, net	'	'	'	'	'	'
Commercial mortgage loans	$40,604	'	$40,926	'	'	'
Percentage of loans receivable on commercial mortgage loans	71.00%	'	70.90%	'	'	'
Agricultural mortgage loans	11,961	'	12,391	'	'	'
Percentage of loans receivable on agricultural mortgage loans	20.90%	'	21.50%	'	'	'
Residential mortgage loans	3,947	'	2,772	'	'	'
Percentage of loans receivable on residential mortgage loans	6.90%	'	4.80%	'	'	'
Subtotal	56,512	'	56,089	'	'	'
Percentage of loans receivable on subtotal	98.80%	'	97.20%	'	'	'
Valuation allowances	-294	-326	-322	-302	-332	-347
Percentage of loans receivable on valuation allowances	-0.50%	'	-0.60%	'	'	'
Subtotal mortgage loans held-for-investment, net	56,218	'	55,767	'	'	'
Percentage of loans receivable on subtotal mortgage loans held-for-investment, net	98.30%	'	96.60%	'	'	'
Residential - FVO	367	'	338	'	'	'
Percentage of residential mortgage loans - FVO	0.60%	'	0.60%	'	'	'
Commercial mortgage loans held by consolidated securitization entities - fair value option	638	'	1,598	'	'	'
Percentage of loans receivable on commercial mortgage loans held by consolidated securitization entities - fair value option	1.10%	'	2.80%	'	'	'
Mortgage Loans on Real Estate, Commercial and Consumer, Net	57,223	'	57,703	'	'	'
Percentage Of Mortgage Loans On Real Estate Commercial And Consumer Net To Mortgage Loans On Real Estate Commercial And Consumer Net	100.00%	'	100.00%	'	'	'
Mortgage loans held-for-sale	'	'	'	'	'	'
Held-for-sale, principally at estimated fair value (includes $0 and $49, respectively, under the fair value option)	0	'	3	'	'	'
Percentage of loans held for sale on held-for-sale, principally at estimated fair value	0.00%	'	0.00%	'	'	'
Total mortgage loans, net	$57,223	'	$57,706	'	'	'
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 $)	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	$499	'	$622	'	'	'
Evaluated collectively for credit losses	56,013	'	55,467	'	'	'
Total mortgage loans	56,512	'	56,089	'	'	'
Specific credit losses	39	'	66	'	'	'
Non-specifically identified credit losses	255	'	256	'	'	'
Valuation allowances	294	326	322	302	332	347
Mortgage loan, net of valuation allowance	56,218	'	55,767	'	'	'
Commercial mortgage loans portfolio segment [Member]	'	'	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	415	'	506	'	'	'
Evaluated collectively for credit losses	40,189	'	40,420	'	'	'
Total mortgage loans	40,604	'	40,926	'	'	'
Specific credit losses	33	'	58	'	'	'
Non-specifically identified credit losses	197	'	200	'	'	'
Valuation allowances	230	259	258	242	275	293
Mortgage loan, net of valuation allowance	40,374	'	40,668	'	'	'
Agricultural [Member]	'	'	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	75	'	100	'	'	'
Evaluated collectively for credit losses	11,886	'	12,291	'	'	'
Total mortgage loans	11,961	'	12,391	'	'	'
Specific credit losses	6	'	7	'	'	'
Non-specifically identified credit losses	36	'	37	'	'	'
Valuation allowances	42	42	44	49	54	52
Mortgage loan, net of valuation allowance	11,919	'	12,347	'	'	'
Residential [Member]	'	'	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	9	'	16	'	'	'
Evaluated collectively for credit losses	3,938	'	2,756	'	'	'
Total mortgage loans	3,947	'	2,772	'	'	'
Specific credit losses	0	'	1	'	'	'
Non-specifically identified credit losses	22	'	19	'	'	'
Valuation allowances	22	25	20	11	3	2
Mortgage loan, net of valuation allowance	$3,925	'	$2,752	'	'	'

Investments_Valuation_Allowanc

Investments (Valuation Allowance Rollforward by Portfolio Segment) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	$326	$332	$322	$347
Provision (release)	-8	-24	-3	-35
Charge-offs, net of recoveries	-24	-6	-25	-10
Ending Balance	294	302	294	302
Commercial mortgage loans portfolio segment [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	259	275	258	293
Provision (release)	-5	-33	-4	-51
Charge-offs, net of recoveries	-24	0	-24	0
Ending Balance	230	242	230	242
Agricultural [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	42	54	44	52
Provision (release)	0	1	-2	7
Charge-offs, net of recoveries	0	-6	0	-10
Ending Balance	42	49	42	49
Residential [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	25	3	20	2
Provision (release)	-3	8	3	9
Charge-offs, net of recoveries	0	0	-1	0
Ending Balance	$22	$11	$22	$11

Investments_Credit_Quality_of_

Investments (Credit Quality of Commercial Mortgage Loans) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	$40,604	$40,926
% of Total	100.00%	100.00%
Estimated Fair Value	42,807	42,456
% of Total	100.00%	100.00%
Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	32,779	32,007
% of Total	80.70%	78.20%
Estimated Fair Value	34,876	33,519
% of Total	81.50%	78.90%
65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	6,068	6,947
% of Total	15.00%	17.00%
Estimated Fair Value	6,206	7,039
% of Total	14.50%	16.60%
76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	817	906
% of Total	2.00%	2.20%
Estimated Fair Value	816	892
% of Total	1.90%	2.10%
Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	940	1,066
% of Total	2.30%	2.60%
Estimated Fair Value	909	1,006
% of Total	2.10%	2.40%
Greater than 1.20x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	38,143	38,098
Greater than 1.20x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	31,658	30,552
Greater than 1.20x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	5,513	6,360
Greater than 1.20x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	548	525
Greater than 1.20x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	424	661
1.00x - 1.20x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	1,600	1,486
1.00x - 1.20x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	587	614
1.00x - 1.20x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	498	438
1.00x - 1.20x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	212	192
1.00x - 1.20x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	303	242
Less than 1.00x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	861	1,342
Less than 1.00x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	534	841
Less than 1.00x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	57	149
Less than 1.00x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	57	189
Less than 1.00x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	$213	$163

Investments_Credit_Quality_of_1

Investments (Credit Quality of Agricultural and Residential Mortgage Loans) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	$11,961	$12,391
% of Total	100.00%	100.00%
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	3,947	2,772
% of Total	100.00%	100.00%
Less than 65% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	11,277	11,461
% of Total	94.30%	92.50%
65% to 75% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	552	729
% of Total	4.60%	5.90%
76% to 80% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	40	84
% of Total	0.30%	0.70%
Greater than 80% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	92	117
% of Total	0.80%	0.90%
Performing [Member]	'	'
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	3,847	2,693
% of Total	97.50%	97.10%
Nonperforming [Member]	'	'
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	$100	$79
% of Total	2.50%	2.90%

Investments_Past_Due_and_Inter

Investments (Past Due and Interest Accrual Status of Mortgage Loans) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	$157	$135
Interest Accrual Status of Mortgage Loans	12	12
Mortgage loans that were in non accrual status	248	303
Commercial mortgage loans portfolio segment [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	12	12
Interest Accrual Status of Mortgage Loans	12	12
Mortgage loans that were in non accrual status	113	191
Agricultural [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	45	44
Interest Accrual Status of Mortgage Loans	0	0
Mortgage loans that were in non accrual status	46	47
Residential [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	100	79
Interest Accrual Status of Mortgage Loans	0	0
Mortgage loans that were in non accrual status	$89	$65

Investments_Impaired_Mortgage_

Investments (Impaired Mortgage Loans) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Impaired Mortgage Loans	'	'	'	'	'
Unpaid Principal Balance	$187	'	$187	'	$294
Recorded Investment	185	'	185	'	288
Valuation allowances	39	'	39	'	66
Carrying Value	460	'	460	'	556
Unpaid Principal Balance	320	'	320	'	339
Recorded Investment	314	'	314	'	334
Unpaid Principal Balance	507	'	507	'	633
Average Recorded Investment	559	703	580	713	'
Interest Income	7	6	13	10	'
Loans with a Valuation Allowance [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Carrying Value	146	'	146	'	222
Commercial mortgage loans portfolio segment [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Unpaid Principal Balance	132	'	132	'	214
Recorded Investment	132	'	132	'	210
Valuation allowances	33	'	33	'	58
Carrying Value	382	'	382	'	448
Unpaid Principal Balance	285	'	285	'	299
Recorded Investment	283	'	283	'	296
Unpaid Principal Balance	417	'	417	'	513
Average Recorded Investment	462	531	476	534	'
Interest Income	4	4	7	7	'
Commercial mortgage loans portfolio segment [Member] | Loans with a Valuation Allowance [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Carrying Value	99	'	99	'	152
Agricultural [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Unpaid Principal Balance	55	'	55	'	68
Recorded Investment	53	'	53	'	66
Valuation allowances	6	'	6	'	7
Carrying Value	69	'	69	'	93
Unpaid Principal Balance	23	'	23	'	35
Recorded Investment	22	'	22	'	34
Unpaid Principal Balance	78	'	78	'	103
Average Recorded Investment	88	158	92	165	'
Interest Income	3	2	6	3	'
Agricultural [Member] | Loans with a Valuation Allowance [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Carrying Value	47	'	47	'	59
Residential [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Unpaid Principal Balance	0	'	0	'	12
Recorded Investment	0	'	0	'	12
Valuation allowances	0	'	0	'	1
Carrying Value	9	'	9	'	15
Unpaid Principal Balance	12	'	12	'	5
Recorded Investment	9	'	9	'	4
Unpaid Principal Balance	12	'	12	'	17
Average Recorded Investment	9	14	12	14	'
Interest Income	0	0	0	0	'
Residential [Member] | Loans with a Valuation Allowance [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Carrying Value	$0	'	$0	'	$11

Investments_Mortgage_Loans_Mod

Investments (Mortgage Loans Modified in a Troubled Debt Restructuring) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
	Contracts	Contracts	Contracts	Contracts
Financing Receivable, Modifications [Line Items]	'	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	2	0	4	0
Number of Mortgage Loans	18	7	45	7
Carrying Value after Specific Valuation Allowance, Pre-Modification	$4	$5	$10	$5
Carrying Value after Specific Valuation Allowance, Post-Modification	3	5	8	5
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	0	0	24	0
Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	0	0	0	0
Number of Mortgage Loans	0	0	0	0
Carrying Value after Specific Valuation Allowance, Pre-Modification	0	0	0	0
Carrying Value after Specific Valuation Allowance, Post-Modification	0	0	0	0
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	0	0	0	0
Agricultural [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	0	0	2	0
Number of Mortgage Loans	1	1	1	1
Carrying Value after Specific Valuation Allowance, Pre-Modification	1	4	1	4
Carrying Value after Specific Valuation Allowance, Post-Modification	1	4	1	4
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	0	0	24	0
Residential [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	2	0	2	0
Number of Mortgage Loans	17	6	44	6
Carrying Value after Specific Valuation Allowance, Pre-Modification	3	1	9	1
Carrying Value after Specific Valuation Allowance, Post-Modification	2	1	7	1
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	$0	$0	$0	$0

Investments_Net_Unrealized_Inv

Investments (Net Unrealized Investment Gains Losses) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Dec. 31, 2012
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	$27,769	$16,672	'
Fixed maturity securities with noncredit OTTI losses in accumulated other comprehensive income (loss)	-110	-218	-361
Total fixed maturity securities	27,659	16,454	'
Equity securities	631	390	'
Derivatives	737	375	'
Other	-12	-73	'
Subtotal	29,015	17,146	'
Insurance liability loss recognition	-1,980	-898	'
DAC and VOBA related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	1	6	'
DAC and VOBA	-1,881	-1,190	'
Policyholder dividend obligation	-2,986	-1,771	'
Subtotal	-6,846	-3,853	'
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	39	73	'
Deferred income tax benefit (expense)	-7,826	-4,956	'
Net unrealized investment gains (losses)	14,382	8,410	'
Net unrealized investment gains (losses) attributable to noncontrolling interests	3	4	'
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$14,385	$8,414	'

Investments_Changes_in_Fixed_M

Investments (Changes in Fixed Maturity Securities with Noncredit OTTI Losses) (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Changes in fixed maturity securities with noncredit OTTI losses in accumulated other comprehensive income (loss)	'	'
Balance, beginning of period	($218)	($361)
Noncredit OTTI losses recognized	2	60
Securities sold with a previous noncredit OTTI loss	25	149
Subsequent increases in estimated fair value	81	-66
Balance, end of period	($110)	($218)

Investments_Changes_in_Net_Unr

Investments (Changes in Net Unrealized Investment Gains Losses) (Details) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014
Changes In Net Unrealized Investment Gains Losses Included In Accumulated Other Comprehensive Loss [Abstract]	'
Balance, beginning of period	$8,414
Fixed maturity securities on which noncredit OTTI losses have been recognized	108
Unrealized investment gains (losses) during the year	11,761
Unrealized investment gains (losses) relating to [Abstract]	'
Insurance liability gain (loss) recognition	-1,082
DAC and VOBA related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	-5
DAC and VOBA	-691
Policyholder dividend obligation	-1,215
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	-34
Deferred income tax benefit (expense)	-2,870
Net unrealized investment gains (losses)	14,386
Net unrealized investment gains (losses) attributable to noncontrolling interests	-1
Balance, end of period	14,385
Changes in net unrealized investment gains (losses)	5,972
Changes in net unrealized investment gains (losses) attributable to noncontrolling interests	-1
Changes in net unrealized investment gains (losses) attributable to MetLife, Inc.	$5,971

Investments_Securities_Lending

Investments (Securities Lending) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Securities Financing Transaction [Line Items]	'	'
Total cash collateral liability	$30,910	$28,319
Security collateral on deposit from counterparties	85	0
Reinvestment portfolio - estimated fair value	31,396	28,481
Securities Financing Transaction, Cost [Member]	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned	28,356	27,094
Securities Financing Transaction, Fair Value [Member]	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned	$30,355	$27,595

Investments_Invested_Assets_on

Investments (Invested Assets on Deposit, Held In Trust and Pledged as Collateral) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Invested assets on deposit	$9,057	$2,153
Invested assets held in trust	11,583	11,004
Invested assets pledged as collateral	23,857	23,770
Total invested assets on deposit, held in trust and pledged as collateral	$44,497	$36,927

Investments_Consolidated_Varia

Investments (Consolidated Variable Interest Entities) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Total Assets	$6,713	$8,558
Total Liabilities	2,543	3,684
Consolidated Securitization Entities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	661	1,630
Total Liabilities	512	1,457
MRSC collateral financing arrangement [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	3,457	3,440
Total Liabilities	0	0
Operating joint venture [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	2,383	2,095
Total Liabilities	2,016	1,777
Other limited partnership interests [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	61	61
Total Liabilities	0	0
Real estate joint ventures [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	10	1,181
Total Liabilities	15	443
Other invested assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	75	82
Total Liabilities	0	7
Actively traded securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	66	69
Total Liabilities	$0	$0

Investments_Unconsolidated_Var

Investments (Unconsolidated Variable Interest Entities) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Total Assets	$81,466	$78,522
Total Liabilities	83,513	80,864
Real estate joint ventures [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	66	70
Total Liabilities	67	71
Other limited partnership interests [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	5,362	5,041
Total Liabilities	7,264	6,994
Trading securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	582	619
Total Liabilities	582	619
Mortgage loans, net [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	107	106
Total Liabilities	107	106
Other invested assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	1,571	1,509
Total Liabilities	1,715	1,897
Structured securities (RMBS, CMBS, and ABS) [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	69,503	67,176
Total Liabilities	69,503	67,176
U.S. corporate and foreign corporate securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	4,234	3,966
Total Liabilities	4,234	3,966
Non-redeemable preferred stock [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	41	35
Total Liabilities	$41	$35

Investments_Net_Investment_Inc

Investments (Net Investment Income) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Net Investment Income [Line Items]	'	'	'	'
Less: Investment expenses	$299	$287	$575	$587
Subtotal	5,259	5,282	10,294	11,359
Securities	1	2	1	2
Securities Investment [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	5,248	5,219	10,472	10,520
Subtotal	4,949	4,932	9,897	9,933
Debt Securities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	3,758	3,709	7,411	7,535
Equity Securities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	37	36	67	60
Actively traded securities and FVO general account securities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	44	-11	81	10
Changes in estimated fair value included in net investment income	14	-24	25	-14
Mortgage Loans on Real Estate [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	708	716	1,417	1,454
Policy Loans [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	158	152	315	307
Real Estate Investment [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	262	243	479	436
Partnership Interest [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	206	275	535	521
Cash and Cash Equivalents [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	41	45	88	94
International Joint Venture [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	3	5	3	-9
Other Investments [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	31	49	76	112
Consolidated Securitization Entities And Fair Value Option Contractholder-Directed Unit-Linked [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	310	350	397	1,426
FVO contractholder-directed unit-linked investments [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	295	314	360	1,353
Changes in estimated fair value included in net investment income	138	123	81	1,078
Commercial Loan [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	$14	$34	$36	$71

Investments_Components_of_Net_

Investments (Components of Net Investment Gains Losses) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	($48)	($40)	($59)	($121)
Fixed maturity securities - net gains (losses) on sales and disposals	69	179	165	548
Equity securities - net gains (losses) on sales and disposals	58	5	84	-1
Net investment gains (losses)	79	144	190	426
Other net investment gains (losses):	'	'	'	'
Trading and other securities FVO general account securities - changes in estimated fair value	-1	4	8	8
Mortgage Loans	16	23	5	35
Real estate and real estate joint ventures	-1	-9	64	-23
Other limited partnership interests	-36	-41	-38	-41
Other investment portfolio gains (losses)	-2	27	-6	34
Subtotal - investment portfolio gains (losses)	55	148	223	439
FVO CSEs - changes in estimated fair value subsequent to consolidation:	'	'	'	'
Commercial mortgage loans	-16	-19	-15	-32
Long-term debt - related to commercial mortgage loans	17	26	18	48
Long-term debt - related to trading securities	0	1	0	0
Non-investment portfolio gains (losses)	-181	-46	-762	-31
Subtotal FVO CSEs and non-investment portfolio gains (losses)	-180	-38	-759	-15
Total net investment gains (losses)	-125	110	-536	424
Fixed maturity securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-15	-39	-25	-99
Net investment gains (losses)	54	140	140	449
Utility Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	-27	0	-32
Consumer Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	0	-7	-8
Finance Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	0	0	-10
Transportation Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-2	0	-2	0
Communications Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	-2	0	-2
Corporate fixed maturity securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-2	-29	-9	-52
RMBS [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-6	-10	-9	-47
ABS [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-7	0	-7	0
Equity Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-33	-1	-34	-22
Net investment gains (losses)	25	4	50	-23
Non-redeemable preferred stock [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-23	0	-23	-20
Common Stock [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	($10)	($1)	($11)	($2)

Investments_Sales_or_Disposals

Investments (Sales or Disposals and Impairments of Fixed Maturity and Equity Securities) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'	'	'
Proceeds	$20,026	$22,341	$42,418	$41,977
Gross investment gains	236	333	577	841
Gross investment losses	-109	-149	-328	-294
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-48	-40	-59	-121
Net investment gains (losses)	79	144	190	426
Credit-related [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-15	-39	-25	-81
Other [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-33	-1	-34	-40
Fixed maturity securities [Member]	'	'	'	'
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'	'	'
Proceeds	19,700	22,072	41,991	41,622
Gross investment gains	176	323	490	823
Gross investment losses	-107	-144	-325	-275
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-15	-39	-25	-99
Net investment gains (losses)	54	140	140	449
Fixed maturity securities [Member] | Credit-related [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-15	-39	-25	-81
Fixed maturity securities [Member] | Other [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	0	0	0	-18
Equity Securities [Member]	'	'	'	'
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'	'	'
Proceeds	326	269	427	355
Gross investment gains	60	10	87	18
Gross investment losses	-2	-5	-3	-19
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-33	-1	-34	-22
Net investment gains (losses)	25	4	50	-23
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	($33)	($1)	($34)	($22)

Investments_Credit_Loss_Rollfo

Investments (Credit Loss Rollforward) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'	'	'
Balance, beginning of period	$370	$398	$378	$392
Additions:	'	'	'	'
Initial impairments - credit loss OTTI recognized on securities not previously impaired	0	1	0	2
Additional impairments - credit loss OTTI recognized on securities previously impaired	6	6	8	41
Reductions:	'	'	'	'
Due to sales (maturities, pay downs or prepayments) during the period of securities previously credit loss OTTI impaired	-10	-24	-20	-54
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Change in Status	-7	0	-7	0
Balance, end of period	$359	$381	$359	$381

Investments_Fixed_Maturity_and1

Investments (Fixed Maturity and Equity Securities Available-For-Sale - Narrative) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Summary of Certain Fixed Maturity Securities	'	'	'
Gross Unrealized OTTI Loss	$110	$218	$361
Available-for-sale Securities, Debt Securities	367,056	350,187	'
Foreign corporate securities [Member]	'	'	'
Summary of Certain Fixed Maturity Securities	'	'	'
Gross Unrealized OTTI Loss	0	0	'
Available-for-sale Securities, Debt Securities	62,488	63,152	'
Gross Unrealized Gain	5,118	3,939	'
Non-income producing fixed maturity securities [Member]	'	'	'
Summary of Certain Fixed Maturity Securities	'	'	'
Available-for-sale Securities, Debt Securities	32	74	'
Gross Unrealized Gain	$18	$23	'

Investments_Evaluation_of_Avai

Investments (Evaluation of Available-For-Sale Securities for OTTI and Evaluating Temporarily Impaired AFS Securities - Narrative) (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
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%	'
Fixed maturity securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Change in Gross Unrealized Temporary Loss	$3,000	'
Gross Unrealized Temporary Loss	1,600	4,600
Gross Unrealized Temporary Loss	1,267	1,220
Equity Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Change in Gross Unrealized Temporary Loss	-73	'
Gross Unrealized Temporary Loss	44	117
Gross Unrealized Temporary Loss	38	48
Non-redeemable preferred stock [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Gross Unrealized Temporary Loss	38	47
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	236	'
Number of Securities	68	'
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	143	'
Number of Securities	44	'
Percentage of gross unrealized loss	61.00%	'
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	93	'
Number of Securities	24	'
Percentage of gross unrealized loss	39.00%	'
20% or more [Member] | Twelve months or greater [Member] | Equity Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of Securities	9	'
Gross Unrealized Temporary Loss	$27	'
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	59.00%	'

Investments_Mortgage_Loans_Nar

Investments (Mortgage Loans - Narrative) (Details) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
	Contracts	Contracts	Contracts	Contracts
Financing Receivable, Recorded Investment [Line Items]	'	'	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	2	0	4	0	'
Financing Receivable, Significant Purchases	$818,000,000	$836,000,000	$1,400,000,000	$886,000,000	'
Percentage of Mortgage Loans Classified as Performing	99.00%	'	99.00%	'	99.00%
Agricultural [Member]	'	'	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'	'	'
Estimated fair value of mortgage loans held-for-investment	12,300,000,000	'	12,300,000,000	'	12,700,000,000
Residential [Member]	'	'	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'	'	'
Estimated fair value of mortgage loans held-for-investment	$4,100,000,000	'	$4,100,000,000	'	2,800,000,000
Commercial [Member]	'	'	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	0	0	0	0	'

Investments_Cash_Equivalents_N

Investments (Cash Equivalents - Narrative) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Cash equivalents	$2.80	$3.80

Investments_Changes_in_Fixed_M1

Investments (Changes in Fixed Maturity Securities with Noncredit OTTI Losses - Narrative) (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'	'
Noncredit OTTI losses on fixed maturity securities, net of DAC, included in accumulated other comprehensive income (loss)	($6)	$52

Investments_Concentrations_of_

Investments (Concentrations of Credit Risk - Narrative) (Details) (USD $)	6 Months Ended
In Billions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013
		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	'	$22.10	$21.70	$27.40	$26.90

Investments_Investments_Invest

Investments Investments (Invested Assets on Deposit, Held In Trust and Pledged as Collateral - Narrative) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financial Instruments Owned and Pledged as Collateral [Line Items]	'	'
Invested assets on deposit	$9,057	$2,153
MetLife Insurance Company Of Connecticut [Member]	'	'
Financial Instruments Owned and Pledged as Collateral [Line Items]	'	'
Invested assets on deposit	'	$6,300

Investments_Consolidated_Varia1

Investments (Consolidated Variable Interest Entities - Narrative) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Variable Interest Entity [Line Items]	'	'	'	'	'
Tax credits guaranteed by third parties that reduce maximum exposure to loss related to other invested assets	$234	'	$234	'	$257
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	129	'	129	'	154
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	13	34	31	67	'
Real estate joint ventures [Member]	'	'	'	'	'
Variable Interest Entity [Line Items]	'	'	'	'	'
Variable interest, maximum exposure to loss in consolidated securitization entities	'	'	'	'	$178
Long-term debt held by consolidated securitization entities, percentage range minimum	'	'	1.39%	'	'
Long-term debt held by consolidated securitization entities, percentage range maximum	'	'	4.45%	'	'

Investments_Net_Investment_Gai

Investments (Net Investment Gains Losses - Narrative) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'
Non-investment portfolio gains (losses)	($2)	$27	($6)	$34
Gains (losses) from foreign currency transactions	-112	17	-107	75
MetLife Assurance Limited [Member]	'	'	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'
Non-investment portfolio gains (losses)	($138)	'	($633)	'

Derivatives_Primary_Risks_Deta

Derivatives (Primary Risks) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	$401,592	$404,895
Estimated Fair Value Assets	9,252	8,595
Estimated Fair Value Liabilities	5,582	6,521
Derivatives Designated as Hedging Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	38,401	38,634
Estimated Fair Value Assets	2,694	2,425
Estimated Fair Value Liabilities	791	1,145
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	10,818	12,067
Estimated Fair Value Assets	1,886	1,534
Estimated Fair Value Liabilities	65	290
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	6,213	6,419
Estimated Fair Value Assets	1,653	1,282
Estimated Fair Value Liabilities	30	78
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	1,780	2,713
Estimated Fair Value Assets	229	252
Estimated Fair Value Liabilities	31	135
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	2,825	2,935
Estimated Fair Value Assets	4	0
Estimated Fair Value Liabilities	4	77
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	18,439	16,023
Estimated Fair Value Assets	768	491
Estimated Fair Value Liabilities	639	808
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	2,878	3,121
Estimated Fair Value Assets	266	83
Estimated Fair Value Liabilities	17	141
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	640	450
Estimated Fair Value Assets	45	7
Estimated Fair Value Liabilities	8	7
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	14,921	12,452
Estimated Fair Value Assets	457	401
Estimated Fair Value Liabilities	614	660
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	9,144	10,544
Estimated Fair Value Assets	40	400
Estimated Fair Value Liabilities	87	47
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member] | Foreign currency forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	2,725	3,182
Estimated Fair Value Assets	1	82
Estimated Fair Value Liabilities	19	47
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member] | Currency options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	6,419	7,362
Estimated Fair Value Assets	39	318
Estimated Fair Value Liabilities	68	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	363,191	366,261
Estimated Fair Value Assets	6,558	6,170
Estimated Fair Value Liabilities	4,791	5,376
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	95,551	107,354
Estimated Fair Value Assets	3,405	3,330
Estimated Fair Value Liabilities	1,388	1,767
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate floors [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	67,265	63,064
Estimated Fair Value Assets	457	451
Estimated Fair Value Liabilities	285	346
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate caps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	36,605	39,460
Estimated Fair Value Assets	111	177
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	6,364	6,011
Estimated Fair Value Assets	3	9
Estimated Fair Value Liabilities	6	9
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	39,361	40,978
Estimated Fair Value Assets	524	255
Estimated Fair Value Liabilities	179	243
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Synthetic GICs [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	4,362	4,409
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	9,222	9,307
Estimated Fair Value Assets	124	133
Estimated Fair Value Liabilities	712	684
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	12,669	11,311
Estimated Fair Value Assets	107	69
Estimated Fair Value Liabilities	95	359
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Currency futures [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	382	1,316
Estimated Fair Value Assets	1	1
Estimated Fair Value Liabilities	0	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Currency options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	8,389	2,265
Estimated Fair Value Assets	155	53
Estimated Fair Value Liabilities	7	48
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps - purchased [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	3,675	3,725
Estimated Fair Value Assets	6	7
Estimated Fair Value Liabilities	49	51
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps - written [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	9,982	9,055
Estimated Fair Value Assets	175	166
Estimated Fair Value Liabilities	2	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity futures [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	5,814	5,157
Estimated Fair Value Assets	1	1
Estimated Fair Value Liabilities	11	43
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity Options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	38,116	37,411
Estimated Fair Value Assets	1,272	1,344
Estimated Fair Value Liabilities	1,228	1,068
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Variance swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	21,985	21,636
Estimated Fair Value Assets	217	174
Estimated Fair Value Liabilities	691	577
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Total rate of return swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	3,449	3,802
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	$138	$179

Derivatives_Net_Derivative_Gai

Derivatives (Net Derivative Gains Losses) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Components of Net Derivatives Gains (Losses)	'	'	'	'
Derivatives and hedging gains (losses)	$82	($2,769)	$534	($5,083)
Embedded derivatives	229	1,079	120	2,763
Total net derivative gains (losses)	$311	($1,690)	$654	($2,320)

Derivatives_Earned_Income_On_D

Derivatives (Earned Income On Derivatives) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	$158	$277	$432	$294
Derivatives Designated as Hedging Instruments [Member] | Net Investment Income [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	34	35	67	71
Derivatives Designated as Hedging Instruments [Member] | Interest Credited to Policyholder Account Balance [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	32	36	64	71
Derivatives Designated as Hedging Instruments [Member] | Other Expenses [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	0	-1	-1	-4
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Income [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	-1	-2	-2	-3
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	149	200	368	215
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	($56)	$9	($64)	($56)

Derivatives_Gains_Losses_Recog

Derivatives (Gains Losses Recognized in Income Not Designated or Qualifying) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	$138	($395)	$327	($675)
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	-186	-2,994	-8	-5,205
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	305	-2,128	603	-2,361
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	-81	-533	-12	-984
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	-7	1	-6	-5
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	22	-5	13	27
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	-425	-329	-606	-1,882
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	-7	-5	-12	-15
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	-1	-1	0	-4
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	0	0	0	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	-6	-4	-12	-11
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	-109	-101	-135	-373
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	10	-19	22	-17
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	($119)	($82)	($157)	($356)

Derivatives_Fair_Value_Hedges_

Derivatives (Fair Value Hedges) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	$138	($395)	$327	($675)
Net Derivatives Gains (Losses) Recognized for Hedged Items	-134	403	-310	675
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	4	8	17	0
Interest rate swaps [Member] | Fixed maturity securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-3	30	-2	38
Net Derivatives Gains (Losses) Recognized for Hedged Items	2	-30	3	-38
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	-1	0	1	0
Interest rate swaps [Member] | Policyholder account balances [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	137	-383	346	-536
Net Derivatives Gains (Losses) Recognized for Hedged Items	-131	381	-335	533
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	6	-2	11	-3
Foreign currency swaps [Member] | Foreign-denominated fixed maturity securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-3	13	-7	17
Net Derivatives Gains (Losses) Recognized for Hedged Items	3	-11	7	-16
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	0	2	0	1
Foreign currency swaps [Member] | Foreign-denominated policyholder account balances [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	1	-55	-26	-194
Net Derivatives Gains (Losses) Recognized for Hedged Items	-3	63	29	196
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	-2	8	3	2
Foreign currency forwards [Member] | Foreign-denominated fixed maturity securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	6	0	16	0
Net Derivatives Gains (Losses) Recognized for Hedged Items	-5	0	-14	0
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	$1	$0	$2	$0

Derivatives_Cash_Flow_Hedges_D

Derivatives (Cash Flow Hedges) (Details) (Cash Flow Hedges [Member], USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivatives in cash flow hedging relationships	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	$175	($311)	$496	($373)
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)	134	-273	362	-397
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)	30	-30	82	57
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	-5	52	-30
Credit forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	0	-3	0	-3
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)	76	-55	127	-237
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	-6	9	0	11
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)	12	10	27	14
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	-5	6	0	4
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)	62	-68	98	-257
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	-1	2	-1	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	3	2	6
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	1	1	1
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	2	5	4
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	4	4
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	-1	-2
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	1	0	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)	1	0	2	-1
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	0	0	0
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)	0	0	1	0
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	0	1	-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		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	($169)	$216	($317)	$386
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)	-45	85	-79	165
Currency options [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	($124)	$131	($238)	$221

Derivatives_Credit_Derivatives

Derivatives (Credit Derivatives) (Details) (USD $)	6 Months Ended	12 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	$173,000,000	$165,000,000
Maximum Amount of Future Payments under Credit Default Swaps	9,982,000,000	9,055,000,000
Weighted Average Years to Maturity	'3 years 6 months	'3 years 5 months
Aaa/Aa/A [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	24,000,000	36,000,000
Maximum Amount of Future Payments under Credit Default Swaps	3,482,000,000	3,284,000,000
Weighted Average Years to Maturity	'2 years	'1 year 7 months
Aaa/Aa/A [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	9,000,000	10,000,000
Maximum Amount of Future Payments under Credit Default Swaps	605,000,000	545,000,000
Weighted Average Years to Maturity	'2 years 5 months	'2 years 7 months
Aaa/Aa/A [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	15,000,000	26,000,000
Maximum Amount of Future Payments under Credit Default Swaps	2,877,000,000	2,739,000,000
Weighted Average Years to Maturity	'1 year 11 months	'1 year 6 months
Baa [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	116,000,000	97,000,000
Maximum Amount of Future Payments under Credit Default Swaps	6,113,000,000	5,391,000,000
Weighted Average Years to Maturity	'4 years 4 months	'4 years 4 months
Baa [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	27,000,000	24,000,000
Maximum Amount of Future Payments under Credit Default Swaps	1,478,000,000	1,320,000,000
Weighted Average Years to Maturity	'2 years 11 months	'3 years 1 month
Baa [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	89,000,000	73,000,000
Maximum Amount of Future Payments under Credit Default Swaps	4,635,000,000	4,071,000,000
Weighted Average Years to Maturity	'4 years 8 months	'4 years 8 months
Ba [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	0	0
Maximum Amount of Future Payments under Credit Default Swaps	15,000,000	5,000,000
Weighted Average Years to Maturity	'3 years 1 month	'3 years 9 months
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	15,000,000	5,000,000
Weighted Average Years to Maturity	'3 years 1 month	'3 years 9 months
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	33,000,000	32,000,000
Maximum Amount of Future Payments under Credit Default Swaps	372,000,000	375,000,000
Weighted Average Years to Maturity	'4 years 11 months	'4 years 11 months
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	33,000,000	32,000,000
Maximum Amount of Future Payments under Credit Default Swaps	$372,000,000	$375,000,000
Weighted Average Years to Maturity	'4 years 11 months	'4 years 11 months

Derivatives_Estimated_Fair_Val

Derivatives (Estimated Fair Value of Derivative Assets and Liabilities after Master Netting Agreements and Cash Collateral) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting Assets [Line Items]	'	'
Gross estimated fair value of derivative assets	$9,466	$8,850
Gross estimated fair value of derivative liabilities	5,633	6,549
Amounts offset in the consolidated balance sheet, Assets	0	0
Amounts offset in the consolidated balance sheet, Liabilities	0	0
Estimated fair value of derivative assets presented in the consolidated balance sheets	9,466	8,850
Estimated fair value of derivative liabilities presented in the consolidated balance sheets	5,633	6,549
Net amount of derivative assets after application of master netting agreements and cash collateral	168	139
Net amount of derivative liabilities after application of master netting agreements and cash collateral	172	269
Over the Counter [Member]	'	'
Offsetting Assets [Line Items]	'	'
Gross estimated fair value of derivative assets	9,151	8,537
Gross estimated fair value of derivative liabilities	5,281	6,367
Gross estimated fair value of derivative assets	-4,134	-4,631
Gross estimated fair value of derivative liabilities	-4,134	-4,631
Cash collateral on derivative assets	-1,960	-1,679
Cash collateral on derivative liabilities	-4	-3
Securities collateral on derivative assets	-2,891	-2,105
Securities collateral on derivative liabilities	-971	-1,464
Cleared [Member]	'	'
Offsetting Assets [Line Items]	'	'
Gross estimated fair value of derivative assets	310	302
Gross estimated fair value of derivative liabilities	335	129
Gross estimated fair value of derivative assets	-195	-122
Gross estimated fair value of derivative liabilities	-195	-122
Cash collateral on derivative assets	-115	-169
Cash collateral on derivative liabilities	-140	-7
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	0	0
Exchange Traded [Member]	'	'
Offsetting Assets [Line Items]	'	'
Gross estimated fair value of derivative assets	5	11
Gross estimated fair value of derivative liabilities	17	53
Gross estimated fair value of derivative assets	-3	-5
Gross estimated fair value of derivative liabilities	-3	-5
Cash collateral on derivative assets	0	0
Cash collateral on derivative liabilities	-13	-44
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	($1)	($4)

Derivatives_Credit_Risk_on_Fre

Derivatives (Credit Risk on Freestanding Derivatives) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	$1,106	$1,694
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	32	27
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	58	34
Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	1,045	1,530
Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	4	3
Derivatives Subject To Credit-Contingent Provisions [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	1,082	1,674
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	32	27
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	58	34
Derivatives Subject To Credit-Contingent Provisions [Member] | Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	1,045	1,530
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	24	20
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	0
Derivatives Not Subject To Credit-Contingent Provisions [Member] | Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	$4	$3

Derivatives_Embedded_Derivativ

Derivatives (Embedded Derivatives) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	$158	$140
Embedded Derivative, Fair Value of Embedded Derivative Liability	-684	-969
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	273	247
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	-2,274	-2,296
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	55	38
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	1,461	1,262
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	105	60
Other [Member] | Policyholder account balances [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	24	5
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	($170)	($145)

Derivatives_Changes_in_Estimat

Derivatives (Changes in Estimated Fair Value Related to Embedded Derivatives) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net derivatives gains (losses)	$229	$1,079	$120	$2,763
Net Derivative Gain (Loss) [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net derivatives gains (losses)	229	1,079	120	2,763
Policyholder benefits and claims [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net derivatives gains (losses)	$8	($33)	$23	($80)

Derivatives_Narrative_Details

Derivatives (Narrative) (Details) (USD $)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Estimated Fair Value Assets	$9,252,000,000	'	$9,252,000,000	'	$8,595,000,000
Estimated Fair Value Liabilities	5,582,000,000	'	5,582,000,000	'	6,521,000,000
Maximum Amount of Future Payments under Credit Default Swaps	9,982,000,000	'	9,982,000,000	'	9,055,000,000
Estimated Fair Value of Credit Default Swaps	173,000,000	'	173,000,000	'	165,000,000
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'3 years 6 months	'	'3 years 5 months
Embedded derivatives	229,000,000	1,079,000,000	120,000,000	2,763,000,000	'
Gain (Loss) on Investments	125,000,000	-110,000,000	536,000,000	-424,000,000	'
Derivative Instrument Detail [Abstract]	'	'	'	'	'
Net amounts reclassified into net derivatives gains (losses) on discontinued cash flow hedges	-2,000,000	0	-4,000,000	0	'
Hedging exposure to variability in future cash flows for specific length of time	'	'	'7 years	'	'7 years
Accumulated Other Comprehensive Income Loss	737,000,000	'	737,000,000	'	375,000,000
Deferred net gains (losses) expected to be reclassified to earnings	'	'	-6,000,000	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	'	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	-7,000,000	'	-7,000,000	'	233,000,000
Potential future recoveries available to offset maximum amount of future payments under credit default swaps	75,000,000	'	75,000,000	'	90,000,000
Excess securities collateral received on derivatives	63,000,000	'	63,000,000	'	104,000,000
Excess securities collateral provided on derivatives	226,000,000	'	226,000,000	'	236,000,000
Change in fair value of derivatives excluded from the assessment of hedge effectiveness	2,000,000	0	5,000,000	0	'
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	105,000,000	'	105,000,000	'	238,000,000
Excess securities collateral provided on derivatives	74,000,000	'	74,000,000	'	66,000,000
Exchange Traded [Member]	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Excess securities collateral received on derivatives	130,000,000	'	130,000,000	'	141,000,000
Excess securities collateral provided on derivatives	200,000,000	'	200,000,000	'	81,000,000
Ba [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	15,000,000	'	15,000,000	'	5,000,000
Estimated Fair Value of Credit Default Swaps	0	'	0	'	0
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'3 years 1 month	'	'3 years 9 months
Nonperformance Risk [Member]	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Embedded derivatives	-51,000,000	-236,000,000	-8,000,000	-650,000,000	'
B [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	372,000,000	'	372,000,000	'	375,000,000
Estimated Fair Value of Credit Default Swaps	33,000,000	'	33,000,000	'	32,000,000
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'4 years 11 months	'	'4 years 11 months
Accumulated Other Comprehensive Income (Loss) Foreign Currency Translation Adjustments [Member] | MetLife Assurance Limited [Member]	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Gain (Loss) on Investments	77,000,000	'	77,000,000	'	'
Hedge Funds [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	15,000,000	'	15,000,000	'	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	214,000,000	'	214,000,000	'	255,000,000
Estimated Fair Value Liabilities	51,000,000	'	51,000,000	'	28,000,000
Credit Index Product [Member] | Ba [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	0	'	0	'	0
Estimated Fair Value of Credit Default Swaps	0	'	0	'	0
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'0 years	'	'0 years
Credit Index Product [Member] | B [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	372,000,000	'	372,000,000	'	375,000,000
Estimated Fair Value of Credit Default Swaps	33,000,000	'	33,000,000	'	32,000,000
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'4 years 11 months	'	'4 years 11 months
Credit Default Swap [Member] | Ba [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	15,000,000	'	15,000,000	'	5,000,000
Estimated Fair Value of Credit Default Swaps	0	'	0	'	0
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'3 years 1 month	'	'3 years 9 months
Credit Default Swap [Member] | B [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	0	'	0	'	0
Estimated Fair Value of Credit Default Swaps	$0	'	$0	'	$0
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'0 years	'	'0 years

Fair_Value_Recurring_Fair_Valu

Fair Value (Recurring Fair Value Measurements) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	$367,056	$350,187
Available-for-sale Securities, Equity Securities	3,863	3,402
Actively Traded Securities	690	662
Fair Value Option And Trading Securities	17,831	17,423
Short-term investments	12,366	13,955
Mortgage Loans on Real Estate	57,223	57,706
Derivative assets	9,252	8,595
Net embedded derivatives within asset host contracts	158	140
Separate account assets	324,977	317,201
Liabilities [Abstract]	'	'
Derivative liabilities	5,582	6,521
Net embedded derivatives within liability host contracts	-684	-969
Long-term debt, at estimated fair value, relating to variable interest entities	16,783	18,653
Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	367	338
Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	638	1,598
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	505	1,455
Recurring [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	367,056	350,187
Available-for-sale Securities, Equity Securities	3,863	3,402
Actively Traded Securities	690	662
Fair Value Option And Trading Securities	17,831	17,423
Short-term investments	10,278	13,112
Mortgage Loans on Real Estate	1,005	1,936
Other investments	326	259
Derivative assets	9,252	8,595
Total other invested assets	9,578	8,854
Net embedded derivatives within asset host contracts	328	285
Separate account assets	324,977	317,201
Total assets	734,916	712,400
Liabilities [Abstract]	'	'
Derivative liabilities	5,582	6,521
Net embedded derivatives within liability host contracts	-684	-969
Trading liabilities	218	262
Total liabilities	5,621	7,269
Recurring [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	6,464	5,594
Liabilities [Abstract]	'	'
Derivative liabilities	1,913	2,591
Recurring [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,117	1,309
Liabilities [Abstract]	'	'
Derivative liabilities	1,550	2,011
Recurring [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	181	173
Liabilities [Abstract]	'	'
Derivative liabilities	51	52
Recurring [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,490	1,519
Liabilities [Abstract]	'	'
Derivative liabilities	2,068	1,867
Recurring [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	682	627
Recurring [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	16,441	16,111
Recurring [Member] | Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	367	338
Recurring [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	18	23
Mortgage Loans on Real Estate	638	1,598
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	505	1,455
Recurring [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	109,393	106,469
Recurring [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	62,488	63,152
Recurring [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	56,627	54,437
Recurring [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	54,347	45,123
Recurring [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	39,064	35,055
Recurring [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	15,651	16,550
Recurring [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	14,788	15,571
Recurring [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	14,698	13,830
Recurring [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	2,707	2,353
Recurring [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	1,156	1,049
Recurring [Member] | Level 1 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	33,433	25,061
Available-for-sale Securities, Equity Securities	1,615	1,186
Actively Traded Securities	0	2
Fair Value Option And Trading Securities	12,036	11,222
Short-term investments	4,309	5,915
Mortgage Loans on Real Estate	0	0
Other investments	259	188
Derivative assets	5	12
Total other invested assets	264	200
Net embedded derivatives within asset host contracts	0	0
Separate account assets	87,503	89,960
Total assets	139,160	133,544
Liabilities [Abstract]	'	'
Derivative liabilities	17	53
Net embedded derivatives within liability host contracts	0	0
Trading liabilities	218	260
Total liabilities	235	313
Recurring [Member] | Level 1 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	3	10
Liabilities [Abstract]	'	'
Derivative liabilities	6	9
Recurring [Member] | Level 1 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1	1
Liabilities [Abstract]	'	'
Derivative liabilities	0	1
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	1	1
Liabilities [Abstract]	'	'
Derivative liabilities	11	43
Recurring [Member] | Level 1 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	503	518
Recurring [Member] | Level 1 [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	11,533	10,702
Recurring [Member] | Level 1 [Member] | Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	0	0
Recurring [Member] | Level 1 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	0	0
Mortgage Loans on Real Estate	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	32,103	25,061
Recurring [Member] | Level 1 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,330	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	1,615	1,186
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	309,289	300,828
Available-for-sale Securities, Equity Securities	1,799	1,644
Actively Traded Securities	670	648
Fair Value Option And Trading Securities	5,084	5,557
Short-term investments	5,723	6,943
Mortgage Loans on Real Estate	638	1,598
Other investments	67	71
Derivative assets	8,828	8,214
Total other invested assets	8,895	8,285
Net embedded derivatives within asset host contracts	0	0
Separate account assets	235,783	225,776
Total assets	567,211	550,631
Liabilities [Abstract]	'	'
Derivative liabilities	4,801	5,813
Net embedded derivatives within liability host contracts	8	4
Trading liabilities	0	2
Total liabilities	5,299	7,246
Recurring [Member] | Level 2 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	6,417	5,557
Liabilities [Abstract]	'	'
Derivative liabilities	1,899	2,568
Recurring [Member] | Level 2 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,081	1,280
Liabilities [Abstract]	'	'
Derivative liabilities	1,512	1,971
Recurring [Member] | Level 2 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	163	144
Liabilities [Abstract]	'	'
Derivative liabilities	50	52
Recurring [Member] | Level 2 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,167	1,233
Liabilities [Abstract]	'	'
Derivative liabilities	1,340	1,222
Recurring [Member] | Level 2 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	70	80
Recurring [Member] | Level 2 [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	4,337	4,806
Recurring [Member] | Level 2 [Member] | Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	0	0
Recurring [Member] | Level 2 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	7	23
Mortgage Loans on Real Estate	638	1,598
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	490	1,427
Recurring [Member] | Level 2 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	102,024	99,321
Recurring [Member] | Level 2 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	55,876	56,448
Recurring [Member] | Level 2 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	54,955	52,202
Recurring [Member] | Level 2 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	21,924	20,000
Recurring [Member] | Level 2 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	33,789	32,098
Recurring [Member] | Level 2 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	15,056	15,578
Recurring [Member] | Level 2 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	11,002	11,361
Recurring [Member] | Level 2 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	14,663	13,820
Recurring [Member] | Level 2 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	906	990
Recurring [Member] | Level 2 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	893	654
Recurring [Member] | Level 3 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	24,334	24,298
Available-for-sale Securities, Equity Securities	449	572
Actively Traded Securities	20	12
Fair Value Option And Trading Securities	711	644
Short-term investments	246	254
Mortgage Loans on Real Estate	367	338
Other investments	0	0
Derivative assets	419	369
Total other invested assets	419	369
Net embedded derivatives within asset host contracts	328	285
Separate account assets	1,691	1,465
Total assets	28,545	28,225
Liabilities [Abstract]	'	'
Derivative liabilities	764	655
Net embedded derivatives within liability host contracts	-692	-973
Trading liabilities	0	0
Total liabilities	87	-290
Recurring [Member] | Level 3 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	44	27
Liabilities [Abstract]	'	'
Derivative liabilities	8	14
Recurring [Member] | Level 3 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	35	28
Liabilities [Abstract]	'	'
Derivative liabilities	38	39
Recurring [Member] | Level 3 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	18	29
Liabilities [Abstract]	'	'
Derivative liabilities	1	0
Recurring [Member] | Level 3 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	322	285
Liabilities [Abstract]	'	'
Derivative liabilities	717	602
Recurring [Member] | Level 3 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	109	29
Recurring [Member] | Level 3 [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	571	603
Recurring [Member] | Level 3 [Member] | Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	367	338
Recurring [Member] | Level 3 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	11	0
Mortgage Loans on Real Estate	0	0
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	15	28
Recurring [Member] | Level 3 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	7,369	7,148
Recurring [Member] | Level 3 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	6,612	6,704
Recurring [Member] | Level 3 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,672	2,235
Recurring [Member] | Level 3 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	320	62
Recurring [Member] | Level 3 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	3,945	2,957
Recurring [Member] | Level 3 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	595	972
Recurring [Member] | Level 3 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	3,786	4,210
Recurring [Member] | Level 3 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	35	10
Recurring [Member] | Level 3 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	186	177
Recurring [Member] | Level 3 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	$263	$395

Fair_Value_Quantitative_Inform

Fair Value (Quantitative Information) (Details) (USD $)	6 Months Ended	12 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
Interest rate contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	2.67%	2.48%
Interest rate contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	3.53%	4.50%
Foreign currency exchange rate contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	-0.19%	0.97%
Correlation	39.00%	38.00%
Foreign currency exchange rate contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	9.72%	7.67%
Correlation	47.00%	47.00%
Credit contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	0.99%	0.98%
Credit contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	1.01%	1.01%
Equity market contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Correlation	60.00%	60.00%
Volatility	11.00%	13.00%
Equity market contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Correlation	60.00%	60.00%
Volatility	25.00%	28.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Durations 1-10 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse Rate, Low End	0.50%	0.50%
Lapse Rate, High End	100.00%	100.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Durations 11-20 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse Rate, Low End	2.00%	2.00%
Lapse Rate, High End	100.00%	100.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Durations 21-116 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse Rate, Low End	2.00%	2.00%
Lapse Rate, High End	100.00%	100.00%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Ages 0-40 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality Rate, Low End	0.00%	0.00%
Mortality Rate, High End	0.28%	0.14%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Ages 41-60 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality Rate, Low End	0.04%	0.04%
Mortality Rate, High End	0.88%	0.88%
Embedded derivatives direct and assumed guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Ages 61-115 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality Rate, Low End	0.26%	0.26%
Mortality Rate, High End	100.00%	100.00%
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%	0.00%
Long-term equity volatilities	7.56%	9.14%
Nonperformance risk spread	-0.26%	-1.08%
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%	40.00%
Long-term equity volatilities	40.00%	40.00%
Nonperformance risk spread	0.73%	0.83%
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	-0.05%	-0.10%
Illiquidity premium	0.30%	0.30%
Offered quotes	31	33
Quoted prices	0	'
Matrix Pricing - Offered quotes	0	4
Credit spreads	-14.73%	-14.89%
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	1.90%	2.40%
Illiquidity premium	0.30%	0.30%
Offered quotes	700	145
Quoted prices	369	'
Matrix Pricing - Offered quotes	120	145
Credit spreads	7.06%	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	0.34%	0.46%
Illiquidity premium	0.30%	0.30%
Offered quotes	234	95
Quoted prices	120	'
Matrix Pricing - Offered quotes	98	100
Credit spreads	1.29%	1.74%
Foreign government debt securities [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	66	84
Quoted prices	1	64
Credit spreads	0.53%	0.04%
Foreign government debt securities [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	140	156
Quoted prices	153	156
Credit spreads	0.56%	0.72%
Foreign government debt securities [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	113	107
Quoted prices	102	100
Credit spreads	0.54%	0.32%
RMBS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	1	69
Quoted prices	0	10
Credit spreads	2.20%	-1.36%
RMBS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	111	101
Quoted prices	120	109
Credit spreads	5.82%	36.09%
RMBS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	92	93
Quoted prices	100	98
Credit spreads	3.75%	2.88%
CMBS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	15	90
Quoted prices	1	70
Credit spreads	-0.89%	2.15%
CMBS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	104	101
Quoted prices	105	104
Credit spreads	8.33%	20.25%
CMBS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	101	95
Quoted prices	96	97
Credit spreads	1.37%	4.09%
ABS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	0	56
Quoted prices	0	0
Credit spreads	1.11%	0.30%
ABS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	106	106
Quoted prices	106	110
Credit spreads	18.79%	18.78%
ABS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	99	98
Quoted prices	101	101
Credit spreads	3.27%	1.45%

Fair_Value_Unobservable_Input_

Fair Value (Unobservable Input Reconciliation) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Consolidated Securitization Entities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	$11	$0	$0	$0
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	-1	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	12	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	11	0	11	0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	-15	-31	-28	-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	0	0	13	14
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	-15	-31	-15	-31
Consolidated Securitization Entities [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
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
Consolidated Securitization Entities [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	-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
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	-1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	-1
Consolidated Securitization Entities [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
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
Consolidated Securitization Entities [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
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
Interest rate contracts [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	56	144	13	177
Other Comprehensive Income (Loss)	11	-7	49	-31
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-40	-12	-41	-25
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	-1	0	-1
Balance, End of Period	36	98	36	98
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)	-1	-21	0	-17
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	9	-26	15	-22
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	-21	0	-17
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
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	-13	30	-11	37
Other Comprehensive Income (Loss)	1	2	0	1
Purchases	0	2	0	2
Sales	0	0	0	0
Issuances	0	-1	0	-1
Settlements	3	-2	0	1
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	-3	6	-3	6
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)	4	-26	7	-34
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	6	-25	8	-34
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	4	-26	7	-34
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
Credit contracts [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	20	38	29	43
Other Comprehensive Income (Loss)	0	-3	0	-3
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	-1	0	-3	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	17	25	17	25
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)	-1	-10	-7	-15
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	-2	-10	-9	-15
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	-10	-7	-15
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
Equity market contracts [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	-356	-139	-317	128
Other Comprehensive Income (Loss)	0	0	-1	0
Purchases	4	4	4	4
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	0	-7
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	-395	-171	-395	-171
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)	-46	-34	-87	-305
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	-45	-33	-87	-305
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-46	-34	-87	-305
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)	2	-3	6	10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	2	-3	6	9
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	-3	6	10
Net Embedded Derivatives [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	980	-1,584	1,258	-3,162
Other Comprehensive Income (Loss)	-18	105	-24	209
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-205	-197	-397	-366
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	1,020	-678	1,020	-678
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)	262	1,024	168	2,707
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	255	1,031	160	2,721
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	262	1,024	168	2,707
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)	8	-31	24	-77
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	8	-33	23	-80
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	8	-31	24	-77
FVO general account securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	29	44	29	32
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	-5
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	69	0	69	14
Transfers out of Level 3	0	0	0	0
Balance, End of Period	109	46	109	46
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)	11	2	11	5
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	11	3	11	5
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)	11	3	11	5
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	624	831	603	937
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	281	341	318	340
Sales	-270	-481	-368	-427
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	37	36	27	58
Transfers out of Level 3	-107	-117	-21	-291
Balance, End of Period	571	593	571	593
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)	6	-17	12	-24
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	15	-9	14	-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)	15	-9	14	-12
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	352	0	338	0
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	24	150	51	150
Sales	-3	0	-8	0
Issuances	0	0	0	0
Settlements	-14	0	-25	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	367	150	367	150
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)	8	0	11	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	8	0	11	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)	8	0	11	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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	0	2	0	49
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	-2	0	-45
Issuances	0	0	0	0
Settlements	0	0	0	-4
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	7,378	6,426	7,148	7,433
Other Comprehensive Income (Loss)	108	-169	268	-9
Purchases	487	553	863	684
Sales	-455	-281	-562	-659
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	253	121	464	241
Transfers out of Level 3	-413	-707	-816	-1,748
Balance, End of Period	7,369	5,918	7,369	5,918
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)	4	4	4	8
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	3	2	7
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	2	7
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)	7	-29	0	-32
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-28	-7	-34
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	-28	-7	-34
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	6,501	5,825	6,704	6,208
Other Comprehensive Income (Loss)	339	-168	298	-161
Purchases	394	642	716	794
Sales	-323	-135	-240	-413
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	223	201	517	185
Transfers out of Level 3	-518	-358	-1,386	-588
Balance, End of Period	6,612	6,008	6,612	6,008
Foreign corporate securities [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	-1	4	4	6
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-2	4	7	5
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	4	7	5
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)	-3	-3	-1	-23
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-2	0	-2	-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)	-2	0	-2	-3
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	1,545	2,203	2,235	1,814
Other Comprehensive Income (Loss)	-91	-48	-77	-47
Purchases	118	234	179	352
Sales	-96	-47	-109	-74
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	284	3	312	91
Transfers out of Level 3	-184	-376	-962	-178
Balance, End of Period	1,672	1,971	1,672	1,971
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)	96	2	98	8
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	2	3	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)	1	2	3	8
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)	0	0	-4	5
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	45	115	62	71
Other Comprehensive Income (Loss)	0	-2	0	-2
Purchases	301	0	301	0
Sales	-26	-42	-1	-4
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	16	0	17
Transfers out of Level 3	0	-5	-42	0
Balance, End of Period	320	82	320	82
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	3,439	2,426	2,957	2,037
Other Comprehensive Income (Loss)	81	14	68	124
Purchases	802	524	1,176	803
Sales	-209	-198	-377	-168
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	49	146	21
Transfers out of Level 3	-193	-86	-68	-94
Balance, End of Period	3,945	2,735	3,945	2,735
RMBS [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	25	2	35	10
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	13	9	24	17
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)	13	9	24	17
RMBS [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	4	8	2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-1	-1	-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)	0	-1	-1	-1
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	682	1,084	972	1,147
Other Comprehensive Income (Loss)	-8	-6	-32	-49
Purchases	15	184	61	404
Sales	-34	-113	-172	-333
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	46	11	139
Transfers out of Level 3	-60	-143	-245	-255
Balance, End of Period	595	1,050	595	1,050
CMBS [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	0	0	-1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	-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)	0	0	0	-1
CMBS [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	-2	0	-2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-2	0	-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)	0	-2	0	-2
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	2,800	3,766	4,210	3,656
Other Comprehensive Income (Loss)	-3	-37	63	-62
Purchases	1,616	359	2,098	985
Sales	-259	-256	-567	-420
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	121	0	548	0
Transfers out of Level 3	-492	-79	-2,533	-409
Balance, End of Period	3,786	3,758	3,786	3,758
ABS [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	1	5	5	8
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	5	0	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)	0	5	0	8
ABS [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	2	0	-38	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 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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	21	53	10	54
Other Comprehensive Income (Loss)	0	-1	1	-1
Purchases	2	17	2	17
Sales	0	-5	0	-5
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	12	0	32	0
Transfers out of Level 3	0	-23	-10	-24
Balance, End of Period	35	41	35	41
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	203	189	177	190
Other Comprehensive Income (Loss)	40	-4	43	-7
Purchases	24	8	21	12
Sales	-2	-7	-14	-9
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	2	1	40	1
Transfers out of Level 3	-79	-4	-79	-4
Balance, End of Period	186	183	186	183
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)	-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
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	441	401	395	419
Other Comprehensive Income (Loss)	15	8	14	65
Purchases	0	20	0	23
Sales	0	-22	0	-70
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	-190	0	-143	0
Balance, End of Period	263	408	263	408
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)	-3	1	-3	-29
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-3	0	-3	-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)	-3	0	-3	-20
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	11	14	12	6
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	19	1	20	3
Sales	-2	-4	-5	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	2	0	2
Transfers out of Level 3	-8	-2	-7	0
Balance, End of Period	20	11	20	11
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	1,032	2,130	254	429
Other Comprehensive Income (Loss)	0	-38	-1	11
Purchases	212	247	192	332
Sales	-461	-1,783	-76	-400
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	-538	-218	-124	-6
Balance, End of Period	246	344	246	344
Short-term investments [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	1	2	1	2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	1	1	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	1	1	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)	0	4	0	-24
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	1	0	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)	0	1	0	1
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] | 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]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	1,730	1,219	1,465	1,205
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	131	117	348	175
Sales	-104	-39	-192	-78
Issuances	58	0	82	0
Settlements	-27	-19	-28	-28
Transfers into Level 3	4	5	2	7
Transfers out of Level 3	-122	-43	-51	-56
Balance, End of Period	1,691	1,225	1,691	1,225
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)	21	-15	65	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 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] | 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

Fair_Value_Fair_Value_Option_f

Fair Value (Fair Value Option for Certain Assets and Liabilities) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Carrying value at estimated fair value	$57,223	$57,706
Carrying value at estimated fair value	16,783	18,653
Consolidated Securitization Entities [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid principal balance	582	1,528
Difference between estimated fair value and unpaid principal balance	56	70
Carrying value at estimated fair value	638	1,598
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	512	1,445
Difference between estimated fair value and contractual principal balance	-7	10
Carrying value at estimated fair value	505	1,455
Residential Mortgage Loans - FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid principal balance	546	508
Difference between estimated fair value and unpaid principal balance	-179	-170
Carrying value at estimated fair value	367	338
Loans in non-accrual status	132	0
Loans more than 90 days past due	87	81
Loans in non-accrual status or more than 90 days past due, or both - difference between aggregate estimated fair value and unpaid principal balance	($103)	($82)

Fair_Value_Fair_Value_Option_G

Fair Value (Fair Value Option Gains (Losses) for Residential Mortgage Loans) (Details) (Residential Mortgage Loans - FVO [Member], Net Investment Income [Member], USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
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	$3	$0	$5	$0
Other changes in estimated fair value	3	0	4	0
Total gains (losses) recognized in net investment income	$6	$0	$9	$0

Fair_Value_Nonrecurring_Fair_V

Fair Value (Nonrecurring Fair Value Measurements) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Level 3 [Member] | Mortgage loans, net [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Carrying Value After Measurement	$146	$242	$146	$242
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	69	70	69	70
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	0	3	0	3
Nonrecurring [Member] | Mortgage loans, net [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Gains (Losses)	-1	10	-2	17
Nonrecurring [Member] | Other limited partnership interests [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Gains (Losses)	-35	-39	-37	-39
Nonrecurring [Member] | Real Estate Joint Ventures [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Gains (Losses)	$0	$0	$0	($2)

Fair_Value_Financial_Instrumen

Fair Value (Financial Instruments Carried at Other Than Fair Value) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets	'	'
Policy loans	$11,785	$11,764
Liabilities	'	'
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,193
Separate account liabilities	324,977	317,201
Estimated Fair Value [Member]	'	'
Assets	'	'
Mortgage loans	59,194	57,924
Policy loans	13,458	13,206
Real estate joint ventures	171	169
Other Limited Partnership Interests	1,085	1,109
Other invested assets	656	844
Premiums, reinsurance and other receivables	4,062	3,110
Other assets	1,050	352
Liabilities	'	'
Policyholder account balances	144,112	144,631
Long-term Debt	18,293	18,564
Collateral financing arrangements	3,993	3,984
Junior subordinated debt securities	4,131	3,789
Other Liabilities	5,903	2,240
Separate account liabilities	119,236	117,562
Estimated Fair Value [Member] | Level 1 [Member]	'	'
Assets	'	'
Mortgage loans	0	0
Policy loans	0	0
Real estate joint ventures	0	0
Other Limited Partnership Interests	0	0
Other invested assets	216	322
Premiums, reinsurance and other receivables	0	0
Other assets	0	0
Liabilities	'	'
Policyholder account balances	0	0
Long-term Debt	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 2 [Member]	'	'
Assets	'	'
Mortgage loans	0	0
Policy loans	1,689	1,694
Real estate joint ventures	0	0
Other Limited Partnership Interests	0	0
Other invested assets	95	163
Premiums, reinsurance and other receivables	1,642	728
Other assets	974	210
Liabilities	'	'
Policyholder account balances	0	0
Long-term Debt	18,293	18,564
Collateral financing arrangements	0	0
Junior subordinated debt securities	4,131	3,789
Other Liabilities	4,610	948
Separate account liabilities	119,236	117,562
Estimated Fair Value [Member] | Level 3 [Member]	'	'
Assets	'	'
Mortgage loans	59,194	57,924
Policy loans	11,769	11,512
Real estate joint ventures	171	169
Other Limited Partnership Interests	1,085	1,109
Other invested assets	345	359
Premiums, reinsurance and other receivables	2,420	2,382
Other assets	76	142
Liabilities	'	'
Policyholder account balances	144,112	144,631
Long-term Debt	0	0
Collateral financing arrangements	3,993	3,984
Junior subordinated debt securities	0	0
Other Liabilities	1,293	1,292
Separate account liabilities	0	0
Carrying Value [Member]	'	'
Assets	'	'
Mortgage loans	56,218	55,770
Policy loans	11,785	11,764
Real estate joint ventures	92	102
Other Limited Partnership Interests	847	950
Other invested assets	656	844
Premiums, reinsurance and other receivables	4,014	3,116
Other assets	1,057	324
Liabilities	'	'
Policyholder account balances	138,216	139,735
Long-term Debt	16,248	17,170
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,193
Other Liabilities	5,900	2,239
Separate account liabilities	$119,236	$117,562

Fair_Value_Recurring_Fair_Valu1

Fair Value (Recurring Fair Value Measurements) (Narrative) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available-for-sale Securities, Equity Securities	$3,863	$3,402
Net Embedded Derivatives [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available-for-sale Securities, Equity Securities	($170)	($145)

Fair_Value_Transfers_Between_L

Fair Value (Transfers Between Levels) (Narrative) (Details) (USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value Disclosures [Abstract]	'
Fair Value Assets And Liabilities Transferred Between Levels 1 And Levels 2	$101

Fair_Value_Nonrecurring_Fair_V1

Fair Value (Nonrecurring Fair Value Measurements) (Narrative) (Details)	6 Months Ended
	Jun. 30, 2014
Private Equity And Debt Funds [Member] | Minimum [Member]	'
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]	'
Liquidation period	'2 years
Private Equity And Debt Funds [Member] | Maximum [Member]	'
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]	'
Liquidation period	'10 years
Real Estate Funds [Member] | Minimum [Member]	'
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]	'
Liquidation period	'1 year
Real Estate Funds [Member] | Maximum [Member]	'
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]	'
Liquidation period	'10 years

Longterm_Debt_Narrative_Detail

Long-term Debt (Narrative) (Details) (USD $)	6 Months Ended
	Jun. 30, 2014	5-May-14	Apr. 07, 2014
Debt Instrument [Line Items]	'	'	'
Early Repayment of Senior Debt	200,000,000	'	'
Senior Notes [Member]	'	'	'
Debt Instrument [Line Items]	'	'	'
Debt Instrument, Face Amount	'	'	$1,000,000,000
Debt Instrument, Maturity Date	10-Apr-24	'	'
Debt Instrument, Interest Rate, Stated Percentage	'	5.88%	3.60%
Senior Notes [Member] | Redemption Of Debt [Member]	'	'	'
Debt Instrument [Line Items]	'	'	'
Debt Instrument, Maturity Date	21-Nov-33	'	'

Longterm_Debt_Longterm_Debt_Cr

Long-term Debt Long-term Debt (Credit Facilities) (Narrative) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2013	Jun. 30, 2014	30-May-14
	General Credit Facility One [Member]	General Credit Facility Two [Member]	General Credit Facility Three [Member]	General Credit Facility Three [Member]
Line of Credit Facility [Line Items]	'	'	'	'
Line of Credit Facility, Maximum Borrowing Capacity	$1,000,000,000	$3,000,000,000	'	$4,000,000,000
Line of Credit Facility, Expiration Date	'	'	30-May-19	'
Line of Credit Facility, Commitment Fee Amount	'	'	$6,000,000	'

Equity_Components_of_Accumulat

Equity (Components of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance, beginning of period	$8,215	$10,580	$5,104	$11,397
OCI before reclassifications	4,506	-6,262	9,462	-7,095
Deferred income tax expense (benefit)	-1,333	1,953	-3,058	1,975
OCI before reclassifications, net of income tax	11,388	6,271	11,508	6,277
Amounts reclassified from AOCI	-133	-84	-315	-128
Deferred income tax expense (benefit)	37	15	99	53
Amounts reclassified from AOCI, net of income tax	-96	-69	-216	-75
Balance, end of period	11,058	6,202	11,058	6,202
Unrealized Investment Gains (Losses), Net of Related Offsets [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance, beginning of period	11,276	13,332	8,183	13,590
OCI before reclassifications	4,330	-5,320	9,182	-5,494
Deferred income tax expense (benefit)	-1,336	1,844	-2,981	1,919
OCI before reclassifications, net of income tax	14,270	9,856	14,384	10,015
Amounts reclassified from AOCI	-176	-189	-349	-469
Deferred income tax expense (benefit)	55	42	114	163
Amounts reclassified from AOCI, net of income tax	-121	-147	-235	-306
Balance, end of period	13,909	9,709	13,909	9,709
Unrealized Gains (Losses) on Derivatives [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance, beginning of period	404	905	231	829
OCI before reclassifications	175	-311	496	-373
Deferred income tax expense (benefit)	-48	96	-161	118
OCI before reclassifications, net of income tax	531	690	566	574
Amounts reclassified from AOCI	-80	53	-134	234
Deferred income tax expense (benefit)	25	-9	44	-74
Amounts reclassified from AOCI, net of income tax	-55	44	-90	160
Balance, end of period	476	734	476	734
Foreign Currency Translation Adjustments [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance, beginning of period	-1,843	-1,205	-1,659	-533
OCI before reclassifications	-5	-633	-222	-1,230
Deferred income tax expense (benefit)	53	13	86	-62
OCI before reclassifications, net of income tax	-1,795	-1,825	-1,795	-1,825
Amounts reclassified from AOCI	77	0	77	0
Deferred income tax expense (benefit)	-27	0	-27	0
Amounts reclassified from AOCI, net of income tax	50	0	50	0
Balance, end of period	-1,739	-1,825	-1,739	-1,825
Defined Benefit Plans Adjustment [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance, beginning of period	-1,622	-2,452	-1,651	-2,489
OCI before reclassifications	6	2	6	2
Deferred income tax expense (benefit)	-2	0	-2	0
OCI before reclassifications, net of income tax	-1,618	-2,450	-1,647	-2,487
Amounts reclassified from AOCI	46	52	91	107
Deferred income tax expense (benefit)	-16	-18	-32	-36
Amounts reclassified from AOCI, net of income tax	30	34	59	71
Balance, end of period	-1,588	-2,416	-1,588	-2,416
MetLife Assurance Limited [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Amounts reclassified from AOCI	-314	'	-314	'
Deferred income tax expense (benefit)	80	'	80	'
Amounts reclassified from AOCI, net of income tax	-234	'	-234	'
MetLife Assurance Limited [Member] | Unrealized Investment Gains (Losses), Net of Related Offsets [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Amounts reclassified from AOCI	-320	'	-320	'
Deferred income tax expense (benefit)	80	'	80	'
Amounts reclassified from AOCI, net of income tax	-240	'	-240	'
MetLife Assurance Limited [Member] | Unrealized Gains (Losses) on Derivatives [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Amounts reclassified from AOCI	0	'	0	'
Deferred income tax expense (benefit)	0	'	0	'
Amounts reclassified from AOCI, net of income tax	0	'	0	'
MetLife Assurance Limited [Member] | Foreign Currency Translation Adjustments [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Amounts reclassified from AOCI	6	'	6	'
Deferred income tax expense (benefit)	0	'	0	'
Amounts reclassified from AOCI, net of income tax	6	'	6	'
MetLife Assurance Limited [Member] | Defined Benefit Plans Adjustment [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Amounts reclassified from AOCI	0	'	0	'
Deferred income tax expense (benefit)	0	'	0	'
Amounts reclassified from AOCI, net of income tax	$0	'	$0	'

Equity_Reclassifications_Out_o

Equity (Reclassifications Out of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net investment gains (losses)	($125)	$110	($536)	$424
Net derivative gains (losses)	311	-1,690	654	-2,320
Net investment income	5,259	5,282	10,294	11,359
Other expenses	-4,222	-4,025	-8,385	-8,163
Income (loss) from continuing operations before provision for income tax	1,950	561	3,776	1,808
Provision for income tax expense (benefit)	-574	-53	-1,058	-305
Net income (loss)	1,376	510	2,715	1,502
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net income (loss)	96	69	216	75
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]	'	'	'	'
Net investment gains (losses)	86	171	194	461
Net derivative gains (losses)	37	0	72	0
Net investment income	59	22	85	43
Income (loss) from continuing operations before provision for income tax	176	189	349	469
Provision for income tax expense (benefit)	-55	-42	-114	-163
Net income (loss)	121	147	235	306
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Other-than-Temporary Impairment [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net investment gains (losses)	-6	-4	-2	-35
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	80	-53	134	-234
Provision for income tax expense (benefit)	-25	9	-44	74
Net income (loss)	55	-44	90	-160
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)	12	10	27	14
Net investment income	2	2	4	4
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	3	2	6
Net investment income	1	0	2	1
Other expenses	1	0	1	-1
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)	62	-68	98	-257
Net investment income	0	-1	-1	-2
Other expenses	0	0	1	0
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	0	1
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Other Comprehensive Income (Loss) Foreign Currency Translation Adjustments [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net investment gains (losses)	-77	0	-77	0
Provision for income tax expense (benefit)	27	0	27	0
Net income (loss)	-50	0	-50	0
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)	-47	-70	-91	-141
Amortization of prior service (costs) credit	1	18	0	34
Income (loss) from continuing operations before provision for income tax	-46	-52	-91	-107
Provision for income tax expense (benefit)	16	18	32	36
Net income (loss)	($30)	($34)	($59)	($71)

Equity_StockBased_Compensation

Equity (Stock-Based Compensation Plans - Narrative) (Details)	6 Months Ended	12 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
		Performance_Factor
Equity - Stock-based Compensation Plans [Line Items]	'	'
Vesting period	'	'3 years
Minimum [Member]	'	'
Equity - Stock-based Compensation Plans [Line Items]	'	'
Performance Factor	'	0
Future Performance Factor	0	'
Maximum [Member]	'	'
Equity - Stock-based Compensation Plans [Line Items]	'	'
Performance Factor	'	2
Future Performance Factor	1.75	'
Performance Shares [Member]	'	'
Equity - Stock-based Compensation Plans [Line Items]	'	'
Performance Factor	'	0.8
Vested in period	'	1,544,120
Issued in period	1,235,296	'
Performance Units [Member]	'	'
Equity - Stock-based Compensation Plans [Line Items]	'	'
Performance Factor	'	0.8
Vested in period	'	98,060
Paid in period	78,448	'

Other_Expenses_Other_Expenses_

Other Expenses (Other Expenses) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Other Income and Expenses [Abstract]	'	'	'	'
Compensation	$1,210	$1,227	$2,415	$2,518
Pension, postretirement and postemployment benefit costs	117	122	237	245
Commissions	1,302	1,387	2,590	2,775
Volume-related costs	211	196	412	379
Capitalization of DAC	-1,032	-1,212	-2,078	-2,468
Amortization of DAC and VOBA	1,062	958	2,120	1,782
Amortization of negative VOBA	-111	-138	-226	-284
Interest expense on debt	312	321	624	642
Premium taxes, licenses and fees	195	166	420	325
Professional services	366	324	687	627
Rent and related expenses, net of sublease income	93	101	178	194
Other	497	573	1,006	1,428
Total other expenses	$4,222	$4,025	$8,385	$8,163

Other_Expenses_Restructuring_C

Other Expenses (Restructuring Charges) (Details) (Other Expenses [Member], USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Balance, beginning of period	$29	$20	$46	$23
Restructuring charges	18	16	31	49
Cash payments	-24	-15	-54	-51
Balance, end of period	23	21	23	21
Total restructuring charges incurred since inception of initiative	306	208	306	208
Severance [Member]	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Balance, beginning of period	24	20	40	23
Restructuring charges	14	7	26	37
Cash payments	-22	-15	-50	-48
Balance, end of period	16	12	16	12
Total restructuring charges incurred since inception of initiative	267	178	267	178
Lease and Asset Impairment [Member]	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Balance, beginning of period	5	0	6	0
Restructuring charges	4	9	5	12
Cash payments	-2	0	-4	-3
Balance, end of period	7	9	7	9
Total restructuring charges incurred since inception of initiative	$39	$30	$39	$30

Employee_Benefit_Plans_Net_Per

Employee Benefit Plans (Net Periodic Benefit Costs) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Pension Benefits U.S. Plans [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	$50	$59	$100	$118
Interest costs	109	97	218	194
Expected return on plan assets	-118	-121	-237	-242
Amortization of net actuarial (gains) losses	44	57	85	114
Amortization of prior service costs (credit)	0	0	1	3
Net periodic benefit costs	85	92	167	187
Pension Benefits Non-U.S. Plans [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	14	17	34	34
Interest costs	4	3	7	7
Expected return on plan assets	-2	-1	-4	-3
Amortization of net actuarial (gains) losses	0	0	0	0
Amortization of prior service costs (credit)	0	0	0	0
Net periodic benefit costs	16	19	37	38
Other Postretirement Benefits U.S. Plans [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	4	5	7	10
Interest costs	23	23	46	46
Expected return on plan assets	-18	-19	-37	-38
Amortization of net actuarial (gains) losses	3	13	6	27
Amortization of prior service costs (credit)	-1	-18	-1	-37
Net periodic benefit costs	11	4	21	8
Other Postretirement Benefits Non-U.S. Plans [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	1	1	1	1
Interest costs	0	0	1	1
Expected return on plan assets	-1	0	-1	0
Amortization of net actuarial (gains) losses	0	0	0	0
Amortization of prior service costs (credit)	0	0	0	0
Net periodic benefit costs	$0	$1	$1	$2

Earnings_Per_Common_Share_Earn

Earnings Per Common Share (Earnings Per Common Share) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, except Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Weighted Average Shares:	'	'	'	'
Weighted average common stock outstanding for basic earnings per common share	1,127,986,031	1,097,889,347	1,126,876,090	1,096,815,883
Incremental common shares from assumed:	'	'	'	'
Stock purchase contracts underlying common equity units	3,756,390	0	3,571,043	0
Exercise or issuance of stock-based awards	10,519,694	8,790,971	10,338,697	7,875,396
Weighted average common stock outstanding for diluted earnings per common share	1,142,262,115	1,106,680,318	1,140,785,830	1,104,691,279
Income (Loss) from Continuing Operations:	'	'	'	'
Income (loss) from continuing operations, net of income tax	$1,376	$508	$2,718	$1,503
Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	10	8	21	14
Less: Preferred stock dividends	31	31	61	61
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.'s common shareholders	1,335	469	2,636	1,428
Basic	$1.18	$0.43	$2.34	$1.30
Diluted	$1.17	$0.43	$2.31	$1.29
Income (Loss) from Discontinued Operations:	'	'	'	'
Income (loss) from discontinued operations, net of income tax	0	2	-3	-1
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	0	2	-3	-1
Basic	$0	$0	$0	$0
Diluted	$0	$0	$0	$0
Net Income (Loss):	'	'	'	'
Net income (loss)	1,376	510	2,715	1,502
Less: Net income (loss) attributable to noncontrolling interests	10	8	21	14
Less: Preferred stock dividends	31	31	61	61
Net income (loss) available to MetLife, Inc.'s common shareholders	$1,335	$471	$2,633	$1,427
Basic	$1.18	$0.43	$2.34	$1.30
Diluted	$1.17	$0.43	$2.31	$1.29

Contingencies_Commitments_and_1

Contingencies, Commitments and Guarantees (Contingencies - Narrative) (Details) (USD $)	6 Months Ended		12 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
	Claims	Claims	Claims
Minimum [Member]	'	'	'
Loss Contingencies	'	'	'
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	'	'
Maximum [Member]	'	'	'
Loss Contingencies	'	'	'
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	390,000,000	'	'
Superfund Site Settlement Agreements [Member]	'	'	'
Loss Contingencies	'	'	'
Number of regulatory matters and other claims	2	'	'
Maximum estimate of aggregate costs to resolve matter	1,000,000	'	'
Maximum estimate of costs for environmental testing	100,000	'	'
Superfund Site Settlement Agreements [Member] | Minimum [Member]	'	'	'
Loss Contingencies	'	'	'
Damages Sought	1,000,000	'	'
Total Asset Recovery Services, LLC Florida v. MetLife, Inc et Al [Member]	'	'	'
Loss Contingencies	'	'	'
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	'	'
C-Mart, Inc. V. Metropolitan Life Insurance Company, Et Al [Member] | Maximum [Member]	'	'	'
Loss Contingencies	'	'	'
Loss Contingency, Estimate of Possible Loss	23,000,000	'	'
Derivative Actions And Demands [Member]	'	'	'
Loss Contingencies	'	'	'
Number of plaintiffs	4	'	'
Asbestos Related Claims [Member]	'	'	'
Loss Contingencies	'	'	'
Asbestos-Related Claims	2,569	3,129	5,898
New York Licensing Inquiry [Member] | Department of Financial Services [Member]	'	'	'
Loss Contingencies	'	'	'
Litigation Settlement, Amount	-50,000,000	'	'
New York Licensing Inquiry [Member] | New York County, District Attorney [Member]	'	'	'
Loss Contingencies	'	'	'
Litigation Settlement, Amount	-10,000,000	'	'

Contingencies_Commitments_and_2

Contingencies, Commitments and Guarantees (Commitments and Guarantees - Narrative) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Commitments to Fund Partnership Investments, 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	$4.90	$5.30
Mortgage Loan Commitments [Member]	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$3.60	$3.40

Subsequent_Event_Details

Subsequent Event (Details) (Subsequent Event [Member], USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2014
Subsequent Event [Member]	'
Subsequent Event [Line Items]	'
Approved dividend, amount per share	$0.35
Estimated aggregate dividend payment	$396