MetLife (MET) 10-Q 6 Nov 14 2014 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	9 Months Ended
In Billions, except Share data, unless otherwise specified	Sep. 30, 2014	Oct. 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-Sep-14	'	'
Amendment Flag	'false	'	'
Document Fiscal Year Focus	'2014	'	'
Document Fiscal Period Focus	'Q3	'	'
Current Fiscal Year End Date	'--12-31	'	'
Entity Well-known Seasoned Issuer	'Yes	'	'
Entity Voluntary Filers	'No	'	'
Entity Current Reporting Status	'Yes	'	'
Entity Filer Category	'Large Accelerated Filer	'	'
Entity Public Float	'	'	$50.20
Entity Common Stock, Shares Outstanding	'	1,136,042,027	'

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments:	'	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	$368,070	$350,187
Equity securities available-for-sale, at estimated fair value (cost: $3,111 and $3,012, respectively)	3,689	3,402
Fair value option and trading securities, at estimated fair value (includes $690 and $662, respectively, of actively traded securities; and $67 and $92, respectively, relating to variable interest entities)	17,246	17,423
Mortgage loans (net of valuation allowances of $307 and $322, respectively; includes $313 and $1,621, respectively, at estimated fair value, relating to variable interest entities; includes $298 and $338, respectively, under the fair value option)	58,038	57,706
Policy loans (includes $3 and $2, respectively, relating to variable interest entities)	11,756	11,764
Real estate and real estate joint ventures (includes $8 and $1,141, respectively, relating to variable interest entities, includes $173 and $186, respectively, of real estate held-for-sale)	10,393	10,712
Other limited partnership interests (includes $53 and $53, respectively, relating to variable interest entities)	8,214	7,401
Short-term investments, principally at estimated fair value (includes $35 and $8, respectively, relating to variable interest entities)	12,240	13,955
Other invested assets, principally at estimated fair value (includes $56 and $78, respectively, relating to variable interest entities)	17,905	16,229
Total investments	507,551	488,779
Cash and cash equivalents, principally at estimated fair value (includes $61 and $70, respectively, relating to variable interest entities)	8,783	7,585
Accrued investment income (includes $23 and $26, respectively, relating to variable interest entities)	4,380	4,255
Premiums, reinsurance and other receivables (includes $33 and $22, respectively, relating to variable interest entities)	23,814	21,859
Deferred policy acquisition costs and value of business acquired (includes $240 and $255, respectively, relating to variable interest entities)	25,503	26,706
Goodwill	10,216	10,542
Other assets (includes $135 and $152, respectively, relating to variable interest entities)	8,900	8,369
Separate account assets (includes $1,140 and $1,033, respectively, relating to variable interest entities)	319,480	317,201
Total assets	908,627	885,296
Liabilities	'	'
Future policy benefits (includes $557 and $516, respectively, relating to variable interest entities)	189,282	187,942
Policyholder account balances (includes $63 and $56, respectively, relating to variable interest entities)	215,226	212,885
Other policy-related balances (includes $197 and $123, respectively, relating to variable interest entities)	15,026	15,214
Policyholder dividends payable	710	675
Policyholder dividend obligation	2,825	1,771
Payables for collateral under securities loaned and other transactions	33,776	30,411
Short-term debt	100	175
Long-term debt (includes $186 and $1,868, respectively, at estimated fair value, relating to variable interest entities)	16,389	18,653
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,193
Current income tax payable	293	186
Deferred income tax liability	11,357	6,643
Other liabilities (includes $75 and $88, respectively, relating to variable interest entities)	25,373	23,168
Separate account liabilities (includes $1,140 and $1,033, respectively, relating to variable interest entities)	319,480	317,201
Total liabilities	837,226	822,313
Contingencies, Commitments and Guarantees (Note 14)	'	'
Redeemable noncontrolling interests	102	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; 1,130,449,364 and 1,125,224,024 shares issued at September 30, 2014 and December 31, 2013, respectively; 1,119,087,159 and 1,122,030,137 shares outstanding at September 30, 2014 and December 31, 2013, respectively	11	11
Additional paid-in capital	29,488	29,277
Retained earnings	30,928	27,332
Treasury stock, at cost; 11,362,205 and 3,193,887 shares at September 30, 2014 and December 31, 2013, respectively	-615	-172
Accumulated other comprehensive income (loss)	10,992	5,104
Total MetLife, Inc.’s stockholders’ equity	70,805	61,553
Noncontrolling interests	494	543
Total equity	71,299	62,096
Total liabilities and equity	$908,627	$885,296

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Assets	'	'
Amortized cost of fixed maturity securities available-for-sale	$341,198	$333,599
Fixed maturity securities relating to variable interest entities	368,070	350,187
Cost of equity securities available-for-sale	3,111	3,012
Actively traded securities	690	662
Fair value option and trading securities relating to variable interest entities	17,246	17,423
Mortgage loans valuation allowances	307	322
Mortgage Loans on Real Estate	58,038	57,706
Policy loans	11,756	11,764
Real estate and real estate joint ventures relating to variable interest entities	10,393	10,712
Real estate held-for-sale	173	186
Other limited partnership interests relating to variable interest entities	8,214	7,401
Short-term investments	12,240	13,955
Other invested assets relating to variable interest entities	17,905	16,229
Cash and cash equivalents relating to variable interest entities	8,783	7,585
Accrued investment income relating to variable interest entities	4,380	4,255
Premiums, reinsurance and other receivables relating to variable interest entities	23,814	21,859
Deferred policy acquisition costs and value of business acquired relating to variable interest entities	25,503	26,706
Other assets relating to variable interest entities	8,900	8,369
Separate account assets	319,480	317,201
Liabilities	'	'
Future policy benefits relating to variable interest entities	189,282	187,942
Policyholder account balances	215,226	212,885
Other policy-related balances relating to variable interest entities	15,026	15,214
Long-term debt, at estimated fair value, relating to variable interest entities	16,389	18,653
Other liabilities relating to variable interest entities	25,373	23,168
Separate account liabilities	319,480	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	1,130,449,364	1,125,224,024
Common stock, shares outstanding	1,119,087,159	1,122,030,137
Treasury stock, shares	11,362,205	3,193,887
Residential Mortgage Loans - FVO [Member]	'	'
Assets	'	'
Mortgage Loans on Real Estate	298	338
Variable interest entities [Member]	'	'
Assets	'	'
Fixed maturity securities relating to variable interest entities	4,097	4,005
Fair value option and trading securities relating to variable interest entities	67	92
Mortgage Loans on Real Estate	313	1,621
Policy loans	3	2
Real estate and real estate joint ventures relating to variable interest entities	8	1,141
Other limited partnership interests relating to variable interest entities	53	53
Short-term investments	35	8
Other invested assets relating to variable interest entities	56	78
Cash and cash equivalents relating to variable interest entities	61	70
Accrued investment income relating to variable interest entities	23	26
Premiums, reinsurance and other receivables relating to variable interest entities	33	22
Deferred policy acquisition costs and value of business acquired relating to variable interest entities	240	255
Other assets relating to variable interest entities	135	152
Separate account assets	1,140	1,033
Liabilities	'	'
Future policy benefits relating to variable interest entities	557	516
Policyholder account balances	63	56
Other policy-related balances relating to variable interest entities	197	123
Long-term debt, at estimated fair value, relating to variable interest entities	186	1,868
Other liabilities relating to variable interest entities	75	88
Separate account liabilities	$1,140	$1,033

Consolidated_Statements_of_Ope

Consolidated Statements of Operations and Comprehensive Income (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Revenues	'	'	'	'
Premiums	$9,703	$9,094	$28,795	$27,403
Universal life and investment-type product policy fees	2,628	2,372	7,507	7,034
Net investment income	5,410	5,026	15,704	16,385
Other revenues	518	476	1,486	1,446
Net investment gains (losses):	'	'	'	'
Other-than-temporary impairments on fixed maturity securities	-17	-13	-40	-77
Other-than-temporary impairments on fixed maturity securities transferred to other comprehensive income (loss)	-14	-21	-16	-56
Other net investment gains (losses)	140	-51	-371	472
Total net investment gains (losses)	109	-85	-427	339
Net derivative gains (losses)	478	-546	1,132	-2,866
Total revenues	18,846	16,337	54,197	49,741
Expenses	'	'	'	'
Policyholder benefits and claims	9,512	9,472	28,824	27,827
Interest credited to policyholder account balances	1,817	1,600	4,995	6,036
Policyholder dividends	347	312	1,047	954
Other expenses	4,218	3,977	12,603	12,140
Total expenses	15,894	15,361	47,469	46,957
Income (loss) from continuing operations before provision for income tax	2,952	976	6,728	2,784
Provision for income tax expense (benefit)	858	3	1,916	308
Income (loss) from continuing operations, net of income tax	2,094	973	4,812	2,476
Income (loss) from discontinued operations, net of income tax	0	2	-3	1
Net income (loss)	2,094	975	4,809	2,477
Less: Net income (loss) attributable to noncontrolling interests	0	3	21	17
Net income (loss) attributable to MetLife, Inc.	2,094	972	4,788	2,460
Less: Preferred stock dividends	30	30	91	91
Net income (loss) available to MetLife, Inc.'s common shareholders	2,064	942	4,697	2,369
Comprehensive income (loss)	1,972	-188	10,682	-3,891
Less: Comprehensive income (loss) attributable to noncontrolling interests, net of income tax	-56	-58	6	-54
Comprehensive income (loss) attributable to MetLife, Inc.	$2,028	($130)	$10,676	($3,837)
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.'s common shareholders per common share:	'	'	'	'
Basic	$1.83	$0.85	$4.17	$2.15
Diluted	$1.81	$0.84	$4.12	$2.14
Net income (loss) available to MetLife, Inc.'s common shareholders per common share:	'	'	'	'
Basic	$1.83	$0.85	$4.17	$2.15
Diluted	$1.81	$0.84	$4.12	$2.14
Cash dividends declared per common share	$0.35	$0	$0.98	$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
Common stock issuance - newly issued shares	1,000	'	0	1,000	'	'	'	'	'	'	1,000	'
Stock-based compensation	249	'	'	249	'	'	'	'	'	'	249	'
Dividends on preferred stock	-91	'	'	'	-91	'	'	'	'	'	-91	'
Dividends on common stock	-808	'	'	'	-808	'	'	'	'	'	-808	'
Change in equity of noncontrolling interests	-28	'	'	-39	'	'	'	'	'	'	-39	11
Net income (loss)	2,477	'	'	'	2,460	'	'	'	'	'	2,460	17	[1]
Other comprehensive income (loss), net of income tax	-6,368	'	'	'	'	'	-5,389	70	-1,085	107	-6,297	-71
Ending Balance at Sep. 30, 2013	61,268	1	11	29,221	26,766	-172	9,253	-153	-1,618	-2,382	60,927	341
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	-443	'	'	'	'	-443	'	'	'	'	-443	'
Stock-based compensation	211	'	'	211	'	'	'	'	'	'	211	'
Dividends on preferred stock	-91	'	'	'	-91	'	'	'	'	'	-91	'
Dividends on common stock	-1,101	'	'	'	-1,101	'	'	'	'	'	-1,101	'
Change in equity of noncontrolling interests	-55	'	'	'	'	'	'	'	'	'	0	-55
Net income (loss)	4,809	'	'	'	4,788	'	'	'	'	'	4,788	21	[1]
Other comprehensive income (loss), net of income tax	5,873	'	'	'	'	'	6,206	69	-501	114	5,888	-15
Ending Balance at Sep. 30, 2014	$71,299	$1	$11	$29,488	$30,928	($615)	$14,759	($70)	($2,160)	($1,537)	$70,805	$494
[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 $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 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 $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Statement of Cash Flows [Abstract]	'	'
Net cash provided by (used in) operating activities	$10,950	$9,984
Cash flows from investing activities	'	'
Sales, maturities and repayments of fixed maturity securities	85,187	95,972
Sales, maturities and repayments of equity securities	455	567
Sales, maturities and repayments of mortgage loans	10,917	8,000
Sales, maturities and repayments of real estate and real estate joint ventures	532	323
Sales, maturities and repayments of other limited partnership interests	555	546
Purchases of fixed maturity securities	-94,085	-93,304
Purchases of equity securities	-455	-812
Purchases of mortgage loans	-11,772	-9,570
Purchases of real estate and real estate joint ventures	-1,382	-991
Purchases of other limited partnership interests	-1,338	-1,077
Cash received in connection with freestanding derivatives	977	1,333
Cash paid in connection with freestanding derivatives	-2,530	-5,593
Sales of businesses, net of cash and cash equivalents disposed of $262 and $13, respectively	452	386
Sale of bank deposits	0	-6,395
Purchases of investments in insurance joint ventures	-277	0
Net change in policy loans	-19	-93
Net change in short-term investments	1,496	4,272
Net change in other invested assets	-251	-121
Other, net	-131	-18
Net cash provided by (used in) investing activities	-11,669	-6,575
Cash flows from financing activities	'	'
Policyholder account balances: Deposits	73,855	60,168
Policyholder account balances: Withdrawals	-71,301	-65,141
Net change in payables for collateral under securities loaned and other transactions	3,481	-1,821
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	-2,802	-765
Common stock issued, net of issuance costs	0	1,000
Treasury stock acquired in connection with share repurchases	-443	0
Dividends on preferred stock	-91	-91
Dividends on common stock	-1,101	-808
Other, net	-546	-134
Net cash provided by (used in) financing activities	1,977	-7,584
Effect of change in foreign currency exchange rates on cash and cash equivalents balances	-60	-187
Change in cash and cash equivalents	1,198	-4,362
Cash and cash equivalents, beginning of period	7,585	15,738
Cash and cash equivalents, end of period	8,783	11,376
Supplemental disclosures of cash flow information:	'	'
Net cash paid for interest	841	891
Net cash paid (received) for Income tax	413	539
Non-cash transactions:	'	'
Real estate and real estate joint ventures acquired in satisfaction of debt	3	55
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 $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Statement of Cash Flows [Abstract]	'	'
Cash disposed from sale of businesses	$262	$13

Business_Basis_of_Presentation

Business, Basis of Presentation and Summary of Significant Accounting Policies	9 Months Ended
	Sep. 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 August 31, 2014 and November 30, 2013 and the operating results of such subsidiaries for the three months and nine months ended August 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	9 Months Ended
	Sep. 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 and 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 & 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 & 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 & 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 & health insurance, credit insurance, annuities, endowment and retirement & savings products.
	Corporate & Other
	Corporate & Other contains the excess capital, as well as certain charges and activities, not allocated to the segments, including external integration costs, internal resource costs for associates committed to acquisitions, enterprise-wide strategic initiative restructuring charges, and various business activities such as 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 addition to the tax impact of the adjustments mentioned above, provision for income tax expense (benefit) also includes the impact related to the timing of certain tax credits, as well as certain tax reforms.
	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 $2 million, net of $0 of income tax, and $11 million, net of $5 million of income tax, for the three months and nine months ended September 30, 2013, respectively. Also, the results for Corporate & Other decreased by $3 million, net of $2 million of income tax, and $10 million, net of $6 million of income tax, for the three months and nine months ended September 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 nine months ended September 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 September 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		$	1,869			$	4,010		$	451		$	794		$	7,124		$	1,939		$	581		$	41		$	9,685		$	18		$	9,703
	Universal life and investment-type product policy fees		1,311				180			60			328			1,879			487			127			29			2,522			106			2,628
	Net investment income		1,983				473			1,493			346			4,295			730			131			37			5,193			217			5,410
	Other revenues		275				103			71			7			456			27			22			13			518			—			518
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			109			109
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			478			478
	Total revenues		5,438				4,766			2,075			1,475			13,754			3,183			861			120			17,918			928			18,846
	Expenses
	Policyholder benefits and claims and policyholder dividends		2,555				3,729			1,033			719			8,036			1,535			252			31			9,854			5			9,859
	Interest credited to policyholder account balances		567				38			279			97			981			394			43			8			1,426			391			1,817
	Capitalization of DAC		(239		)		(37		)	(11		)	(97		)	(384		)	(507		)	(165		)	(15		)	(1,071		)	—			(1,071		)
	Amortization of DAC and VOBA		335				38			5			101			479			367			152			1			999			55			1,054
	Amortization of negative VOBA		—				—			—			—			—			(89		)	(7		)	—			(96		)	(11		)	(107		)
	Interest expense on debt		(1		)		—			2			—			1			—			—			291			292			3			295
	Other expenses		1,156				634			139			417			2,346			1,026			454			177			4,003			44			4,047
Total expenses		4,373				4,402			1,447			1,237			11,459			2,726			729			493			15,407			487			15,894
Provision for income tax expense (benefit)		366				127			220			86			799			151			36			(330		)	656			202			858
Operating earnings		$	699			$	237		$	408		$	152		$	1,496		$	306		$	96		$	(43	)	1,855
Adjustments to:
Total revenues																											928
Total expenses																											(487		)
Provision for income tax (expense) benefit																											(202		)
Income (loss) from continuing operations, net of income tax																											$	2,094					$	2,094
		Operating Earnings
		Americas
Three Months Ended September 30, 2013		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	1,607			$	3,767		$	450		$	692		$	6,516		$	1,922		$	586		$	30		$	9,054		$	40		$	9,094
Universal life and investment-type product policy fees		1,257				171			54			222			1,704			438			100			34			2,276			96			2,372
Net investment income		1,928				459			1,384			354			4,125			696			124			53			4,998			28			5,026
Other revenues		267				103			68			—			438			22			21			5			486			(10		)	476
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(85		)	(85		)
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(546		)	(546		)
Total revenues		5,059				4,500			1,956			1,268			12,783			3,078			831			122			16,814			(477		)	16,337
Expenses
Policyholder benefits and claims and policyholder dividends		2,234				3,527			1,071			637			7,469			1,506			243			25			9,243			541			9,784
Interest credited to policyholder account balances		582				38			292			106			1,018			407			37			10			1,472			128			1,600
Capitalization of DAC		(318		)		(37		)	(2		)	(103		)	(460		)	(515		)	(173		)	(5		)	(1,153		)	—			(1,153		)
Amortization of DAC and VOBA		315				37			4			63			419			393			166			1			979			(138		)	841
Amortization of negative VOBA		—				—			—			(1		)	(1		)	(99		)	(13		)	—			(113		)	(13		)	(126		)
Interest expense on debt		(1		)		—			3			—			2			—			—			286			288			29			317
Other expenses		1,245				595			129			395			2,364			1,040			443			179			4,026			72			4,098
Total expenses		4,057				4,160			1,497			1,097			10,811			2,732			703			496			14,742			619			15,361
Provision for income tax expense (benefit)		343				114			161			38			656			89			43			(241		)	547			(544		)	3
Operating earnings		$	659			$	226		$	298		$	133		$	1,316		$	257		$	85		$	(133	)	1,525
Adjustments to:
Total revenues																											(477		)
Total expenses																											(619		)
Provision for income tax (expense) benefit																											544
Income (loss) from continuing operations, net of income tax																											$	973					$	973
		Operating Earnings
		Americas
Nine Months Ended September 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		$	5,405			$	12,050		$	1,438		$	2,242		$	21,135		$	5,742		$	1,762		$	116		$	28,755		$	40		$	28,795
Universal life and investment-type product policy fees		3,814				538			172			956			5,480			1,276			353			96			7,205			302			7,507
Net investment income		5,960				1,384			4,346			1,003			12,693			2,140			388			152			15,373			331			15,704
Other revenues		785				314			214			23			1,336			78			49			39			1,502			(16		)	1,486
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(427		)	(427		)
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			1,132			1,132
Total revenues		15,964				14,286			6,170			4,224			40,644			9,236			2,552			403			52,835			1,362			54,197
Expenses
Policyholder benefits and claims and policyholder dividends		7,400				11,299			3,194			2,066			23,959			4,357			784			91			29,191			680			29,871
Interest credited to policyholder account balances		1,683				117			844			295			2,939			1,175			112			26			4,252			743			4,995
Capitalization of DAC		(722		)		(107		)	(30		)	(279		)	(1,138		)	(1,458		)	(511		)	(41		)	(3,148		)	(1		)	(3,149		)
Amortization of DAC and VOBA		1,142				109			15			261			1,527			1,067			476			4			3,074			100			3,174
Amortization of negative VOBA		—				—			—			(1		)	(1		)	(275		)	(22		)	—			(298		)	(35		)	(333		)
Interest expense on debt		(1		)		—			6			—			5			—			—			880			885			34			919
Other expenses		3,475				1,900			393			1,231			6,999			2,992			1,356			586			11,933			59			11,992
Total expenses		12,977				13,318			4,422			3,573			34,290			7,858			2,195			1,546			45,889			1,580			47,469
Provision for income tax expense (benefit)		1,024				338			611			156			2,129			425			80			(756		)	1,878			38			1,916
Operating earnings		$	1,963			$	630		$	1,137		$	495		$	4,225		$	953		$	277		$	(387	)	5,068
Adjustments to:
Total revenues																											1,362
Total expenses																											(1,580		)
Provision for income tax (expense) benefit																											(38		)
Income (loss) from continuing operations, net of income tax																											$	4,812					$	4,812
		Operating Earnings
		Americas
Nine Months Ended September 30, 2013		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	4,735			$	11,438		$	1,369		$	2,077		$	19,619		$	5,900		$	1,711		$	84		$	27,314		$	89		$	27,403
Universal life and investment-type product policy fees		3,662				521			187			682			5,052			1,324			287			105			6,768			266			7,034
Net investment income		5,876				1,384			4,176			912			12,348			2,151			372			266			15,137			1,248			16,385
Other revenues		767				316			208			9			1,300			63			82			22			1,467			(21		)	1,446
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			339			339
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(2,866		)	(2,866		)
Total revenues		15,040				13,659			5,940			3,680			38,319			9,438			2,452			477			50,686			(945		)	49,741
Expenses
Policyholder benefits and claims and policyholder dividends		6,659				10,681			3,168			1,792			22,300			4,354			736			52			27,442			1,339			28,781
Interest credited to policyholder account balances		1,750				116			940			313			3,119			1,286			109			33			4,547			1,489			6,036
Capitalization of DAC		(1,036		)		(105		)	(25		)	(316		)	(1,482		)	(1,583		)	(542		)	(14		)	(3,621		)	—			(3,621		)
Amortization of DAC and VOBA		1,042				104			21			220			1,387			1,186			526			1			3,100			(477		)	2,623
Amortization of negative VOBA		—				—			—			(2		)	(2		)	(325		)	(41		)	—			(368		)	(42		)	(410		)
Interest expense on debt		—				1			7			—			8			—			—			855			863			96			959
Other expenses		3,788				1,761			384			1,157			7,090			3,188			1,351			489			12,118			471			12,589
Total expenses		12,203				12,558			4,495			3,164			32,420			8,106			2,139			1,416			44,081			2,876			46,957
Provision for income tax expense (benefit)		971				370			507			115			1,963			412			73			(641		)	1,807			(1,499		)	308
Operating earnings		$	1,866			$	731		$	938		$	401		$	3,936		$	920		$	240		$	(298	)	4,798
Adjustments to:
Total revenues																											(945		)
Total expenses																											(2,876		)
Provision for income tax (expense) benefit																											1,499
Income (loss) from continuing operations, net of income tax																											$	2,476					$	2,476
The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
	30-Sep-14				31-Dec-13
	(In millions)
Retail	$	354,857			$	349,516
Group, Voluntary & Worksite Benefits	44,797				43,404
Corporate Benefit Funding	231,996				220,612
Latin America	73,317				69,874
Asia	124,127				119,717
EMEA	29,713				33,382
Corporate & Other	49,820				48,791
Total	$	908,627			$	885,296

Disposition

Disposition	9 Months Ended
	Sep. 30, 2014
Discontinued Operations and Disposal Groups [Abstract]	'
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), was recorded for the nine months ended September 30, 2014, which includes a reduction to goodwill of $60 million ($51 million, net of income tax), as well as $77 million ($50 million, net of income tax) related to net investments in foreign operation hedges. The loss is reflected within net investment gains (losses) on the consolidated statements of operations and comprehensive income (loss). The loss on the sale was increased by net income from MAL of $77 million for the nine months ended September 30, 2014. 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	9 Months Ended
	Sep. 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-Sep-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)	$	197,533	$	99,800	$	201,395	$	100,527
	Separate account value	$	163,022	$	95,823	$	164,500	$	96,459
	Net amount at risk	$	4,588	$	1,755	$	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		$	1,014	N/A		$	880
	Net amount at risk	N/A		$	305	N/A		$	234
	Average attained age of contractholders	N/A		50 years		N/A		50 years
		September 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)	$	16,765	$	3,610	$	16,048	$	3,700
	Net amount at risk	$	182,946	$	20,681	$	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	9 Months Ended
	Sep. 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-Sep-14			31-Dec-13
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	41,683		$	42,076
	Other policy-related balances	282			298
	Policyholder dividends payable	493			456
	Policyholder dividend obligation	2,825			1,771
	Current income tax payable	23			18
	Other liabilities	629			582
	Total closed block liabilities	45,935			45,201
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	28,976			28,374
	Equity securities available-for-sale, at estimated fair value	90			86
	Mortgage loans	6,091			6,155
	Policy loans	4,651			4,669
	Real estate and real estate joint ventures	586			492
	Other invested assets	882			814
	Total investments	41,276			40,590
	Cash and cash equivalents	349			238
	Accrued investment income	501			477
	Premiums, reinsurance and other receivables	91			98
	Deferred income tax assets	301			293
	Total assets designated to the closed block	42,518			41,696
	Excess of closed block liabilities over assets designated to the closed block	3,417			3,505
	Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
	Unrealized investment gains (losses), net of income tax	2,109			1,502
	Unrealized gains (losses) on derivatives, net of income tax	12			(3		)
	Allocated to policyholder dividend obligation, net of income tax	(1,836		)	(1,151		)
	Total amounts included in AOCI	285			348
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,702		$	3,853
	Information regarding the closed block policyholder dividend obligation was as follows:
			Nine Months			Year
			Ended			Ended
			September 30, 2014			December 31, 2013
			(In millions)
	Balance, beginning of period		$	1,771		$	3,828
	Change in unrealized investment and derivative gains (losses)		1,054			(2,057		)
	Balance, end of period		$	2,825		$	1,771
	Information regarding the closed block revenues and expenses was as follows:
			Three Months						Nine Months
			Ended						Ended
			September 30,						September 30,
			2014			2013			2014		2013
			(In millions)
	Revenues
	Premiums		$	461		$	478		$	1,380	$	1,431
	Net investment income		516			514			1,568		1,576
	Net investment gains (losses)		—			(7		)	8		20
	Net derivative gains (losses)		17			(16		)	13		(1		)
	Total revenues		994			969			2,969		3,026
	Expenses
	Policyholder benefits and claims		620			651			1,889		1,963
	Policyholder dividends		255			251			731		740
	Other expenses		39			39			118		124
	Total expenses		914			941			2,738		2,827
	Revenues, net of expenses before provision for income tax expense (benefit)		80			28			231		199
	Provision for income tax expense (benefit)		28			10			81		70
Revenues, net of expenses and provision for income tax expense (benefit)		$	52		$	18		$	150	$	129
MLIC charges the closed block with federal income taxes, state and local premium taxes and other additive state or local taxes, as well as investment management expenses relating to the closed block as provided in the Plan. MLIC also charges the closed block for expenses of maintaining the policies included in the closed block.

Investments

Investments	9 Months Ended
	Sep. 30, 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”).
		September 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	$	99,000			$	9,522			$	548			$	—			$	107,974			$	100,203			$	7,495	$	1,229		$	—	$	106,469
	Foreign corporate	57,799				4,477				392				7				61,877				59,778				3,939		565			—		63,152
	Foreign government	51,267				5,319				190				—				56,396				50,717				4,107		387			—		54,437
	U.S. Treasury and agency	52,275				4,660				73				—				56,862				43,928				2,251		1,056			—		45,123
	RMBS	39,011				1,950				244				98				40,619				34,167				1,584		490			206		35,055
	CMBS	14,224				482				57				—				14,649				16,115				605		170			—		16,550
	ABS	14,656				265				68				—				14,853				15,458				296		171			12		15,571
	State and political subdivision	12,966				1,921				47				—				14,840				13,233				903		306			—		13,830
	Total fixed maturity securities	$	341,198			$	28,596			$	1,619			$	105			$	368,070			$	333,599			$	21,180	$	4,374		$	218	$	350,187
	Equity securities
	Common stock	$	2,027			$	550			$	3			$	—			$	2,574			$	1,927			$	431	$	5		$	—	$	2,353
	Non-redeemable preferred stock	1,084				68				37				—				1,115				1,085				76		112			—		1,049
	Total equity securities	$	3,111			$	618			$	40			$	—			$	3,689			$	3,012			$	507	$	117		$	—	$	3,402
	The Company held non-income producing fixed maturity securities with an estimated fair value of $96 million and $74 million with unrealized gains (losses) of $52 million and $23 million at September 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:
		September 30, 2014								December 31, 2013
		Amortized				Estimated				Amortized				Estimated
		Cost				Fair				Cost				Fair
						Value								Value
		(In millions)
	Due in one year or less	$	14,389			$	14,603			$	15,828			$	16,030
	Due after one year through five years	76,630				80,212				70,467				74,229
	Due after five years through ten years	79,346				85,438				78,159				83,223
	Due after ten years	102,942				117,696				103,405				109,529
	Subtotal	273,307				297,949				267,859				283,011
	Structured securities (RMBS, CMBS and ABS)	67,891				70,121				65,740				67,176
	Total fixed maturity securities	$	341,198			$	368,070			$	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.
		September 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	$	11,929			$	212			$	5,070			$	336			$	13,889			$	808			$	3,807	$	421
	Foreign corporate	7,043				251				2,275				148				9,019				402				2,320		163
	Foreign government	1,707				66				1,478				124				5,052				336				1,846		51
	U.S. Treasury and agency	9,654				25				2,025				48				15,225				1,037				357		19
	RMBS	5,543				79				3,669				263				10,754				363				2,302		333
	CMBS	1,579				26				864				31				3,696				142				631		28
	ABS	4,159				28				801				40				3,772				59				978		124
	State and political subdivision	159				2				678				45				3,109				225				351		81
	Total fixed maturity securities	$	41,773			$	689			$	16,860			$	1,035			$	64,516			$	3,372			$	12,592	$	1,220
	Equity securities
	Common stock	$	97			$	3			$	2			$	—			$	81			$	4			$	16	$	1
	Non-redeemable preferred stock	188				2				244				35				364				65				191		47
	Total equity securities	$	285			$	5			$	246			$	35			$	445			$	69			$	207	$	48
	Total number of securities in an unrealized loss position	2,644								1,667								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 September 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 $2.9 billion during the nine months ended September 30, 2014 from $4.6 billion to $1.7 billion. The decrease in gross unrealized losses for the nine months ended September 30, 2014, was primarily attributable to a decrease in interest rates, and to a lesser extent narrowing credit spreads.
At September 30, 2014, $154 million of the total $1.7 billion of gross unrealized losses were from 58 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 $154 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, $82 million, or 53%, are related to gross unrealized losses on 31 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 $154 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, $72 million, or 47%, are related to gross unrealized losses on 27 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), foreign corporate securities (primarily financial services industry securities) 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 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; and evaluates foreign corporate securities based on factors such as expected cash flows and the financial condition and near-term and long-term prospects of the issuer.
Equity Securities
Gross unrealized losses on equity securities decreased $77 million during the nine months ended September 30, 2014 from $117 million to $40 million. Of the $40 million, $24 million were from seven 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 25% were rated A or better.
Mortgage Loans
Mortgage Loans by Portfolio Segment
Mortgage loans are summarized as follows at:
	September 30, 2014							December 31, 2013
	Carrying				% of			Carrying				% of
	Value				Total			Value				Total
	(In millions)							(In millions)
Mortgage loans held-for-investment:
Commercial	$	40,540			69.8	%		$	40,926			70.9	%
Agricultural	11,929				20.6			12,391				21.5
Residential	5,265				9.1			2,772				4.8
Subtotal (1)	57,734				99.5			56,089				97.2
Valuation allowances	(307		)		(0.5	)		(322		)		(0.6	)
Subtotal mortgage loans held-for-investment, net	57,427				99			55,767				96.6
Residential — fair value option (“FVO”)	298				0.5			338				0.6
Commercial mortgage loans held by CSEs — FVO	313				0.5			1,598				2.8
Total mortgage loans held-for-investment, net	58,038				100			57,703				100
Mortgage loans held-for-sale	—				—			3				—
Total mortgage loans, net	$	58,038			100	%		$	57,706			100	%
__________________
-1	Purchases of mortgage loans were $2.1 billion and $3.5 billion for the three months and nine months ended September 30, 2014, respectively. Purchases of mortgage loans were $676 million and $1.6 billion for the three months and nine months ended September 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:
	September 30, 2014																December 31, 2013
	Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
	(In millions)
Mortgage loans:
Evaluated individually for credit losses	$	189			$	62			$	24			$	275			$	506			$	100			$	16	$	622
Evaluated collectively for credit losses	40,351				11,867				5,241				57,459				40,420				12,291				2,756		55,467
Total mortgage loans	40,540				11,929				5,265				57,734				40,926				12,391				2,772		56,089
Valuation allowances:
Specific credit losses	24				2				—				26				58				7				1		66
Non-specifically identified credit losses	203				36				42				281				200				37				19		256
Total valuation allowances	227				38				42				307				258				44				20		322
Mortgage loans, net of valuation allowance	$	40,313			$	11,891			$	5,223			$	57,427			$	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
	September 30,
	2014																2013
	Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
	(In millions)
Balance, beginning of period	$	230			$	42			$	22			$	294			$	242			$	49			$	11	$	302
Provision (release)	(4		)		(3		)		22				15				17				1				6		24
Charge-offs, net of recoveries	1				(1		)		(2		)		(2		)		—				—				—		—
Balance, end of period	$	227			$	38			$	42			$	307			$	259			$	50			$	17	$	326
	Nine Months
	Ended
	September 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)	(8		)		(5		)		25				12				(34		)		8				15		(11		)
Charge-offs, net of recoveries	(23		)		(1		)		(3		)		(27		)		—				(10		)		—		(10		)
Balance, end of period	$	227			$	38			$	42			$	307			$	259			$	50			$	17	$	326
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-Sep-14
Loan-to-value ratios:
Less than 65%	$	32,361			$	825			$	899			$	34,085			84.1	%		$	35,851			84.6	%
65% to 75%	4,438				670				57				5,165				12.7			5,249				12.4
76% to 80%	139				192				57				388				1			396				0.9
Greater than 80%	411				276				215				902				2.2			874				2.1
Total	$	37,349			$	1,963			$	1,228			$	40,540			100	%		$	42,370			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:
	September 30, 2014							December 31, 2013
	Recorded				% of			Recorded				% of
	Investment				Total			Investment				Total
	(In millions)							(In millions)
Loan-to-value ratios:
Less than 65%	$	11,280			94.6	%		$	11,461			92.5	%
65% to 75%	519				4.4			729				5.9
76% to 80%	52				0.4			84				0.7
Greater than 80%	78				0.6			117				0.9
Total	$	11,929			100	%		$	12,391			100	%
The estimated fair value of agricultural mortgage loans held-for-investment was $12.3 billion and $12.7 billion at September 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:
	September 30, 2014							December 31, 2013
	Recorded				% of			Recorded				% of
	Investment				Total			Investment				Total
	(In millions)							(In millions)
Performance indicators:
Performing	$	5,133			97.5	%		$	2,693			97.1	%
Nonperforming	132				2.5			79				2.9
Total	$	5,265			100	%		$	2,772			100	%
The estimated fair value of residential mortgage loans held-for-investment was $5.6 billion and $2.8 billion at September 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 September 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
	September 30, 2014				December 31, 2013				September 30, 2014				December 31, 2013				September 30, 2014				December 31, 2013
	(In millions)
Commercial	$	12			$	12			$	12			$	12			$	85			$	191
Agricultural	17				44				1				—				42				47
Residential	132				79				—				—				123				65
Total	$	161			$	135			$	13			$	12			$	250			$	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-Sep-14
Commercial	$	85			$	85			$	24			$	61			$	105			$	104			$	190	$	165
Agricultural	50				47				2				45				16				15				66		60
Residential	—				—				—				—				26				24				26		24
Total	$	135			$	132			$	26			$	106			$	147			$	143			$	282	$	249
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																Nine Months
	Ended																Ended
	September 30,																September 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	$	302			$	—			$	525			$	4			$	405			$	7			$	530	$	11
Agricultural	69				1				165				5				84				7				167		8
Residential	17				1				14				—				15				1				14		—
Total	$	388			$	2			$	704			$	9			$	504			$	15			$	711	$	19
Mortgage Loans Modified in a Troubled Debt Restructuring
The number of mortgage loans and carrying value after specific valuation allowance of mortgage loans modified during the period in a troubled debt restructuring were as follows:
	Three Months
	Ended
	September 30,
	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	—			$	—			$	—			1			$	49			$	49
Agricultural	—			—				—				2			24				24
Residential	57			15				13				5			1				1
Total	57			$	15			$	13			8			$	74			$	74
	Nine Months
	Ended
	September 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	—			$	—			$	—			1			$	49			$	49
Agricultural	1			1				1				3			28				28
Residential	101			24				20				11			2				2
Total	102			$	25			$	21			15			$	79			$	79
During the three months and nine months ended September 30, 2014 and 2013, the Company held no commercial or agricultural mortgage loans that were modified in a troubled debt restructuring during the 12 months before September 30, 2014 and 2013, respectively, and became subject to a payment default after the restructuring. The number of residential mortgage loans and carrying value of residential 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
	September 30,
	2014									2013
	Number of			Carrying Value						Number of			Carrying Value
	Mortgage Loans									Mortgage Loans
				(In millions)									(In millions)
Residential (1)	2			$	—					—			$	—
	Nine Months
	Ended
	September 30,
	2014									2013
	Number of			Carrying Value						Number of			Carrying Value
	Mortgage Loans									Mortgage Loans
				(In millions)									(In millions)
Residential	4			$	1					—			$	—
__________________
-1	Residential mortgage loans for the three months ended September 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 $3.7 billion and $3.8 billion at September 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:
	September 30, 2014				December 31, 2013
	(In millions)
Fixed maturity securities	$	26,848			$	16,672
Fixed maturity securities with noncredit OTTI losses in AOCI	(105		)		(218		)
Total fixed maturity securities	26,743				16,454
Equity securities	602				390
Derivatives	1,326				375
Other	24				(73		)
Subtotal	28,695				17,146
Amounts allocated from:
Insurance liability loss recognition	(1,515		)		(898		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	2				6
DAC and VOBA	(1,866		)		(1,190		)
Policyholder dividend obligation	(2,825		)		(1,771		)
Subtotal	(6,204		)		(3,853		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	33				73
Deferred income tax benefit (expense)	(7,835		)		(4,956		)
Net unrealized investment gains (losses)	14,689				8,410
Net unrealized investment gains (losses) attributable to noncontrolling interests	—				4
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$	14,689			$	8,414
The changes in fixed maturity securities with noncredit OTTI losses included in AOCI were as follows:
	Nine Months				Year
	Ended				Ended
	September 30, 2014				December 31, 2013
	(In millions)
Balance, beginning of period	$	(218	)		$	(361	)
Noncredit OTTI losses and subsequent changes recognized (1)	16				60
Securities sold with previous noncredit OTTI loss	42				149
Subsequent changes in estimated fair value	55				(66		)
Balance, end of period	$	(105	)		$	(218	)
__________________
-1	Noncredit OTTI losses and subsequent changes recognized, net of DAC, were $8 million and $52 million for the nine months ended September 30, 2014 and the year ended December 31, 2013, respectively.
The changes in net unrealized investment gains (losses) were as follows:
	Nine Months
	Ended
	September 30, 2014
	(In millions)
Balance, beginning of period	$	8,414
Fixed maturity securities on which noncredit OTTI losses have been recognized	113
Unrealized investment gains (losses) during the period	11,436
Unrealized investment gains (losses) relating to:
Insurance liability gain (loss) recognition	(617		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(4		)
DAC and VOBA	(676		)
Policyholder dividend obligation	(1,054		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(40		)
Deferred income tax benefit (expense)	(2,879		)
Net unrealized investment gains (losses)	14,693
Net unrealized investment gains (losses) attributable to noncontrolling interests	(4		)
Balance, end of period	$	14,689
Change in net unrealized investment gains (losses)	$	6,279
Change in net unrealized investment gains (losses) attributable to noncontrolling interests	(4		)
Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$	6,275
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 September 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 $27.5 billion and $26.9 billion at September 30, 2014 and December 31, 2013, respectively.
Securities Lending
Elements of the securities lending program are presented below at:
	September 30, 2014				December 31, 2013
	(In millions)
Securities on loan: (1)
Amortized cost	$	27,930			$	27,094
Estimated fair value	$	30,269			$	27,595
Cash collateral on deposit from counterparties (2)	$	30,943			$	28,319
Security collateral on deposit from counterparties (3)	$	67			$	—
Reinvestment portfolio — estimated fair value	$	31,306			$	28,481
_________________
-1	Included within fixed maturity securities, cash and cash equivalents, short-term investments and equity securities.
-2	Included within payables for collateral under securities loaned and other transactions.
-3	Security collateral on deposit from counterparties may not be sold or repledged, unless the counterparty is in default, and is not reflected in the consolidated financial statements.
Invested Assets on Deposit, Held in Trust and Pledged as Collateral
Invested assets on deposit, held in trust and pledged as collateral are presented below at estimated fair value for cash and cash equivalents, short-term investments, fixed maturity and equity securities and FVO and trading securities, and at carrying value for mortgage loans at:
	September 30, 2014				December 31, 2013
	(In millions)
Invested assets on deposit (regulatory deposits) (1)	$	9,140			$	2,153
Invested assets held in trust (collateral financing arrangements and reinsurance agreements)	11,259				11,004
Invested assets pledged as collateral (2)	23,442				23,770
Total invested assets on deposit, held in trust and pledged as collateral	$	43,841			$	36,927
__________________
-1	MetLife Insurance Company of Connecticut (“MICC”) received all regulatory approvals to merge three U.S.-based life insurance companies and a former 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. The companies to be merged are 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 2014, MICC received regulatory approval from the Connecticut Insurance Department and the Delaware Department of Insurance to re-domesticate from Connecticut to Delaware, immediately prior to the Mergers. Exeter, formerly a Cayman Islands company, was re-domesticated to Delaware in October 2013. 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 and 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.
-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 September 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.
	September 30, 2014								December 31, 2013
	Total				Total				Total				Total
	Assets				Liabilities				Assets				Liabilities
	(In millions)
MRSC (collateral financing arrangement (primarily securities)) (1)	$	3,373			$	—			$	3,440			$	—
Operating joint venture (2)	2,380				2,014				2,095				1,777
CSEs (assets (primarily loans) and liabilities (primarily debt)) (3)	333				189				1,630				1,457
Investments:
Real estate and real estate joint ventures (4)	9				15				1,181				443
Other invested assets	59				—				82				7
FVO and trading securities	49				—				69				—
Other limited partnership interests	61				—				61				—
Total	$	6,264			$	2,218			$	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 loan 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 $125 million and $154 million at estimated fair value at September 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 $3 million and $34 million for the three months and nine months ended September 30, 2014, respectively, and $29 million and $96 million for the three months and nine months ended September 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:
	September 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)	$	70,121			$	70,121			$	67,176			$	67,176
U.S. and foreign corporate	3,881				3,881				3,966				3,966
Other limited partnership interests	5,320				7,044				5,041				6,994
Other invested assets	1,614				1,822				1,509				1,897
FVO and trading securities	590				590				619				619
Mortgage loans	106				106				106				106
Real estate joint ventures	65				67				70				71
Equity securities AFS:
Non-redeemable preferred stock	41				41				35				35
Total	$	81,738			$	83,672			$	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 $224 million and $257 million at September 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 nine months ended September 30, 2014 and 2013.
Net Investment Income
The components of net investment income were as follows:
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2014				2013				2014				2013
		(In millions)
Investment income:
Fixed maturity securities		$	3,695			$	3,784			$	11,106			$	11,319
Equity securities		31				28				98				88
FVO and trading securities — Actively Traded Securities and FVO general account securities (1)		14				14				95				24
Mortgage loans		775				725				2,192				2,179
Policy loans		158				158				473				465
Real estate and real estate joint ventures		245				227				724				663
Other limited partnership interests		299				144				834				665
Cash, cash equivalents and short-term investments		42				42				130				136
International joint ventures		2				16				5				7
Other		60				25				136				137
Subtotal		5,321				5,163				15,793				15,683
Less: Investment expenses		298				302				873				889
Subtotal, net		5,023				4,861				14,920				14,794
FVO and trading securities — FVO contractholder-directed unit-linked investments (1)		379				132				739				1,485
FVO CSEs — interest income:
Commercial mortgage loans		8				33				44				104
Securities		—				—				1				2
Subtotal		387				165				784				1,591
Net investment income		$	5,410			$	5,026			$	15,704			$	16,385
__________________
-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								Nine Months
		Ended								Ended
		September 30,								September 30,
		2014				2013				2014				2013
		(In millions)
Actively Traded Securities and FVO general account securities		$	(18	)		$	2			$	7			$	(14	)
FVO contractholder-directed unit-linked investments		$	248			$	(9	)		$	329			$	1,069
See “— Variable Interest Entities” for discussion of CSEs.
Net Investment Gains (Losses)
Components of Net Investment Gains (Losses)
The components of net investment gains (losses) were as follows:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	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	$	—			$	(1	)		$	—			$	(33	)
Consumer	—				(3		)		(7		)		(11		)
Finance	—				—				—				(10		)
Transportation	—				(3		)		(2		)		(3		)
Communications	—				—				—				(2		)
Total U.S. and foreign corporate securities	—				(7		)		(9		)		(59		)
RMBS	(18		)		(27		)		(27		)		(74		)
ABS	—				—				(7		)		—
CMBS	(13		)		—				(13		)		—
OTTI losses on fixed maturity securities recognized in earnings	(31		)		(34		)		(56		)		(133		)
Fixed maturity securities — net gains (losses) on sales and disposals	184				(44		)		349				504
Total gains (losses) on fixed maturity securities	153				(78		)		293				371
Total gains (losses) on equity securities:
Total OTTI losses recognized — by sector:
Non-redeemable preferred stock	—				—				(23		)		(20		)
Common stock	(1		)		—				(12		)		(2		)
OTTI losses on equity securities recognized in earnings	(1		)		—				(35		)		(22		)
Equity securities — net gains (losses) on sales and disposals	15				3				99				2
Total gains (losses) on equity securities	14				3				64				(20		)
FVO and trading securities — FVO general account securities	—				1				8				9
Mortgage loans	(30		)		(13		)		(25		)		22
Real estate and real estate joint ventures	86				4				150				(19		)
Other limited partnership interests	(14		)		—				(52		)		(41		)
Other investment portfolio gains (losses)	(20		)		12				(26		)		46
Subtotal — investment portfolio gains (losses)	189				(71		)		412				368
FVO CSEs:
Commercial mortgage loans	1				(14		)		(14		)		(46		)
Securities	—				1				—				1
Long-term debt — related to commercial mortgage loans	3				18				21				66
Long-term debt — related to securities	(1		)		(1		)		(1		)		(1		)
Non-investment portfolio gains (losses) (1)	(83		)		(18		)		(845		)		(49		)
Subtotal FVO CSEs and non-investment portfolio gains (losses)	(80		)		(14		)		(839		)		(29		)
Total net investment gains (losses)	$	109			$	(85	)		$	(427	)		$	339
__________________
-1	There were no non-investment portfolio gains (losses) for the three months ended September 30, 2014 related to the disposition of MAL. Non-investment portfolio gains (losses) for the nine months ended September 30, 2014 includes a loss of ($633) million 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 ($118) million and ($225) million for the three months and nine months ended September 30, 2014, respectively, and $90 million and $165 million for the three months and nine months ended September 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
	September 30,
	2014				2013				2014				2013				2014				2013
	Fixed Maturity Securities								Equity Securities								Total
	(In millions)
Proceeds	$	20,105			$	20,003			$	96			$	173			$	20,201			$	20,176
Gross investment gains	$	297			$	238			$	21			$	5			$	318			$	243
Gross investment losses	(113		)		(282		)		(6		)		(2		)		(119		)		(284		)
Total OTTI losses:
Credit-related	(31		)		(33		)		—				—				(31		)		(33		)
Other (1)	—				(1		)		(1		)		—				(1		)		(1		)
Total OTTI losses	(31		)		(34		)		(1		)		—				(32		)		(34		)
Net investment gains (losses)	$	153			$	(78	)		$	14			$	3			$	167			$	(75	)
	Nine Months
	Ended
	September 30,
	2014				2013				2014				2013				2014				2013
	Fixed Maturity Securities								Equity Securities								Total
	(In millions)
Proceeds	$	62,096			$	61,625			$	523			$	528			$	62,619			$	62,153
Gross investment gains	$	787			$	1,061			$	108			$	23			$	895			$	1,084
Gross investment losses	(438		)		(557		)		(9		)		(21		)		(447		)		(578		)
Total OTTI losses:
Credit-related	(56		)		(114		)		—				—				(56		)		(114		)
Other (1)	—				(19		)		(35		)		(22		)		(35		)		(41		)
Total OTTI losses	(56		)		(133		)		(35		)		(22		)		(91		)		(155		)
Net investment gains (losses)	$	293			$	371			$	64			$	(20	)		$	357			$	351
_________________
-1	Other OTTI losses recognized in earnings include impairments on (i) equity securities, (ii) perpetual hybrid securities classified within fixed maturity securities where the primary reason for the impairment was the severity and/or the duration of an unrealized loss position and (iii) fixed maturity securities where there is an intent to sell or it is more likely than not that the Company will be required to sell the security before recovery of the decline in estimated fair value.
Credit Loss Rollforward
The table below presents a rollforward of the cumulative credit loss component of OTTI loss recognized in earnings on fixed maturity securities still held for which a portion of the OTTI loss was recognized in other comprehensive income (loss) (“OCI”):
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2014				2013				2014				2013
	(In millions)
Balance, beginning of period	$	359			$	381			$	378			$	392
Additions:
Initial impairments — credit loss OTTI recognized on securities not previously impaired	1				3				1				5
Additional impairments — credit loss OTTI recognized on securities previously impaired	15				23				23				64
Reductions:
Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(11		)		(21		)		(31		)		(75		)
Securities impaired to net present value of expected future cash flows	—				—				(7		)		—
Increase in cash flows accretion of previous credit loss OTTI	—				(1		)		—				(1		)
Balance, end of period	$	364			$	385			$	364			$	385

Derivatives

Derivatives	9 Months Ended
	Sep. 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:
					September 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		$	6,215			$	1,737			$	24			$	6,419			$	1,282	$	78
Foreign currency swaps		Foreign currency exchange rate		1,772				116				42				2,713				252		135
Foreign currency forwards		Foreign currency exchange rate		2,360				—				48				2,935				—		77
Subtotal				10,347				1,853				114				12,067				1,534		290
Cash flow hedges:
Interest rate swaps		Interest rate		2,733				320				4				3,121				83		141
Interest rate forwards		Interest rate		280				49				—				450				7		7
Foreign currency swaps		Foreign currency exchange rate		17,693				444				578				12,452				401		660
Subtotal				20,706				813				582				16,023				491		808
Foreign operations hedges:
Foreign currency forwards		Foreign currency exchange rate		3,250				147				—				3,182				82		47
Currency options		Foreign currency exchange rate		6,569				121				1				7,362				318		—
Subtotal				9,819				268				1				10,544				400		47
Total qualifying hedges				40,872				2,934				697				38,634				2,425		1,145
Derivatives Not Designated or Not Qualifying as Hedging Instruments
Interest rate swaps		Interest rate		94,771				3,535				1,538				107,354				3,330		1,767
Interest rate floors		Interest rate		62,645				391				214				63,064				451		346
Interest rate caps		Interest rate		36,605				116				—				39,460				177		—
Interest rate futures		Interest rate		5,503				4				5				6,011				9		9
Interest rate options		Interest rate		44,701				671				132				40,978				255		243
Synthetic GICs		Interest rate		4,315				—				—				4,409				—		—
Foreign currency swaps		Foreign currency exchange rate		10,844				281				432				9,307				133		684
Foreign currency forwards		Foreign currency exchange rate		13,802				134				272				11,311				69		359
Currency futures		Foreign currency exchange rate		455				—				2				1,316				1		1
Currency options		Foreign currency exchange rate		8,136				301				110				2,265				53		48
Credit default swaps — purchased		Credit		2,773				9				33				3,725				7		51
Credit default swaps — written		Credit		10,929				154				7				9,055				166		1
Equity futures		Equity market		6,010				24				5				5,157				1		43
Equity options		Equity market		37,892				1,349				1,063				37,411				1,344		1,068
Variance swaps		Equity market		22,272				195				643				21,636				174		577
TRRs		Equity market		3,496				73				13				3,802				—		179
Total non-designated or non-qualifying derivatives				365,149				7,237				4,469				366,261				6,170		5,376
Total				$	406,021			$	10,171			$	5,166			$	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 September 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								Nine Months
	Ended								Ended
	September 30,								September 30,
	2014				2013				2014				2013
	(In millions)
Derivatives and hedging gains (losses) (1)	$	543			$	(1,444	)		$	1,077			$	(6,527	)
Embedded derivatives	(65		)		898				55				3,661
Total net derivative gains (losses)	$	478			$	(546	)		$	1,132			$	(2,866	)
__________________
-1	Includes foreign currency transaction gains (losses) on hedged items in cash flow and non-qualifying hedging relationships, which are not presented elsewhere in this note.
The following table presents earned income on derivatives:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2014				2013				2014				2013
	(In millions)
Qualifying hedges:
Net investment income	$	44			$	31			$	111			$	102
Interest credited to policyholder account balances	24				39				88				110
Other expenses	(1		)		(1		)		(2		)		(5		)
Non-qualifying hedges:
Net investment income	(1		)		(2		)		(3		)		(5		)
Net derivative gains (losses)	282				62				650				277
Policyholder benefits and claims	74				(147		)		10				(203		)
Total	$	422			$	(18	)		$	854			$	276
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 September 30, 2014
Interest rate derivatives	$	13			$	—			$	3
Foreign currency exchange rate derivatives	211				—				—
Credit derivatives — purchased	5				1				—
Credit derivatives — written	(32		)		—				—
Equity derivatives	160				(1		)		12
Total	$	357			$	—			$	15
Three Months Ended September 30, 2013
Interest rate derivatives	$	(487	)		$	—			$	—
Foreign currency exchange rate derivatives	(259		)		—				—
Credit derivatives — purchased	(3		)		(5		)		—
Credit derivatives — written	45				1				—
Equity derivatives	(884		)		(11		)		(160		)
Total	$	(1,588	)		$	(15	)		$	(160	)
Nine Months Ended September 30, 2014
Interest rate derivatives	$	616			$	—			$	25
Foreign currency exchange rate derivatives	199				—				—
Credit derivatives — purchased	(1		)		1				—
Credit derivatives — written	(19		)		—				—
Equity derivatives	(446		)		(13		)		(145		)
Total	$	349			$	(12	)		$	(120	)
Nine Months Ended September 30, 2013
Interest rate derivatives	$	(2,848	)		$	—			$	(17	)
Foreign currency exchange rate derivatives	(1,243		)		—				—
Credit derivatives — purchased	(8		)		(9		)		—
Credit derivatives — written	72				1				—
Equity derivatives	(2,766		)		(22		)		(516		)
Total	$	(6,793	)		$	(30	)		$	(533	)
__________________
-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 September 30, 2014
Interest rate swaps:		Fixed maturity securities		$	9			$	(8	)		$	1
		Policyholder liabilities (1)		43				(44		)		(1		)
Foreign currency swaps:		Foreign-denominated fixed maturity securities		12				(12		)		—
		Foreign-denominated PABs (2)		(134		)		129				(5		)
Foreign currency forwards:		Foreign-denominated fixed maturity securities		(49		)		45				(4		)
Total				$	(119	)		$	110			$	(9	)
Three Months Ended September 30, 2013
Interest rate swaps:		Fixed maturity securities		$	(3	)		$	3			$	—
		Policyholder liabilities (1)		(102		)		105				3
Foreign currency swaps:		Foreign-denominated fixed maturity securities		(7		)		6				(1		)
		Foreign-denominated PABs (2)		103				(100		)		3
Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
Total				$	(9	)		$	14			$	5
Nine Months Ended September 30, 2014
Interest rate swaps:		Fixed maturity securities		$	7			$	(5	)		$	2
		Policyholder liabilities (1)		389				(379		)		10
Foreign currency swaps:		Foreign-denominated fixed maturity securities		5				(5		)		—
		Foreign-denominated PABs (2)		(160		)		158				(2		)
Foreign currency forwards:		Foreign-denominated fixed maturity securities		(33		)		31				(2		)
Total				$	208			$	(200	)		$	8
Nine Months Ended September 30, 2013
Interest rate swaps:		Fixed maturity securities		$	35			$	(35	)		$	—
		Policyholder liabilities (1)		(638		)		638				—
Foreign currency swaps:		Foreign-denominated fixed maturity securities		10				(10		)		—
		Foreign-denominated PABs (2)		(91		)		96				5
Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
Total				$	(684	)		$	689			$	5
__________________
-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 nine months ended September 30, 2014, ($2) million and $3 million, respectively, of the change in fair value of derivatives was excluded from the assessment of effectiveness. For both the three months and nine months ended September 30, 2013, no component of the change in fair value of derivatives was excluded from the assessment of hedge effectiveness.
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 ($11) million and ($15) million for the three months and nine months ended September 30, 2014, respectively, and were not significant for both the three months and nine months ended September 30, 2013.
At both September 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 September 30, 2014 and December 31, 2013, the balance in AOCI associated with cash flow hedges was $1.3 billion 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 September 30, 2014
Interest rate swaps		$	96			$	1			$	3			$	—			$	6
Interest rate forwards		9				(10		)		—				1				(1		)
Foreign currency swaps		13				(466		)		(1		)		—				2
Credit forwards		—				—				1				—				—
Total		$	118			$	(475	)		$	3			$	1			$	7
Three Months Ended September 30, 2013
Interest rate swaps		$	(110	)		$	3			$	2			$	—			$	(4	)
Interest rate forwards		(11		)		2				1				(1		)		—
Foreign currency swaps		(165		)		216				—				1				(2		)
Credit forwards		(1		)		—				—				—				—
Total		$	(287	)		$	221			$	3			$	—			$	(6	)
Nine Months Ended September 30, 2014
Interest rate swaps		$	458			$	28			$	7			$	—			$	6
Interest rate forwards		61				(8		)		2				2				—
Foreign currency swaps		95				(368		)		(2		)		1				1
Credit forwards		—				—				1				—				—
Total		$	614			$	(348	)		$	8			$	3			$	7
Nine Months Ended September 30, 2013
Interest rate swaps		$	(507	)		$	17			$	6			$	—			$	—
Interest rate forwards		(41		)		8				2				(2		)		1
Foreign currency swaps		(108		)		(41		)		(2		)		1				4
Credit forwards		(4		)		—				1				—				—
Total		$	(660	)		$	(16	)		$	7			$	(1	)		$	5
All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
At September 30, 2014, $106 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 September 30, 2014
Foreign currency forwards		$	227
Currency options		163
Total		$	390
Three Months Ended September 30, 2013
Foreign currency forwards		$	(154	)
Currency options		(122		)
Total		$	(276	)
Nine Months Ended September 30, 2014
Foreign currency forwards		$	148
Currency options		(75		)
Total		$	73
Nine Months Ended September 30, 2013
Foreign currency forwards		$	11
Currency options		99
Total		$	110
__________________
-1	In May 2014, the Company sold its interest in MAL, which was a hedged item in a net investment hedging relationship. See Note 3. As a result, during the nine months ended September 30, 2014, the Company released losses of $77 million from accumulated other comprehensive income (loss) into earnings upon the sale. During the three months ended September 30, 2014, 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. During both the three months and nine months ended September 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 September 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 $383 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 $10.9 billion and $9.1 billion at September 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 September 30, 2014 and December 31, 2013, the Company would have received $147 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:
		September 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			$	690			2.4			$	10			$	545			2.6
Credit default swaps referencing indices		7				2,877				1.7			26				2,739				1.5
Subtotal		16				3,567				1.8			36				3,284				1.6
Baa
Single name credit default swaps (corporate)		24				1,632				2.9			24				1,320				3.1
Credit default swaps referencing indices		84				5,074				4.5			73				4,071				4.7
Subtotal		108				6,706				4.1			97				5,391				4.3
Ba
Single name credit default swaps (corporate)		—				55				3			—				5				3.8
Credit default swaps referencing indices		—				100				2.5			—				—				—
Subtotal		—				155				2.7			—				5				3.8
B
Single name credit default swaps (corporate)		—				—				—			—				—				—
Credit default swaps referencing indices		23				501				4.1			32				375				4.9
Subtotal		23				501				4.1			32				375				4.9
Total		$	147			$	10,929			3.3			$	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 $10.9 billion and $9.1 billion from the table above were $75 million and $90 million at September 30, 2014 and December 31, 2013, respectively.
Written credit default swaps held in relation to the trading portfolio amounted to $45 million in notional and $2 million in fair value at September 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 (both initial margin and variation margin), 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:
		September 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)		$	10,053			$	4,797			$	8,537			$	6,367
OTC-cleared (1)		271				394				302				129
Exchange-traded		28				12				11				53
Total gross estimated fair value of derivatives (1)		10,352				5,203				8,850				6,549
Amounts offset on the consolidated balance sheets		—				—				—				—
Estimated fair value of derivatives presented on the consolidated balance sheets (1)		10,352				5,203				8,850				6,549
Gross amounts not offset on the consolidated balance sheets:
Gross estimated fair value of derivatives: (2)
OTC-bilateral		(3,849		)		(3,849		)		(4,631		)		(4,631		)
OTC-cleared		(183		)		(183		)		(122		)		(122		)
Exchange-traded		(4		)		(4		)		(5		)		(5		)
Cash collateral: (3), (4)
OTC-bilateral		(2,797		)		(89		)		(1,679		)		(3		)
OTC-cleared		(83		)		(210		)		(169		)		(7		)
Exchange-traded		—				(7		)		—				(44		)
Securities collateral: (5)
OTC-bilateral		(3,084		)		(731		)		(2,105		)		(1,464		)
OTC-cleared		—				(1		)		—				—
Exchange-traded		—				(1		)		—				(4		)
Net amount after application of master netting agreements and collateral		$	352			$	128			$	139			$	269
__________________
-1	At September 30, 2014 and December 31, 2013, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $181 million and $255 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $37 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 by the Company for OTC-bilateral and OTC-cleared derivatives 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. In certain instances, cash collateral pledged to the Company as initial margin for OTC-bilateral derivatives is held in separate custodial accounts and is not recorded on the Company’s balance sheet because the account title is in the name of the counterparty (but ring-fenced for the benefit of the Company). The amount of this off-balance sheet collateral was $249 million and $0 at September 30, 2014 and December 31, 2013, respectively.
-4	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 September 30, 2014 and December 31, 2013, the Company received excess cash collateral of $158 million (including $113 million off-balance sheet cash collateral held in separate custodial accounts) and $104 million, respectively, and provided excess cash collateral of $159 million and $236 million, respectively, which is not included in the table above due to the foregoing limitation.
-5	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 September 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 September 30, 2014 and December 31, 2013, the Company received excess securities collateral with an estimated fair value of $260 million and $238 million, respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At September 30, 2014 and December 31, 2013, the Company provided excess securities collateral with an estimated fair value of $51 million and $66 million, respectively, for its OTC-bilateral derivatives, and $131 million and $141 million, respectively, for its OTC-cleared derivatives, and $220 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-Sep-14
Derivatives subject to credit-contingent provisions		$	849			$	746			$	94			$	12			$	17
Derivatives not subject to credit-contingent provisions		60				36				3				—				—
Total		$	909			$	782			$	97			$	12			$	17
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		September 30, 2014				December 31, 2013
				(In millions)
Net embedded derivatives within asset host contracts:
Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	314			$	247
Funds withheld on assumed reinsurance		Other invested assets		47				38
Options embedded in debt or equity securities		Investments		(176		)		(145		)
Net embedded derivatives within asset host contracts				$	185			$	140
Net embedded derivatives within liability host contracts:
Direct guaranteed minimum benefits		PABs and Future policy benefits		$	(1,827	)		$	(2,296	)
Assumed guaranteed minimum benefits		PABs		1,234				1,262
Funds withheld on ceded reinsurance		Other liabilities		77				60
Other		PABs		19				5
Net embedded derivatives within liability host contracts				$	(497	)		$	(969	)
The following table presents changes in estimated fair value related to embedded derivatives:
	Three Months								Nine Months
	Ended								Ended
	September 30,								September 30,
	2014				2013				2014				2013
	(In millions)
Net derivative gains (losses) (1)	$	(65	)		$	898			$	55			$	3,661
Policyholder benefits and claims	$	32			$	(30	)		$	55			$	(110	)
__________________
-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 $5 million and ($3) million for the three months and nine months ended September 30, 2014, respectively, and ($145) million and ($795) million for the three months and nine months ended September 30, 2013, respectively.

Fair_Value

Fair Value	9 Months Ended
	Sep. 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.
		September 30, 2014
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	100,634			$	7,340			$	107,974
	Foreign corporate	—				55,644				6,233				61,877
	Foreign government	—				55,118				1,278				56,396
	U.S. Treasury and agency	34,150				22,712				—				56,862
	RMBS	1,513				35,100				4,006				40,619
	CMBS	—				14,015				634				14,649
	ABS	—				11,574				3,279				14,853
	State and political subdivision	—				14,836				4				14,840
	Total fixed maturity securities	35,663				309,633				22,774				368,070
	Equity securities:
	Common stock	1,606				867				101				2,574
	Non-redeemable preferred stock	—				868				247				1,115
	Total equity securities	1,606				1,735				348				3,689
	FVO and trading securities:
	Actively Traded Securities	—				664				8				672
	FVO general account securities	528				63				99				690
	FVO contractholder-directed unit-linked investments	11,174				4,204				488				15,866
	FVO securities held by CSEs	—				6				12				18
	Total FVO and trading securities	11,702				4,937				607				17,246
	Short-term investments (1)	4,066				6,483				155				10,704
	Mortgage loans:
	Residential mortgage loans — FVO	—				—				298				298
	Commercial mortgage loans held by CSEs — FVO	—				313				—				313
	Total mortgage loans	—				313				298				611
	Other invested assets:
	Other investments	241				65				—				306
	Derivative assets: (2)
	Interest rate	4				6,770				49				6,823
	Foreign currency exchange rate	—				1,517				27				1,544
	Credit	—				150				13				163
	Equity market	24				1,294				323				1,641
	Total derivative assets	28				9,731				412				10,171
	Total other invested assets	269				9,796				412				10,477
	Net embedded derivatives within asset host contracts (3)	—				—				361				361
	Separate account assets (4)	87,799				229,790				1,891				319,480
	Total assets	$	141,105			$	562,687			$	26,846			$	730,638
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	5			$	1,910			$	2			$	1,917
	Foreign currency exchange rate	2				1,402				81				1,485
	Credit	—				35				5				40
	Equity market	5				1,050				669				1,724
	Total derivative liabilities	12				4,397				757				5,166
	Net embedded derivatives within liability host contracts (3)	—				7				(504		)		(497		)
	Long-term debt of CSEs — FVO	—				171				15				186
	Trading liabilities (5)	118				78				—				196
	Total liabilities	$	130			$	4,653			$	268			$	5,051
		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, future policy benefits and other liabilities on the consolidated balance sheets. At September 30, 2014 and December 31, 2013, equity securities also included embedded derivatives of ($176) 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 less than 1% of the total estimated fair value of fixed maturity securities and 14% 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 ratings and issuance structures. 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 and future policy benefits 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 September 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, FVO and trading securities and separate account assets were due primarily to a lack of trading activity, decreased liquidity and credit ratings downgrades (e.g., from investment grade to below investment grade) which have resulted in decreased transparency of valuations and an increased use of independent non-binding broker quotations and unobservable inputs, such as illiquidity premiums, delta spread adjustments, or credit spreads.
Transfers out of Level 3 for fixed maturity securities, equity securities, FVO and trading securities and separate account assets resulted primarily from increased transparency of both new issuances that, subsequent to issuance and establishment of trading activity, became priced by independent pricing services and existing issuances that, over time, the Company was able to obtain pricing from, or corroborate pricing received from, independent pricing services with observable inputs (such as observable spreads used in pricing securities) or increases in market activity and upgraded credit ratings.
Assets and Liabilities Measured at Fair Value Using Significant Unobservable Inputs (Level 3)
The following table presents certain quantitative information about the significant unobservable inputs used in the fair value measurement, and the sensitivity of the estimated fair value to changes in those inputs, for the more significant asset and liability classes measured at fair value on a recurring basis using significant unobservable inputs (Level 3) at:
							30-Sep-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)		-20	-	250		51		-10	-	240		46		Decrease
				•	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
				•	Credit spreads (4)		-1,471	-	3,117		184		-1,489	-	876		174		Decrease
				•	Offered quotes (5)		—	-	121		92		4	-	145		100		Increase
	•	Market pricing		•	Quoted prices (5)		—	-	750		158								Increase
	•	Consensus pricing		•	Offered quotes (5)		31	-	126		107		33	-	145		95		Increase
Foreign government	•	Matrix pricing		•	Credit spreads (4)		48	-	48		48		4	-	72		32		Decrease
	•	Market pricing		•	Quoted prices (5)		1	-	163		81		64	-	156		100		Increase
	•	Consensus pricing		•	Offered quotes (5)		66	-	122		108		84	-	156		107		Increase
RMBS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		45	-	413		225		-136	-	3,609		288		Decrease (6)
	•	Market pricing		•	Quoted prices (5)		22	-	120		95		10	-	109		98		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		1	-	116		93		69	-	101		93		Increase (6)
CMBS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)								215	-	2,025		409		Decrease (6)
	•	Market pricing		•	Quoted prices (5)		5	-	112		101		70	-	104		97		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		100	-	100		100		90	-	101		95		Increase (6)
ABS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		31	-	1,878		152		30	-	1,878		145		Decrease (6)
	•	Market pricing		•	Quoted prices (5)		—	-	110		100		—	-	110		101		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		100	-	100		100		56	-	106		98		Increase (6)
Derivatives
Interest rate	•	Present value techniques		•	Swap yield (7)		324	-	351				248	-	450				Increase (12)
Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		-12	-	1,012				97	-	767				Increase (12)
				•	Correlation (8)		43%	-	55%				38%	-	47%
Credit	•	Present value techniques		•	Credit spreads (9)		98	-	101				98	-	101				Decrease (9)
	•	Consensus pricing		•	Offered quotes (10)
Equity market	•	Present value techniques or option pricing models		•	Volatility (11)		14%	-	28%				13%	-	28%				Increase (12)
				•	Correlation (8)		65%	-	65%				60%	-	60%
Embedded derivatives
Direct and assumed guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
					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		7.30%	-	33%				9.14%	-	40%				Increase (17)
				•	Nonperformance risk spread		-0.16%	-	0.77%				-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 September 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 September 30, 2014
Balance, beginning of period		$	7,369			$	6,612			$	1,672			$	320			$	3,945			$	595		$	3,786		$	35
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		2				7				4				—				11				2			1			—
Net investment gains (losses)		(1		)		(5		)		—				—				—				(13		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		14				(179		)		(32		)		—				28				9			(5		)	(1		)
Purchases (3)		645				449				114				—				708				58			1,164			—
Sales (3)		(198		)		(145		)		(29		)		—				(340		)		(64		)	(177		)	(7		)
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		10				124				167				—				—				62			74			—
Transfers out of Level 3 (4)		(501		)		(630		)		(618		)		(320		)		(346		)		(15		)	(1,564		)	(23		)
Balance, end of period		$	7,340			$	6,233			$	1,278			$	—			$	4,006			$	634		$	3,279		$	4
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	2			$	7			$	4			$	—			$	10			$	—		$	1		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	(13	)	$	—		$	—
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 September 30, 2014
Balance, beginning of period		$	186			$	263			$	20			$	109			$	571			$	11		$	246		$	367		$	—
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				(4		)		(22		)		—			1			4			—
Net investment gains (losses)		—				2				—				—				—				—			—			—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		(37		)		(5		)		—				—				—				—			—			—			—
Purchases (3)		3				—				3				—				169				—			114			3			—
Sales (3)		(10		)		(13		)		(15		)		(6		)		(288		)		—			(131		)	(63		)	—
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			(13		)	—
Transfers into Level 3 (4)		1				—				—				—				89				1			—			—			—
Transfers out of Level 3 (4)		(42		)		—				—				—				(31		)		—			(75		)	—			—
Balance, end of period		$	101			$	247			$	8			$	99			$	488			$	12		$	155		$	298		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	(16	)		$	—		$	1		$	4		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
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 September 30, 2014
Balance, beginning of period		$	36			$	(3	)		$	17			$	(395	)		$	1,020			$	1,691		$	(15	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				30			(1		)
Net derivative gains (losses)		(9		)		(68		)		(8		)		50				(58		)		—			—
Policyholder benefits and claims		—				—				—				(3		)		32				—			—
OCI		20				2				—				2				102				—			—
Purchases (3)		—				—				—				—				—				117			—
Sales (3)		—				—				—				—				—				(129		)	—
Issuances (3)		(2		)		—				(1		)		—				—				1			—
Settlements (3)		2				15				—				—				(231		)		—			1
Transfers into Level 3 (4)		—				—				—				—				—				219			—
Transfers out of Level 3 (4)		—				—				—				—				—				(38		)	—
Balance, end of period		$	47			$	(54	)		$	8			$	(346	)		$	865			$	1,891		$	(15	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	(1	)
Net derivative gains (losses)		$	1			$	(52	)		$	(8	)		$	50			$	(65	)		$	—		$	—
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)
Three Months Ended September 30, 2013
Balance, beginning of period		$	5,918			$	6,008			$	1,971			$	82			$	2,735			$	1,050		$	3,758		$	41
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		3				5				(6		)		—				9				4			3			—
Net investment gains (losses)		4				(14		)		2				—				1				(1		)	5			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		(32		)		71				(42		)		—				(16		)		22			(4		)	—
Purchases (3)		297				684				209				—				563				305			636			—
Sales (3)		(249		)		(273		)		(61		)		(2		)		(138		)		(71		)	(309		)	(1		)
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		117				173				68				—				—				—			—			—
Transfers out of Level 3 (4)		(172		)		(390		)		(78		)		(15		)		(136		)		(133		)	(26		)	(24		)
Balance, end of period		$	5,886			$	6,264			$	2,063			$	65			$	3,018			$	1,176		$	4,063		$	16
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	2			$	5			$	(6	)		$	—			$	9			$	4		$	3		$	—
Net investment gains (losses)		$	—			$	(3	)		$	—			$	—			$	—			$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
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 September 30, 2013
Balance, beginning of period		$	183			$	408			$	11			$	46			$	593			$	—		$	344		$	150		$	—
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				1				(43		)		—			3			(2		)	—
Net investment gains (losses)		1				(4		)		—				—				—				—			(2		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		6				11				—				—				—				—			7			—			—
Purchases (3)		6				52				6				—				308				—			106			67			—
Sales (3)		(11		)		(42		)		(1		)		—				(232		)		—			(266		)	—			—
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			(3		)	—
Transfers into Level 3 (4)		1				—				—				—				—				—			—			—			—
Transfers out of Level 3 (4)		(1		)		(20		)		(5		)		—				(20		)		—			—			—			—
Balance, end of period		$	185			$	405			$	11			$	47			$	606			$	—		$	192		$	212		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	1			$	(1	)		$	—		$	2		$	(2	)	$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
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 September 30, 2013
Balance, beginning of period		$	98			$	6			$	25			$	(171	)		$	(678	)		$	1,225		$	(31	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				4			—
Net derivative gains (losses)		5				3				3				(85		)		888				—			—
Policyholder benefits and claims		—				—				—				5				(30		)		—			—
OCI		(11		)		—				(1		)		—				(16		)		—			—
Purchases (3)		—				—				—				—				—				106			—
Sales (3)		—				—				—				—				—				(84		)	—
Issuances (3)		—				—				—				—				—				51			—
Settlements (3)		(47		)		1				4				—				(217		)		(2		)	5
Transfers into Level 3 (4)		—				—				—				—				—				162			—
Transfers out of Level 3 (4)		—				(1		)		—				—				—				(45		)	—
Balance, end of period		$	45			$	9			$	31			$	(251	)		$	(53	)		$	1,417		$	(26	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)		$	5			$	6			$	3			$	(86	)		$	882			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	6			$	(29	)		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Fixed Maturity Securities
		U.S.				Foreign				Foreign				U.S.				RMBS				CMBS			ABS			State and
		Corporate				Corporate				Government				Treasury														Political
														and Agency														Subdivision
		(In millions)
Nine Months Ended September 30, 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		7				16				106				—				34				2			6			—
Net investment gains (losses)		(6		)		(8		)		(4		)		—				8				(14		)	(39		)	—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		276				277				(104		)		—				96				(21		)	56			—
Purchases (3)		1,213				893				265				—				1,278				133			2,369			—
Sales (3)		(746		)		(516		)		(160		)		—				(443		)		(270		)	(793		)	—
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		261				281				189				—				146				73			37			4
Transfers out of Level 3 (4)		(813		)		(1,414		)		(1,249		)		(62		)		(70		)		(241		)	(2,567		)	(10		)
Balance, end of period		$	7,340			$	6,233			$	1,278			$	—			$	4,006			$	634		$	3,279		$	4
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	4			$	15			$	7			$	—			$	34			$	(1	)	$	2		$	—
Net investment gains (losses)		$	(7	)		$	(2	)		$	—			$	—			$	(1	)		$	(13	)	$	—		$	—
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)
Nine Months Ended September 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		—				—				—				7				6				—			3			15			—
Net investment gains (losses)		13				4				—				—				—				—			(2		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		(78		)		6				—				—				—				—			(1		)	—			—
Purchases (3)		28				—				8				—				290				—			126			49			—
Sales (3)		(40		)		(58		)		(7		)		(6		)		(449		)		(2		)	(205		)	(78		)	—
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			(26		)	—
Transfers into Level 3 (4)		1				—				—				69				60				14			—			—			—
Transfers out of Level 3 (4)		—				(100		)		(5		)		—				(22		)		—			(20		)	—			—
Balance, end of period		$	101			$	247			$	8			$	99			$	488			$	12		$	155		$	298		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	11			$	—			$	—		$	1		$	15		$	—
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)
Nine Months Ended September 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)		—				—				—				—				—				99			(1		)
Net derivative gains (losses)		16				(59		)		(17		)		(39		)		102				—			—
Policyholder benefits and claims		—				—				—				4				55				—			—
OCI		69				2				—				2				78				—			—
Purchases (3)		—				—				—				4				—				510			—
Sales (3)		—				—				—				—				—				(337		)	—
Issuances (3)		(2		)		—				(4		)		—				—				82			—
Settlements (3)		(49		)		14				—				—				(628		)		(28		)	14
Transfers into Level 3 (4)		—				—				—				—				—				147			—
Transfers out of Level 3 (4)		—				—				—				—				—				(47		)	—
Balance, end of period		$	47			$	(54	)		$	8			$	(346	)		$	865			$	1,891		$	(15	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	(1	)
Net derivative gains (losses)		$	1			$	(45	)		$	(15	)		$	(38	)		$	103			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	4			$	55			$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Fixed Maturity Securities
		U.S.				Foreign				Foreign				U.S.				RMBS				CMBS			ABS			State and
		Corporate				Corporate				Government				Treasury														Political
														and Agency														Subdivision
		(In millions)
Nine Months Ended September 30, 2013
Balance, beginning of period		$	7,433			$	6,208			$	1,814			$	71			$	2,037			$	1,147		$	3,656		$	54
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		10				11				3				—				20				2			12			—
Net investment gains (losses)		(27		)		(34		)		8				—				4				(2		)	5			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		(38		)		(97		)		(104		)		(2		)		108				(28		)	(60		)	(1		)
Purchases (3)		824				1,364				551				—				1,155				549			1,510			1
Sales (3)		(907		)		(714		)		(105		)		(4		)		(242		)		(339		)	(651		)	(6		)
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		324				254				91				—				12				113			—			—
Transfers out of Level 3 (4)		(1,733		)		(728		)		(195		)		—				(76		)		(266		)	(409		)	(32		)
Balance, end of period		$	5,886			$	6,264			$	2,063			$	65			$	3,018			$	1,176		$	4,063		$	16
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	9			$	10			$	3			$	—			$	26			$	2		$	10		$	—
Net investment gains (losses)		$	(34	)		$	(3	)		$	—			$	—			$	(1	)		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
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)
Nine Months Ended September 30, 2013
Balance, beginning of period		$	190			$	419			$	6			$	32			$	937			$	—		$	429		$	—		$	49
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				6				(12		)		—			3			(2		)	—
Net investment gains (losses)		2				(28		)		—				—				—				—			(24		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		—				77				—				—				—				—			15			—			—
Purchases (3)		11				55				8				—				348				—			189			214			—
Sales (3)		(15		)		(118		)		—				(5		)		(430		)		—			(414		)	—			(45		)
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			—			(4		)
Transfers into Level 3 (4)		1				—				—				14				57				—			—			—			—
Transfers out of Level 3 (4)		(4		)		—				(3		)		—				(294		)		—			(6		)	—			—
Balance, end of period		$	185			$	405			$	11			$	47			$	606			$	—		$	192		$	212		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	6			$	(5	)		$	—		$	2		$	(2	)	$	—
Net investment gains (losses)		$	(1	)		$	(17	)		$	—			$	—			$	—			$	—		$	(1	)	$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
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)
Nine Months Ended September 30, 2013
Balance, beginning of period		$	177			$	37			$	43			$	128			$	(3,162	)		$	1,205		$	(44	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				25			(1		)
Net derivative gains (losses)		(23		)		(30		)		(12		)		(390		)		3,609				—			—
Policyholder benefits and claims		—				—				—				15				(110		)		—			—
OCI		(83		)		—				—				(1		)		193				—			—
Purchases (3)		—				—				—				4				—				249			—
Sales (3)		—				—				—				—				—				(223		)	—
Issuances (3)		—				—				—				—				—				71			—
Settlements (3)		(27		)		2				—				(7		)		(583		)		—			19
Transfers into Level 3 (4)		—				—				—				—				—				161			—
Transfers out of Level 3 (4)		1				—				—				—				—				(71		)	—
Balance, end of period		$	45			$	9			$	31			$	(251	)		$	(53	)		$	1,417		$	(26	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	(1	)
Net derivative gains (losses)		$	(14	)		$	(28	)		$	(11	)		$	(390	)		$	3,589			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	15			$	(106	)		$	—		$	—
__________________
-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-Sep-14				31-Dec-13				30-Sep-14				31-Dec-13
		(In millions)
Assets
Unpaid principal balance		$	438			$	508			$	257			$	1,528
Difference between estimated fair value and unpaid principal balance		(140		)		(170		)		56				70
Carrying value at estimated fair value		$	298			$	338			$	313			$	1,598
Loans in non-accrual status		$	109			$	—			$	—			$	—
Loans more than 90 days past due		$	74			$	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		$	(82	)		$	(82	)		$	—			$	—
Liabilities
Contractual principal balance										$	195			$	1,445
Difference between estimated fair value and contractual principal balance										(9		)		10
Carrying value at estimated fair value										$	186			$	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								Nine Months
		Ended								Ended
		September 30,								September 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			$	—			$	8			$	—
Other changes in estimated fair value		1				(2		)		5				(2		)
Total gains (losses) recognized in net investment income		$	4			$	(2	)		$	13			$	(2	)
-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 September 30,								Three Months								Nine Months
									Ended								Ended
									September 30,								September 30,
	2014				2013				2014				2013				2014				2013
	Carrying Value After Measurement								Gains (Losses)
	(In millions)
Mortgage loans, net (1)	$	106			$	232			$	4			$	(4	)		$	3			$	13
Other limited partnership interests (2)	$	92			$	70			$	(14	)		$	—			$	(51	)		$	(39	)
Real estate joint ventures (3)	$	—			$	3			$	(1	)		$	—			$	(1	)		$	(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 September 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 September 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:
	September 30, 2014
					Fair Value Hierarchy
	Carrying				Level 1				Level 2				Level 3				Total
	Value																Estimated
																	Fair Value
	(In millions)
Assets
Mortgage loans	$	57,427			$	—			$	—			$	60,226			$	60,226
Policy loans	$	11,756			$	—			$	1,684			$	11,744			$	13,428
Real estate joint ventures	$	83			$	—			$	—			$	162			$	162
Other limited partnership interests	$	774			$	—			$	—			$	1,047			$	1,047
Other invested assets	$	603			$	202			$	74			$	327			$	603
Premiums, reinsurance and other receivables	$	3,726			$	—			$	1,380			$	2,402			$	3,782
Other assets	$	710			$	—			$	626			$	74			$	700
Liabilities
PABs	$	139,278			$	—			$	—			$	145,619			$	145,619
Long-term debt	$	16,174			$	—			$	18,042			$	—			$	18,042
Collateral financing arrangements	$	4,196			$	—			$	—			$	3,993			$	3,993
Junior subordinated debt securities	$	3,193			$	—			$	4,176			$	—			$	4,176
Other liabilities	$	6,274			$	—			$	4,981			$	1,294			$	6,275
Separate account liabilities	$	119,328			$	—			$	119,328			$	—			$	119,328
	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 of instruments 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 of instruments 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	9 Months Ended
	Sep. 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 its 5.875% senior notes due in November 2033 at par.
	See Note 15 for information about the remarketing of senior debt securities in October 2014.
	Credit Facilities
	In May 2014, MetLife, Inc. and MetLife Funding, Inc. 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	9 Months Ended
	Sep. 30, 2014
Equity [Abstract]	'
Equity	'
	10. Equity
	Common Stock
	In June 2014, MetLife, Inc. announced its plans to resume common stock repurchases and repurchase up to $1.0 billion of MetLife, Inc. common stock. It is utilizing existing authorizations from the MetLife, Inc. Board of Directors to repurchase its common stock. Under these authorizations, MetLife, Inc. may purchase its common stock from the MetLife Policyholder Trust, in the open market (including pursuant to the terms of a pre-set trading plan meeting the requirements of Rule 10b5-1 under the Securities Exchange Act of 1934 (“Exchange Act”)) and in privately negotiated transactions.
	During the nine months ended September 30, 2014, MetLife, Inc. repurchased 8,168,318 shares through open market purchases for $443 million. MetLife, Inc. did not repurchase shares during the nine months ended September 30, 2013.
	At September 30, 2014, MetLife, Inc. had $818 million remaining under its common stock repurchase authorization. Future common stock repurchases will be dependent upon several factors, including our capital position, liquidity, financial strength and credit ratings, general market conditions, the market price of MetLife, Inc.’s common stock compared to management’s assessment of the stock’s underlying value and applicable regulatory approvals, as well as other legal and accounting factors.
	See Note 15 for information about issuances of common stock related to the settlement of stock purchase contracts in October 2014.
	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
		September 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	$	13,909			$	476			$	(1,739	)		$	(1,588	)		$	11,058
	OCI before reclassifications	(56		)		118				(264		)		28				(174		)
	Deferred income tax benefit (expense)	130				(49		)		(157		)		(9		)		(85		)
	OCI before reclassifications, net of income tax	13,983				545				(2,160		)		(1,569		)		10,799
	Amounts reclassified from AOCI	(214		)		471				—				45				302
	Deferred income tax benefit (expense)	62				(158		)		—				(13		)		(109		)
	Amounts reclassified from AOCI, net of income tax	(152		)		313				—				32				193
	Sale of subsidiary (2)	—				—				—				—				—
	Deferred income tax benefit (expense)	—				—				—				—				—
	Sale of subsidiary, net of income tax	—				—				—				—				—
	Balance, end of period	$	13,831			$	858			$	(2,160	)		$	(1,537	)		$	10,992
		Three Months
		Ended
		September 30, 2013
		Unrealized				Unrealized				Foreign				Defined				Total
		Investment Gains				Gains (Losses)				Currency				Benefit
		(Losses), Net of				on Derivatives				Translation				Plans
		Related Offsets (1)								Adjustments				Adjustment
		(In millions)
	Balance, beginning of period	$	9,709			$	734			$	(1,825	)		$	(2,416	)		$	6,202
	OCI before reclassifications	(1,437		)		(287		)		107				(1		)		(1,618		)
	Deferred income tax benefit (expense)	377				103				100				—				580
	OCI before reclassifications, net of income tax	8,649				550				(1,618		)		(2,417		)		5,164
	Amounts reclassified from AOCI	95				(224		)		—				54				(75		)
	Deferred income tax benefit (expense)	(40		)		70				—				(19		)		11
	Amounts reclassified from AOCI, net of income tax	55				(154		)		—				35				(64		)
	Balance, end of period	$	8,704			$	396			$	(1,618	)		$	(2,382	)		$	5,100
		Nine Months
		Ended
		September 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	9,126				614				(486		)		34				9,288
	Deferred income tax benefit (expense)	(2,851		)		(210		)		(71		)		(11		)		(3,143		)
	OCI before reclassifications, net of income tax	14,458				635				(2,216		)		(1,628		)		11,249
Amounts reclassified from AOCI	(563		)		337				77				136				(13		)
Deferred income tax benefit (expense)	176				(114		)		(27		)		(45		)		(10		)
Amounts reclassified from AOCI, net of income tax	(387		)		223				50				91				(23		)
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	$	13,831			$	858			$	(2,160	)		$	(1,537	)		$	10,992
	Nine Months
	Ended
	September 30, 2013
	Unrealized				Unrealized				Foreign				Defined				Total
	Investment Gains				Gains (Losses)				Currency				Benefit
	(Losses), Net of				on Derivatives				Translation				Plans
	Related Offsets (1)								Adjustments				Adjustment
	(In millions)
Balance, beginning of period	$	13,590			$	829			$	(533	)		$	(2,489	)		$	11,397
OCI before reclassifications	(6,931		)		(660		)		(1,123		)		1				(8,713		)
Deferred income tax benefit (expense)	2,296				221				38				—				2,555
OCI before reclassifications, net of income tax	8,955				390				(1,618		)		(2,488		)		5,239
Amounts reclassified from AOCI	(374		)		10				—				161				(203		)
Deferred income tax benefit (expense)	123				(4		)		—				(55		)		64
Amounts reclassified from AOCI, net of income tax	(251		)		6				—				106				(139		)
Balance, end of period	$	8,704			$	396			$	(1,618	)		$	(2,382	)		$	5,100
__________________
-1	See Note 6 for information on offsets to investments related to insurance liabilities, DAC and VOBA and the policyholder dividend obligation.
-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								Nine Months
		Ended								Ended
		September 30,								September 30,
		2014				2013				2014				2013
		(In millions)
Net unrealized investment gains (losses):
Net unrealized investment gains (losses)		$	181			$	(96	)		$	375			$	365			Net investment gains (losses)
Net unrealized investment gains (losses)		14				22				99				65				Net investment income
Net unrealized investment gains (losses)		33				—				105				—				Net derivative gains (losses)
OTTI		(14		)		(21		)		(16		)		(56		)		Net investment gains (losses)
Net unrealized investment gains (losses), before income tax		214				(95		)		563				374
Income tax (expense) benefit		(62		)		40				(176		)		(123		)
Net unrealized investment gains (losses), net of income tax		152				(55		)		387				251
Unrealized gains (losses) on derivatives - cash flow hedges:
Interest rate swaps		1				3				28				17				Net derivative gains (losses)
Interest rate swaps		3				2				7				6				Net investment income
Interest rate forwards		(10		)		2				(8		)		8				Net derivative gains (losses)
Interest rate forwards		—				1				2				2				Net investment income
Interest rate forwards		1				(1		)		2				(2		)		Other expenses
Foreign currency swaps		(466		)		216				(368		)		(41		)		Net derivative gains (losses)
Foreign currency swaps		(1		)		—				(2		)		(2		)		Net investment income
Foreign currency swaps		—				1				1				1				Other expenses
Credit forwards		1				—				1				1				Net investment income
Gains (losses) on cash flow hedges, before income tax		(471		)		224				(337		)		(10		)
Income tax (expense) benefit		158				(70		)		114				4
Gains (losses) on cash flow hedges, net of income tax		(313		)		154				(223		)		(6		)
Foreign translation adjustment		—				—				(77		)		—				Net investment gains (losses)
Income tax (expense) benefit		—				—				27				—
Foreign translation adjustment, net of income tax		—				—				(50		)		—
Defined benefit plans adjustment: (1)
Amortization of net actuarial gains (losses)		(45		)		(71		)		(136		)		(212		)
Amortization of prior service (costs) credit		—				17				—				51
Amortization of defined benefit plan items, before income tax		(45		)		(54		)		(136		)		(161		)
Income tax (expense) benefit		13				19				45				55
Amortization of defined benefit plan items, net of income tax		(32		)		(35		)		(91		)		(106		)
Total reclassifications, net of income tax		$	(193	)		$	64			$	23			$	139
__________________
-1	These AOCI components are included in the computation of net periodic benefit costs. See Note 12.

Other_Expenses

Other Expenses	9 Months Ended
	Sep. 30, 2014
Other Income and Expenses [Abstract]	'
Other Expenses	'
	11. Other Expenses
	Information on other expenses was as follows:
		Three Months						Nine Months
		Ended						Ended
		September 30,						September 30,
		2014			2013			2014			2013
		(In millions)
	Compensation	$	1,221		$	1,310		$	3,636		$	3,828
	Pension, postretirement and postemployment benefit costs	131			122			368			367
	Commissions	1,294			1,309			3,884			4,084
	Volume-related costs	227			239			639			618
	Capitalization of DAC	(1,071		)	(1,153		)	(3,149		)	(3,621		)
	Amortization of DAC and VOBA	1,054			841			3,174			2,623
	Amortization of negative VOBA	(107		)	(126		)	(333		)	(410		)
	Interest expense on debt	295			317			919			959
	Premium taxes, licenses and fees	192			173			612			498
	Professional services	348			349			1,035			976
	Rent and related expenses, net of sublease income	95			89			273			283
	Other	539			507			1,545			1,935
	Total other expenses	$	4,218		$	3,977		$	12,603		$	12,140
	Restructuring Charges
	The Company commenced in 2012 an enterprise-wide strategic initiative. This global strategy focuses on leveraging the Company’s scale to improve the value it provides to customers and shareholders in order to reduce costs, enhance revenues, achieve efficiencies and reinvest in its technology, platforms and functionality to improve its current operations and develop new capabilities. These restructuring charges are included in other expenses. As the expenses relate to an enterprise-wide initiative, they are reported in Corporate & Other. Estimated restructuring costs may change as management continues to execute this enterprise-wide strategic initiative. Such restructuring charges were as follows:
		Three Months
		Ended
		September 30,
		2014									2013
		Severance			Lease and Asset			Total			Severance			Lease and Asset			Total
					Impairment									Impairment
		(In millions)
	Balance, beginning of period	$	16		$	7		$	23		$	12		$	9		$	21
	Restructuring charges	20			2			22			14			2			16
	Cash payments	(22		)	(2		)	(24		)	(13		)	(4		)	(17		)
	Balance, end of period	$	14		$	7		$	21		$	13		$	7		$	20
		Nine Months
		Ended
		September 30,
		2014									2013
		Severance			Lease and Asset			Total			Severance			Lease and Asset			Total
					Impairment									Impairment
		(In millions)
	Balance, beginning of period	$	40		$	6		$	46		$	23		$	—		$	23
	Restructuring charges	46			7			53			51			14			65
	Cash payments	(72		)	(6		)	(78		)	(61		)	(7		)	(68		)
	Balance, end of period	$	14		$	7		$	21		$	13		$	7		$	20
	Total restructuring charges incurred since inception of initiative	$	287		$	41		$	328		$	192		$	32		$	224
	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 September 30, 2014.

Employee_Benefit_Plans

Employee Benefit Plans	9 Months Ended
	Sep. 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
		September 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		$	17		$	3		$	—		$	59		$	16		$	5		$	—
	Interest costs	109			3			23			1			98			4			23			1
	Settlement and curtailment costs	14			—			—			—			—			—			—			—
	Expected return on plan assets	(119		)	(2		)	(19		)	—			(121		)	(2		)	(18		)	(1		)
	Amortization of net actuarial (gains) losses	42			—			3			—			57			—			14			—
	Amortization of prior service costs (credit)	—			—			—			—			2			—			(19		)	—
	Net periodic benefit costs	$	96		$	18		$	10		$	1		$	95		$	18		$	5		$	—
		Nine Months
		Ended
		September 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	$	150		$	51		$	10		$	1		$	177		$	50		$	15		$	1
	Interest costs	327			10			69			2			292			11			69			2
	Settlement and curtailment costs	14			—			—			—			—			—			—			—
	Expected return on plan assets	(356		)	(6		)	(56		)	(1		)	(363		)	(5		)	(56		)	(1		)
	Amortization of net actuarial (gains) losses	127			—			9			—			171			—			41			—
	Amortization of prior service costs (credit)	1			—			(1		)	—			5			—			(56		)	—
	Net periodic benefit costs	$	263		$	55		$	31		$	2		$	282		$	56		$	13		$	2
	As disclosed in Note 18 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report, no contributions are required to be made to the Subsidiaries’ U.S. qualified pension plans during 2014; however, during the nine months ended September 30, 2014, $303 million of discretionary contributions were made by the Subsidiaries to those plans.

Earnings_Per_Common_Share

Earnings Per Common Share	9 Months Ended
	Sep. 30, 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				Nine Months
		Ended				Ended
		September 30,				September 30,
		2014		2013		2014			2013
		(In millions, except share and per share data)
	Weighted Average Shares
	Weighted average common stock outstanding for basic	1,125,165,772		1,104,892,638		1,126,280,770			1,099,496,305
	earnings per common share
	Incremental common shares from assumed:
	Stock purchase contracts underlying common equity units	4,572,193		1,886,275		3,904,760			628,758
	Exercise or issuance of stock-based awards	11,308,766		10,517,925		10,662,053			8,756,239
	Weighted average common stock outstanding for diluted	1,141,046,731		1,117,296,838		1,140,847,583			1,108,881,302
	earnings per common share
	Income (Loss) from Continuing Operations
	Income (loss) from continuing operations, net of income tax	$	2,094	$	973	$	4,812		$	2,476
	Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	—		3		21			17
	Less: Preferred stock dividends	30		30		91			91
	Income (loss) from continuing operations, net of income tax,	$	2,064	$	940	$	4,700		$	2,368
	available to MetLife, Inc.’s common shareholders
	Basic	$	1.83	$	0.85	$	4.17		$	2.15
	Diluted	$	1.81	$	0.84	$	4.12		$	2.14
	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)	$	2,094	$	975	$	4,809		$	2,477
	Less: Net income (loss) attributable to noncontrolling interests	—		3		21			17
	Less: Preferred stock dividends	30		30		91			91
	Net income (loss) available to MetLife, Inc.’s common shareholders	$	2,064	$	942	$	4,697		$	2,369
	Basic	$	1.83	$	0.85	$	4.17		$	2.15
	Diluted	$	1.81	$	0.84	$	4.12		$	2.14

Contingencies_Commitments_and_

Contingencies, Commitments and Guarantees	9 Months Ended
	Sep. 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 September 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 September 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 nine months ended September 30, 2014 and 2013, MLIC received approximately 3,641 and 4,256 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 September 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 believes that, although the matter may settle for an amount that could exceed the current accrued liability, the estimated amount of any such potential additional liability is included in the aggregate estimate of reasonably possible loss provided above, and the Company believes that any such potential additional amount would not have a material impact on the Company’s consolidated financial statements.
	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 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 Life Insurance Company) 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 MLIC 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 (“Relator”) brought an action under the Florida False Claims Act seeking to recover damages on behalf of Florida. The Relator alleged that the aggregate damages attributable to MLIC, including statutory damages and treble damages, were $767 million. On August 20, 2013, the court granted MLIC’s motion to dismiss the action. On September 19, 2014, the District Court of Appeal affirmed the decision granting 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 Exchange Act 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 February 2015.
	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 were 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, seeking certification of a nationwide class of plaintiffs 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 $4.0 billion and $3.4 billion at September 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 $5.0 billion and $5.3 billion at September 30, 2014 and December 31, 2013, respectively.

Subsequent_Event

Subsequent Event	9 Months Ended
	Sep. 30, 2014
Subsequent Events [Abstract]	'
Subsequent Event	'
	15. Subsequent Events
	Remarketing of Senior Debt Securities and Settlement of Stock Purchase Contracts
	In October 2014, MetLife, Inc. closed the successful remarketing of the Series E portion of the senior debt securities underlying common equity units issued in November 2010 in connection with the acquisition of American Life and DelAm, (collectively, ALICO). The Series E senior debt securities were remarketed as 1.903% Series E senior debt securities Tranche 1 and 4.721% Series E senior debt securities Tranche 2, which are due December 2017 and 2044, respectively. MetLife, Inc. did not receive any proceeds from the remarketing. Most common equity unit holders used the remarketing proceeds to settle their payment obligations under the applicable stock purchase contracts. The subsequent settlement of the stock purchase contracts provided proceeds to MetLife, Inc. of $1.0 billion in exchange for shares of MetLife, Inc.’s common stock. MetLife, Inc. delivered 22,907,960 shares of its newly issued common stock to settle the stock purchase contracts. See Notes 12 and 15 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report for additional information.
	Common Stock Dividend
	On October 28, 2014, MetLife, Inc.’s Board of Directors declared a fourth quarter 2014 common stock dividend of $0.35 per share payable on December 12, 2014 to shareholders of record as of November 7, 2014. The Company estimates the aggregate dividend payment to be $399 million.

Business_Basis_of_Presentation1

Business, Basis of Presentation and Summary of Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 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 August 31, 2014 and November 30, 2013 and the operating results of such subsidiaries for the three months and nine months ended August 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)	9 Months Ended
	Sep. 30, 2014
Segment Reporting [Abstract]	'
Segment Reporting Information, by Segment	'
			Operating Earnings
			Americas
	Three Months Ended September 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		$	1,869			$	4,010		$	451		$	794		$	7,124		$	1,939		$	581		$	41		$	9,685		$	18		$	9,703
	Universal life and investment-type product policy fees		1,311				180			60			328			1,879			487			127			29			2,522			106			2,628
	Net investment income		1,983				473			1,493			346			4,295			730			131			37			5,193			217			5,410
	Other revenues		275				103			71			7			456			27			22			13			518			—			518
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			109			109
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			478			478
	Total revenues		5,438				4,766			2,075			1,475			13,754			3,183			861			120			17,918			928			18,846
	Expenses
	Policyholder benefits and claims and policyholder dividends		2,555				3,729			1,033			719			8,036			1,535			252			31			9,854			5			9,859
	Interest credited to policyholder account balances		567				38			279			97			981			394			43			8			1,426			391			1,817
	Capitalization of DAC		(239		)		(37		)	(11		)	(97		)	(384		)	(507		)	(165		)	(15		)	(1,071		)	—			(1,071		)
	Amortization of DAC and VOBA		335				38			5			101			479			367			152			1			999			55			1,054
	Amortization of negative VOBA		—				—			—			—			—			(89		)	(7		)	—			(96		)	(11		)	(107		)
	Interest expense on debt		(1		)		—			2			—			1			—			—			291			292			3			295
	Other expenses		1,156				634			139			417			2,346			1,026			454			177			4,003			44			4,047
	Total expenses		4,373				4,402			1,447			1,237			11,459			2,726			729			493			15,407			487			15,894
	Provision for income tax expense (benefit)		366				127			220			86			799			151			36			(330		)	656			202			858
	Operating earnings		$	699			$	237		$	408		$	152		$	1,496		$	306		$	96		$	(43	)	1,855
	Adjustments to:
	Total revenues																											928
	Total expenses																											(487		)
	Provision for income tax (expense) benefit																											(202		)
	Income (loss) from continuing operations, net of income tax																											$	2,094					$	2,094
			Operating Earnings
			Americas
	Three Months Ended September 30, 2013		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			America												& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	1,607			$	3,767		$	450		$	692		$	6,516		$	1,922		$	586		$	30		$	9,054		$	40		$	9,094
	Universal life and investment-type product policy fees		1,257				171			54			222			1,704			438			100			34			2,276			96			2,372
	Net investment income		1,928				459			1,384			354			4,125			696			124			53			4,998			28			5,026
	Other revenues		267				103			68			—			438			22			21			5			486			(10		)	476
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(85		)	(85		)
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(546		)	(546		)
	Total revenues		5,059				4,500			1,956			1,268			12,783			3,078			831			122			16,814			(477		)	16,337
	Expenses
	Policyholder benefits and claims and policyholder dividends		2,234				3,527			1,071			637			7,469			1,506			243			25			9,243			541			9,784
	Interest credited to policyholder account balances		582				38			292			106			1,018			407			37			10			1,472			128			1,600
	Capitalization of DAC		(318		)		(37		)	(2		)	(103		)	(460		)	(515		)	(173		)	(5		)	(1,153		)	—			(1,153		)
	Amortization of DAC and VOBA		315				37			4			63			419			393			166			1			979			(138		)	841
	Amortization of negative VOBA		—				—			—			(1		)	(1		)	(99		)	(13		)	—			(113		)	(13		)	(126		)
	Interest expense on debt		(1		)		—			3			—			2			—			—			286			288			29			317
	Other expenses		1,245				595			129			395			2,364			1,040			443			179			4,026			72			4,098
	Total expenses		4,057				4,160			1,497			1,097			10,811			2,732			703			496			14,742			619			15,361
	Provision for income tax expense (benefit)		343				114			161			38			656			89			43			(241		)	547			(544		)	3
	Operating earnings		$	659			$	226		$	298		$	133		$	1,316		$	257		$	85		$	(133	)	1,525
	Adjustments to:
	Total revenues																											(477		)
	Total expenses																											(619		)
	Provision for income tax (expense) benefit																											544
	Income (loss) from continuing operations, net of income tax																											$	973					$	973
			Operating Earnings
		Americas
Nine Months Ended September 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		$	5,405			$	12,050		$	1,438		$	2,242		$	21,135		$	5,742		$	1,762		$	116		$	28,755		$	40		$	28,795
Universal life and investment-type product policy fees		3,814				538			172			956			5,480			1,276			353			96			7,205			302			7,507
Net investment income		5,960				1,384			4,346			1,003			12,693			2,140			388			152			15,373			331			15,704
Other revenues		785				314			214			23			1,336			78			49			39			1,502			(16		)	1,486
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(427		)	(427		)
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			1,132			1,132
Total revenues		15,964				14,286			6,170			4,224			40,644			9,236			2,552			403			52,835			1,362			54,197
Expenses
Policyholder benefits and claims and policyholder dividends		7,400				11,299			3,194			2,066			23,959			4,357			784			91			29,191			680			29,871
Interest credited to policyholder account balances		1,683				117			844			295			2,939			1,175			112			26			4,252			743			4,995
Capitalization of DAC		(722		)		(107		)	(30		)	(279		)	(1,138		)	(1,458		)	(511		)	(41		)	(3,148		)	(1		)	(3,149		)
Amortization of DAC and VOBA		1,142				109			15			261			1,527			1,067			476			4			3,074			100			3,174
Amortization of negative VOBA		—				—			—			(1		)	(1		)	(275		)	(22		)	—			(298		)	(35		)	(333		)
Interest expense on debt		(1		)		—			6			—			5			—			—			880			885			34			919
Other expenses		3,475				1,900			393			1,231			6,999			2,992			1,356			586			11,933			59			11,992
Total expenses		12,977				13,318			4,422			3,573			34,290			7,858			2,195			1,546			45,889			1,580			47,469
Provision for income tax expense (benefit)		1,024				338			611			156			2,129			425			80			(756		)	1,878			38			1,916
Operating earnings		$	1,963			$	630		$	1,137		$	495		$	4,225		$	953		$	277		$	(387	)	5,068
Adjustments to:
Total revenues																											1,362
Total expenses																											(1,580		)
Provision for income tax (expense) benefit																											(38		)
Income (loss) from continuing operations, net of income tax																											$	4,812					$	4,812
		Operating Earnings
		Americas
Nine Months Ended September 30, 2013		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	4,735			$	11,438		$	1,369		$	2,077		$	19,619		$	5,900		$	1,711		$	84		$	27,314		$	89		$	27,403
Universal life and investment-type product policy fees		3,662				521			187			682			5,052			1,324			287			105			6,768			266			7,034
Net investment income		5,876				1,384			4,176			912			12,348			2,151			372			266			15,137			1,248			16,385
Other revenues		767				316			208			9			1,300			63			82			22			1,467			(21		)	1,446
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			339			339
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			(2,866		)	(2,866		)
Total revenues		15,040				13,659			5,940			3,680			38,319			9,438			2,452			477			50,686			(945		)	49,741
Expenses
Policyholder benefits and claims and policyholder dividends		6,659				10,681			3,168			1,792			22,300			4,354			736			52			27,442			1,339			28,781
Interest credited to policyholder account balances		1,750				116			940			313			3,119			1,286			109			33			4,547			1,489			6,036
Capitalization of DAC		(1,036		)		(105		)	(25		)	(316		)	(1,482		)	(1,583		)	(542		)	(14		)	(3,621		)	—			(3,621		)
Amortization of DAC and VOBA		1,042				104			21			220			1,387			1,186			526			1			3,100			(477		)	2,623
Amortization of negative VOBA		—				—			—			(2		)	(2		)	(325		)	(41		)	—			(368		)	(42		)	(410		)
Interest expense on debt		—				1			7			—			8			—			—			855			863			96			959
Other expenses		3,788				1,761			384			1,157			7,090			3,188			1,351			489			12,118			471			12,589
Total expenses		12,203				12,558			4,495			3,164			32,420			8,106			2,139			1,416			44,081			2,876			46,957
Provision for income tax expense (benefit)		971				370			507			115			1,963			412			73			(641		)	1,807			(1,499		)	308
Operating earnings		$	1,866			$	731		$	938		$	401		$	3,936		$	920		$	240		$	(298	)	4,798
Adjustments to:
Total revenues																											(945		)
Total expenses																											(2,876		)
Provision for income tax (expense) benefit																											1,499
Income (loss) from continuing operations, net of income tax																											$	2,476					$	2,476
The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
	30-Sep-14				31-Dec-13
	(In millions)
Retail	$	354,857			$	349,516
Group, Voluntary & Worksite Benefits	44,797				43,404
Corporate Benefit Funding	231,996				220,612
Latin America	73,317				69,874
Asia	124,127				119,717
EMEA	29,713				33,382
Corporate & Other	49,820				48,791
Total	$	908,627			$	885,296

Insurance_Tables

Insurance (Tables)	9 Months Ended
	Sep. 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-Sep-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)	$	197,533	$	99,800	$	201,395	$	100,527
	Separate account value	$	163,022	$	95,823	$	164,500	$	96,459
	Net amount at risk	$	4,588	$	1,755	$	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		$	1,014	N/A		$	880
	Net amount at risk	N/A		$	305	N/A		$	234
	Average attained age of contractholders	N/A		50 years		N/A		50 years
		September 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)	$	16,765	$	3,610	$	16,048	$	3,700
	Net amount at risk	$	182,946	$	20,681	$	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)	9 Months Ended
	Sep. 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-Sep-14			31-Dec-13
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	41,683		$	42,076
	Other policy-related balances	282			298
	Policyholder dividends payable	493			456
	Policyholder dividend obligation	2,825			1,771
	Current income tax payable	23			18
	Other liabilities	629			582
	Total closed block liabilities	45,935			45,201
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	28,976			28,374
	Equity securities available-for-sale, at estimated fair value	90			86
	Mortgage loans	6,091			6,155
	Policy loans	4,651			4,669
	Real estate and real estate joint ventures	586			492
	Other invested assets	882			814
	Total investments	41,276			40,590
	Cash and cash equivalents	349			238
	Accrued investment income	501			477
	Premiums, reinsurance and other receivables	91			98
	Deferred income tax assets	301			293
	Total assets designated to the closed block	42,518			41,696
	Excess of closed block liabilities over assets designated to the closed block	3,417			3,505
	Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
	Unrealized investment gains (losses), net of income tax	2,109			1,502
	Unrealized gains (losses) on derivatives, net of income tax	12			(3		)
	Allocated to policyholder dividend obligation, net of income tax	(1,836		)	(1,151		)
	Total amounts included in AOCI	285			348
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,702		$	3,853
Closed block policyholder dividend obligation	'
	Information regarding the closed block policyholder dividend obligation was as follows:
			Nine Months			Year
			Ended			Ended
			September 30, 2014			December 31, 2013
			(In millions)
	Balance, beginning of period		$	1,771		$	3,828
	Change in unrealized investment and derivative gains (losses)		1,054			(2,057		)
	Balance, end of period		$	2,825		$	1,771
Closed block revenues and expenses	'
	Information regarding the closed block revenues and expenses was as follows:
			Three Months						Nine Months
			Ended						Ended
			September 30,						September 30,
			2014			2013			2014		2013
			(In millions)
	Revenues
	Premiums		$	461		$	478		$	1,380	$	1,431
	Net investment income		516			514			1,568		1,576
	Net investment gains (losses)		—			(7		)	8		20
	Net derivative gains (losses)		17			(16		)	13		(1		)
	Total revenues		994			969			2,969		3,026
	Expenses
	Policyholder benefits and claims		620			651			1,889		1,963
	Policyholder dividends		255			251			731		740
	Other expenses		39			39			118		124
	Total expenses		914			941			2,738		2,827
	Revenues, net of expenses before provision for income tax expense (benefit)		80			28			231		199
	Provision for income tax expense (benefit)		28			10			81		70
	Revenues, net of expenses and provision for income tax expense (benefit)		$	52		$	18		$	150	$	129

Investments_Tables

Investments (Tables)	9 Months Ended
	Sep. 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”).
		September 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	$	99,000			$	9,522			$	548			$	—			$	107,974			$	100,203			$	7,495	$	1,229		$	—	$	106,469
	Foreign corporate	57,799				4,477				392				7				61,877				59,778				3,939		565			—		63,152
	Foreign government	51,267				5,319				190				—				56,396				50,717				4,107		387			—		54,437
	U.S. Treasury and agency	52,275				4,660				73				—				56,862				43,928				2,251		1,056			—		45,123
	RMBS	39,011				1,950				244				98				40,619				34,167				1,584		490			206		35,055
	CMBS	14,224				482				57				—				14,649				16,115				605		170			—		16,550
	ABS	14,656				265				68				—				14,853				15,458				296		171			12		15,571
	State and political subdivision	12,966				1,921				47				—				14,840				13,233				903		306			—		13,830
	Total fixed maturity securities	$	341,198			$	28,596			$	1,619			$	105			$	368,070			$	333,599			$	21,180	$	4,374		$	218	$	350,187
	Equity securities
	Common stock	$	2,027			$	550			$	3			$	—			$	2,574			$	1,927			$	431	$	5		$	—	$	2,353
	Non-redeemable preferred stock	1,084				68				37				—				1,115				1,085				76		112			—		1,049
	Total equity securities	$	3,111			$	618			$	40			$	—			$	3,689			$	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:
		September 30, 2014								December 31, 2013
		Amortized				Estimated				Amortized				Estimated
		Cost				Fair				Cost				Fair
						Value								Value
		(In millions)
	Due in one year or less	$	14,389			$	14,603			$	15,828			$	16,030
	Due after one year through five years	76,630				80,212				70,467				74,229
	Due after five years through ten years	79,346				85,438				78,159				83,223
	Due after ten years	102,942				117,696				103,405				109,529
	Subtotal	273,307				297,949				267,859				283,011
	Structured securities (RMBS, CMBS and ABS)	67,891				70,121				65,740				67,176
	Total fixed maturity securities	$	341,198			$	368,070			$	333,599			$	350,187
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'
		September 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	$	11,929			$	212			$	5,070			$	336			$	13,889			$	808			$	3,807	$	421
	Foreign corporate	7,043				251				2,275				148				9,019				402				2,320		163
	Foreign government	1,707				66				1,478				124				5,052				336				1,846		51
	U.S. Treasury and agency	9,654				25				2,025				48				15,225				1,037				357		19
	RMBS	5,543				79				3,669				263				10,754				363				2,302		333
	CMBS	1,579				26				864				31				3,696				142				631		28
	ABS	4,159				28				801				40				3,772				59				978		124
	State and political subdivision	159				2				678				45				3,109				225				351		81
	Total fixed maturity securities	$	41,773			$	689			$	16,860			$	1,035			$	64,516			$	3,372			$	12,592	$	1,220
	Equity securities
	Common stock	$	97			$	3			$	2			$	—			$	81			$	4			$	16	$	1
	Non-redeemable preferred stock	188				2				244				35				364				65				191		47
	Total equity securities	$	285			$	5			$	246			$	35			$	445			$	69			$	207	$	48
	Total number of securities in an unrealized loss position	2,644								1,667								4,480								1,571
Disclosure of Mortgage Loans Net of Valuation Allowance	'
	Mortgage loans are summarized as follows at:
		September 30, 2014							December 31, 2013
		Carrying				% of			Carrying				% of
		Value				Total			Value				Total
		(In millions)							(In millions)
	Mortgage loans held-for-investment:
	Commercial	$	40,540			69.8	%		$	40,926			70.9	%
	Agricultural	11,929				20.6			12,391				21.5
	Residential	5,265				9.1			2,772				4.8
	Subtotal (1)	57,734				99.5			56,089				97.2
	Valuation allowances	(307		)		(0.5	)		(322		)		(0.6	)
	Subtotal mortgage loans held-for-investment, net	57,427				99			55,767				96.6
	Residential — fair value option (“FVO”)	298				0.5			338				0.6
	Commercial mortgage loans held by CSEs — FVO	313				0.5			1,598				2.8
	Total mortgage loans held-for-investment, net	58,038				100			57,703				100
	Mortgage loans held-for-sale	—				—			3				—
	Total mortgage loans, net	$	58,038			100	%		$	57,706			100	%
	__________________
	-1	Purchases of mortgage loans were $2.1 billion and $3.5 billion for the three months and nine months ended September 30, 2014, respectively. Purchases of mortgage loans were $676 million and $1.6 billion for the three months and nine months ended September 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:
		September 30, 2014																December 31, 2013
		Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
		(In millions)
	Mortgage loans:
	Evaluated individually for credit losses	$	189			$	62			$	24			$	275			$	506			$	100			$	16	$	622
	Evaluated collectively for credit losses	40,351				11,867				5,241				57,459				40,420				12,291				2,756		55,467
	Total mortgage loans	40,540				11,929				5,265				57,734				40,926				12,391				2,772		56,089
	Valuation allowances:
	Specific credit losses	24				2				—				26				58				7				1		66
	Non-specifically identified credit losses	203				36				42				281				200				37				19		256
	Total valuation allowances	227				38				42				307				258				44				20		322
	Mortgage loans, net of valuation allowance	$	40,313			$	11,891			$	5,223			$	57,427			$	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
		September 30,
		2014																2013
		Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
		(In millions)
	Balance, beginning of period	$	230			$	42			$	22			$	294			$	242			$	49			$	11	$	302
	Provision (release)	(4		)		(3		)		22				15				17				1				6		24
	Charge-offs, net of recoveries	1				(1		)		(2		)		(2		)		—				—				—		—
	Balance, end of period	$	227			$	38			$	42			$	307			$	259			$	50			$	17	$	326
		Nine Months
		Ended
		September 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)	(8		)		(5		)		25				12				(34		)		8				15		(11		)
	Charge-offs, net of recoveries	(23		)		(1		)		(3		)		(27		)		—				(10		)		—		(10		)
	Balance, end of period	$	227			$	38			$	42			$	307			$	259			$	50			$	17	$	326
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
		September 30, 2014				December 31, 2013				September 30, 2014				December 31, 2013				September 30, 2014				December 31, 2013
		(In millions)
	Commercial	$	12			$	12			$	12			$	12			$	85			$	191
	Agricultural	17				44				1				—				42				47
	Residential	132				79				—				—				123				65
	Total	$	161			$	135			$	13			$	12			$	250			$	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-Sep-14
	Commercial	$	85			$	85			$	24			$	61			$	105			$	104			$	190	$	165
	Agricultural	50				47				2				45				16				15				66		60
	Residential	—				—				—				—				26				24				26		24
	Total	$	135			$	132			$	26			$	106			$	147			$	143			$	282	$	249
	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																Nine Months
		Ended																Ended
		September 30,																September 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	$	302			$	—			$	525			$	4			$	405			$	7			$	530	$	11
	Agricultural	69				1				165				5				84				7				167		8
	Residential	17				1				14				—				15				1				14		—
	Total	$	388			$	2			$	704			$	9			$	504			$	15			$	711	$	19
Mortgage loans modified in a troubled debt restructuring	'
	The number of mortgage loans and carrying value after specific valuation allowance of mortgage loans modified during the period in a troubled debt restructuring were as follows:
		Three Months
		Ended
		September 30,
		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	—			$	—			$	—			1			$	49			$	49
	Agricultural	—			—				—				2			24				24
	Residential	57			15				13				5			1				1
	Total	57			$	15			$	13			8			$	74			$	74
		Nine Months
		Ended
		September 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	—			$	—			$	—			1			$	49			$	49
	Agricultural	1			1				1				3			28				28
	Residential	101			24				20				11			2				2
	Total	102			$	25			$	21			15			$	79			$	79
	During the three months and nine months ended September 30, 2014 and 2013, the Company held no commercial or agricultural mortgage loans that were modified in a troubled debt restructuring during the 12 months before September 30, 2014 and 2013, respectively, and became subject to a payment default after the restructuring. The number of residential mortgage loans and carrying value of residential 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
		September 30,
		2014									2013
		Number of			Carrying Value						Number of			Carrying Value
		Mortgage Loans									Mortgage Loans
					(In millions)									(In millions)
	Residential (1)	2			$	—					—			$	—
		Nine Months
		Ended
		September 30,
		2014									2013
		Number of			Carrying Value						Number of			Carrying Value
		Mortgage Loans									Mortgage Loans
					(In millions)									(In millions)
	Residential	4			$	1					—			$	—
	__________________
	-1	Residential mortgage loans for the three months ended September 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:
		September 30, 2014				December 31, 2013
		(In millions)
	Fixed maturity securities	$	26,848			$	16,672
	Fixed maturity securities with noncredit OTTI losses in AOCI	(105		)		(218		)
	Total fixed maturity securities	26,743				16,454
	Equity securities	602				390
	Derivatives	1,326				375
	Other	24				(73		)
	Subtotal	28,695				17,146
	Amounts allocated from:
	Insurance liability loss recognition	(1,515		)		(898		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	2				6
	DAC and VOBA	(1,866		)		(1,190		)
	Policyholder dividend obligation	(2,825		)		(1,771		)
	Subtotal	(6,204		)		(3,853		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	33				73
	Deferred income tax benefit (expense)	(7,835		)		(4,956		)
	Net unrealized investment gains (losses)	14,689				8,410
	Net unrealized investment gains (losses) attributable to noncontrolling interests	—				4
	Net unrealized investment gains (losses) attributable to MetLife, Inc.	$	14,689			$	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:
		Nine Months				Year
		Ended				Ended
		September 30, 2014				December 31, 2013
		(In millions)
	Balance, beginning of period	$	(218	)		$	(361	)
	Noncredit OTTI losses and subsequent changes recognized (1)	16				60
	Securities sold with previous noncredit OTTI loss	42				149
	Subsequent changes in estimated fair value	55				(66		)
	Balance, end of period	$	(105	)		$	(218	)
	__________________
	-1	Noncredit OTTI losses and subsequent changes recognized, net of DAC, were $8 million and $52 million for the nine months ended September 30, 2014 and the year ended December 31, 2013, respectively.
	The changes in net unrealized investment gains (losses) were as follows:
		Nine Months
		Ended
		September 30, 2014
		(In millions)
	Balance, beginning of period	$	8,414
	Fixed maturity securities on which noncredit OTTI losses have been recognized	113
	Unrealized investment gains (losses) during the period	11,436
	Unrealized investment gains (losses) relating to:
	Insurance liability gain (loss) recognition	(617		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(4		)
	DAC and VOBA	(676		)
	Policyholder dividend obligation	(1,054		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(40		)
	Deferred income tax benefit (expense)	(2,879		)
	Net unrealized investment gains (losses)	14,693
	Net unrealized investment gains (losses) attributable to noncontrolling interests	(4		)
	Balance, end of period	$	14,689
	Change in net unrealized investment gains (losses)	$	6,279
	Change in net unrealized investment gains (losses) attributable to noncontrolling interests	(4		)
	Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$	6,275
Securities Lending	'
	Elements of the securities lending program are presented below at:
		September 30, 2014				December 31, 2013
		(In millions)
	Securities on loan: (1)
	Amortized cost	$	27,930			$	27,094
	Estimated fair value	$	30,269			$	27,595
	Cash collateral on deposit from counterparties (2)	$	30,943			$	28,319
	Security collateral on deposit from counterparties (3)	$	67			$	—
	Reinvestment portfolio — estimated fair value	$	31,306			$	28,481
	_________________
	-1	Included within fixed maturity securities, cash and cash equivalents, short-term investments and equity securities.
	-2	Included within payables for collateral under securities loaned and other transactions.
	-3	Security collateral on deposit from counterparties may not be sold or repledged, unless the counterparty is in default, and is not reflected in the consolidated financial statements.
Invested Assets on Deposit, Held in Trust and Pledged as Collateral	'
	Invested assets on deposit, held in trust and pledged as collateral are presented below at estimated fair value for cash and cash equivalents, short-term investments, fixed maturity and equity securities and FVO and trading securities, and at carrying value for mortgage loans at:
		September 30, 2014				December 31, 2013
		(In millions)
	Invested assets on deposit (regulatory deposits) (1)	$	9,140			$	2,153
	Invested assets held in trust (collateral financing arrangements and reinsurance agreements)	11,259				11,004
	Invested assets pledged as collateral (2)	23,442				23,770
	Total invested assets on deposit, held in trust and pledged as collateral	$	43,841			$	36,927
	__________________
	-1	MetLife Insurance Company of Connecticut (“MICC”) received all regulatory approvals to merge three U.S.-based life insurance companies and a former 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. The companies to be merged are 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 2014, MICC received regulatory approval from the Connecticut Insurance Department and the Delaware Department of Insurance to re-domesticate from Connecticut to Delaware, immediately prior to the Mergers. Exeter, formerly a Cayman Islands company, was re-domesticated to Delaware in October 2013. 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 and 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.
	-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								Nine Months
			Ended								Ended
			September 30,								September 30,
			2014				2013				2014				2013
			(In millions)
	Investment income:
	Fixed maturity securities		$	3,695			$	3,784			$	11,106			$	11,319
	Equity securities		31				28				98				88
	FVO and trading securities — Actively Traded Securities and FVO general account securities (1)		14				14				95				24
	Mortgage loans		775				725				2,192				2,179
	Policy loans		158				158				473				465
	Real estate and real estate joint ventures		245				227				724				663
	Other limited partnership interests		299				144				834				665
	Cash, cash equivalents and short-term investments		42				42				130				136
	International joint ventures		2				16				5				7
	Other		60				25				136				137
	Subtotal		5,321				5,163				15,793				15,683
	Less: Investment expenses		298				302				873				889
	Subtotal, net		5,023				4,861				14,920				14,794
	FVO and trading securities — FVO contractholder-directed unit-linked investments (1)		379				132				739				1,485
	FVO CSEs — interest income:
	Commercial mortgage loans		8				33				44				104
	Securities		—				—				1				2
	Subtotal		387				165				784				1,591
	Net investment income		$	5,410			$	5,026			$	15,704			$	16,385
	__________________
	-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								Nine Months
			Ended								Ended
			September 30,								September 30,
			2014				2013				2014				2013
			(In millions)
	Actively Traded Securities and FVO general account securities		$	(18	)		$	2			$	7			$	(14	)
	FVO contractholder-directed unit-linked investments		$	248			$	(9	)		$	329			$	1,069
The components of net investment gains (losses)	'
	The components of net investment gains (losses) were as follows:
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		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	$	—			$	(1	)		$	—			$	(33	)
	Consumer	—				(3		)		(7		)		(11		)
	Finance	—				—				—				(10		)
	Transportation	—				(3		)		(2		)		(3		)
	Communications	—				—				—				(2		)
	Total U.S. and foreign corporate securities	—				(7		)		(9		)		(59		)
	RMBS	(18		)		(27		)		(27		)		(74		)
	ABS	—				—				(7		)		—
	CMBS	(13		)		—				(13		)		—
	OTTI losses on fixed maturity securities recognized in earnings	(31		)		(34		)		(56		)		(133		)
	Fixed maturity securities — net gains (losses) on sales and disposals	184				(44		)		349				504
	Total gains (losses) on fixed maturity securities	153				(78		)		293				371
	Total gains (losses) on equity securities:
	Total OTTI losses recognized — by sector:
	Non-redeemable preferred stock	—				—				(23		)		(20		)
	Common stock	(1		)		—				(12		)		(2		)
	OTTI losses on equity securities recognized in earnings	(1		)		—				(35		)		(22		)
	Equity securities — net gains (losses) on sales and disposals	15				3				99				2
	Total gains (losses) on equity securities	14				3				64				(20		)
	FVO and trading securities — FVO general account securities	—				1				8				9
	Mortgage loans	(30		)		(13		)		(25		)		22
	Real estate and real estate joint ventures	86				4				150				(19		)
	Other limited partnership interests	(14		)		—				(52		)		(41		)
	Other investment portfolio gains (losses)	(20		)		12				(26		)		46
	Subtotal — investment portfolio gains (losses)	189				(71		)		412				368
	FVO CSEs:
	Commercial mortgage loans	1				(14		)		(14		)		(46		)
	Securities	—				1				—				1
	Long-term debt — related to commercial mortgage loans	3				18				21				66
	Long-term debt — related to securities	(1		)		(1		)		(1		)		(1		)
	Non-investment portfolio gains (losses) (1)	(83		)		(18		)		(845		)		(49		)
	Subtotal FVO CSEs and non-investment portfolio gains (losses)	(80		)		(14		)		(839		)		(29		)
	Total net investment gains (losses)	$	109			$	(85	)		$	(427	)		$	339
	__________________
	-1	There were no non-investment portfolio gains (losses) for the three months ended September 30, 2014 related to the disposition of MAL. Non-investment portfolio gains (losses) for the nine months ended September 30, 2014 includes a loss of ($633) million 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
		September 30,
		2014				2013				2014				2013				2014				2013
		Fixed Maturity Securities								Equity Securities								Total
		(In millions)
	Proceeds	$	20,105			$	20,003			$	96			$	173			$	20,201			$	20,176
	Gross investment gains	$	297			$	238			$	21			$	5			$	318			$	243
	Gross investment losses	(113		)		(282		)		(6		)		(2		)		(119		)		(284		)
	Total OTTI losses:
	Credit-related	(31		)		(33		)		—				—				(31		)		(33		)
	Other (1)	—				(1		)		(1		)		—				(1		)		(1		)
	Total OTTI losses	(31		)		(34		)		(1		)		—				(32		)		(34		)
	Net investment gains (losses)	$	153			$	(78	)		$	14			$	3			$	167			$	(75	)
		Nine Months
		Ended
		September 30,
		2014				2013				2014				2013				2014				2013
		Fixed Maturity Securities								Equity Securities								Total
		(In millions)
	Proceeds	$	62,096			$	61,625			$	523			$	528			$	62,619			$	62,153
	Gross investment gains	$	787			$	1,061			$	108			$	23			$	895			$	1,084
	Gross investment losses	(438		)		(557		)		(9		)		(21		)		(447		)		(578		)
	Total OTTI losses:
	Credit-related	(56		)		(114		)		—				—				(56		)		(114		)
	Other (1)	—				(19		)		(35		)		(22		)		(35		)		(41		)
	Total OTTI losses	(56		)		(133		)		(35		)		(22		)		(91		)		(155		)
	Net investment gains (losses)	$	293			$	371			$	64			$	(20	)		$	357			$	351
	_________________
	-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								Nine Months
		Ended								Ended
		September 30,								September 30,
		2014				2013				2014				2013
		(In millions)
	Balance, beginning of period	$	359			$	381			$	378			$	392
	Additions:
	Initial impairments — credit loss OTTI recognized on securities not previously impaired	1				3				1				5
	Additional impairments — credit loss OTTI recognized on securities previously impaired	15				23				23				64
	Reductions:
	Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(11		)		(21		)		(31		)		(75		)
	Securities impaired to net present value of expected future cash flows	—				—				(7		)		—
	Increase in cash flows accretion of previous credit loss OTTI	—				(1		)		—				(1		)
	Balance, end of period	$	364			$	385			$	364			$	385
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 September 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.
		September 30, 2014								December 31, 2013
		Total				Total				Total				Total
		Assets				Liabilities				Assets				Liabilities
		(In millions)
	MRSC (collateral financing arrangement (primarily securities)) (1)	$	3,373			$	—			$	3,440			$	—
	Operating joint venture (2)	2,380				2,014				2,095				1,777
	CSEs (assets (primarily loans) and liabilities (primarily debt)) (3)	333				189				1,630				1,457
	Investments:
	Real estate and real estate joint ventures (4)	9				15				1,181				443
	Other invested assets	59				—				82				7
	FVO and trading securities	49				—				69				—
	Other limited partnership interests	61				—				61				—
	Total	$	6,264			$	2,218			$	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 loan 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 $125 million and $154 million at estimated fair value at September 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 $3 million and $34 million for the three months and nine months ended September 30, 2014, respectively, and $29 million and $96 million for the three months and nine months ended September 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:
		September 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)	$	70,121			$	70,121			$	67,176			$	67,176
	U.S. and foreign corporate	3,881				3,881				3,966				3,966
	Other limited partnership interests	5,320				7,044				5,041				6,994
	Other invested assets	1,614				1,822				1,509				1,897
	FVO and trading securities	590				590				619				619
	Mortgage loans	106				106				106				106
	Real estate joint ventures	65				67				70				71
	Equity securities AFS:
	Non-redeemable preferred stock	41				41				35				35
	Total	$	81,738			$	83,672			$	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 $224 million and $257 million at September 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-Sep-14
	Loan-to-value ratios:
	Less than 65%	$	32,361			$	825			$	899			$	34,085			84.1	%		$	35,851			84.6	%
	65% to 75%	4,438				670				57				5,165				12.7			5,249				12.4
	76% to 80%	139				192				57				388				1			396				0.9
	Greater than 80%	411				276				215				902				2.2			874				2.1
	Total	$	37,349			$	1,963			$	1,228			$	40,540			100	%		$	42,370			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:
		September 30, 2014							December 31, 2013
		Recorded				% of			Recorded				% of
		Investment				Total			Investment				Total
		(In millions)							(In millions)
	Loan-to-value ratios:
	Less than 65%	$	11,280			94.6	%		$	11,461			92.5	%
	65% to 75%	519				4.4			729				5.9
	76% to 80%	52				0.4			84				0.7
	Greater than 80%	78				0.6			117				0.9
	Total	$	11,929			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:
		September 30, 2014							December 31, 2013
		Recorded				% of			Recorded				% of
		Investment				Total			Investment				Total
		(In millions)							(In millions)
	Performance indicators:
	Performing	$	5,133			97.5	%		$	2,693			97.1	%
	Nonperforming	132				2.5			79				2.9
	Total	$	5,265			100	%		$	2,772			100	%

Derivatives_Tables

Derivatives (Tables)	9 Months Ended
	Sep. 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:
					September 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		$	6,215			$	1,737			$	24			$	6,419			$	1,282	$	78
	Foreign currency swaps		Foreign currency exchange rate		1,772				116				42				2,713				252		135
	Foreign currency forwards		Foreign currency exchange rate		2,360				—				48				2,935				—		77
	Subtotal				10,347				1,853				114				12,067				1,534		290
	Cash flow hedges:
	Interest rate swaps		Interest rate		2,733				320				4				3,121				83		141
	Interest rate forwards		Interest rate		280				49				—				450				7		7
	Foreign currency swaps		Foreign currency exchange rate		17,693				444				578				12,452				401		660
	Subtotal				20,706				813				582				16,023				491		808
	Foreign operations hedges:
	Foreign currency forwards		Foreign currency exchange rate		3,250				147				—				3,182				82		47
	Currency options		Foreign currency exchange rate		6,569				121				1				7,362				318		—
	Subtotal				9,819				268				1				10,544				400		47
	Total qualifying hedges				40,872				2,934				697				38,634				2,425		1,145
	Derivatives Not Designated or Not Qualifying as Hedging Instruments
	Interest rate swaps		Interest rate		94,771				3,535				1,538				107,354				3,330		1,767
	Interest rate floors		Interest rate		62,645				391				214				63,064				451		346
	Interest rate caps		Interest rate		36,605				116				—				39,460				177		—
	Interest rate futures		Interest rate		5,503				4				5				6,011				9		9
	Interest rate options		Interest rate		44,701				671				132				40,978				255		243
	Synthetic GICs		Interest rate		4,315				—				—				4,409				—		—
	Foreign currency swaps		Foreign currency exchange rate		10,844				281				432				9,307				133		684
	Foreign currency forwards		Foreign currency exchange rate		13,802				134				272				11,311				69		359
	Currency futures		Foreign currency exchange rate		455				—				2				1,316				1		1
	Currency options		Foreign currency exchange rate		8,136				301				110				2,265				53		48
	Credit default swaps — purchased		Credit		2,773				9				33				3,725				7		51
	Credit default swaps — written		Credit		10,929				154				7				9,055				166		1
	Equity futures		Equity market		6,010				24				5				5,157				1		43
	Equity options		Equity market		37,892				1,349				1,063				37,411				1,344		1,068
	Variance swaps		Equity market		22,272				195				643				21,636				174		577
	TRRs		Equity market		3,496				73				13				3,802				—		179
	Total non-designated or non-qualifying derivatives				365,149				7,237				4,469				366,261				6,170		5,376
	Total				$	406,021			$	10,171			$	5,166			$	404,895			$	8,595	$	6,521
Components of Net Derivatives Gains (Losses)	'
	The components of net derivative gains (losses) were as follows:
		Three Months								Nine Months
		Ended								Ended
		September 30,								September 30,
		2014				2013				2014				2013
		(In millions)
	Derivatives and hedging gains (losses) (1)	$	543			$	(1,444	)		$	1,077			$	(6,527	)
	Embedded derivatives	(65		)		898				55				3,661
	Total net derivative gains (losses)	$	478			$	(546	)		$	1,132			$	(2,866	)
	__________________
	-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								Nine Months
		Ended								Ended
		September 30,								September 30,
		2014				2013				2014				2013
		(In millions)
	Qualifying hedges:
	Net investment income	$	44			$	31			$	111			$	102
	Interest credited to policyholder account balances	24				39				88				110
	Other expenses	(1		)		(1		)		(2		)		(5		)
	Non-qualifying hedges:
	Net investment income	(1		)		(2		)		(3		)		(5		)
	Net derivative gains (losses)	282				62				650				277
	Policyholder benefits and claims	74				(147		)		10				(203		)
	Total	$	422			$	(18	)		$	854			$	276
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 September 30, 2014
	Interest rate derivatives	$	13			$	—			$	3
	Foreign currency exchange rate derivatives	211				—				—
	Credit derivatives — purchased	5				1				—
	Credit derivatives — written	(32		)		—				—
	Equity derivatives	160				(1		)		12
	Total	$	357			$	—			$	15
	Three Months Ended September 30, 2013
	Interest rate derivatives	$	(487	)		$	—			$	—
	Foreign currency exchange rate derivatives	(259		)		—				—
	Credit derivatives — purchased	(3		)		(5		)		—
	Credit derivatives — written	45				1				—
	Equity derivatives	(884		)		(11		)		(160		)
	Total	$	(1,588	)		$	(15	)		$	(160	)
	Nine Months Ended September 30, 2014
	Interest rate derivatives	$	616			$	—			$	25
	Foreign currency exchange rate derivatives	199				—				—
	Credit derivatives — purchased	(1		)		1				—
	Credit derivatives — written	(19		)		—				—
	Equity derivatives	(446		)		(13		)		(145		)
	Total	$	349			$	(12	)		$	(120	)
	Nine Months Ended September 30, 2013
	Interest rate derivatives	$	(2,848	)		$	—			$	(17	)
	Foreign currency exchange rate derivatives	(1,243		)		—				—
	Credit derivatives — purchased	(8		)		(9		)		—
	Credit derivatives — written	72				1				—
	Equity derivatives	(2,766		)		(22		)		(516		)
	Total	$	(6,793	)		$	(30	)		$	(533	)
	__________________
	-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 September 30, 2014
	Interest rate swaps:		Fixed maturity securities		$	9			$	(8	)		$	1
			Policyholder liabilities (1)		43				(44		)		(1		)
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		12				(12		)		—
			Foreign-denominated PABs (2)		(134		)		129				(5		)
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		(49		)		45				(4		)
	Total				$	(119	)		$	110			$	(9	)
	Three Months Ended September 30, 2013
	Interest rate swaps:		Fixed maturity securities		$	(3	)		$	3			$	—
			Policyholder liabilities (1)		(102		)		105				3
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		(7		)		6				(1		)
			Foreign-denominated PABs (2)		103				(100		)		3
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
	Total				$	(9	)		$	14			$	5
	Nine Months Ended September 30, 2014
	Interest rate swaps:		Fixed maturity securities		$	7			$	(5	)		$	2
			Policyholder liabilities (1)		389				(379		)		10
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		5				(5		)		—
			Foreign-denominated PABs (2)		(160		)		158				(2		)
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		(33		)		31				(2		)
	Total				$	208			$	(200	)		$	8
	Nine Months Ended September 30, 2013
	Interest rate swaps:		Fixed maturity securities		$	35			$	(35	)		$	—
			Policyholder liabilities (1)		(638		)		638				—
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		10				(10		)		—
			Foreign-denominated PABs (2)		(91		)		96				5
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		—				—				—
	Total				$	(684	)		$	689			$	5
	__________________
	-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 September 30, 2014
	Foreign currency forwards		$	227
	Currency options		163
	Total		$	390
	Three Months Ended September 30, 2013
	Foreign currency forwards		$	(154	)
	Currency options		(122		)
	Total		$	(276	)
	Nine Months Ended September 30, 2014
	Foreign currency forwards		$	148
	Currency options		(75		)
	Total		$	73
	Nine Months Ended September 30, 2013
	Foreign currency forwards		$	11
	Currency options		99
	Total		$	110
	__________________
	-1	In May 2014, the Company sold its interest in MAL, which was a hedged item in a net investment hedging relationship. See Note 3. As a result, during the nine months ended September 30, 2014, the Company released losses of $77 million from accumulated other comprehensive income (loss) into earnings upon the sale. During the three months ended September 30, 2014, 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. During both the three months and nine months ended September 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:
			September 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			$	690			2.4			$	10			$	545			2.6
	Credit default swaps referencing indices		7				2,877				1.7			26				2,739				1.5
	Subtotal		16				3,567				1.8			36				3,284				1.6
	Baa
	Single name credit default swaps (corporate)		24				1,632				2.9			24				1,320				3.1
	Credit default swaps referencing indices		84				5,074				4.5			73				4,071				4.7
	Subtotal		108				6,706				4.1			97				5,391				4.3
	Ba
	Single name credit default swaps (corporate)		—				55				3			—				5				3.8
	Credit default swaps referencing indices		—				100				2.5			—				—				—
	Subtotal		—				155				2.7			—				5				3.8
	B
	Single name credit default swaps (corporate)		—				—				—			—				—				—
	Credit default swaps referencing indices		23				501				4.1			32				375				4.9
	Subtotal		23				501				4.1			32				375				4.9
	Total		$	147			$	10,929			3.3			$	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:
			September 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)		$	10,053			$	4,797			$	8,537			$	6,367
	OTC-cleared (1)		271				394				302				129
	Exchange-traded		28				12				11				53
	Total gross estimated fair value of derivatives (1)		10,352				5,203				8,850				6,549
	Amounts offset on the consolidated balance sheets		—				—				—				—
	Estimated fair value of derivatives presented on the consolidated balance sheets (1)		10,352				5,203				8,850				6,549
	Gross amounts not offset on the consolidated balance sheets:
	Gross estimated fair value of derivatives: (2)
	OTC-bilateral		(3,849		)		(3,849		)		(4,631		)		(4,631		)
	OTC-cleared		(183		)		(183		)		(122		)		(122		)
	Exchange-traded		(4		)		(4		)		(5		)		(5		)
	Cash collateral: (3), (4)
	OTC-bilateral		(2,797		)		(89		)		(1,679		)		(3		)
	OTC-cleared		(83		)		(210		)		(169		)		(7		)
	Exchange-traded		—				(7		)		—				(44		)
	Securities collateral: (5)
	OTC-bilateral		(3,084		)		(731		)		(2,105		)		(1,464		)
	OTC-cleared		—				(1		)		—				—
	Exchange-traded		—				(1		)		—				(4		)
	Net amount after application of master netting agreements and collateral		$	352			$	128			$	139			$	269
	__________________
	-1	At September 30, 2014 and December 31, 2013, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $181 million and $255 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $37 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 by the Company for OTC-bilateral and OTC-cleared derivatives 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. In certain instances, cash collateral pledged to the Company as initial margin for OTC-bilateral derivatives is held in separate custodial accounts and is not recorded on the Company’s balance sheet because the account title is in the name of the counterparty (but ring-fenced for the benefit of the Company). The amount of this off-balance sheet collateral was $249 million and $0 at September 30, 2014 and December 31, 2013, respectively.
	-4	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 September 30, 2014 and December 31, 2013, the Company received excess cash collateral of $158 million (including $113 million off-balance sheet cash collateral held in separate custodial accounts) and $104 million, respectively, and provided excess cash collateral of $159 million and $236 million, respectively, which is not included in the table above due to the foregoing limitation.
	-5	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 September 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 September 30, 2014 and December 31, 2013, the Company received excess securities collateral with an estimated fair value of $260 million and $238 million, respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At September 30, 2014 and December 31, 2013, the Company provided excess securities collateral with an estimated fair value of $51 million and $66 million, respectively, for its OTC-bilateral derivatives, and $131 million and $141 million, respectively, for its OTC-cleared derivatives, and $220 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 September 30, 2014
	Interest rate swaps		$	96			$	1			$	3			$	—			$	6
	Interest rate forwards		9				(10		)		—				1				(1		)
	Foreign currency swaps		13				(466		)		(1		)		—				2
	Credit forwards		—				—				1				—				—
	Total		$	118			$	(475	)		$	3			$	1			$	7
	Three Months Ended September 30, 2013
	Interest rate swaps		$	(110	)		$	3			$	2			$	—			$	(4	)
	Interest rate forwards		(11		)		2				1				(1		)		—
	Foreign currency swaps		(165		)		216				—				1				(2		)
	Credit forwards		(1		)		—				—				—				—
	Total		$	(287	)		$	221			$	3			$	—			$	(6	)
	Nine Months Ended September 30, 2014
	Interest rate swaps		$	458			$	28			$	7			$	—			$	6
	Interest rate forwards		61				(8		)		2				2				—
	Foreign currency swaps		95				(368		)		(2		)		1				1
	Credit forwards		—				—				1				—				—
	Total		$	614			$	(348	)		$	8			$	3			$	7
	Nine Months Ended September 30, 2013
	Interest rate swaps		$	(507	)		$	17			$	6			$	—			$	—
	Interest rate forwards		(41		)		8				2				(2		)		1
	Foreign currency swaps		(108		)		(41		)		(2		)		1				4
	Credit forwards		(4		)		—				1				—				—
	Total		$	(660	)		$	(16	)		$	7			$	(1	)		$	5
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-Sep-14
	Derivatives subject to credit-contingent provisions		$	849			$	746			$	94			$	12			$	17
	Derivatives not subject to credit-contingent provisions		60				36				3				—				—
	Total		$	909			$	782			$	97			$	12			$	17
	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								Nine Months
		Ended								Ended
		September 30,								September 30,
		2014				2013				2014				2013
		(In millions)
	Net derivative gains (losses) (1)	$	(65	)		$	898			$	55			$	3,661
	Policyholder benefits and claims	$	32			$	(30	)		$	55			$	(110	)
	__________________
	-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 $5 million and ($3) million for the three months and nine months ended September 30, 2014, respectively, and ($145) million and ($795) million for the three months and nine months ended September 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		September 30, 2014				December 31, 2013
					(In millions)
	Net embedded derivatives within asset host contracts:
	Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	314			$	247
	Funds withheld on assumed reinsurance		Other invested assets		47				38
	Options embedded in debt or equity securities		Investments		(176		)		(145		)
	Net embedded derivatives within asset host contracts				$	185			$	140
	Net embedded derivatives within liability host contracts:
	Direct guaranteed minimum benefits		PABs and Future policy benefits		$	(1,827	)		$	(2,296	)
	Assumed guaranteed minimum benefits		PABs		1,234				1,262
	Funds withheld on ceded reinsurance		Other liabilities		77				60
	Other		PABs		19				5
	Net embedded derivatives within liability host contracts				$	(497	)		$	(969	)

Fair_Value_Tables

Fair Value (Tables)	9 Months Ended
	Sep. 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.
		September 30, 2014
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	100,634			$	7,340			$	107,974
	Foreign corporate	—				55,644				6,233				61,877
	Foreign government	—				55,118				1,278				56,396
	U.S. Treasury and agency	34,150				22,712				—				56,862
	RMBS	1,513				35,100				4,006				40,619
	CMBS	—				14,015				634				14,649
	ABS	—				11,574				3,279				14,853
	State and political subdivision	—				14,836				4				14,840
	Total fixed maturity securities	35,663				309,633				22,774				368,070
	Equity securities:
	Common stock	1,606				867				101				2,574
	Non-redeemable preferred stock	—				868				247				1,115
	Total equity securities	1,606				1,735				348				3,689
	FVO and trading securities:
	Actively Traded Securities	—				664				8				672
	FVO general account securities	528				63				99				690
	FVO contractholder-directed unit-linked investments	11,174				4,204				488				15,866
	FVO securities held by CSEs	—				6				12				18
	Total FVO and trading securities	11,702				4,937				607				17,246
	Short-term investments (1)	4,066				6,483				155				10,704
	Mortgage loans:
	Residential mortgage loans — FVO	—				—				298				298
	Commercial mortgage loans held by CSEs — FVO	—				313				—				313
	Total mortgage loans	—				313				298				611
	Other invested assets:
	Other investments	241				65				—				306
	Derivative assets: (2)
	Interest rate	4				6,770				49				6,823
	Foreign currency exchange rate	—				1,517				27				1,544
	Credit	—				150				13				163
	Equity market	24				1,294				323				1,641
	Total derivative assets	28				9,731				412				10,171
	Total other invested assets	269				9,796				412				10,477
	Net embedded derivatives within asset host contracts (3)	—				—				361				361
	Separate account assets (4)	87,799				229,790				1,891				319,480
	Total assets	$	141,105			$	562,687			$	26,846			$	730,638
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	5			$	1,910			$	2			$	1,917
	Foreign currency exchange rate	2				1,402				81				1,485
	Credit	—				35				5				40
	Equity market	5				1,050				669				1,724
	Total derivative liabilities	12				4,397				757				5,166
	Net embedded derivatives within liability host contracts (3)	—				7				(504		)		(497		)
	Long-term debt of CSEs — FVO	—				171				15				186
	Trading liabilities (5)	118				78				—				196
	Total liabilities	$	130			$	4,653			$	268			$	5,051
		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, future policy benefits and other liabilities on the consolidated balance sheets. At September 30, 2014 and December 31, 2013, equity securities also included embedded derivatives of ($176) 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-Sep-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)		-20	-	250		51		-10	-	240		46		Decrease
					•	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
					•	Credit spreads (4)		-1,471	-	3,117		184		-1,489	-	876		174		Decrease
					•	Offered quotes (5)		—	-	121		92		4	-	145		100		Increase
		•	Market pricing		•	Quoted prices (5)		—	-	750		158								Increase
		•	Consensus pricing		•	Offered quotes (5)		31	-	126		107		33	-	145		95		Increase
	Foreign government	•	Matrix pricing		•	Credit spreads (4)		48	-	48		48		4	-	72		32		Decrease
		•	Market pricing		•	Quoted prices (5)		1	-	163		81		64	-	156		100		Increase
		•	Consensus pricing		•	Offered quotes (5)		66	-	122		108		84	-	156		107		Increase
	RMBS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		45	-	413		225		-136	-	3,609		288		Decrease (6)
		•	Market pricing		•	Quoted prices (5)		22	-	120		95		10	-	109		98		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		1	-	116		93		69	-	101		93		Increase (6)
	CMBS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)								215	-	2,025		409		Decrease (6)
		•	Market pricing		•	Quoted prices (5)		5	-	112		101		70	-	104		97		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		100	-	100		100		90	-	101		95		Increase (6)
	ABS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		31	-	1,878		152		30	-	1,878		145		Decrease (6)
		•	Market pricing		•	Quoted prices (5)		—	-	110		100		—	-	110		101		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		100	-	100		100		56	-	106		98		Increase (6)
	Derivatives
	Interest rate	•	Present value techniques		•	Swap yield (7)		324	-	351				248	-	450				Increase (12)
	Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		-12	-	1,012				97	-	767				Increase (12)
					•	Correlation (8)		43%	-	55%				38%	-	47%
	Credit	•	Present value techniques		•	Credit spreads (9)		98	-	101				98	-	101				Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Equity market	•	Present value techniques or option pricing models		•	Volatility (11)		14%	-	28%				13%	-	28%				Increase (12)
					•	Correlation (8)		65%	-	65%				60%	-	60%
	Embedded derivatives
	Direct and assumed guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
						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		7.30%	-	33%				9.14%	-	40%				Increase (17)
					•	Nonperformance risk spread		-0.16%	-	0.77%				-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 September 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-Sep-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)		-20	-	250		51		-10	-	240		46		Decrease
					•	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
					•	Credit spreads (4)		-1,471	-	3,117		184		-1,489	-	876		174		Decrease
					•	Offered quotes (5)		—	-	121		92		4	-	145		100		Increase
		•	Market pricing		•	Quoted prices (5)		—	-	750		158								Increase
		•	Consensus pricing		•	Offered quotes (5)		31	-	126		107		33	-	145		95		Increase
	Foreign government	•	Matrix pricing		•	Credit spreads (4)		48	-	48		48		4	-	72		32		Decrease
		•	Market pricing		•	Quoted prices (5)		1	-	163		81		64	-	156		100		Increase
		•	Consensus pricing		•	Offered quotes (5)		66	-	122		108		84	-	156		107		Increase
	RMBS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		45	-	413		225		-136	-	3,609		288		Decrease (6)
		•	Market pricing		•	Quoted prices (5)		22	-	120		95		10	-	109		98		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		1	-	116		93		69	-	101		93		Increase (6)
	CMBS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)								215	-	2,025		409		Decrease (6)
		•	Market pricing		•	Quoted prices (5)		5	-	112		101		70	-	104		97		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		100	-	100		100		90	-	101		95		Increase (6)
	ABS	•	Matrix pricing and discounted cash flow		•	Credit spreads (4)		31	-	1,878		152		30	-	1,878		145		Decrease (6)
		•	Market pricing		•	Quoted prices (5)		—	-	110		100		—	-	110		101		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		100	-	100		100		56	-	106		98		Increase (6)
	Derivatives
	Interest rate	•	Present value techniques		•	Swap yield (7)		324	-	351				248	-	450				Increase (12)
	Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		-12	-	1,012				97	-	767				Increase (12)
					•	Correlation (8)		43%	-	55%				38%	-	47%
	Credit	•	Present value techniques		•	Credit spreads (9)		98	-	101				98	-	101				Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Equity market	•	Present value techniques or option pricing models		•	Volatility (11)		14%	-	28%				13%	-	28%				Increase (12)
					•	Correlation (8)		65%	-	65%				60%	-	60%
	Embedded derivatives
	Direct and assumed guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
						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		7.30%	-	33%				9.14%	-	40%				Increase (17)
					•	Nonperformance risk spread		-0.16%	-	0.77%				-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 September 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 September 30, 2014
	Balance, beginning of period		$	7,369			$	6,612			$	1,672			$	320			$	3,945			$	595		$	3,786		$	35
	Total realized/unrealized gains (losses) included in:
	Net income (loss): (1), (2)
	Net investment income		2				7				4				—				11				2			1			—
	Net investment gains (losses)		(1		)		(5		)		—				—				—				(13		)	—			—
	Net derivative gains (losses)		—				—				—				—				—				—			—			—
	Policyholder benefits and claims		—				—				—				—				—				—			—			—
	OCI		14				(179		)		(32		)		—				28				9			(5		)	(1		)
	Purchases (3)		645				449				114				—				708				58			1,164			—
	Sales (3)		(198		)		(145		)		(29		)		—				(340		)		(64		)	(177		)	(7		)
	Issuances (3)		—				—				—				—				—				—			—			—
	Settlements (3)		—				—				—				—				—				—			—			—
	Transfers into Level 3 (4)		10				124				167				—				—				62			74			—
	Transfers out of Level 3 (4)		(501		)		(630		)		(618		)		(320		)		(346		)		(15		)	(1,564		)	(23		)
	Balance, end of period		$	7,340			$	6,233			$	1,278			$	—			$	4,006			$	634		$	3,279		$	4
	Changes in unrealized gains (losses) included in net income (loss): (5)
	Net investment income		$	2			$	7			$	4			$	—			$	10			$	—		$	1		$	—
	Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	(13	)	$	—		$	—
	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 September 30, 2014
	Balance, beginning of period		$	186			$	263			$	20			$	109			$	571			$	11		$	246		$	367		$	—
	Total realized/unrealized gains (losses) included in:
	Net income (loss): (1), (2)
	Net investment income		—				—				—				(4		)		(22		)		—			1			4			—
	Net investment gains (losses)		—				2				—				—				—				—			—			—			—
	Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
	Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
	OCI		(37		)		(5		)		—				—				—				—			—			—			—
	Purchases (3)		3				—				3				—				169				—			114			3			—
	Sales (3)		(10		)		(13		)		(15		)		(6		)		(288		)		—			(131		)	(63		)	—
	Issuances (3)		—				—				—				—				—				—			—			—			—
	Settlements (3)		—				—				—				—				—				—			—			(13		)	—
	Transfers into Level 3 (4)		1				—				—				—				89				1			—			—			—
	Transfers out of Level 3 (4)		(42		)		—				—				—				(31		)		—			(75		)	—			—
	Balance, end of period		$	101			$	247			$	8			$	99			$	488			$	12		$	155		$	298		$	—
	Changes in unrealized gains (losses) included in net income (loss): (5)
	Net investment income		$	—			$	—			$	—			$	—			$	(16	)		$	—		$	1		$	4		$	—
	Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
	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 September 30, 2014
Balance, beginning of period		$	36			$	(3	)		$	17			$	(395	)		$	1,020			$	1,691		$	(15	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				30			(1		)
Net derivative gains (losses)		(9		)		(68		)		(8		)		50				(58		)		—			—
Policyholder benefits and claims		—				—				—				(3		)		32				—			—
OCI		20				2				—				2				102				—			—
Purchases (3)		—				—				—				—				—				117			—
Sales (3)		—				—				—				—				—				(129		)	—
Issuances (3)		(2		)		—				(1		)		—				—				1			—
Settlements (3)		2				15				—				—				(231		)		—			1
Transfers into Level 3 (4)		—				—				—				—				—				219			—
Transfers out of Level 3 (4)		—				—				—				—				—				(38		)	—
Balance, end of period		$	47			$	(54	)		$	8			$	(346	)		$	865			$	1,891		$	(15	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	(1	)
Net derivative gains (losses)		$	1			$	(52	)		$	(8	)		$	50			$	(65	)		$	—		$	—
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)
Three Months Ended September 30, 2013
Balance, beginning of period		$	5,918			$	6,008			$	1,971			$	82			$	2,735			$	1,050		$	3,758		$	41
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		3				5				(6		)		—				9				4			3			—
Net investment gains (losses)		4				(14		)		2				—				1				(1		)	5			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		(32		)		71				(42		)		—				(16		)		22			(4		)	—
Purchases (3)		297				684				209				—				563				305			636			—
Sales (3)		(249		)		(273		)		(61		)		(2		)		(138		)		(71		)	(309		)	(1		)
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		117				173				68				—				—				—			—			—
Transfers out of Level 3 (4)		(172		)		(390		)		(78		)		(15		)		(136		)		(133		)	(26		)	(24		)
Balance, end of period		$	5,886			$	6,264			$	2,063			$	65			$	3,018			$	1,176		$	4,063		$	16
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	2			$	5			$	(6	)		$	—			$	9			$	4		$	3		$	—
Net investment gains (losses)		$	—			$	(3	)		$	—			$	—			$	—			$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
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 September 30, 2013
Balance, beginning of period		$	183			$	408			$	11			$	46			$	593			$	—		$	344		$	150		$	—
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				1				(43		)		—			3			(2		)	—
Net investment gains (losses)		1				(4		)		—				—				—				—			(2		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		6				11				—				—				—				—			7			—			—
Purchases (3)		6				52				6				—				308				—			106			67			—
Sales (3)		(11		)		(42		)		(1		)		—				(232		)		—			(266		)	—			—
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			(3		)	—
Transfers into Level 3 (4)		1				—				—				—				—				—			—			—			—
Transfers out of Level 3 (4)		(1		)		(20		)		(5		)		—				(20		)		—			—			—			—
Balance, end of period		$	185			$	405			$	11			$	47			$	606			$	—		$	192		$	212		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	1			$	(1	)		$	—		$	2		$	(2	)	$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
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 September 30, 2013
Balance, beginning of period		$	98			$	6			$	25			$	(171	)		$	(678	)		$	1,225		$	(31	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				4			—
Net derivative gains (losses)		5				3				3				(85		)		888				—			—
Policyholder benefits and claims		—				—				—				5				(30		)		—			—
OCI		(11		)		—				(1		)		—				(16		)		—			—
Purchases (3)		—				—				—				—				—				106			—
Sales (3)		—				—				—				—				—				(84		)	—
Issuances (3)		—				—				—				—				—				51			—
Settlements (3)		(47		)		1				4				—				(217		)		(2		)	5
Transfers into Level 3 (4)		—				—				—				—				—				162			—
Transfers out of Level 3 (4)		—				(1		)		—				—				—				(45		)	—
Balance, end of period		$	45			$	9			$	31			$	(251	)		$	(53	)		$	1,417		$	(26	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)		$	5			$	6			$	3			$	(86	)		$	882			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	6			$	(29	)		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Fixed Maturity Securities
		U.S.				Foreign				Foreign				U.S.				RMBS				CMBS			ABS			State and
		Corporate				Corporate				Government				Treasury														Political
														and Agency														Subdivision
		(In millions)
Nine Months Ended September 30, 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		7				16				106				—				34				2			6			—
Net investment gains (losses)		(6		)		(8		)		(4		)		—				8				(14		)	(39		)	—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		276				277				(104		)		—				96				(21		)	56			—
Purchases (3)		1,213				893				265				—				1,278				133			2,369			—
Sales (3)		(746		)		(516		)		(160		)		—				(443		)		(270		)	(793		)	—
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		261				281				189				—				146				73			37			4
Transfers out of Level 3 (4)		(813		)		(1,414		)		(1,249		)		(62		)		(70		)		(241		)	(2,567		)	(10		)
Balance, end of period		$	7,340			$	6,233			$	1,278			$	—			$	4,006			$	634		$	3,279		$	4
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	4			$	15			$	7			$	—			$	34			$	(1	)	$	2		$	—
Net investment gains (losses)		$	(7	)		$	(2	)		$	—			$	—			$	(1	)		$	(13	)	$	—		$	—
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)
Nine Months Ended September 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		—				—				—				7				6				—			3			15			—
Net investment gains (losses)		13				4				—				—				—				—			(2		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		(78		)		6				—				—				—				—			(1		)	—			—
Purchases (3)		28				—				8				—				290				—			126			49			—
Sales (3)		(40		)		(58		)		(7		)		(6		)		(449		)		(2		)	(205		)	(78		)	—
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			(26		)	—
Transfers into Level 3 (4)		1				—				—				69				60				14			—			—			—
Transfers out of Level 3 (4)		—				(100		)		(5		)		—				(22		)		—			(20		)	—			—
Balance, end of period		$	101			$	247			$	8			$	99			$	488			$	12		$	155		$	298		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	11			$	—			$	—		$	1		$	15		$	—
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)
Nine Months Ended September 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)		—				—				—				—				—				99			(1		)
Net derivative gains (losses)		16				(59		)		(17		)		(39		)		102				—			—
Policyholder benefits and claims		—				—				—				4				55				—			—
OCI		69				2				—				2				78				—			—
Purchases (3)		—				—				—				4				—				510			—
Sales (3)		—				—				—				—				—				(337		)	—
Issuances (3)		(2		)		—				(4		)		—				—				82			—
Settlements (3)		(49		)		14				—				—				(628		)		(28		)	14
Transfers into Level 3 (4)		—				—				—				—				—				147			—
Transfers out of Level 3 (4)		—				—				—				—				—				(47		)	—
Balance, end of period		$	47			$	(54	)		$	8			$	(346	)		$	865			$	1,891		$	(15	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	(1	)
Net derivative gains (losses)		$	1			$	(45	)		$	(15	)		$	(38	)		$	103			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	4			$	55			$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Fixed Maturity Securities
		U.S.				Foreign				Foreign				U.S.				RMBS				CMBS			ABS			State and
		Corporate				Corporate				Government				Treasury														Political
														and Agency														Subdivision
		(In millions)
Nine Months Ended September 30, 2013
Balance, beginning of period		$	7,433			$	6,208			$	1,814			$	71			$	2,037			$	1,147		$	3,656		$	54
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		10				11				3				—				20				2			12			—
Net investment gains (losses)		(27		)		(34		)		8				—				4				(2		)	5			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—
OCI		(38		)		(97		)		(104		)		(2		)		108				(28		)	(60		)	(1		)
Purchases (3)		824				1,364				551				—				1,155				549			1,510			1
Sales (3)		(907		)		(714		)		(105		)		(4		)		(242		)		(339		)	(651		)	(6		)
Issuances (3)		—				—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—				—			—			—
Transfers into Level 3 (4)		324				254				91				—				12				113			—			—
Transfers out of Level 3 (4)		(1,733		)		(728		)		(195		)		—				(76		)		(266		)	(409		)	(32		)
Balance, end of period		$	5,886			$	6,264			$	2,063			$	65			$	3,018			$	1,176		$	4,063		$	16
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	9			$	10			$	3			$	—			$	26			$	2		$	10		$	—
Net investment gains (losses)		$	(34	)		$	(3	)		$	—			$	—			$	(1	)		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—
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)
Nine Months Ended September 30, 2013
Balance, beginning of period		$	190			$	419			$	6			$	32			$	937			$	—		$	429		$	—		$	49
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				6				(12		)		—			3			(2		)	—
Net investment gains (losses)		2				(28		)		—				—				—				—			(24		)	—			—
Net derivative gains (losses)		—				—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—				—			—			—			—
OCI		—				77				—				—				—				—			15			—			—
Purchases (3)		11				55				8				—				348				—			189			214			—
Sales (3)		(15		)		(118		)		—				(5		)		(430		)		—			(414		)	—			(45		)
Issuances (3)		—				—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—				—			—			—			(4		)
Transfers into Level 3 (4)		1				—				—				14				57				—			—			—			—
Transfers out of Level 3 (4)		(4		)		—				(3		)		—				(294		)		—			(6		)	—			—
Balance, end of period		$	185			$	405			$	11			$	47			$	606			$	—		$	192		$	212		$	—
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	6			$	(5	)		$	—		$	2		$	(2	)	$	—
Net investment gains (losses)		$	(1	)		$	(17	)		$	—			$	—			$	—			$	—		$	(1	)	$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
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)
Nine Months Ended September 30, 2013
Balance, beginning of period		$	177			$	37			$	43			$	128			$	(3,162	)		$	1,205		$	(44	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—			—
Net investment gains (losses)		—				—				—				—				—				25			(1		)
Net derivative gains (losses)		(23		)		(30		)		(12		)		(390		)		3,609				—			—
Policyholder benefits and claims		—				—				—				15				(110		)		—			—
OCI		(83		)		—				—				(1		)		193				—			—
Purchases (3)		—				—				—				4				—				249			—
Sales (3)		—				—				—				—				—				(223		)	—
Issuances (3)		—				—				—				—				—				71			—
Settlements (3)		(27		)		2				—				(7		)		(583		)		—			19
Transfers into Level 3 (4)		—				—				—				—				—				161			—
Transfers out of Level 3 (4)		1				—				—				—				—				(71		)	—
Balance, end of period		$	45			$	9			$	31			$	(251	)		$	(53	)		$	1,417		$	(26	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—		$	(1	)
Net derivative gains (losses)		$	(14	)		$	(28	)		$	(11	)		$	(390	)		$	3,589			$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	15			$	(106	)		$	—		$	—
__________________
-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-Sep-14				31-Dec-13				30-Sep-14				31-Dec-13
			(In millions)
	Assets
	Unpaid principal balance		$	438			$	508			$	257			$	1,528
	Difference between estimated fair value and unpaid principal balance		(140		)		(170		)		56				70
	Carrying value at estimated fair value		$	298			$	338			$	313			$	1,598
	Loans in non-accrual status		$	109			$	—			$	—			$	—
	Loans more than 90 days past due		$	74			$	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		$	(82	)		$	(82	)		$	—			$	—
	Liabilities
	Contractual principal balance										$	195			$	1,445
	Difference between estimated fair value and contractual principal balance										(9		)		10
	Carrying value at estimated fair value										$	186			$	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								Nine Months
			Ended								Ended
			September 30,								September 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			$	—			$	8			$	—
	Other changes in estimated fair value		1				(2		)		5				(2		)
	Total gains (losses) recognized in net investment income		$	4			$	(2	)		$	13			$	(2	)
	-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 September 30,								Three Months								Nine Months
										Ended								Ended
										September 30,								September 30,
		2014				2013				2014				2013				2014				2013
		Carrying Value After Measurement								Gains (Losses)
		(In millions)
	Mortgage loans, net (1)	$	106			$	232			$	4			$	(4	)		$	3			$	13
	Other limited partnership interests (2)	$	92			$	70			$	(14	)		$	—			$	(51	)		$	(39	)
	Real estate joint ventures (3)	$	—			$	3			$	(1	)		$	—			$	(1	)		$	(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 September 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 September 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:
		September 30, 2014
						Fair Value Hierarchy
		Carrying				Level 1				Level 2				Level 3				Total
		Value																Estimated
																		Fair Value
		(In millions)
	Assets
	Mortgage loans	$	57,427			$	—			$	—			$	60,226			$	60,226
	Policy loans	$	11,756			$	—			$	1,684			$	11,744			$	13,428
	Real estate joint ventures	$	83			$	—			$	—			$	162			$	162
	Other limited partnership interests	$	774			$	—			$	—			$	1,047			$	1,047
	Other invested assets	$	603			$	202			$	74			$	327			$	603
	Premiums, reinsurance and other receivables	$	3,726			$	—			$	1,380			$	2,402			$	3,782
	Other assets	$	710			$	—			$	626			$	74			$	700
	Liabilities
	PABs	$	139,278			$	—			$	—			$	145,619			$	145,619
	Long-term debt	$	16,174			$	—			$	18,042			$	—			$	18,042
	Collateral financing arrangements	$	4,196			$	—			$	—			$	3,993			$	3,993
	Junior subordinated debt securities	$	3,193			$	—			$	4,176			$	—			$	4,176
	Other liabilities	$	6,274			$	—			$	4,981			$	1,294			$	6,275
	Separate account liabilities	$	119,328			$	—			$	119,328			$	—			$	119,328
		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)	9 Months Ended
	Sep. 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
		September 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	$	13,909			$	476			$	(1,739	)		$	(1,588	)		$	11,058
	OCI before reclassifications	(56		)		118				(264		)		28				(174		)
	Deferred income tax benefit (expense)	130				(49		)		(157		)		(9		)		(85		)
	OCI before reclassifications, net of income tax	13,983				545				(2,160		)		(1,569		)		10,799
	Amounts reclassified from AOCI	(214		)		471				—				45				302
	Deferred income tax benefit (expense)	62				(158		)		—				(13		)		(109		)
	Amounts reclassified from AOCI, net of income tax	(152		)		313				—				32				193
	Sale of subsidiary (2)	—				—				—				—				—
	Deferred income tax benefit (expense)	—				—				—				—				—
	Sale of subsidiary, net of income tax	—				—				—				—				—
	Balance, end of period	$	13,831			$	858			$	(2,160	)		$	(1,537	)		$	10,992
		Three Months
		Ended
		September 30, 2013
		Unrealized				Unrealized				Foreign				Defined				Total
		Investment Gains				Gains (Losses)				Currency				Benefit
		(Losses), Net of				on Derivatives				Translation				Plans
		Related Offsets (1)								Adjustments				Adjustment
		(In millions)
	Balance, beginning of period	$	9,709			$	734			$	(1,825	)		$	(2,416	)		$	6,202
	OCI before reclassifications	(1,437		)		(287		)		107				(1		)		(1,618		)
	Deferred income tax benefit (expense)	377				103				100				—				580
	OCI before reclassifications, net of income tax	8,649				550				(1,618		)		(2,417		)		5,164
	Amounts reclassified from AOCI	95				(224		)		—				54				(75		)
	Deferred income tax benefit (expense)	(40		)		70				—				(19		)		11
	Amounts reclassified from AOCI, net of income tax	55				(154		)		—				35				(64		)
	Balance, end of period	$	8,704			$	396			$	(1,618	)		$	(2,382	)		$	5,100
		Nine Months
		Ended
		September 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	9,126				614				(486		)		34				9,288
	Deferred income tax benefit (expense)	(2,851		)		(210		)		(71		)		(11		)		(3,143		)
	OCI before reclassifications, net of income tax	14,458				635				(2,216		)		(1,628		)		11,249
	Amounts reclassified from AOCI	(563		)		337				77				136				(13		)
	Deferred income tax benefit (expense)	176				(114		)		(27		)		(45		)		(10		)
	Amounts reclassified from AOCI, net of income tax	(387		)		223				50				91				(23		)
	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	$	13,831			$	858			$	(2,160	)		$	(1,537	)		$	10,992
		Nine Months
		Ended
		September 30, 2013
		Unrealized				Unrealized				Foreign				Defined				Total
		Investment Gains				Gains (Losses)				Currency				Benefit
		(Losses), Net of				on Derivatives				Translation				Plans
		Related Offsets (1)								Adjustments				Adjustment
		(In millions)
Balance, beginning of period	$	13,590			$	829			$	(533	)		$	(2,489	)		$	11,397
OCI before reclassifications	(6,931		)		(660		)		(1,123		)		1				(8,713		)
Deferred income tax benefit (expense)	2,296				221				38				—				2,555
OCI before reclassifications, net of income tax	8,955				390				(1,618		)		(2,488		)		5,239
Amounts reclassified from AOCI	(374		)		10				—				161				(203		)
Deferred income tax benefit (expense)	123				(4		)		—				(55		)		64
Amounts reclassified from AOCI, net of income tax	(251		)		6				—				106				(139		)
Balance, end of period	$	8,704			$	396			$	(1,618	)		$	(2,382	)		$	5,100
__________________
-1	See Note 6 for information on offsets to investments related to insurance liabilities, DAC and VOBA and the policyholder dividend obligation.
-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								Nine Months
			Ended								Ended
			September 30,								September 30,
			2014				2013				2014				2013
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	181			$	(96	)		$	375			$	365			Net investment gains (losses)
	Net unrealized investment gains (losses)		14				22				99				65				Net investment income
	Net unrealized investment gains (losses)		33				—				105				—				Net derivative gains (losses)
	OTTI		(14		)		(21		)		(16		)		(56		)		Net investment gains (losses)
	Net unrealized investment gains (losses), before income tax		214				(95		)		563				374
	Income tax (expense) benefit		(62		)		40				(176		)		(123		)
	Net unrealized investment gains (losses), net of income tax		152				(55		)		387				251
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		1				3				28				17				Net derivative gains (losses)
	Interest rate swaps		3				2				7				6				Net investment income
	Interest rate forwards		(10		)		2				(8		)		8				Net derivative gains (losses)
	Interest rate forwards		—				1				2				2				Net investment income
	Interest rate forwards		1				(1		)		2				(2		)		Other expenses
	Foreign currency swaps		(466		)		216				(368		)		(41		)		Net derivative gains (losses)
	Foreign currency swaps		(1		)		—				(2		)		(2		)		Net investment income
	Foreign currency swaps		—				1				1				1				Other expenses
	Credit forwards		1				—				1				1				Net investment income
	Gains (losses) on cash flow hedges, before income tax		(471		)		224				(337		)		(10		)
	Income tax (expense) benefit		158				(70		)		114				4
	Gains (losses) on cash flow hedges, net of income tax		(313		)		154				(223		)		(6		)
	Foreign translation adjustment		—				—				(77		)		—				Net investment gains (losses)
	Income tax (expense) benefit		—				—				27				—
	Foreign translation adjustment, net of income tax		—				—				(50		)		—
	Defined benefit plans adjustment: (1)
	Amortization of net actuarial gains (losses)		(45		)		(71		)		(136		)		(212		)
	Amortization of prior service (costs) credit		—				17				—				51
	Amortization of defined benefit plan items, before income tax		(45		)		(54		)		(136		)		(161		)
	Income tax (expense) benefit		13				19				45				55
	Amortization of defined benefit plan items, net of income tax		(32		)		(35		)		(91		)		(106		)
	Total reclassifications, net of income tax		$	(193	)		$	64			$	23			$	139
	__________________
	-1	These AOCI components are included in the computation of net periodic benefit costs. See Note 12.

Other_Expenses_Tables

Other Expenses (Tables)	9 Months Ended
	Sep. 30, 2014
Other Income and Expenses [Abstract]	'
Other Expenses	'
	Information on other expenses was as follows:
		Three Months						Nine Months
		Ended						Ended
		September 30,						September 30,
		2014			2013			2014			2013
		(In millions)
	Compensation	$	1,221		$	1,310		$	3,636		$	3,828
	Pension, postretirement and postemployment benefit costs	131			122			368			367
	Commissions	1,294			1,309			3,884			4,084
	Volume-related costs	227			239			639			618
	Capitalization of DAC	(1,071		)	(1,153		)	(3,149		)	(3,621		)
	Amortization of DAC and VOBA	1,054			841			3,174			2,623
	Amortization of negative VOBA	(107		)	(126		)	(333		)	(410		)
	Interest expense on debt	295			317			919			959
	Premium taxes, licenses and fees	192			173			612			498
	Professional services	348			349			1,035			976
	Rent and related expenses, net of sublease income	95			89			273			283
	Other	539			507			1,545			1,935
	Total other expenses	$	4,218		$	3,977		$	12,603		$	12,140
Restructuring Charges	'
	These restructuring charges are included in other expenses. As the expenses relate to an enterprise-wide initiative, they are reported in Corporate & Other. Estimated restructuring costs may change as management continues to execute this enterprise-wide strategic initiative. Such restructuring charges were as follows:
		Three Months
		Ended
		September 30,
		2014									2013
		Severance			Lease and Asset			Total			Severance			Lease and Asset			Total
					Impairment									Impairment
		(In millions)
	Balance, beginning of period	$	16		$	7		$	23		$	12		$	9		$	21
	Restructuring charges	20			2			22			14			2			16
	Cash payments	(22		)	(2		)	(24		)	(13		)	(4		)	(17		)
	Balance, end of period	$	14		$	7		$	21		$	13		$	7		$	20
		Nine Months
		Ended
		September 30,
		2014									2013
		Severance			Lease and Asset			Total			Severance			Lease and Asset			Total
					Impairment									Impairment
		(In millions)
	Balance, beginning of period	$	40		$	6		$	46		$	23		$	—		$	23
	Restructuring charges	46			7			53			51			14			65
	Cash payments	(72		)	(6		)	(78		)	(61		)	(7		)	(68		)
	Balance, end of period	$	14		$	7		$	21		$	13		$	7		$	20
	Total restructuring charges incurred since inception of initiative	$	287		$	41		$	328		$	192		$	32		$	224

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	9 Months Ended
	Sep. 30, 2014
Compensation and Retirement Disclosure [Abstract]	'
Net periodic benefit costs	'
	The components of net periodic benefit costs were as follows:
		Three Months
		Ended
		September 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		$	17		$	3		$	—		$	59		$	16		$	5		$	—
	Interest costs	109			3			23			1			98			4			23			1
	Settlement and curtailment costs	14			—			—			—			—			—			—			—
	Expected return on plan assets	(119		)	(2		)	(19		)	—			(121		)	(2		)	(18		)	(1		)
	Amortization of net actuarial (gains) losses	42			—			3			—			57			—			14			—
	Amortization of prior service costs (credit)	—			—			—			—			2			—			(19		)	—
	Net periodic benefit costs	$	96		$	18		$	10		$	1		$	95		$	18		$	5		$	—
		Nine Months
		Ended
		September 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	$	150		$	51		$	10		$	1		$	177		$	50		$	15		$	1
	Interest costs	327			10			69			2			292			11			69			2
	Settlement and curtailment costs	14			—			—			—			—			—			—			—
	Expected return on plan assets	(356		)	(6		)	(56		)	(1		)	(363		)	(5		)	(56		)	(1		)
	Amortization of net actuarial (gains) losses	127			—			9			—			171			—			41			—
	Amortization of prior service costs (credit)	1			—			(1		)	—			5			—			(56		)	—
	Net periodic benefit costs	$	263		$	55		$	31		$	2		$	282		$	56		$	13		$	2

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	9 Months Ended
	Sep. 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				Nine Months
		Ended				Ended
		September 30,				September 30,
		2014		2013		2014			2013
		(In millions, except share and per share data)
	Weighted Average Shares
	Weighted average common stock outstanding for basic	1,125,165,772		1,104,892,638		1,126,280,770			1,099,496,305
	earnings per common share
	Incremental common shares from assumed:
	Stock purchase contracts underlying common equity units	4,572,193		1,886,275		3,904,760			628,758
	Exercise or issuance of stock-based awards	11,308,766		10,517,925		10,662,053			8,756,239
	Weighted average common stock outstanding for diluted	1,141,046,731		1,117,296,838		1,140,847,583			1,108,881,302
	earnings per common share
	Income (Loss) from Continuing Operations
	Income (loss) from continuing operations, net of income tax	$	2,094	$	973	$	4,812		$	2,476
	Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	—		3		21			17
	Less: Preferred stock dividends	30		30		91			91
	Income (loss) from continuing operations, net of income tax,	$	2,064	$	940	$	4,700		$	2,368
	available to MetLife, Inc.’s common shareholders
	Basic	$	1.83	$	0.85	$	4.17		$	2.15
	Diluted	$	1.81	$	0.84	$	4.12		$	2.14
	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)	$	2,094	$	975	$	4,809		$	2,477
	Less: Net income (loss) attributable to noncontrolling interests	—		3		21			17
	Less: Preferred stock dividends	30		30		91			91
	Net income (loss) available to MetLife, Inc.’s common shareholders	$	2,064	$	942	$	4,697		$	2,369
	Basic	$	1.83	$	0.85	$	4.17		$	2.15
	Diluted	$	1.81	$	0.84	$	4.12		$	2.14

Business_Basis_of_Presentation2

Business, Basis of Presentation and Summary of Significant Accounting Policies (Narrative) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Revenues	'	'	'	'
Premiums	$9,703	$9,094	$28,795	$27,403
Universal life and investment-type product policy fees	2,628	2,372	7,507	7,034
Net investment income	5,410	5,026	15,704	16,385
Other revenues	518	476	1,486	1,446
Net investment gains (losses)	109	-85	-427	339
Net derivative gains (losses)	478	-546	1,132	-2,866
Total revenues	18,846	16,337	54,197	49,741
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	9,859	9,784	29,871	28,781
Interest credited to policyholder account balances	1,817	1,600	4,995	6,036
Capitalization of DAC	-1,071	-1,153	-3,149	-3,621
Amortization of DAC and VOBA	1,054	841	3,174	2,623
Amortization of negative VOBA	-107	-126	-333	-410
Interest expense on debt	295	317	919	959
Other expenses	4,047	4,098	11,992	12,589
Total expenses	15,894	15,361	47,469	46,957
Provision for income tax expense (benefit)	858	3	1,916	308
Income (loss) from continuing operations, net of income tax	2,094	973	4,812	2,476
Operating Segments [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	9,685	9,054	28,755	27,314
Universal life and investment-type product policy fees	2,522	2,276	7,205	6,768
Net investment income	5,193	4,998	15,373	15,137
Other revenues	518	486	1,502	1,467
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	17,918	16,814	52,835	50,686
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	9,854	9,243	29,191	27,442
Interest credited to policyholder account balances	1,426	1,472	4,252	4,547
Capitalization of DAC	-1,071	-1,153	-3,148	-3,621
Amortization of DAC and VOBA	999	979	3,074	3,100
Amortization of negative VOBA	-96	-113	-298	-368
Interest expense on debt	292	288	885	863
Other expenses	4,003	4,026	11,933	12,118
Total expenses	15,407	14,742	45,889	44,081
Provision for income tax expense (benefit)	656	547	1,878	1,807
Operating earnings	1,855	1,525	5,068	4,798
Operating Segments [Member] | Americas [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	7,124	6,516	21,135	19,619
Universal life and investment-type product policy fees	1,879	1,704	5,480	5,052
Net investment income	4,295	4,125	12,693	12,348
Other revenues	456	438	1,336	1,300
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	13,754	12,783	40,644	38,319
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	8,036	7,469	23,959	22,300
Interest credited to policyholder account balances	981	1,018	2,939	3,119
Capitalization of DAC	-384	-460	-1,138	-1,482
Amortization of DAC and VOBA	479	419	1,527	1,387
Amortization of negative VOBA	0	-1	-1	-2
Interest expense on debt	1	2	5	8
Other expenses	2,346	2,364	6,999	7,090
Total expenses	11,459	10,811	34,290	32,420
Provision for income tax expense (benefit)	799	656	2,129	1,963
Operating earnings	1,496	1,316	4,225	3,936
Operating Segments [Member] | Retail [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	1,869	1,607	5,405	4,735
Universal life and investment-type product policy fees	1,311	1,257	3,814	3,662
Net investment income	1,983	1,928	5,960	5,876
Other revenues	275	267	785	767
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	5,438	5,059	15,964	15,040
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	2,555	2,234	7,400	6,659
Interest credited to policyholder account balances	567	582	1,683	1,750
Capitalization of DAC	-239	-318	-722	-1,036
Amortization of DAC and VOBA	335	315	1,142	1,042
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	-1	-1	-1	0
Other expenses	1,156	1,245	3,475	3,788
Total expenses	4,373	4,057	12,977	12,203
Provision for income tax expense (benefit)	366	343	1,024	971
Operating earnings	699	659	1,963	1,866
Operating Segments [Member] | Group, Voluntary & Worksite Benefits [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	4,010	3,767	12,050	11,438
Universal life and investment-type product policy fees	180	171	538	521
Net investment income	473	459	1,384	1,384
Other revenues	103	103	314	316
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	4,766	4,500	14,286	13,659
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	3,729	3,527	11,299	10,681
Interest credited to policyholder account balances	38	38	117	116
Capitalization of DAC	-37	-37	-107	-105
Amortization of DAC and VOBA	38	37	109	104
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	0	0	0	1
Other expenses	634	595	1,900	1,761
Total expenses	4,402	4,160	13,318	12,558
Provision for income tax expense (benefit)	127	114	338	370
Operating earnings	237	226	630	731
Operating Segments [Member] | Corporate Benefit Funding [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	451	450	1,438	1,369
Universal life and investment-type product policy fees	60	54	172	187
Net investment income	1,493	1,384	4,346	4,176
Other revenues	71	68	214	208
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	2,075	1,956	6,170	5,940
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	1,033	1,071	3,194	3,168
Interest credited to policyholder account balances	279	292	844	940
Capitalization of DAC	-11	-2	-30	-25
Amortization of DAC and VOBA	5	4	15	21
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	2	3	6	7
Other expenses	139	129	393	384
Total expenses	1,447	1,497	4,422	4,495
Provision for income tax expense (benefit)	220	161	611	507
Operating earnings	408	298	1,137	938
Operating Segments [Member] | Latin America [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	794	692	2,242	2,077
Universal life and investment-type product policy fees	328	222	956	682
Net investment income	346	354	1,003	912
Other revenues	7	0	23	9
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	1,475	1,268	4,224	3,680
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	719	637	2,066	1,792
Interest credited to policyholder account balances	97	106	295	313
Capitalization of DAC	-97	-103	-279	-316
Amortization of DAC and VOBA	101	63	261	220
Amortization of negative VOBA	0	-1	-1	-2
Interest expense on debt	0	0	0	0
Other expenses	417	395	1,231	1,157
Total expenses	1,237	1,097	3,573	3,164
Provision for income tax expense (benefit)	86	38	156	115
Operating earnings	152	133	495	401
Operating Segments [Member] | Asia [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	1,939	1,922	5,742	5,900
Universal life and investment-type product policy fees	487	438	1,276	1,324
Net investment income	730	696	2,140	2,151
Other revenues	27	22	78	63
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	3,183	3,078	9,236	9,438
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	1,535	1,506	4,357	4,354
Interest credited to policyholder account balances	394	407	1,175	1,286
Capitalization of DAC	-507	-515	-1,458	-1,583
Amortization of DAC and VOBA	367	393	1,067	1,186
Amortization of negative VOBA	-89	-99	-275	-325
Interest expense on debt	0	0	0	0
Other expenses	1,026	1,040	2,992	3,188
Total expenses	2,726	2,732	7,858	8,106
Provision for income tax expense (benefit)	151	89	425	412
Operating earnings	306	257	953	920
Operating Segments [Member] | Europe, the Middle East and Africa [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	581	586	1,762	1,711
Universal life and investment-type product policy fees	127	100	353	287
Net investment income	131	124	388	372
Other revenues	22	21	49	82
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	861	831	2,552	2,452
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	252	243	784	736
Interest credited to policyholder account balances	43	37	112	109
Capitalization of DAC	-165	-173	-511	-542
Amortization of DAC and VOBA	152	166	476	526
Amortization of negative VOBA	-7	-13	-22	-41
Interest expense on debt	0	0	0	0
Other expenses	454	443	1,356	1,351
Total expenses	729	703	2,195	2,139
Provision for income tax expense (benefit)	36	43	80	73
Operating earnings	96	85	277	240
Operating Segments [Member] | Corporate & Other [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	41	30	116	84
Universal life and investment-type product policy fees	29	34	96	105
Net investment income	37	53	152	266
Other revenues	13	5	39	22
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	120	122	403	477
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	31	25	91	52
Interest credited to policyholder account balances	8	10	26	33
Capitalization of DAC	-15	-5	-41	-14
Amortization of DAC and VOBA	1	1	4	1
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	291	286	880	855
Other expenses	177	179	586	489
Total expenses	493	496	1,546	1,416
Provision for income tax expense (benefit)	-330	-241	-756	-641
Operating earnings	-43	-133	-387	-298
Significant Reconciling Items [Member]	'	'	'	'
Revenues	'	'	'	'
Premiums	18	40	40	89
Universal life and investment-type product policy fees	106	96	302	266
Net investment income	217	28	331	1,248
Other revenues	0	-10	-16	-21
Net investment gains (losses)	109	-85	-427	339
Net derivative gains (losses)	478	-546	1,132	-2,866
Total revenues	928	-477	1,362	-945
Expenses	'	'	'	'
Policyholder benefits and claims and policyholder dividends	5	541	680	1,339
Interest credited to policyholder account balances	391	128	743	1,489
Capitalization of DAC	0	0	-1	0
Amortization of DAC and VOBA	55	-138	100	-477
Amortization of negative VOBA	-11	-13	-35	-42
Interest expense on debt	3	29	34	96
Other expenses	44	72	59	471
Total expenses	487	619	1,580	2,876
Provision for income tax expense (benefit)	$202	($544)	$38	($1,499)

Segment_Information_Total_Asse

Segment Information (Total Assets) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Segment Reporting Information [Line Items]	'	'
Total assets	$908,627	$885,296
Retail [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	354,857	349,516
Group, Voluntary & Worksite Benefits [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	44,797	43,404
Corporate Benefit Funding [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	231,996	220,612
Latin America [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	73,317	69,874
Asia [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	124,127	119,717
Europe, the Middle East and Africa [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	29,713	33,382
Corporate & Other [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	$49,820	$48,791

Segment_Information_Narrative_

Segment Information (Narrative) (Details) (USD $)	9 Months Ended	3 Months Ended	9 Months Ended	3 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 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	'	$2	$11	$3	$10
Prior Period Adjustment To Operating Earnings Tax Expense	'	$0	$5	$2	$6

Disposition_Disposition_Narrat

Disposition (Disposition - Narrative) (Details)	3 Months Ended		9 Months Ended		3 Months Ended	9 Months Ended		3 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2014	Sep. 30, 2014	Sep. 30, 2014	Sep. 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)	-20	12	-26	46	0	-633	'	'	'
Non-investment portfolio gains (losses), net of tax	'	'	'	'	'	-442	'	'	'
Goodwill Disposition	'	'	'	'	'	60	'	'	'
Goodwill Disposition, net of tax	'	'	'	'	'	51	'	'	'
Net investment gains (losses)	109	-85	-427	339	'	'	'	0	-77
Net income (loss)	2,094	975	4,809	2,477	'	'	'	'	-50
Disposal Group, Including Discontinued Operation, Operating Income (Loss)	'	'	'	'	'	$77	'	'	'

Insurance_Guarantees_Related_t

Insurance (Guarantees Related to Annuity Contracts) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Variable Annuity Guarantees [Member] | Guaranteed Death Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	$197,533	$201,395
Separate account value in event of death	163,022	164,500
Net amount at risk in event of death	4,588	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	99,800	100,527
Separate account value at annuitization	95,823	96,459
Net amount at risk at annuitization	1,755	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	1,014	880
Net amount at risk at annuitization	$305	$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 $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Secondary Guarantees [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value (general and separate account)	$16,765	$16,048
Net amount at risk	182,946	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)	3,610	3,700
Net amount at risk	$20,681	$21,737
Average attained age of policyholders	'61 years	'60 years

Closed_Block_Liabilities_and_A

Closed Block (Liabilities and Assets) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Closed Block Liabilities	'	'	'
Future policy benefits	$41,683	$42,076	'
Other policy-related balances	282	298	'
Policyholder dividends payable	493	456	'
Policyholder dividend obligation	2,825	1,771	3,828
Current income tax payable	23	18	'
Other liabilities	629	582	'
Total closed block liabilities	45,935	45,201	'
Assets Designated to the Closed Block	'	'	'
Fixed maturity securities available-for-sale, at estimated fair value	28,976	28,374	'
Equity securities available-for-sale, at estimated fair value	90	86	'
Mortgage loans	6,091	6,155	'
Policy loans	4,651	4,669	'
Real estate and real estate joint ventures	586	492	'
Other invested assets	882	814	'
Total investments	41,276	40,590	'
Cash and cash equivalents	349	238	'
Accrued investment income	501	477	'
Premiums, reinsurance and other receivables	91	98	'
Deferred income tax assets	301	293	'
Total assets designated to the closed block	42,518	41,696	'
Excess of closed block liabilities over assets designated to the closed block	3,417	3,505	'
Amounts included in accumulated other comprehensive income (loss) (“AOCI”)	'	'	'
Unrealized investment gains (losses), net of income tax	2,109	1,502	'
Unrealized gains (losses) on derivatives, net of income tax	12	-3	'
Allocated to policyholder dividend obligation, net of income tax	-1,836	-1,151	'
Total amounts included in AOCI	285	348	'
Maximum future earnings to be recognized from closed block assets and liabilities	$3,702	$3,853	'

Closed_Block_Policyholder_Divi

Closed Block (Policyholder Dividend Obligation) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 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)	1,054	-2,057
Balance end of period	$2,825	$1,771

Closed_Block_Revenues_and_Expe

Closed Block (Revenues and Expenses) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Revenues	'	'	'	'
Premiums	$461	$478	$1,380	$1,431
Net investment income	516	514	1,568	1,576
Net investment gains (losses)	0	-7	8	20
Net derivative gains (losses)	17	-16	13	-1
Total revenues	994	969	2,969	3,026
Expenses	'	'	'	'
Policyholder benefits and claims	620	651	1,889	1,963
Policyholder dividends	255	251	731	740
Other expenses	39	39	118	124
Total expenses	914	941	2,738	2,827
Revenues, net of expenses before provision for income tax expense (benefit)	80	28	231	199
Provision for income tax expense (benefit)	28	10	81	70
Revenues, net of expenses and provision for income tax expense (benefit)	$52	$18	$150	$129

Investments_Fixed_Maturity_and

Investments (Fixed Maturity and Equity Securities Available-For-Sale by Sector) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	$341,198	$333,599	'
Cost or Amortized Cost	3,111	3,012	'
Gross Unrealized OTTI Loss	105	218	361
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	368,070	350,187	'
Equity securities	3,689	3,402	'
Fixed maturity securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	341,198	333,599	'
Gross Unrealized Gain	28,596	21,180	'
Gross Unrealized Temporary Loss	1,619	4,374	'
Gross Unrealized OTTI Loss	105	218	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	368,070	350,187	'
U.S. corporate securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	99,000	100,203	'
Gross Unrealized Gain	9,522	7,495	'
Gross Unrealized Temporary Loss	548	1,229	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	107,974	106,469	'
Foreign corporate securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	57,799	59,778	'
Gross Unrealized Gain	4,477	3,939	'
Gross Unrealized Temporary Loss	392	565	'
Gross Unrealized OTTI Loss	7	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	61,877	63,152	'
Foreign government debt securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	51,267	50,717	'
Gross Unrealized Gain	5,319	4,107	'
Gross Unrealized Temporary Loss	190	387	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	56,396	54,437	'
RMBS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	39,011	34,167	'
Gross Unrealized Gain	1,950	1,584	'
Gross Unrealized Temporary Loss	244	490	'
Gross Unrealized OTTI Loss	98	206	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	40,619	35,055	'
U.S. Treasury and agency securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	52,275	43,928	'
Gross Unrealized Gain	4,660	2,251	'
Gross Unrealized Temporary Loss	73	1,056	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	56,862	45,123	'
CMBS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	14,224	16,115	'
Gross Unrealized Gain	482	605	'
Gross Unrealized Temporary Loss	57	170	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	14,649	16,550	'
ABS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	14,656	15,458	'
Gross Unrealized Gain	265	296	'
Gross Unrealized Temporary Loss	68	171	'
Gross Unrealized OTTI Loss	0	12	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	14,853	15,571	'
State and political subdivision securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	12,966	13,233	'
Gross Unrealized Gain	1,921	903	'
Gross Unrealized Temporary Loss	47	306	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	14,840	13,830	'
Equity Securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	3,111	3,012	'
Gross Unrealized Gain	618	507	'
Gross Unrealized Temporary Loss	40	117	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	3,689	3,402	'
Common Stock [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	2,027	1,927	'
Gross Unrealized Gain	550	431	'
Gross Unrealized Temporary Loss	3	5	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	2,574	2,353	'
Non-redeemable preferred stock [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	1,084	1,085	'
Gross Unrealized Gain	68	76	'
Gross Unrealized Temporary Loss	37	112	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	$1,115	$1,049	'

Investments_Maturities_of_Fixe

Investments (Maturities of Fixed Maturity Securities) (Details) (USD $)	Sep. 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	$14,389	$15,828
Amortized Cost, Due after one year through five years	76,630	70,467
Amortized Cost, Due after five years through ten years	79,346	78,159
Amortized Cost, Due after ten years	102,942	103,405
Amortized Cost, Subtotal	273,307	267,859
Amortized Cost, RMBS, CMBS and ABS	67,891	65,740
Amortized Cost, Subtotal	341,198	333,599
Estimated Fair Value, Due in one year or less	14,603	16,030
Estimated Fair Value, Due after one year through five years	80,212	74,229
Estimated Fair Value, Due after five years through ten years	85,438	83,223
Estimated Fair Value, Due after ten years	117,696	109,529
Estimated Fair Value, Subtotal	297,949	283,011
Estimated fair value, Mortgage-backed and asset-backed securities	70,121	67,176
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $341,198 and $333,599, respectively; includes $4,097 and $4,005, respectively, relating to variable interest entities)	$368,070	$350,187

Investments_Continuous_Gross_U

Investments (Continuous Gross Unrealized Losses for Fixed Maturity and Equity Securities Available-For-Sale) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 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	2,644	4,480
Total number of securities in an unrealized loss position equal to or greater than 12 months	1,667	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	$41,773	$64,516
Less than 12 Months Gross Unrealized Loss	689	3,372
Equal to or Greater than 12 Months Estimated Fair Value	16,860	12,592
Equal to or Greater than 12 Months Gross Unrealized Loss	1,035	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	11,929	13,889
Less than 12 Months Gross Unrealized Loss	212	808
Equal to or Greater than 12 Months Estimated Fair Value	5,070	3,807
Equal to or Greater than 12 Months Gross Unrealized Loss	336	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	7,043	9,019
Less than 12 Months Gross Unrealized Loss	251	402
Equal to or Greater than 12 Months Estimated Fair Value	2,275	2,320
Equal to or Greater than 12 Months Gross Unrealized Loss	148	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	1,707	5,052
Less than 12 Months Gross Unrealized Loss	66	336
Equal to or Greater than 12 Months Estimated Fair Value	1,478	1,846
Equal to or Greater than 12 Months Gross Unrealized Loss	124	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	5,543	10,754
Less than 12 Months Gross Unrealized Loss	79	363
Equal to or Greater than 12 Months Estimated Fair Value	3,669	2,302
Equal to or Greater than 12 Months Gross Unrealized Loss	263	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	9,654	15,225
Less than 12 Months Gross Unrealized Loss	25	1,037
Equal to or Greater than 12 Months Estimated Fair Value	2,025	357
Equal to or Greater than 12 Months Gross Unrealized Loss	48	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	1,579	3,696
Less than 12 Months Gross Unrealized Loss	26	142
Equal to or Greater than 12 Months Estimated Fair Value	864	631
Equal to or Greater than 12 Months Gross Unrealized Loss	31	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	4,159	3,772
Less than 12 Months Gross Unrealized Loss	28	59
Equal to or Greater than 12 Months Estimated Fair Value	801	978
Equal to or Greater than 12 Months Gross Unrealized Loss	40	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	159	3,109
Less than 12 Months Gross Unrealized Loss	2	225
Equal to or Greater than 12 Months Estimated Fair Value	678	351
Equal to or Greater than 12 Months Gross Unrealized Loss	45	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	285	445
Less than 12 Months Gross Unrealized Loss	5	69
Equal to or Greater than 12 Months Estimated Fair Value	246	207
Equal to or Greater than 12 Months Gross Unrealized Loss	35	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	97	81
Less than 12 Months Gross Unrealized Loss	3	4
Equal to or Greater than 12 Months Estimated Fair Value	2	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	188	364
Less than 12 Months Gross Unrealized Loss	2	65
Equal to or Greater than 12 Months Estimated Fair Value	244	191
Equal to or Greater than 12 Months Gross Unrealized Loss	$35	$47

Investments_Mortgage_Loans_by_

Investments (Mortgage Loans by Portfolio Segment) (Details) (USD $)	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Company-held mortgage loans held-for-investment, net	'	'	'	'	'	'
Commercial mortgage loans	$40,540	'	$40,926	'	'	'
Percentage of loans receivable on commercial mortgage loans	69.80%	'	70.90%	'	'	'
Agricultural mortgage loans	11,929	'	12,391	'	'	'
Percentage of loans receivable on agricultural mortgage loans	20.60%	'	21.50%	'	'	'
Residential mortgage loans	5,265	'	2,772	'	'	'
Percentage of loans receivable on residential mortgage loans	9.10%	'	4.80%	'	'	'
Subtotal	57,734	'	56,089	'	'	'
Percentage of loans receivable on subtotal	99.50%	'	97.20%	'	'	'
Valuation allowances	-307	-294	-322	-326	-302	-347
Percentage of loans receivable on valuation allowances	-0.50%	'	-0.60%	'	'	'
Subtotal mortgage loans held-for-investment, net	57,427	'	55,767	'	'	'
Percentage of loans receivable on subtotal mortgage loans held-for-investment, net	99.00%	'	96.60%	'	'	'
Residential - FVO	298	'	338	'	'	'
Percentage of residential mortgage loans - FVO	0.50%	'	0.60%	'	'	'
Commercial mortgage loans held by consolidated securitization entities - fair value option	313	'	1,598	'	'	'
Percentage of loans receivable on commercial mortgage loans held by consolidated securitization entities - fair value option	0.50%	'	2.80%	'	'	'
Mortgage Loans on Real Estate, Commercial and Consumer, Net	58,038	'	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	$58,038	'	$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 $)	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	$275	'	$622	'	'	'
Evaluated collectively for credit losses	57,459	'	55,467	'	'	'
Total mortgage loans	57,734	'	56,089	'	'	'
Specific credit losses	26	'	66	'	'	'
Non-specifically identified credit losses	281	'	256	'	'	'
Valuation allowances	307	294	322	326	302	347
Mortgage loan, net of valuation allowance	57,427	'	55,767	'	'	'
Commercial mortgage loans portfolio segment [Member]	'	'	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	189	'	506	'	'	'
Evaluated collectively for credit losses	40,351	'	40,420	'	'	'
Total mortgage loans	40,540	'	40,926	'	'	'
Specific credit losses	24	'	58	'	'	'
Non-specifically identified credit losses	203	'	200	'	'	'
Valuation allowances	227	230	258	259	242	293
Mortgage loan, net of valuation allowance	40,313	'	40,668	'	'	'
Agricultural [Member]	'	'	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	62	'	100	'	'	'
Evaluated collectively for credit losses	11,867	'	12,291	'	'	'
Total mortgage loans	11,929	'	12,391	'	'	'
Specific credit losses	2	'	7	'	'	'
Non-specifically identified credit losses	36	'	37	'	'	'
Valuation allowances	38	42	44	50	49	52
Mortgage loan, net of valuation allowance	11,891	'	12,347	'	'	'
Residential [Member]	'	'	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'	'	'
Evaluated individually for credit losses	24	'	16	'	'	'
Evaluated collectively for credit losses	5,241	'	2,756	'	'	'
Total mortgage loans	5,265	'	2,772	'	'	'
Specific credit losses	0	'	1	'	'	'
Non-specifically identified credit losses	42	'	19	'	'	'
Valuation allowances	42	22	20	17	11	2
Mortgage loan, net of valuation allowance	$5,223	'	$2,752	'	'	'

Investments_Valuation_Allowanc

Investments (Valuation Allowance Rollforward by Portfolio Segment) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	$294	$302	$322	$347
Provision (release)	15	24	12	-11
Charge-offs, net of recoveries	-2	0	-27	-10
Ending Balance	307	326	307	326
Commercial mortgage loans portfolio segment [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	230	242	258	293
Provision (release)	-4	17	-8	-34
Charge-offs, net of recoveries	1	0	-23	0
Ending Balance	227	259	227	259
Agricultural [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	42	49	44	52
Provision (release)	-3	1	-5	8
Charge-offs, net of recoveries	-1	0	-1	-10
Ending Balance	38	50	38	50
Residential [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Beginning Balance	22	11	20	2
Provision (release)	22	6	25	15
Charge-offs, net of recoveries	-2	0	-3	0
Ending Balance	$42	$17	$42	$17

Investments_Credit_Quality_of_

Investments (Credit Quality of Commercial Mortgage Loans) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	$40,540	$40,926
% of Total	100.00%	100.00%
Estimated Fair Value	42,370	42,456
% of Total	100.00%	100.00%
Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	34,085	32,007
% of Total	84.10%	78.20%
Estimated Fair Value	35,851	33,519
% of Total	84.60%	78.90%
65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	5,165	6,947
% of Total	12.70%	17.00%
Estimated Fair Value	5,249	7,039
% of Total	12.40%	16.60%
76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	388	906
% of Total	1.00%	2.20%
Estimated Fair Value	396	892
% of Total	0.90%	2.10%
Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	902	1,066
% of Total	2.20%	2.60%
Estimated Fair Value	874	1,006
% of Total	2.10%	2.40%
Greater than 1.20x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	37,349	38,098
Greater than 1.20x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	32,361	30,552
Greater than 1.20x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	4,438	6,360
Greater than 1.20x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	139	525
Greater than 1.20x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	411	661
1.00x - 1.20x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	1,963	1,486
1.00x - 1.20x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	825	614
1.00x - 1.20x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	670	438
1.00x - 1.20x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	192	192
1.00x - 1.20x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	276	242
Less than 1.00x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	1,228	1,342
Less than 1.00x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	899	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	$215	$163

Investments_Credit_Quality_of_1

Investments (Credit Quality of Agricultural and Residential Mortgage Loans) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	$11,929	$12,391
% of Total	100.00%	100.00%
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	5,265	2,772
% of Total	100.00%	100.00%
Less than 65% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	11,280	11,461
% of Total	94.60%	92.50%
65% to 75% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	519	729
% of Total	4.40%	5.90%
76% to 80% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	52	84
% of Total	0.40%	0.70%
Greater than 80% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	78	117
% of Total	0.60%	0.90%
Performing [Member]	'	'
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	5,133	2,693
% of Total	97.50%	97.10%
Nonperforming [Member]	'	'
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	$132	$79
% of Total	2.50%	2.90%

Investments_Past_Due_and_Inter

Investments (Past Due and Interest Accrual Status of Mortgage Loans) (Details) (USD $)	Sep. 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	$161	$135
Interest Accrual Status of Mortgage Loans	13	12
Mortgage loans that were in non accrual status	250	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	85	191
Agricultural [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	17	44
Interest Accrual Status of Mortgage Loans	1	0
Mortgage loans that were in non accrual status	42	47
Residential [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	132	79
Interest Accrual Status of Mortgage Loans	0	0
Mortgage loans that were in non accrual status	$123	$65

Investments_Impaired_Mortgage_

Investments (Impaired Mortgage Loans) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Impaired Mortgage Loans	'	'	'	'	'
Unpaid Principal Balance	$135	'	$135	'	$294
Recorded Investment	132	'	132	'	288
Valuation allowances	26	'	26	'	66
Carrying Value	249	'	249	'	556
Unpaid Principal Balance	147	'	147	'	339
Recorded Investment	143	'	143	'	334
Unpaid Principal Balance	282	'	282	'	633
Average Recorded Investment	388	704	504	711	'
Interest Income	2	9	15	19	'
Loans with a Valuation Allowance [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Carrying Value	106	'	106	'	222
Commercial mortgage loans portfolio segment [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Unpaid Principal Balance	85	'	85	'	214
Recorded Investment	85	'	85	'	210
Valuation allowances	24	'	24	'	58
Carrying Value	165	'	165	'	448
Unpaid Principal Balance	105	'	105	'	299
Recorded Investment	104	'	104	'	296
Unpaid Principal Balance	190	'	190	'	513
Average Recorded Investment	302	525	405	530	'
Interest Income	0	4	7	11	'
Commercial mortgage loans portfolio segment [Member] | Loans with a Valuation Allowance [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Carrying Value	61	'	61	'	152
Agricultural [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Unpaid Principal Balance	50	'	50	'	68
Recorded Investment	47	'	47	'	66
Valuation allowances	2	'	2	'	7
Carrying Value	60	'	60	'	93
Unpaid Principal Balance	16	'	16	'	35
Recorded Investment	15	'	15	'	34
Unpaid Principal Balance	66	'	66	'	103
Average Recorded Investment	69	165	84	167	'
Interest Income	1	5	7	8	'
Agricultural [Member] | Loans with a Valuation Allowance [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Carrying Value	45	'	45	'	59
Residential [Member]	'	'	'	'	'
Impaired Mortgage Loans	'	'	'	'	'
Unpaid Principal Balance	0	'	0	'	12
Recorded Investment	0	'	0	'	12
Valuation allowances	0	'	0	'	1
Carrying Value	24	'	24	'	15
Unpaid Principal Balance	26	'	26	'	5
Recorded Investment	24	'	24	'	4
Unpaid Principal Balance	26	'	26	'	17
Average Recorded Investment	17	14	15	14	'
Interest Income	1	0	1	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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Mortgage Loans	57	8	102	15
Carrying Value after Specific Valuation Allowance, Pre-Modification	$15	$74	$25	$79
Carrying Value after Specific Valuation Allowance, Post-Modification	13	74	21	79
Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	0	0	0	0
Number of Mortgage Loans	0	1	0	1
Carrying Value after Specific Valuation Allowance, Pre-Modification	0	49	0	49
Carrying Value after Specific Valuation Allowance, Post-Modification	0	49	0	49
Agricultural [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	0	0	0	0
Number of Mortgage Loans	0	2	1	3
Carrying Value after Specific Valuation Allowance, Pre-Modification	0	24	1	28
Carrying Value after Specific Valuation Allowance, Post-Modification	0	24	1	28
Residential [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	2	0	4	0
Number of Mortgage Loans	57	5	101	11
Carrying Value after Specific Valuation Allowance, Pre-Modification	15	1	24	2
Carrying Value after Specific Valuation Allowance, Post-Modification	13	1	20	2
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	$0	$0	$1	$0

Investments_Net_Unrealized_Inv

Investments (Net Unrealized Investment Gains Losses) (Details) (USD $)	Sep. 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	$26,848	$16,672	'
Fixed maturity securities with noncredit OTTI losses in accumulated other comprehensive income (loss)	-105	-218	-361
Total fixed maturity securities	26,743	16,454	'
Equity securities	602	390	'
Derivatives	1,326	375	'
Other	24	-73	'
Subtotal	28,695	17,146	'
Insurance liability loss recognition	-1,515	-898	'
DAC and VOBA related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	2	6	'
DAC and VOBA	-1,866	-1,190	'
Policyholder dividend obligation	-2,825	-1,771	'
Subtotal	-6,204	-3,853	'
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	33	73	'
Deferred income tax benefit (expense)	-7,835	-4,956	'
Net unrealized investment gains (losses)	14,689	8,410	'
Net unrealized investment gains (losses) attributable to noncontrolling interests	0	4	'
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$14,689	$8,414	'

Investments_Changes_in_Fixed_M

Investments (Changes in Fixed Maturity Securities with Noncredit OTTI Losses) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 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	16	60
Securities sold with a previous noncredit OTTI loss	42	149
Subsequent increases in estimated fair value	55	-66
Balance, end of period	($105)	($218)

Investments_Changes_in_Net_Unr

Investments (Changes in Net Unrealized Investment Gains Losses) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 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	113
Unrealized investment gains (losses) during the year	11,436
Unrealized investment gains (losses) relating to [Abstract]	'
Insurance liability gain (loss) recognition	-617
DAC and VOBA related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	-4
DAC and VOBA	-676
Policyholder dividend obligation	-1,054
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	-40
Deferred income tax benefit (expense)	-2,879
Net unrealized investment gains (losses)	14,693
Net unrealized investment gains (losses) attributable to noncontrolling interests	-4
Balance, end of period	14,689
Changes in net unrealized investment gains (losses)	6,279
Changes in net unrealized investment gains (losses) attributable to noncontrolling interests	-4
Changes in net unrealized investment gains (losses) attributable to MetLife, Inc.	$6,275

Investments_Securities_Lending

Investments (Securities Lending) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Securities Financing Transaction [Line Items]	'	'
Total cash collateral liability	$30,943	$28,319
Security collateral on deposit from counterparties	67	0
Reinvestment portfolio - estimated fair value	31,306	28,481
Securities Financing Transaction, Cost [Member]	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned	27,930	27,094
Securities Financing Transaction, Fair Value [Member]	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned	$30,269	$27,595

Investments_Invested_Assets_on

Investments (Invested Assets on Deposit, Held In Trust and Pledged as Collateral) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Invested assets on deposit	$9,140	$2,153
Invested assets held in trust	11,259	11,004
Invested assets pledged as collateral	23,442	23,770
Total invested assets on deposit, held in trust and pledged as collateral	$43,841	$36,927

Investments_Consolidated_Varia

Investments (Consolidated Variable Interest Entities) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Total Assets	$6,264	$8,558
Total Liabilities	2,218	3,684
Consolidated Securitization Entities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	333	1,630
Total Liabilities	189	1,457
MRSC collateral financing arrangement [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	3,373	3,440
Total Liabilities	0	0
Operating joint venture [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	2,380	2,095
Total Liabilities	2,014	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	9	1,181
Total Liabilities	15	443
Other invested assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	59	82
Total Liabilities	0	7
Actively traded securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	49	69
Total Liabilities	$0	$0

Investments_Unconsolidated_Var

Investments (Unconsolidated Variable Interest Entities) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Total Assets	$81,738	$78,522
Total Liabilities	83,672	80,864
Real estate joint ventures [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	65	70
Total Liabilities	67	71
Other limited partnership interests [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	5,320	5,041
Total Liabilities	7,044	6,994
Trading securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	590	619
Total Liabilities	590	619
Mortgage loans, net [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	106	106
Total Liabilities	106	106
Other invested assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	1,614	1,509
Total Liabilities	1,822	1,897
Structured securities (RMBS, CMBS, and ABS) [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	70,121	67,176
Total Liabilities	70,121	67,176
U.S. corporate and foreign corporate securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	3,881	3,966
Total Liabilities	3,881	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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Net Investment Income [Line Items]	'	'	'	'
Less: Investment expenses	$298	$302	$873	$889
Subtotal	5,410	5,026	15,704	16,385
Securities Investment [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	5,321	5,163	15,793	15,683
Subtotal	5,023	4,861	14,920	14,794
Debt Securities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	3,695	3,784	11,106	11,319
Equity Securities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	31	28	98	88
Actively traded securities and FVO general account securities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	14	14	95	24
Changes in estimated fair value included in net investment income	-18	2	7	-14
Mortgage Loans on Real Estate [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	775	725	2,192	2,179
Policy Loans [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	158	158	473	465
Real Estate Investment [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	245	227	724	663
Partnership Interest [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	299	144	834	665
Cash and Cash Equivalents [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	42	42	130	136
International Joint Venture [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	2	16	5	7
Other Investments [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	60	25	136	137
Consolidated Securitization Entities And Fair Value Option Contractholder-Directed Unit-Linked [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	387	165	784	1,591
FVO contractholder-directed unit-linked investments [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	379	132	739	1,485
Changes in estimated fair value included in net investment income	248	-9	329	1,069
Commercial Loan [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	8	33	44	104
Securities [Member] | Consolidated Securitization Entities [Member]	'	'	'	'
Net Investment Income [Line Items]	'	'	'	'
Subtotal	$0	$0	$1	$2

Investments_Components_of_Net_

Investments (Components of Net Investment Gains Losses) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	($32)	($34)	($91)	($155)
Fixed maturity securities - net gains (losses) on sales and disposals	184	-44	349	504
Equity securities - net gains (losses) on sales and disposals	15	3	99	2
Net investment gains (losses)	167	-75	357	351
Other net investment gains (losses):	'	'	'	'
Trading and other securities FVO general account securities - changes in estimated fair value	0	1	8	9
Mortgage Loans	-30	-13	-25	22
Real estate and real estate joint ventures	86	4	150	-19
Other limited partnership interests	-14	0	-52	-41
Other investment portfolio gains (losses)	-20	12	-26	46
Subtotal - investment portfolio gains (losses)	189	-71	412	368
FVO CSEs - changes in estimated fair value subsequent to consolidation:	'	'	'	'
Commercial mortgage loans	1	-14	-14	-46
Securities	0	1	0	1
Long-term debt - related to commercial mortgage loans	3	18	21	66
Long-term debt - related to trading securities	-1	-1	-1	-1
Non-investment portfolio gains (losses)	-83	-18	-845	-49
Subtotal FVO CSEs and non-investment portfolio gains (losses)	-80	-14	-839	-29
Total net investment gains (losses)	109	-85	-427	339
Fixed maturity securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-31	-34	-56	-133
Net investment gains (losses)	153	-78	293	371
Utility Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	-1	0	-33
Consumer Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	-3	-7	-11
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	0	-3	-2	-3
Communications Domestic Corporate Debt Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	0	0	-2
Corporate fixed maturity securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	-7	-9	-59
RMBS [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-18	-27	-27	-74
ABS [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	0	-7	0
CMBS [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-13	0	-13	0
Equity Securities [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	-1	0	-35	-22
Net investment gains (losses)	14	3	64	-20
Non-redeemable preferred stock [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	0	0	-23	-20
Common Stock [Member]	'	'	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'	'	'
Total OTTI losses recognized in earnings	($1)	$0	($12)	($2)

Investments_Sales_or_Disposals

Investments (Sales or Disposals and Impairments of Fixed Maturity and Equity Securities) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'	'	'
Proceeds	$20,201	$20,176	$62,619	$62,153
Gross investment gains	318	243	895	1,084
Gross investment losses	-119	-284	-447	-578
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-32	-34	-91	-155
Net investment gains (losses)	167	-75	357	351
Credit-related [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-31	-33	-56	-114
Other [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-1	-1	-35	-41
Fixed maturity securities [Member]	'	'	'	'
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'	'	'
Proceeds	20,105	20,003	62,096	61,625
Gross investment gains	297	238	787	1,061
Gross investment losses	-113	-282	-438	-557
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-31	-34	-56	-133
Net investment gains (losses)	153	-78	293	371
Fixed maturity securities [Member] | Credit-related [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-31	-33	-56	-114
Fixed maturity securities [Member] | Other [Member]	'	'	'	'
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	0	-1	0	-19
Equity Securities [Member]	'	'	'	'
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'	'	'
Proceeds	96	173	523	528
Gross investment gains	21	5	108	23
Gross investment losses	-6	-2	-9	-21
Total OTTI losses recognized in earnings:	'	'	'	'
Total OTTI losses recognized in earnings	-1	0	-35	-22
Net investment gains (losses)	14	3	64	-20
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	($1)	$0	($35)	($22)

Investments_Credit_Loss_Rollfo

Investments (Credit Loss Rollforward) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'	'	'
Balance, beginning of period	$359	$381	$378	$392
Additions:	'	'	'	'
Initial impairments - credit loss OTTI recognized on securities not previously impaired	1	3	1	5
Additional impairments - credit loss OTTI recognized on securities previously impaired	15	23	23	64
Reductions:	'	'	'	'
Due to sales (maturities, pay downs or prepayments) during the period of securities previously credit loss OTTI impaired	-11	-21	-31	-75
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Change in Status	0	0	-7	0
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Cash Flows	0	-1	0	-1
Balance, end of period	$364	$385	$364	$385

Investments_Fixed_Maturity_and1

Investments (Fixed Maturity and Equity Securities Available-For-Sale - Narrative) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Summary of Certain Fixed Maturity Securities	'	'	'
Gross Unrealized OTTI Loss	$105	$218	$361
Available-for-sale Securities, Debt Securities	368,070	350,187	'
Foreign corporate securities [Member]	'	'	'
Summary of Certain Fixed Maturity Securities	'	'	'
Gross Unrealized OTTI Loss	7	0	'
Available-for-sale Securities, Debt Securities	61,877	63,152	'
Gross Unrealized Gain	4,477	3,939	'
Non-income producing fixed maturity securities [Member]	'	'	'
Summary of Certain Fixed Maturity Securities	'	'	'
Available-for-sale Securities, Debt Securities	96	74	'
Gross Unrealized Gain	$52	$23	'

Investments_Evaluation_of_Avai

Investments (Evaluation of Available-For-Sale Securities for OTTI and Evaluating Temporarily Impaired AFS Securities - Narrative) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 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	$2,900	'
Gross Unrealized Temporary Loss	1,700	4,600
Gross Unrealized Temporary Loss	1,035	1,220
Equity Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Change in Gross Unrealized Temporary Loss	-77	'
Gross Unrealized Temporary Loss	40	117
Gross Unrealized Temporary Loss	35	48
Non-redeemable preferred stock [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Gross Unrealized Temporary Loss	35	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	154	'
Number of Securities	58	'
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	82	'
Number of Securities	31	'
Percentage of gross unrealized loss	53.00%	'
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	72	'
Number of Securities	27	'
Percentage of gross unrealized loss	47.00%	'
20% or more [Member] | Twelve months or greater [Member] | Equity Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of Securities	7	'
Gross Unrealized Temporary Loss	$24	'
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	25.00%	'

Investments_Mortgage_Loans_Nar

Investments (Mortgage Loans - Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Financing Receivable, Recorded Investment [Line Items]	'	'	'	'	'
Financing Receivable, Significant Purchases	$2,100,000,000	$676,000,000	$3,500,000,000	$1,600,000,000	'
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	$5,600,000,000	'	$5,600,000,000	'	2,800,000,000
Commercial [Member]	'	'	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	0	0	0	0	'
Agricultural Portfolio Segment [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 $)	Sep. 30, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Cash equivalents	$3.70	$3.80

Investments_Changes_in_Fixed_M1

Investments (Changes in Fixed Maturity Securities with Noncredit OTTI Losses - Narrative) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 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)	$8	$52

Investments_Concentrations_of_

Investments (Concentrations of Credit Risk - Narrative) (Details) (USD $)	9 Months Ended
In Billions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2014	Dec. 31, 2013	Sep. 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	$27.50	$26.90

Investments_Investments_Invest

Investments Investments (Invested Assets on Deposit, Held In Trust and Pledged as Collateral - Narrative) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financial Instruments Owned and Pledged as Collateral [Line Items]	'	'
Invested assets on deposit	$9,140	$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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 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	$224	'	$224	'	$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	125	'	125	'	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	3	29	34	96	'
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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'
Non-investment portfolio gains (losses)	($20)	$12	($26)	$46
Gains (losses) from foreign currency transactions	-118	90	-225	165
MetLife Assurance Limited [Member]	'	'	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'
Non-investment portfolio gains (losses)	$0	'	($633)	'

Derivatives_Primary_Risks_Deta

Derivatives (Primary Risks) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	$406,021	$404,895
Estimated Fair Value Assets	10,171	8,595
Estimated Fair Value Liabilities	5,166	6,521
Derivatives Designated as Hedging Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	40,872	38,634
Estimated Fair Value Assets	2,934	2,425
Estimated Fair Value Liabilities	697	1,145
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	10,347	12,067
Estimated Fair Value Assets	1,853	1,534
Estimated Fair Value Liabilities	114	290
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	6,215	6,419
Estimated Fair Value Assets	1,737	1,282
Estimated Fair Value Liabilities	24	78
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	1,772	2,713
Estimated Fair Value Assets	116	252
Estimated Fair Value Liabilities	42	135
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	2,360	2,935
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	48	77
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	20,706	16,023
Estimated Fair Value Assets	813	491
Estimated Fair Value Liabilities	582	808
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	2,733	3,121
Estimated Fair Value Assets	320	83
Estimated Fair Value Liabilities	4	141
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	280	450
Estimated Fair Value Assets	49	7
Estimated Fair Value Liabilities	0	7
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	17,693	12,452
Estimated Fair Value Assets	444	401
Estimated Fair Value Liabilities	578	660
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	9,819	10,544
Estimated Fair Value Assets	268	400
Estimated Fair Value Liabilities	1	47
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member] | Foreign currency forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	3,250	3,182
Estimated Fair Value Assets	147	82
Estimated Fair Value Liabilities	0	47
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member] | Currency options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	6,569	7,362
Estimated Fair Value Assets	121	318
Estimated Fair Value Liabilities	1	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	365,149	366,261
Estimated Fair Value Assets	7,237	6,170
Estimated Fair Value Liabilities	4,469	5,376
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	94,771	107,354
Estimated Fair Value Assets	3,535	3,330
Estimated Fair Value Liabilities	1,538	1,767
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate floors [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	62,645	63,064
Estimated Fair Value Assets	391	451
Estimated Fair Value Liabilities	214	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	116	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	5,503	6,011
Estimated Fair Value Assets	4	9
Estimated Fair Value Liabilities	5	9
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	44,701	40,978
Estimated Fair Value Assets	671	255
Estimated Fair Value Liabilities	132	243
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Synthetic GICs [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	4,315	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	10,844	9,307
Estimated Fair Value Assets	281	133
Estimated Fair Value Liabilities	432	684
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	13,802	11,311
Estimated Fair Value Assets	134	69
Estimated Fair Value Liabilities	272	359
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Currency futures [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	455	1,316
Estimated Fair Value Assets	0	1
Estimated Fair Value Liabilities	2	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Currency options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	8,136	2,265
Estimated Fair Value Assets	301	53
Estimated Fair Value Liabilities	110	48
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps - purchased [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	2,773	3,725
Estimated Fair Value Assets	9	7
Estimated Fair Value Liabilities	33	51
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps - written [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	10,929	9,055
Estimated Fair Value Assets	154	166
Estimated Fair Value Liabilities	7	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity futures [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	6,010	5,157
Estimated Fair Value Assets	24	1
Estimated Fair Value Liabilities	5	43
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity Options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	37,892	37,411
Estimated Fair Value Assets	1,349	1,344
Estimated Fair Value Liabilities	1,063	1,068
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Variance swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	22,272	21,636
Estimated Fair Value Assets	195	174
Estimated Fair Value Liabilities	643	577
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Total rate of return swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	3,496	3,802
Estimated Fair Value Assets	73	0
Estimated Fair Value Liabilities	$13	$179

Derivatives_Net_Derivative_Gai

Derivatives (Net Derivative Gains Losses) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Components of Net Derivatives Gains (Losses)	'	'	'	'
Derivatives and hedging gains (losses)	$543	($1,444)	$1,077	($6,527)
Embedded derivatives	-65	898	55	3,661
Total net derivative gains (losses)	$478	($546)	$1,132	($2,866)

Derivatives_Earned_Income_On_D

Derivatives (Earned Income On Derivatives) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	$422	($18)	$854	$276
Derivatives Designated as Hedging Instruments [Member] | Net Investment Income [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	44	31	111	102
Derivatives Designated as Hedging Instruments [Member] | Interest Credited to Policyholder Account Balance [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	24	39	88	110
Derivatives Designated as Hedging Instruments [Member] | Other Expenses [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	-1	-1	-2	-5
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	-3	-5
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	282	62	650	277
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total earned income	$74	($147)	$10	($203)

Derivatives_Gains_Losses_Recog

Derivatives (Gains Losses Recognized in Income Not Designated or Qualifying) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Gain (Loss) on Derivative, Net	($119)	($9)	$208	($684)
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	357	-1,588	349	-6,793
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	13	-487	616	-2,848
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	211	-259	199	-1,243
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	5	-3	-1	-8
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	-32	45	-19	72
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	160	-884	-446	-2,766
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	0	-15	-12	-30
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	-5	1	-9
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	1	0	1
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	-1	-11	-13	-22
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	15	-160	-120	-533
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	3	0	25	-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	$12	($160)	($145)	($516)

Derivatives_Fair_Value_Hedges_

Derivatives (Fair Value Hedges) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	($119)	($9)	$208	($684)
Net Derivatives Gains (Losses) Recognized for Hedged Items	110	14	-200	689
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	-9	5	8	5
Interest rate swaps [Member] | Fixed maturity securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	9	-3	7	35
Net Derivatives Gains (Losses) Recognized for Hedged Items	-8	3	-5	-35
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	1	0	2	0
Interest rate swaps [Member] | Policyholder account balances [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	43	-102	389	-638
Net Derivatives Gains (Losses) Recognized for Hedged Items	-44	105	-379	638
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	-1	3	10	0
Foreign currency swaps [Member] | Foreign-denominated fixed maturity securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	12	-7	5	10
Net Derivatives Gains (Losses) Recognized for Hedged Items	-12	6	-5	-10
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	0	-1	0	0
Foreign currency swaps [Member] | Foreign-denominated policyholder account balances [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-134	103	-160	-91
Net Derivatives Gains (Losses) Recognized for Hedged Items	129	-100	158	96
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	-5	3	-2	5
Foreign currency forwards [Member] | Foreign-denominated fixed maturity securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-49	0	-33	0
Net Derivatives Gains (Losses) Recognized for Hedged Items	45	0	31	0
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	($4)	$0	($2)	$0

Derivatives_Cash_Flow_Hedges_D

Derivatives (Cash Flow Hedges) (Details) (Cash Flow Hedges [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivatives in cash flow hedging relationships	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	$118	($287)	$614	($660)
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)	96	-110	458	-507
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)	13	-165	95	-108
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)	9	-11	61	-41
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	-1	0	-4
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)	-475	221	-348	-16
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	7	-6	7	5
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)	1	3	28	17
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	6	-4	6	0
Net Derivative Gains (Losses) [Member] | Foreign currency swaps [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	-466	216	-368	-41
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	2	-2	1	4
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)	-10	2	-8	8
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	-1	0	0	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	3	8	7
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)	3	2	7	6
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)	-1	0	-2	-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)	0	1	2	2
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)	1	0	1	1
Other Expenses [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	1	0	3	-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	1	1	1
Other Expenses [Member] | Interest rate forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	1	-1	2	-2
Other Expenses [Member] | Credit forwards [Member]	'	'	'	'
Derivatives in cash flow hedging relationships	'	'	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	$0	$0	$0	$0

Derivatives_Hedges_of_Net_Inve

Derivatives (Hedges of Net Investments in Foreign Operations) (Details) (Foreign Operations Hedges [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	$390	($276)	$73	$110
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)	227	-154	148	11
Currency options [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	$163	($122)	($75)	$99

Derivatives_Credit_Derivatives

Derivatives (Credit Derivatives) (Details) (USD $)	9 Months Ended	12 Months Ended
	Sep. 30, 2014	Dec. 31, 2013
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	$147,000,000	$165,000,000
Maximum Amount of Future Payments under Credit Default Swaps	10,929,000,000	9,055,000,000
Weighted Average Years to Maturity	'3 years 3 months	'3 years 5 months
Aaa/Aa/A [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	16,000,000	36,000,000
Maximum Amount of Future Payments under Credit Default Swaps	3,567,000,000	3,284,000,000
Weighted Average Years to Maturity	'1 year 9 months	'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	690,000,000	545,000,000
Weighted Average Years to Maturity	'2 years 4 months 20 days	'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	7,000,000	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 8 months	'1 year 6 months
Baa [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	108,000,000	97,000,000
Maximum Amount of Future Payments under Credit Default Swaps	6,706,000,000	5,391,000,000
Weighted Average Years to Maturity	'4 years 1 month	'4 years 4 months
Baa [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	24,000,000	24,000,000
Maximum Amount of Future Payments under Credit Default Swaps	1,632,000,000	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	84,000,000	73,000,000
Maximum Amount of Future Payments under Credit Default Swaps	5,074,000,000	4,071,000,000
Weighted Average Years to Maturity	'4 years 6 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	155,000,000	5,000,000
Weighted Average Years to Maturity	'2 years 8 months	'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	55,000,000	5,000,000
Weighted Average Years to Maturity	'3 years 0 months	'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	100,000,000	0
Weighted Average Years to Maturity	'2 years 6 months	'0 years
B [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	23,000,000	32,000,000
Maximum Amount of Future Payments under Credit Default Swaps	501,000,000	375,000,000
Weighted Average Years to Maturity	'4 years 1 month	'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	23,000,000	32,000,000
Maximum Amount of Future Payments under Credit Default Swaps	$501,000,000	$375,000,000
Weighted Average Years to Maturity	'4 years 1 month	'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 $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting Assets [Line Items]	'	'
Gross estimated fair value of derivative assets	$10,352	$8,850
Gross estimated fair value of derivative liabilities	5,203	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	10,352	8,850
Estimated fair value of derivative liabilities presented in the consolidated balance sheets	5,203	6,549
Net amount of derivative assets after application of master netting agreements and cash collateral	352	139
Net amount of derivative liabilities after application of master netting agreements and cash collateral	128	269
Over the Counter [Member]	'	'
Offsetting Assets [Line Items]	'	'
Gross estimated fair value of derivative assets	10,053	8,537
Gross estimated fair value of derivative liabilities	4,797	6,367
Gross estimated fair value of derivative assets	-3,849	-4,631
Gross estimated fair value of derivative liabilities	-3,849	-4,631
Cash collateral on derivative assets	-2,797	-1,679
Cash collateral on derivative liabilities	-89	-3
Securities collateral on derivative assets	-3,084	-2,105
Securities collateral on derivative liabilities	-731	-1,464
Cleared [Member]	'	'
Offsetting Assets [Line Items]	'	'
Gross estimated fair value of derivative assets	271	302
Gross estimated fair value of derivative liabilities	394	129
Gross estimated fair value of derivative assets	-183	-122
Gross estimated fair value of derivative liabilities	-183	-122
Cash collateral on derivative assets	-83	-169
Cash collateral on derivative liabilities	-210	-7
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	-1	0
Exchange Traded [Member]	'	'
Offsetting Assets [Line Items]	'	'
Gross estimated fair value of derivative assets	28	11
Gross estimated fair value of derivative liabilities	12	53
Gross estimated fair value of derivative assets	-4	-5
Gross estimated fair value of derivative liabilities	-4	-5
Cash collateral on derivative assets	0	0
Cash collateral on derivative liabilities	-7	-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 $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	$909	$1,694
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	12	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	17	34
Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	782	1,530
Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	97	3
Derivatives Subject To Credit-Contingent Provisions [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	849	1,674
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	12	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	17	34
Derivatives Subject To Credit-Contingent Provisions [Member] | Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	746	1,530
Derivatives Subject To Credit-Contingent Provisions [Member] | Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	94	0
Derivatives Not Subject To Credit-Contingent Provisions [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	60	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	36	0
Derivatives Not Subject To Credit-Contingent Provisions [Member] | Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	$3	$3

Derivatives_Embedded_Derivativ

Derivatives (Embedded Derivatives) (Details) (USD $)	Sep. 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	$185	$140
Embedded Derivative, Fair Value of Embedded Derivative Liability	-497	-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	314	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	-1,827	-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	47	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	1,234	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	77	60
Other [Member] | Policyholder account balances [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	19	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	($176)	($145)

Derivatives_Changes_in_Estimat

Derivatives (Changes in Estimated Fair Value Related to Embedded Derivatives) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net derivatives gains (losses)	($65)	$898	$55	$3,661
Net Derivative Gain (Loss) [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net derivatives gains (losses)	-65	898	55	3,661
Policyholder benefits and claims [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net derivatives gains (losses)	$32	($30)	$55	($110)

Derivatives_Narrative_Details

Derivatives (Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Estimated Fair Value Assets	$10,171,000,000	'	$10,171,000,000	'	$8,595,000,000
Estimated Fair Value Liabilities	5,166,000,000	'	5,166,000,000	'	6,521,000,000
Maximum Amount of Future Payments under Credit Default Swaps	10,929,000,000	'	10,929,000,000	'	9,055,000,000
Estimated Fair Value of Credit Default Swaps	147,000,000	'	147,000,000	'	165,000,000
Excess securities collateral received on derivatives	158,000,000	'	158,000,000	'	104,000,000
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'3 years 3 months	'	'3 years 5 months
Embedded derivatives	-65,000,000	898,000,000	55,000,000	3,661,000,000	'
Gain (Loss) on Investments	-109,000,000	85,000,000	427,000,000	-339,000,000	'
Derivative Instrument Detail [Abstract]	'	'	'	'	'
Net amounts reclassified into net derivatives gains (losses) on discontinued cash flow hedges	-11,000,000	0	-15,000,000	0	'
Hedging exposure to variability in future cash flows for specific length of time	'	'	'7 years	'	'7 years
Accumulated Other Comprehensive Income Loss	1,300,000,000	'	1,300,000,000	'	375,000,000
Deferred net gains (losses) expected to be reclassified to earnings	'	'	106,000,000	'	'
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	383,000,000	'	383,000,000	'	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 provided on derivatives	159,000,000	'	159,000,000	'	236,000,000
Change in fair value of derivatives excluded from the assessment of hedge effectiveness	-2,000,000	0	3,000,000	0	'
Securities collateral received which the company is permitted to sell or repledge, amount that has been sold or repledged	0	'	0	'	'
Ba [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	155,000,000	'	155,000,000	'	5,000,000
Estimated Fair Value of Credit Default Swaps	0	'	0	'	0
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'2 years 8 months	'	'3 years 9 months
Nonperformance Risk [Member]	'	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Embedded derivatives	5,000,000	-145,000,000	-3,000,000	-795,000,000	'
B [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	501,000,000	'	501,000,000	'	375,000,000
Estimated Fair Value of Credit Default Swaps	23,000,000	'	23,000,000	'	32,000,000
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'4 years 1 month	'	'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	0	'	77,000,000	'	'
Over the Counter [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Cash collateral on derivative assets	-2,797,000,000	'	-2,797,000,000	'	-1,679,000,000
Excess securities collateral received on derivatives	260,000,000	'	260,000,000	'	238,000,000
Excess securities collateral provided on derivatives	51,000,000	'	51,000,000	'	66,000,000
Exchange Traded [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Cash collateral on derivative assets	0	'	0	'	0
Excess securities collateral received on derivatives	131,000,000	'	131,000,000	'	141,000,000
Excess securities collateral provided on derivatives	220,000,000	'	220,000,000	'	81,000,000
Hedge Funds [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	45,000,000	'	45,000,000	'	10,000,000
Estimated Fair Value of Credit Default Swaps	2,000,000	'	2,000,000	'	0
Accrued Liabilities [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Estimated Fair Value Assets	181,000,000	'	181,000,000	'	255,000,000
Estimated Fair Value Liabilities	37,000,000	'	37,000,000	'	28,000,000
Off-Balance Sheet [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Excess securities collateral received on derivatives	113,000,000	'	113,000,000	'	'
Off-Balance Sheet [Member] | Over the Counter [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Cash collateral on derivative assets	-249,000,000	'	-249,000,000	'	0
Credit Index Product [Member] | Ba [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	100,000,000	'	100,000,000	'	0
Estimated Fair Value of Credit Default Swaps	0	'	0	'	0
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'2 years 6 months	'	'0 years
Credit Index Product [Member] | B [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	501,000,000	'	501,000,000	'	375,000,000
Estimated Fair Value of Credit Default Swaps	23,000,000	'	23,000,000	'	32,000,000
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'4 years 1 month	'	'4 years 11 months
Credit Default Swap [Member] | Ba [Member]	'	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	55,000,000	'	55,000,000	'	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 0 months	'	'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 $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	$368,070	$350,187
Available-for-sale Securities, Equity Securities	3,689	3,402
Actively Traded Securities	690	662
Fair Value Option And Trading Securities	17,246	17,423
Short-term investments	12,240	13,955
Mortgage Loans on Real Estate	58,038	57,706
Derivative assets	10,171	8,595
Net embedded derivatives within asset host contracts	185	140
Separate account assets	319,480	317,201
Liabilities [Abstract]	'	'
Derivative liabilities	5,166	6,521
Net embedded derivatives within liability host contracts	-497	-969
Long-term debt, at estimated fair value, relating to variable interest entities	16,389	18,653
Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	298	338
Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	313	1,598
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	186	1,455
Recurring [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	368,070	350,187
Available-for-sale Securities, Equity Securities	3,689	3,402
Actively Traded Securities	672	662
Fair Value Option And Trading Securities	17,246	17,423
Short-term investments	10,704	13,112
Mortgage Loans on Real Estate	611	1,936
Other investments	306	259
Derivative assets	10,171	8,595
Total other invested assets	10,477	8,854
Net embedded derivatives within asset host contracts	361	285
Separate account assets	319,480	317,201
Total assets	730,638	712,400
Liabilities [Abstract]	'	'
Derivative liabilities	5,166	6,521
Net embedded derivatives within liability host contracts	-497	-969
Trading liabilities	196	262
Total liabilities	5,051	7,269
Recurring [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	6,823	5,594
Liabilities [Abstract]	'	'
Derivative liabilities	1,917	2,591
Recurring [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,544	1,309
Liabilities [Abstract]	'	'
Derivative liabilities	1,485	2,011
Recurring [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	163	173
Liabilities [Abstract]	'	'
Derivative liabilities	40	52
Recurring [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,641	1,519
Liabilities [Abstract]	'	'
Derivative liabilities	1,724	1,867
Recurring [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	690	627
Recurring [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	15,866	16,111
Recurring [Member] | Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	298	338
Recurring [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	18	23
Mortgage Loans on Real Estate	313	1,598
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	186	1,455
Recurring [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	107,974	106,469
Recurring [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	61,877	63,152
Recurring [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	56,396	54,437
Recurring [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	56,862	45,123
Recurring [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	40,619	35,055
Recurring [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	14,649	16,550
Recurring [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	14,853	15,571
Recurring [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	14,840	13,830
Recurring [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	2,574	2,353
Recurring [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	1,115	1,049
Recurring [Member] | Level 1 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	35,663	25,061
Available-for-sale Securities, Equity Securities	1,606	1,186
Actively Traded Securities	0	2
Fair Value Option And Trading Securities	11,702	11,222
Short-term investments	4,066	5,915
Mortgage Loans on Real Estate	0	0
Other investments	241	188
Derivative assets	28	12
Total other invested assets	269	200
Net embedded derivatives within asset host contracts	0	0
Separate account assets	87,799	89,960
Total assets	141,105	133,544
Liabilities [Abstract]	'	'
Derivative liabilities	12	53
Net embedded derivatives within liability host contracts	0	0
Trading liabilities	118	260
Total liabilities	130	313
Recurring [Member] | Level 1 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	4	10
Liabilities [Abstract]	'	'
Derivative liabilities	5	9
Recurring [Member] | Level 1 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	0	1
Liabilities [Abstract]	'	'
Derivative liabilities	2	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	24	1
Liabilities [Abstract]	'	'
Derivative liabilities	5	43
Recurring [Member] | Level 1 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	528	518
Recurring [Member] | Level 1 [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	11,174	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	34,150	25,061
Recurring [Member] | Level 1 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,513	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	1,606	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	309,633	300,828
Available-for-sale Securities, Equity Securities	1,735	1,644
Actively Traded Securities	664	648
Fair Value Option And Trading Securities	4,937	5,557
Short-term investments	6,483	6,943
Mortgage Loans on Real Estate	313	1,598
Other investments	65	71
Derivative assets	9,731	8,214
Total other invested assets	9,796	8,285
Net embedded derivatives within asset host contracts	0	0
Separate account assets	229,790	225,776
Total assets	562,687	550,631
Liabilities [Abstract]	'	'
Derivative liabilities	4,397	5,813
Net embedded derivatives within liability host contracts	7	4
Trading liabilities	78	2
Total liabilities	4,653	7,246
Recurring [Member] | Level 2 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	6,770	5,557
Liabilities [Abstract]	'	'
Derivative liabilities	1,910	2,568
Recurring [Member] | Level 2 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,517	1,280
Liabilities [Abstract]	'	'
Derivative liabilities	1,402	1,971
Recurring [Member] | Level 2 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	150	144
Liabilities [Abstract]	'	'
Derivative liabilities	35	52
Recurring [Member] | Level 2 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,294	1,233
Liabilities [Abstract]	'	'
Derivative liabilities	1,050	1,222
Recurring [Member] | Level 2 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	63	80
Recurring [Member] | Level 2 [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	4,204	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	6	23
Mortgage Loans on Real Estate	313	1,598
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	171	1,427
Recurring [Member] | Level 2 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	100,634	99,321
Recurring [Member] | Level 2 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	55,644	56,448
Recurring [Member] | Level 2 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	55,118	52,202
Recurring [Member] | Level 2 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	22,712	20,000
Recurring [Member] | Level 2 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	35,100	32,098
Recurring [Member] | Level 2 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	14,015	15,578
Recurring [Member] | Level 2 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	11,574	11,361
Recurring [Member] | Level 2 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	14,836	13,820
Recurring [Member] | Level 2 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	867	990
Recurring [Member] | Level 2 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	868	654
Recurring [Member] | Level 3 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	22,774	24,298
Available-for-sale Securities, Equity Securities	348	572
Actively Traded Securities	8	12
Fair Value Option And Trading Securities	607	644
Short-term investments	155	254
Mortgage Loans on Real Estate	298	338
Other investments	0	0
Derivative assets	412	369
Total other invested assets	412	369
Net embedded derivatives within asset host contracts	361	285
Separate account assets	1,891	1,465
Total assets	26,846	28,225
Liabilities [Abstract]	'	'
Derivative liabilities	757	655
Net embedded derivatives within liability host contracts	-504	-973
Trading liabilities	0	0
Total liabilities	268	-290
Recurring [Member] | Level 3 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	49	27
Liabilities [Abstract]	'	'
Derivative liabilities	2	14
Recurring [Member] | Level 3 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	27	28
Liabilities [Abstract]	'	'
Derivative liabilities	81	39
Recurring [Member] | Level 3 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	13	29
Liabilities [Abstract]	'	'
Derivative liabilities	5	0
Recurring [Member] | Level 3 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	323	285
Liabilities [Abstract]	'	'
Derivative liabilities	669	602
Recurring [Member] | Level 3 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	99	29
Recurring [Member] | Level 3 [Member] | FVO contractholder-directed unit-linked investments [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	488	603
Recurring [Member] | Level 3 [Member] | Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	298	338
Recurring [Member] | Level 3 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	12	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	7,340	7,148
Recurring [Member] | Level 3 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	6,233	6,704
Recurring [Member] | Level 3 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,278	2,235
Recurring [Member] | Level 3 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	62
Recurring [Member] | Level 3 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	4,006	2,957
Recurring [Member] | Level 3 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	634	972
Recurring [Member] | Level 3 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	3,279	4,210
Recurring [Member] | Level 3 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	4	10
Recurring [Member] | Level 3 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	101	177
Recurring [Member] | Level 3 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	$247	$395

Fair_Value_Quantitative_Inform

Fair Value (Quantitative Information) (Details) (USD $)	9 Months Ended	12 Months Ended
	Sep. 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	3.24%	2.48%
Interest rate contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	3.51%	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	-0.12%	0.97%
Correlation	43.00%	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	10.12%	7.67%
Correlation	55.00%	47.00%
Credit contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	0.98%	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	65.00%	60.00%
Volatility	14.00%	13.00%
Equity market contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Correlation	65.00%	60.00%
Volatility	28.00%	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	7.30%	9.14%
Nonperformance risk spread	-0.16%	-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	33.00%	40.00%
Nonperformance risk spread	0.77%	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	-0.20%	-0.10%
Illiquidity premium	0.30%	0.30%
Offered quotes	31	33
Quoted prices	0	'
Matrix Pricing - Offered quotes	0	4
Credit spreads	-14.71%	-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	2.50%	2.40%
Illiquidity premium	0.30%	0.30%
Offered quotes	126	145
Quoted prices	750	'
Matrix Pricing - Offered quotes	121	145
Credit spreads	31.17%	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	0.51%	0.46%
Illiquidity premium	0.30%	0.30%
Offered quotes	107	95
Quoted prices	158	'
Matrix Pricing - Offered quotes	92	100
Credit spreads	1.84%	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	0.48%	0.04%
Foreign government debt securities [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	122	156
Quoted prices	163	156
Credit spreads	0.48%	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	108	107
Quoted prices	81	100
Credit spreads	0.48%	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	22	10
Credit spreads	0.45%	-1.36%
RMBS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	116	101
Quoted prices	120	109
Credit spreads	4.13%	36.09%
RMBS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	93	93
Quoted prices	95	98
Credit spreads	2.25%	2.88%
CMBS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	100	90
Quoted prices	5	70
Credit spreads	'	2.15%
CMBS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	100	101
Quoted prices	112	104
Credit spreads	'	20.25%
CMBS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	100	95
Quoted prices	101	97
Credit spreads	'	4.09%
ABS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	100	56
Quoted prices	0	0
Credit spreads	0.31%	0.30%
ABS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	100	106
Quoted prices	110	110
Credit spreads	18.78%	18.78%
ABS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	100	98
Quoted prices	100	101
Credit spreads	1.52%	1.45%

Fair_Value_Unobservable_Input_

Fair Value (Unobservable Input Reconciliation) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 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	-2	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	1	0	14	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	12	0	12	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	1	5	14	19
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	-15	-26	-15	-26
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	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)	-1	0	-1	-1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	0	-1	-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	36	98	13	177
Other Comprehensive Income (Loss)	20	-11	69	-83
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	-2	0	-2	0
Settlements	2	-47	-49	-27
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	1
Balance, End of Period	47	45	47	45
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	5	1	-14
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	-9	5	16	-23
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	5	1	-14
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	-3	6	-11	37
Other Comprehensive Income (Loss)	2	0	2	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	15	1	14	2
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	-1	0	0
Balance, End of Period	-54	9	-54	9
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)	-52	6	-45	-28
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	-68	3	-59	-30
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-52	6	-45	-28
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	17	25	29	43
Other Comprehensive Income (Loss)	0	-1	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	-1	0	-4	0
Settlements	0	4	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	8	31	8	31
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)	-8	3	-15	-11
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	-8	3	-17	-12
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-8	3	-15	-11
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	-395	-171	-317	128
Other Comprehensive Income (Loss)	2	0	2	-1
Purchases	0	0	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	-346	-251	-346	-251
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)	50	-86	-38	-390
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	50	-85	-39	-390
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	50	-86	-38	-390
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)	-3	6	4	15
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	-3	5	4	15
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-3	6	4	15
Net Embedded Derivatives [Member]	'	'	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	1,020	-678	1,258	-3,162
Other Comprehensive Income (Loss)	102	-16	78	193
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-231	-217	-628	-583
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	865	-53	865	-53
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)	-65	882	103	3,589
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	-58	888	102	3,609
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-65	882	103	3,589
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)	31	-29	55	-106
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Net Income (Loss)	32	-30	55	-110
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	31	-29	55	-106
FVO general account securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Balance, Beginning of Period	109	46	29	32
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	-6	0	-6	-5
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	69	14
Transfers out of Level 3	0	0	0	0
Balance, End of Period	99	47	99	47
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)	-4	1	7	6
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	1	11	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	1	11	6
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	571	593	603	937
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	169	308	290	348
Sales	-288	-232	-449	-430
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	89	0	60	57
Transfers out of Level 3	-31	-20	-22	-294
Balance, End of Period	488	606	488	606
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)	-22	-43	6	-12
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-16	-1	0	-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)	-16	-1	0	-5
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	367	150	338	0
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	3	67	49	214
Sales	-63	0	-78	0
Issuances	0	0	0	0
Settlements	-13	-3	-26	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, End of Period	298	212	298	212
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)	4	-2	15	-2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	4	-2	15	-2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	4	-2	15	-2
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	0	0	49
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	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	7,369	5,918	7,148	7,433
Other Comprehensive Income (Loss)	14	-32	276	-38
Purchases	645	297	1,213	824
Sales	-198	-249	-746	-907
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	10	117	261	324
Transfers out of Level 3	-501	-172	-813	-1,733
Balance, End of Period	7,340	5,886	7,340	5,886
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)	2	3	7	10
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	2	4	9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	2	4	9
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)	-1	4	-6	-27
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-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	0	-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	6,612	6,008	6,704	6,208
Other Comprehensive Income (Loss)	-179	71	277	-97
Purchases	449	684	893	1,364
Sales	-145	-273	-516	-714
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	124	173	281	254
Transfers out of Level 3	-630	-390	-1,414	-728
Balance, End of Period	6,233	6,264	6,233	6,264
Foreign corporate securities [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	7	5	16	11
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	7	5	15	10
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)	7	5	15	10
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)	-5	-14	-8	-34
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-3	-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)	0	-3	-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	1,672	1,971	2,235	1,814
Other Comprehensive Income (Loss)	-32	-42	-104	-104
Purchases	114	209	265	551
Sales	-29	-61	-160	-105
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	167	68	189	91
Transfers out of Level 3	-618	-78	-1,249	-195
Balance, End of Period	1,278	2,063	1,278	2,063
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)	4	-6	106	3
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	4	-6	7	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)	4	-6	7	3
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	2	-4	8
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	320	82	62	71
Other Comprehensive Income (Loss)	0	0	0	-2
Purchases	0	0	0	0
Sales	0	-2	0	-4
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	-320	-15	-62	0
Balance, End of Period	0	65	0	65
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	3,945	2,735	2,957	2,037
Other Comprehensive Income (Loss)	28	-16	96	108
Purchases	708	563	1,278	1,155
Sales	-340	-138	-443	-242
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	146	12
Transfers out of Level 3	-346	-136	-70	-76
Balance, End of Period	4,006	3,018	4,006	3,018
RMBS [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	11	9	34	20
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	10	9	34	26
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)	10	9	34	26
RMBS [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	1	8	4
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-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	0	-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	595	1,050	972	1,147
Other Comprehensive Income (Loss)	9	22	-21	-28
Purchases	58	305	133	549
Sales	-64	-71	-270	-339
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	62	0	73	113
Transfers out of Level 3	-15	-133	-241	-266
Balance, End of Period	634	1,176	634	1,176
CMBS [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	2	4	2	2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	4	-1	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	4	-1	2
CMBS [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	-13	-1	-14	-2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-13	0	-13	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)	-13	0	-13	0
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	3,786	3,758	4,210	3,656
Other Comprehensive Income (Loss)	-5	-4	56	-60
Purchases	1,164	636	2,369	1,510
Sales	-177	-309	-793	-651
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	74	0	37	0
Transfers out of Level 3	-1,564	-26	-2,567	-409
Balance, End of Period	3,279	4,063	3,279	4,063
ABS [Member] | Net Investment Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	1	3	6	12
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	3	2	10
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	3	2	10
ABS [Member] | Net Investment Gains (Losses) [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Net Income (Loss)	0	5	-39	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
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	35	41	10	54
Other Comprehensive Income (Loss)	-1	0	0	-1
Purchases	0	0	0	1
Sales	-7	-1	0	-6
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	4	0
Transfers out of Level 3	-23	-24	-10	-32
Balance, End of Period	4	16	4	16
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	186	183	177	190
Other Comprehensive Income (Loss)	-37	6	-78	0
Purchases	3	6	28	11
Sales	-10	-11	-40	-15
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	1	1	1	1
Transfers out of Level 3	-42	-1	0	-4
Balance, End of Period	101	185	101	185
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)	0	1	13	2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-2	-1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-2	-1
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	263	408	395	419
Other Comprehensive Income (Loss)	-5	11	6	77
Purchases	0	52	0	55
Sales	-13	-42	-58	-118
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	-20	-100	0
Balance, End of Period	247	405	247	405
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)	2	-4	4	-28
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	-3	-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)	0	0	-3	-17
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	20	11	12	6
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	3	6	8	8
Sales	-15	-1	-7	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	-5	-5	-3
Balance, End of Period	8	11	8	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	246	344	254	429
Other Comprehensive Income (Loss)	0	7	-1	15
Purchases	114	106	126	189
Sales	-131	-266	-205	-414
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	-75	0	-20	-6
Balance, End of Period	155	192	155	192
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	3	3	3
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	2	1	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)	1	2	1	2
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	-2	-2	-24
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
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	1,691	1,225	1,465	1,205
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	117	106	510	249
Sales	-129	-84	-337	-223
Issuances	1	51	82	71
Settlements	0	-2	-28	0
Transfers into Level 3	219	162	147	161
Transfers out of Level 3	-38	-45	-47	-71
Balance, End of Period	1,891	1,417	1,891	1,417
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)	30	4	99	25
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 $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Carrying value at estimated fair value	$58,038	$57,706
Carrying value at estimated fair value	16,389	18,653
Consolidated Securitization Entities [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid principal balance	257	1,528
Difference between estimated fair value and unpaid principal balance	56	70
Carrying value at estimated fair value	313	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	195	1,445
Difference between estimated fair value and contractual principal balance	-9	10
Carrying value at estimated fair value	186	1,455
Residential Mortgage Loans - FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid principal balance	438	508
Difference between estimated fair value and unpaid principal balance	-140	-170
Carrying value at estimated fair value	298	338
Loans in non-accrual status	109	0
Loans more than 90 days past due	74	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	($82)	($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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 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	$8	$0
Other changes in estimated fair value	1	-2	5	-2
Total gains (losses) recognized in net investment income	$4	($2)	$13	($2)

Fair_Value_Nonrecurring_Fair_V

Fair Value (Nonrecurring Fair Value Measurements) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 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	$106	$232	$106	$232
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	92	70	92	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)	4	-4	3	13
Nonrecurring [Member] | Other limited partnership interests [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Gains (Losses)	-14	0	-51	-39
Nonrecurring [Member] | Real Estate Joint Ventures [Member]	'	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Gains (Losses)	($1)	$0	($1)	($2)

Fair_Value_Financial_Instrumen

Fair Value (Financial Instruments Carried at Other Than Fair Value) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets	'	'
Policy loans	$11,756	$11,764
Liabilities	'	'
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,193
Separate account liabilities	319,480	317,201
Estimated Fair Value [Member]	'	'
Assets	'	'
Mortgage loans	60,226	57,924
Policy loans	13,428	13,206
Real estate joint ventures	162	169
Other Limited Partnership Interests	1,047	1,109
Other invested assets	603	844
Premiums, reinsurance and other receivables	3,782	3,110
Other assets	700	352
Liabilities	'	'
Policyholder account balances	145,619	144,631
Long-term Debt	18,042	18,564
Collateral financing arrangements	3,993	3,984
Junior subordinated debt securities	4,176	3,789
Other Liabilities	6,275	2,240
Separate account liabilities	119,328	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	202	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	1,684	1,694
Real estate joint ventures	0	0
Other Limited Partnership Interests	0	0
Other invested assets	74	163
Premiums, reinsurance and other receivables	1,380	728
Other assets	626	210
Liabilities	'	'
Policyholder account balances	0	0
Long-term Debt	18,042	18,564
Collateral financing arrangements	0	0
Junior subordinated debt securities	4,176	3,789
Other Liabilities	4,981	948
Separate account liabilities	119,328	117,562
Estimated Fair Value [Member] | Level 3 [Member]	'	'
Assets	'	'
Mortgage loans	60,226	57,924
Policy loans	11,744	11,512
Real estate joint ventures	162	169
Other Limited Partnership Interests	1,047	1,109
Other invested assets	327	359
Premiums, reinsurance and other receivables	2,402	2,382
Other assets	74	142
Liabilities	'	'
Policyholder account balances	145,619	144,631
Long-term Debt	0	0
Collateral financing arrangements	3,993	3,984
Junior subordinated debt securities	0	0
Other Liabilities	1,294	1,292
Separate account liabilities	0	0
Carrying Value [Member]	'	'
Assets	'	'
Mortgage loans	57,427	55,770
Policy loans	11,756	11,764
Real estate joint ventures	83	102
Other Limited Partnership Interests	774	950
Other invested assets	603	844
Premiums, reinsurance and other receivables	3,726	3,116
Other assets	710	324
Liabilities	'	'
Policyholder account balances	139,278	139,735
Long-term Debt	16,174	17,170
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,193
Other Liabilities	6,274	2,239
Separate account liabilities	$119,328	$117,562

Fair_Value_Recurring_Fair_Valu1

Fair Value (Recurring Fair Value Measurements) (Narrative) (Details) (USD $)	Sep. 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	$3,689	$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	($176)	($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)	9 Months Ended
	Sep. 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 $)	9 Months Ended
	Sep. 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	Sep. 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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance, beginning of period	$11,058	$6,202	$5,104	$11,397
OCI before reclassifications	-174	-1,618	9,288	-8,713
Deferred income tax expense (benefit)	-85	580	-3,143	2,555
OCI before reclassifications, net of income tax	10,799	5,164	11,249	5,239
Amounts reclassified from AOCI	302	-75	-13	-203
Deferred income tax expense (benefit)	-109	11	-10	64
Amounts reclassified from AOCI, net of income tax	193	-64	-23	-139
Balance, end of period	10,992	5,100	10,992	5,100
Unrealized Investment Gains (Losses), Net of Related Offsets [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance, beginning of period	13,909	9,709	8,183	13,590
OCI before reclassifications	-56	-1,437	9,126	-6,931
Deferred income tax expense (benefit)	130	377	-2,851	2,296
OCI before reclassifications, net of income tax	13,983	8,649	14,458	8,955
Amounts reclassified from AOCI	-214	95	-563	-374
Deferred income tax expense (benefit)	62	-40	176	123
Amounts reclassified from AOCI, net of income tax	-152	55	-387	-251
Balance, end of period	13,831	8,704	13,831	8,704
Unrealized Gains (Losses) on Derivatives [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance, beginning of period	476	734	231	829
OCI before reclassifications	118	-287	614	-660
Deferred income tax expense (benefit)	-49	103	-210	221
OCI before reclassifications, net of income tax	545	550	635	390
Amounts reclassified from AOCI	471	-224	337	10
Deferred income tax expense (benefit)	-158	70	-114	-4
Amounts reclassified from AOCI, net of income tax	313	-154	223	6
Balance, end of period	858	396	858	396
Foreign Currency Translation Adjustments [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance, beginning of period	-1,739	-1,825	-1,659	-533
OCI before reclassifications	-264	107	-486	-1,123
Deferred income tax expense (benefit)	-157	100	-71	38
OCI before reclassifications, net of income tax	-2,160	-1,618	-2,216	-1,618
Amounts reclassified from AOCI	0	0	77	0
Deferred income tax expense (benefit)	0	0	-27	0
Amounts reclassified from AOCI, net of income tax	0	0	50	0
Balance, end of period	-2,160	-1,618	-2,160	-1,618
Defined Benefit Plans Adjustment [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance, beginning of period	-1,588	-2,416	-1,651	-2,489
OCI before reclassifications	28	-1	34	1
Deferred income tax expense (benefit)	-9	0	-11	0
OCI before reclassifications, net of income tax	-1,569	-2,417	-1,628	-2,488
Amounts reclassified from AOCI	45	54	136	161
Deferred income tax expense (benefit)	-13	-19	-45	-55
Amounts reclassified from AOCI, net of income tax	32	35	91	106
Balance, end of period	-1,537	-2,382	-1,537	-2,382
MetLife Assurance Limited [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Amounts reclassified from AOCI	0	'	-314	'
Deferred income tax expense (benefit)	0	'	80	'
Amounts reclassified from AOCI, net of income tax	0	'	-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	0	'	-320	'
Deferred income tax expense (benefit)	0	'	80	'
Amounts reclassified from AOCI, net of income tax	0	'	-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	0	'	6	'
Deferred income tax expense (benefit)	0	'	0	'
Amounts reclassified from AOCI, net of income tax	0	'	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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net investment gains (losses)	$109	($85)	($427)	$339
Net derivative gains (losses)	478	-546	1,132	-2,866
Net investment income	5,410	5,026	15,704	16,385
Other expenses	-4,218	-3,977	-12,603	-12,140
Income (loss) from continuing operations before provision for income tax	2,952	976	6,728	2,784
Provision for income tax expense (benefit)	-858	-3	-1,916	-308
Net income (loss)	2,094	975	4,809	2,477
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net income (loss)	-193	64	23	139
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Investment Gains (Losses), Net of Related Offsets [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net investment gains (losses)	181	-96	375	365
Net derivative gains (losses)	33	0	105	0
Net investment income	14	22	99	65
Income (loss) from continuing operations before provision for income tax	214	-95	563	374
Provision for income tax expense (benefit)	-62	40	-176	-123
Net income (loss)	152	-55	387	251
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Other-than-Temporary Impairment [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net investment gains (losses)	-14	-21	-16	-56
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Income (loss) from continuing operations before provision for income tax	-471	224	-337	-10
Provision for income tax expense (benefit)	158	-70	114	4
Net income (loss)	-313	154	-223	-6
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Interest Rate Swaps [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net derivative gains (losses)	1	3	28	17
Net investment income	3	2	7	6
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Interest Rate Forwards [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net derivative gains (losses)	-10	2	-8	8
Net investment income	0	1	2	2
Other expenses	1	-1	2	-2
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Foreign Currency Swaps [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net derivative gains (losses)	-466	216	-368	-41
Net investment income	-1	0	-2	-2
Other expenses	0	1	1	1
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Credit forwards [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net investment income	1	0	1	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)	0	0	-77	0
Provision for income tax expense (benefit)	0	0	27	0
Net income (loss)	0	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)	-45	-71	-136	-212
Amortization of prior service (costs) credit	0	17	0	51
Income (loss) from continuing operations before provision for income tax	-45	-54	-136	-161
Provision for income tax expense (benefit)	13	19	45	55
Net income (loss)	($32)	($35)	($91)	($106)

Equity_Common_Stock_Narrative_

Equity (Common Stock - Narrative) (Details) (USD $)	9 Months Ended
	Sep. 30, 2014	Jun. 10, 2014
Equity [Abstract]	'	'
Stock Repurchase Program, Authorized Amount	'	$1,000,000,000
Treasury Stock, Shares, Acquired	8,168,318	'
Treasury Stock, Value, Acquired, Cost Method	443,000,000	'
Stock Repurchase Program, Remaining Authorized Repurchase Amount	$818,000,000	'

Equity_StockBased_Compensation

Equity (Stock-Based Compensation Plans - Narrative) (Details)	9 Months Ended	12 Months Ended
	Sep. 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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Other Income and Expenses [Abstract]	'	'	'	'
Compensation	$1,221	$1,310	$3,636	$3,828
Pension, postretirement and postemployment benefit costs	131	122	368	367
Commissions	1,294	1,309	3,884	4,084
Volume-related costs	227	239	639	618
Capitalization of DAC	-1,071	-1,153	-3,149	-3,621
Amortization of DAC and VOBA	1,054	841	3,174	2,623
Amortization of negative VOBA	-107	-126	-333	-410
Interest expense on debt	295	317	919	959
Premium taxes, licenses and fees	192	173	612	498
Professional services	348	349	1,035	976
Rent and related expenses, net of sublease income	95	89	273	283
Other	539	507	1,545	1,935
Total other expenses	$4,218	$3,977	$12,603	$12,140

Other_Expenses_Restructuring_C

Other Expenses (Restructuring Charges) (Details) (Other Expenses [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Balance, beginning of period	$23	$21	$46	$23
Restructuring charges	22	16	53	65
Cash payments	-24	-17	-78	-68
Balance, end of period	21	20	21	20
Total restructuring charges incurred since inception of initiative	328	224	328	224
Severance [Member]	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Balance, beginning of period	16	12	40	23
Restructuring charges	20	14	46	51
Cash payments	-22	-13	-72	-61
Balance, end of period	14	13	14	13
Total restructuring charges incurred since inception of initiative	287	192	287	192
Lease and Asset Impairment [Member]	'	'	'	'
Restructuring Cost and Reserve [Line Items]	'	'	'	'
Balance, beginning of period	7	9	6	0
Restructuring charges	2	2	7	14
Cash payments	-2	-4	-6	-7
Balance, end of period	7	7	7	7
Total restructuring charges incurred since inception of initiative	$41	$32	$41	$32

Employee_Benefit_Plans_Net_Per

Employee Benefit Plans (Net Periodic Benefit Costs) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Pension Benefits U.S. Plans [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	$50	$59	$150	$177
Interest costs	109	98	327	292
Settlement and curtailment costs	14	0	14	0
Expected return on plan assets	-119	-121	-356	-363
Amortization of net actuarial (gains) losses	42	57	127	171
Amortization of prior service costs (credit)	0	2	1	5
Net periodic benefit costs	96	95	263	282
Pension Benefits U.S. Plans [Member] | Qualified Plan Pension Plan [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Discretionary contributions made by Subsidiaries	'	'	303	'
Pension Benefits Non-U.S. Plans [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	17	16	51	50
Interest costs	3	4	10	11
Settlement and curtailment costs	0	0	0	0
Expected return on plan assets	-2	-2	-6	-5
Amortization of net actuarial (gains) losses	0	0	0	0
Amortization of prior service costs (credit)	0	0	0	0
Net periodic benefit costs	18	18	55	56
Other Postretirement Benefits U.S. Plans [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	3	5	10	15
Interest costs	23	23	69	69
Settlement and curtailment costs	0	0	0	0
Expected return on plan assets	-19	-18	-56	-56
Amortization of net actuarial (gains) losses	3	14	9	41
Amortization of prior service costs (credit)	0	-19	-1	-56
Net periodic benefit costs	10	5	31	13
Other Postretirement Benefits Non-U.S. Plans [Member]	'	'	'	'
Components of net periodic benefit costs	'	'	'	'
Service costs	0	0	1	1
Interest costs	1	1	2	2
Settlement and curtailment costs	0	0	0	0
Expected return on plan assets	0	-1	-1	-1
Amortization of net actuarial (gains) losses	0	0	0	0
Amortization of prior service costs (credit)	0	0	0	0
Net periodic benefit costs	$1	$0	$2	$2

Earnings_Per_Common_Share_Earn

Earnings Per Common Share (Earnings Per Common Share) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Weighted Average Shares:	'	'	'	'
Weighted average common stock outstanding for basic earnings per common share	1,125,165,772	1,104,892,638	1,126,280,770	1,099,496,305
Incremental common shares from assumed:	'	'	'	'
Stock purchase contracts underlying common equity units	4,572,193	1,886,275	3,904,760	628,758
Exercise or issuance of stock-based awards	11,308,766	10,517,925	10,662,053	8,756,239
Weighted average common stock outstanding for diluted earnings per common share	1,141,046,731	1,117,296,838	1,140,847,583	1,108,881,302
Income (Loss) from Continuing Operations:	'	'	'	'
Income (loss) from continuing operations, net of income tax	$2,094	$973	$4,812	$2,476
Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	0	3	21	17
Less: Preferred stock dividends	30	30	91	91
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.'s common shareholders	2,064	940	4,700	2,368
Basic	$1.83	$0.85	$4.17	$2.15
Diluted	$1.81	$0.84	$4.12	$2.14
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)	2,094	975	4,809	2,477
Less: Net income (loss) attributable to noncontrolling interests	0	3	21	17
Less: Preferred stock dividends	30	30	91	91
Net income (loss) available to MetLife, Inc.'s common shareholders	$2,064	$942	$4,697	$2,369
Basic	$1.83	$0.85	$4.17	$2.15
Diluted	$1.81	$0.84	$4.12	$2.14

Contingencies_Commitments_and_1

Contingencies, Commitments and Guarantees (Contingencies - Narrative) (Details) (USD $)	9 Months Ended		12 Months Ended
	Sep. 30, 2014	Sep. 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	'	'
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	3,641	4,256	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 $)	Sep. 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	$5	$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	$4	$3.40

Subsequent_Event_Details

Subsequent Event (Details) (USD $)

9 Months Ended

3 Months Ended

0 Months Ended

9 Months Ended

0 Months Ended

0 Months Ended

0 Months Ended

In Millions, except Share data, unless otherwise specified

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Dec. 31, 2014

Oct. 07, 2014

Sep. 30, 2014

5-May-14

Apr. 07, 2014

Oct. 07, 2014

Oct. 07, 2014

Oct. 07, 2014

Oct. 07, 2014

Oct. 07, 2014

Oct. 07, 2014

Subsequent Event [Member]

Subsequent Event [Member]

Senior Notes [Member]

Senior Notes [Member]

Senior Notes [Member]

Senior Notes [Member]

Senior Notes [Member]

Senior Notes [Member]

Senior Notes [Member]

Common Class A [Member]

Common Class A [Member]

Debt Remarketing Series E [Member]

Subsequent Event [Member]

Subsequent Event [Member]

Subsequent Event [Member]

Subsequent Event [Member]

Subsequent Event [Member]

Subsequent Event [Member]

Debt Remarketing Series E Tranche One [Member]

Debt Remarketing Series E Tranche One [Member]

Debt Remarketing Series E Tranche Two [Member]

Debt Remarketing Series E Tranche Two [Member]

Subsequent Event [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Approved dividend, amount per share

'

'

'

$0.35

'

'

'

'

'

'

'

'

'

'

Estimated aggregate dividend payment

'

'

'

$399

'

'

'

'

'

'

'

'

'

'

Debt Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Interest Rate, Stated Percentage

'

'

'

'

'

'

5.88%

3.60%

'

1.90%

'

4.72%

'

'

Debt Instrument, Maturity Date

'

'

'

'

'

10-Apr-24

'

'

15-Dec-17

'

15-Dec-44

'

'

'

Proceeds From Remarketing

'

'

'

'

0

'

'

'

'

'

'

'

'

'

Proceeds from Issuance of Common Stock

$0

$1,000

'

'

'

'

'

'

'

'

'

'

$1,000

'

Common Stock, Shares, Issued

1,130,449,364

'

1,125,224,024

'

'

'

'

'

'

'

'

'

'

22,907,960