MetLife (MET) 10-Q 8 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	3 Months Ended
In Billions, except Share data, unless otherwise specified	Mar. 31, 2015	Apr. 30, 2015	Jun. 30, 2014
Document and Entity Information [Abstract]
Entity Registrant Name	METLIFE INC
Entity Central Index Key	1099219
Document Type	10-Q
Document Period End Date	31-Mar-15
Amendment Flag	FALSE
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	-19
Entity Well-known Seasoned Issuer	Yes
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Filer Category	Large Accelerated Filer
Entity Public Float			$62.60
Entity Common Stock, Shares Outstanding		1,115,818,705

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Investments:
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	$366,275	$365,425
Equity securities available-for-sale, at estimated fair value (cost: $3,133 and $3,076, respectively)	3,713	3,631
Fair value option and trading securities, at estimated fair value (includes $714 and $704, respectively, of actively traded securities; and $56 and $60, respectively, relating to variable interest entities)	16,471	16,689
Mortgage loans (net of valuation allowances of $315 and $305, respectively; includes $272 and $280, respectively, at estimated fair value, relating to variable interest entities; includes $329 and $308, respectively, under the fair value option)	62,409	60,118
Policy loans (includes $3 and $3, respectively, relating to variable interest entities)	11,606	11,618
Real estate and real estate joint ventures (includes $8 and $8, respectively, relating to variable interest entities, includes $56 and $172, respectively, of real estate held-for-sale)	10,310	10,525
Other limited partnership interests (includes $34 and $34, respectively, relating to variable interest entities)	8,074	8,085
Short-term investments, principally at estimated fair value (includes $24 and $20, respectively, relating to variable interest entities)	14,130	8,621
Other invested assets, principally at estimated fair value (includes $70 and $56, respectively, relating to variable interest entities)	23,763	21,283
Total investments	516,751	505,995
Cash and cash equivalents, principally at estimated fair value (includes $54 and $57, respectively, relating to variable interest entities)	8,127	10,808
Accrued investment income (includes $26 and $21, respectively, relating to variable interest entities)	4,298	4,120
Premiums, reinsurance and other receivables (includes $29 and $21, respectively, relating to variable interest entities)	24,190	22,244
Deferred policy acquisition costs and value of business acquired (includes $246 and $235, respectively, relating to variable interest entities)	24,003	24,442
Goodwill	9,717	9,872
Other assets (includes $136 and $134, respectively, relating to variable interest entities)	7,980	7,862
Separate account assets (includes $1,167 and $1,128, respectively, relating to variable interest entities)	324,724	316,994
Total assets	919,790	902,337
Liabilities
Future policy benefits (includes $636 and $579, respectively, relating to variable interest entities)	191,217	189,586
Policyholder account balances (includes $34 and $33, respectively, relating to variable interest entities)	206,591	209,294
Other policy-related balances (includes $220 and $198, respectively, relating to variable interest entities)	14,586	14,422
Policyholder dividends payable	677	684
Policyholder dividend obligation	3,483	3,155
Payables for collateral under securities loaned and other transactions	37,312	35,326
Short-term debt	100	100
Long-term debt (includes $143 and $151, respectively, at estimated fair value, relating to variable interest entities)	17,714	16,286
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,193
Current income tax payable	243	184
Deferred income tax liability	13,305	11,821
Other liabilities (includes $100 and $80, respectively, relating to variable interest entities)	28,040	24,437
Separate account liabilities (includes $1,167 and $1,128, respectively, relating to variable interest entities)	324,724	316,994
Total liabilities	845,381	829,678
Contingencies, Commitments and Guarantees (Note 13)
Redeemable noncontrolling interests in partially-owned consolidated subsidiaries	95	99
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; 1,156,311,419 and 1,153,998,144 shares issued, respectively; 1,114,347,885 and 1,131,927,894 shares outstanding, respectively	12	12
Additional paid-in capital	30,632	30,543
Retained earnings	33,754	32,020
Treasury stock, at cost; 41,963,534 and 22,070,250 shares, respectively	-2,158	-1,172
Accumulated other comprehensive income (loss)	11,529	10,649
Total MetLife, Inc.’s stockholders’ equity	73,770	72,053
Noncontrolling interests	544	507
Total equity	74,314	72,560
Total liabilities and equity	$919,790	$902,337

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, except Share data, unless otherwise specified
Assets
Amortized cost of fixed maturity securities available-for-sale	$332,909	$334,780
Fixed maturity securities relating to variable interest entities	366,275	365,425
Cost of equity securities available-for-sale	3,133	3,076
Actively traded securities	714	704
Fair value option and trading securities relating to variable interest entities	16,471	16,689
Mortgage loans valuation allowances	315	305
Mortgage Loans on Real Estate	62,409	60,118
Policy loans	11,606	11,618
Real estate and real estate joint ventures relating to variable interest entities	10,310	10,525
Real estate held-for-sale	56	172
Other limited partnership interests relating to variable interest entities	8,074	8,085
Short-term investments	14,130	8,621
Other invested assets relating to variable interest entities	23,763	21,283
Cash and cash equivalents relating to variable interest entities	8,127	10,808
Accrued investment income relating to variable interest entities	4,298	4,120
Premiums, reinsurance and other receivables relating to variable interest entities	24,190	22,244
Deferred policy acquisition costs and value of business acquired relating to variable interest entities	24,003	24,442
Other assets relating to variable interest entities	7,980	7,862
Separate account assets	324,724	316,994
Liabilities
Future policy benefits relating to variable interest entities	191,217	189,586
Policyholder account balances	206,591	209,294
Other policy-related balances relating to variable interest entities	14,586	14,422
Long-term debt, at estimated fair value, relating to variable interest entities	17,714	16,286
Other liabilities relating to variable interest entities	28,040	24,437
Separate account liabilities	324,724	316,994
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	1,156,311,419	1,153,998,144
Common stock, shares outstanding	1,114,347,885	1,131,927,894
Treasury stock, shares	41,963,534	22,070,250
Residential mortgage loans — FVO
Assets
Mortgage Loans on Real Estate	329	308
Variable interest entities
Assets
Fixed maturity securities relating to variable interest entities	4,326	4,266
Fair value option and trading securities relating to variable interest entities	56	60
Mortgage Loans on Real Estate	272	280
Policy loans	3	3
Real estate and real estate joint ventures relating to variable interest entities	8	8
Other limited partnership interests relating to variable interest entities	34	34
Short-term investments	24	20
Other invested assets relating to variable interest entities	70	56
Cash and cash equivalents relating to variable interest entities	54	57
Accrued investment income relating to variable interest entities	26	21
Premiums, reinsurance and other receivables relating to variable interest entities	29	21
Deferred policy acquisition costs and value of business acquired relating to variable interest entities	246	235
Other assets relating to variable interest entities	136	134
Separate account assets	1,167	1,128
Liabilities
Future policy benefits relating to variable interest entities	636	579
Policyholder account balances	34	33
Other policy-related balances relating to variable interest entities	220	198
Long-term debt, at estimated fair value, relating to variable interest entities	143	151
Other liabilities relating to variable interest entities	100	80
Separate account liabilities	$1,167	$1,128

Consolidated_Statements_of_Ope

Consolidated Statements of Operations and Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Revenues
Premiums	$9,253	$9,219
Universal life and investment-type product policy fees	2,394	2,421
Net investment income	5,461	5,035
Other revenues	495	478
Net investment gains (losses):
Other-than-temporary impairments on fixed maturity securities	-8	-14
Other-than-temporary impairments on fixed maturity securities transferred to other comprehensive income (loss)	-10	4
Other net investment gains (losses)	304	-401
Total net investment gains (losses)	286	-411
Net derivative gains (losses)	821	343
Total revenues	18,710	17,085
Expenses
Policyholder benefits and claims	9,257	9,324
Interest credited to policyholder account balances	1,995	1,469
Policyholder dividends	339	303
Other expenses	4,060	4,163
Total expenses	15,651	15,259
Income (loss) from continuing operations before provision for income tax	3,059	1,826
Provision for income tax expense (benefit)	896	484
Income (loss) from continuing operations, net of income tax	2,163	1,342
Income (loss) from discontinued operations, net of income tax	0	-3
Net income (loss)	2,163	1,339
Less: Net income (loss) attributable to noncontrolling interests	5	11
Net income (loss) attributable to MetLife, Inc.	2,158	1,328
Less: Preferred stock dividends	30	30
Net income (loss) available to MetLife, Inc.’s common shareholders	2,128	1,298
Comprehensive income (loss)	3,101	4,482
Less: Comprehensive income (loss) attributable to noncontrolling interests, net of income tax	63	43
Comprehensive income (loss) attributable to MetLife, Inc.	$3,038	$4,439
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders per common share:
Basic	$1.89	$1.15
Diluted	$1.87	$1.14
Net income (loss) available to MetLife, Inc.’s common shareholders per common share:
Basic	$1.89	$1.15
Diluted	$1.87	$1.14
Cash dividends declared per common share	$0.35	$0.28

Consolidated_Statements_of_Equ

Consolidated Statements of Equity (Unaudited) (USD $)	Total	Preferred Stock	Common Stock	Additional Paid-in Capital	Retained Earnings	Treasury Stock at Cost	Accumulated Other Comprehensive Income (Loss) Net Unrealized Investment Gains (Losses)	Total MetLife, Inc.’s Stockholders’ Equity	Noncontrolling Interests
In Millions
Beginning Balance at Dec. 31, 2013	$62,096	$1	$11	$29,277	$27,332	($172)	$5,104	$61,553	$543
Stock-based compensation	107			107				107
Dividends on preferred stock	-30				-30			-30
Dividends on common stock	-311				-311			-311
Change in equity of noncontrolling interests	-12							0	-12
Net income (loss)	1,339				1,328			1,328	11	[1]
Other comprehensive income (loss), net of income tax	3,143						3,111	3,111	32
Ending Balance at Mar. 31, 2014	66,332	1	11	29,384	28,319	-172	8,215	65,758	574
Beginning Balance at Dec. 31, 2014	72,560	1	12	30,543	32,020	-1,172	10,649	72,053	507
Treasury stock acquired in connection with share repurchases	-986					-986		-986
Stock-based compensation	89			89				89
Dividends on preferred stock	-30				-30			-30
Dividends on common stock	-394				-394			-394
Change in equity of noncontrolling interests	-26							0	-26
Net income (loss)	2,163				2,158			2,158	5	[1]
Other comprehensive income (loss), net of income tax	938						880	880	58
Ending Balance at Mar. 31, 2015	$74,314	$1	$12	$30,632	$33,754	($2,158)	$11,529	$73,770	$544
[1]	Three Months Ended March 31, 20152014 gains of redeemable noncontrolling interests tagged in document1

Consolidated_Statements_of_Equ1

Consolidated Statements of Equity (Unaudited) (Parenthetical) (Maximum, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Maximum
Net Income (Loss) Attributable to Redeemable Noncontrolling Interest	$1	$1

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Cash Flows [Abstract]
Net cash provided by (used in) operating activities	$2,686	$2,484
Cash flows from investing activities
Sales, maturities and repayments of fixed maturity securities	35,647	27,904
Sales, maturities and repayments of equity securities	58	72
Sales, maturities and repayments of mortgage loans	2,719	2,973
Sales, maturities and repayments of real estate and real estate joint ventures	280	260
Sales, maturities and repayments of other limited partnership interests	279	220
Purchases of fixed maturity securities	-33,305	-24,954
Purchases of equity securities	-107	-209
Purchases of mortgage loans	-5,559	-2,483
Purchases of real estate and real estate joint ventures	-140	-578
Purchases of other limited partnership interests	-275	-485
Cash received in connection with freestanding derivatives	947	395
Cash paid in connection with freestanding derivatives	-1,494	-1,045
Cash received under repurchase agreements (Note 5)	199	0
Cash paid under reverse repurchase agreements (Note 5)	-199	0
Net change in policy loans	-7	-2
Net change in short-term investments	-5,690	47
Net change in other invested assets	-167	115
Other, net	-86	-66
Net cash provided by (used in) investing activities	-6,900	2,164
Cash flows from financing activities
Policyholder account balances: Deposits	22,463	19,004
Policyholder account balances: Withdrawals	-22,736	-22,628
Net change in payables for collateral under securities loaned and other transactions	1,985	2,058
Net change in short-term debt	0	-75
Long-term debt issued	1,492	0
Long-term debt repaid	-7	-1,460
Treasury stock acquired in connection with share repurchases	-986	0
Dividends on preferred stock	-30	-30
Dividends on common stock	-394	-311
Other, net	-64	-217
Net cash provided by (used in) financing activities	1,723	-3,659
Effect of change in foreign currency exchange rates on cash and cash equivalents balances	-190	-1
Change in cash and cash equivalents	-2,681	988
Cash and cash equivalents, beginning of period	10,808	7,585
Cash and cash equivalents, end of period	8,127	8,573
Supplemental disclosures of cash flow information:
Net cash paid for Interest	214	245
Net cash paid (received) for Income tax	147	97
Non-cash transactions:
Reduction of redeemable noncontrolling interests	0	774
Reduction of long-term debt	0	413
Reduction of real estate and real estate joint ventures	$0	$1,132

Business_Basis_of_Presentation

Business, Basis of Presentation and Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2015
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” and the “Company” refer 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 30th. Accordingly, the Company’s interim condensed consolidated financial statements reflect the assets and liabilities of such subsidiaries as of February 28, 2015 and November 30, 2014 and the operating results of such subsidiaries for the three months ended February 28, 2015 and 2014.
	The Company uses the equity method of accounting for equity securities when it has significant influence or at least 20% interest and for 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 2015 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, 2014 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, 2014 (the “2014 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 2014 Annual Report.
	Adoption of New Accounting Pronouncements
	Effective January 1, 2015, the Company adopted guidance requiring repurchase-to-maturity transactions and repurchase financing arrangements to be accounted for as secured borrowings and providing 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 adoption of this new guidance did not have a material impact on the Company’s consolidated financial statements.
	Future Adoption of New Accounting Pronouncements
	In May, 2015, the Financial Accounting Standards Board (“FASB”) issued new guidance on fair value measurement (Accounting Standards Update (“ASU”) 2015‑07, Fair Value Measurement (Topic 820): Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent)), effective for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years and which should be applied retrospectively to all periods presented. Earlier application is permitted. The new amendments in this ASU remove the requirement to categorize within the fair value hierarchy all investments for which fair value is measured using the net asset value (“NAV”) per share practical expedient. In addition, the amendments remove the requirement to make certain disclosures for all investments that are eligible to be measured at fair value using the net asset value per share practical expedient. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In April 2015, the FASB issued new guidance on accounting for fees paid in a cloud computing arrangement (ASU 2015-05, Intangibles - Goodwill and Other - Internal-Use Software (Subtopic 350-40): Customer’s Accounting for Fees Paid in a Cloud Computing Arrangement), effective for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years. Early adoption of the new guidance is permitted and an entity can elect to adopt the guidance either: (1) prospectively to all arrangements entered into or materially modified after the effective date; or (2) retrospectively. The new guidance provides that all software licenses included in cloud computing arrangements be accounted for consistent with other licenses of intangible assets. However, if a cloud computing arrangement does not include a software license, the arrangement should be accounted for as a service contract, the accounting for which did not change. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In April 2015, the FASB issued new guidance on the presentation of debt issuance costs (ASU 2015-03, Interest - Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs), effective for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years and should be applied retrospectively to all periods presented. Early adoption of the new guidance is permitted for financial statements that have not been previously issued. The new guidance will require that debt issuance costs be presented in the balance sheet as a direct deduction from the related debt liability rather than as an asset, consistent with debt discounts. However, the current recognition and measurement guidance for debt issuance costs are not affected by the new guidance. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In February 2015, the FASB issued new guidance to improve consolidation guidance for legal entities (ASU 2015-02, Consolidation (Topic 810): Amendments to the Consolidation Analysis), effective for fiscal years beginning after December 15, 2015 and interim periods within those years and early adoption is permitted. The new standard is intended to improve targeted areas of the consolidation guidance for legal entities such as limited partnerships, limited liability corporations, and securitization structures. The amendments in this ASU affect the consolidation evaluation for reporting organizations. In addition, the amendments in this ASU simplify and improve current GAAP by reducing the number of consolidation models. 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 in exchange for those goods or services. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.

Segment_Information

Segment Information	3 Months Ended
	Mar. 31, 2015
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.
	As anticipated, in the first quarter of 2015, the Company implemented certain segment reporting changes related to the (i) measurement of segment operating earnings, which included revising the Company’s capital allocation methodology, and (ii) the realignment of consumer direct business. These changes were applied retrospectively and did not have an impact on total consolidated operating earnings or net income.
	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, Voluntary & Worksite Benefits insurance products and services include life, dental, group short- and long-term disability and accidental death and dismemberment (“AD&D”) coverages. In addition, the Group, Voluntary & Worksite Benefits segment offers property & casualty insurance, including private passenger automobile, homeowners and personal excess liability, which is offered to employees on a voluntary basis, long-term care, critical illness and accident & health coverages, as well as prepaid legal plans.
	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. direct business, comprised of group and individual products sold through sponsoring organizations, affinity groups and direct to consumer. 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, various start-up businesses (including expatriate benefits insurance and the investment management business through which the Company offers fee-based investment management services to institutional clients) and certain run-off businesses. Corporate & Other also includes assumed reinsurance of certain variable annuity products from the Company’s former operating joint venture in Japan. Under this in-force reinsurance agreement, the Company reinsures living and death benefit guarantees issued in connection with variable annuity products. Additionally, Corporate & Other includes interest expense related to the majority of the Company’s outstanding debt and expenses associated with certain legal proceedings and income tax audit issues. Corporate & Other also includes the elimination of intersegment amounts, which generally relate to intersegment loans, which bear interest rates commensurate with related borrowings.
	Financial Measures and Segment Accounting Policies
	Operating earnings is the measure of segment profit or loss the Company uses to evaluate segment performance and allocate resources. Consistent with GAAP guidance for segment reporting, operating earnings is the Company’s measure of segment performance and is reported below. Operating earnings should not be viewed as a substitute for income (loss) from continuing operations, net of income tax. The Company believes the presentation of operating earnings as the Company measures it for management purposes enhances the understanding of its performance by highlighting the results of operations and the underlying profitability drivers of the business.
	Operating earnings is defined as operating revenues less operating expenses, both net of income tax.
	Operating revenues and operating expenses exclude results of discontinued operations and other businesses that have been or will be sold or exited by MetLife 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 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 2015, the Company implemented certain segment reporting changes related to the (i) measurement of segment operating earnings, which included revising the Company’s capital allocation methodology, and (ii) the realignment of consumer direct business. Consequently, prior period results for the three months ended March 31, 2014 were impacted as follows:
	•	Retail’s operating earnings increased by $24 million, net of $44 million of income tax benefit;
	•	Group, Voluntary & Worksite Benefits’ operating earnings increased by $2 million, net of $1 million of income tax;
	•	Corporate Benefit Funding’s operating earnings decreased by $15 million, net of $8 million of income tax benefit;
	•	Latin America’s operating earnings decreased by $25 million, net of $16 million of income tax benefit;
	•	Asia’s operating earnings increased by $5 million, net of $1 million of income tax;
	•	EMEA’s operating earnings decreased by $17 million, net of $7 million of income tax benefit; and
	•	Corporate & Other’s operating earnings increased by $26 million, net of $73 million of income tax.
	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 ended March 31, 2015 and 2014. 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, coupled with considerations of local capital requirements, 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 while applying an industry standard method for the inclusion of diversification benefits among risk types. The Company’s management is responsible for the ongoing production and enhancement of the economic capital model and reviews its approach periodically to ensure that it remains consistent with emerging industry practice standards.
	Segment net investment income is credited or charged based on the level of allocated equity; however, changes in allocated equity do not impact the Company’s consolidated net investment income, operating earnings or income (loss) from continuing operations, net of income tax.
	Net investment income is based upon the actual results of each segment’s specifically identifiable investment 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 Results
			Americas
	Three Months Ended March 31, 2015		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			America												& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	1,749			$	4,117		$	418		$	699		$	6,983		$	1,752		$	508		$	10		$	9,253		$	—		$	9,253
	Universal life and investment-type product policy fees		1,236				188			54			294			1,772			397			102			23			2,294			100			2,394
	Net investment income		1,980				478			1,430			218			4,106			684			83			109			4,982			479			5,461
	Other revenues		251				113			71			10			445			28			10			20			503			(8		)	495
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			286			286
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			821			821
	Total revenues		5,216				4,896			1,973			1,221			13,306			2,861			703			162			17,032			1,678			18,710
	Expenses
Policyholder benefits and claims and policyholder dividends		2,449				3,835			991			581			7,856			1,340			239			12			9,447			149			9,596
Interest credited to policyholder account balances		542				37			293			86			958			337			30			6			1,331			664			1,995
Capitalization of DAC		(247		)		(36		)	(6		)	(111		)	(400		)	(435		)	(133		)	—			(968		)	—			(968		)
Amortization of DAC and VOBA		375				41			5			78			499			326			128			—			953			72			1,025
Amortization of negative VOBA		—				—			—			—			—			(86		)	(4		)	—			(90		)	(10		)	(100		)
Interest expense on debt		(1		)		—			1			—			—			—			—			297			297			1			298
Other expenses		1,176				664			124			425			2,389			904			362			145			3,800			5			3,805
Total expenses		4,294				4,541			1,408			1,059			11,302			2,386			622			460			14,770			881			15,651
Provision for income tax expense (benefit)		269				127			196			31			623			148			11			(188		)	594			302			896
Operating earnings		$	653			$	228		$	369		$	131		$	1,381		$	327		$	70		$	(110	)	1,668
Adjustments to:
Total revenues																											1,678
Total expenses																											(881		)
Provision for income tax (expense) benefit																											(302		)
Income (loss) from continuing operations, net of income tax																											$	2,163					$	2,163
		Operating Results
		Americas
Three Months Ended March 31, 2014		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
						Voluntary			Benefit			America												& Other									Consolidated
						& Worksite			Funding
						Benefits
		(In millions)
Revenues
Premiums		$	1,724			$	4,002		$	301		$	683		$	6,710		$	1,890		$	597		$	20		$	9,217		$	2		$	9,219
Universal life and investment-type product policy fees		1,247				177			57			311			1,792			389			109			33			2,323			98			2,421
Net investment income		1,994				456			1,382			297			4,129			700			107			149			5,085			(50		)	5,035
Other revenues		245				107			68			7			427			27			16			21			491			(13		)	478
Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(411		)	(411		)
Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			343			343
Total revenues		5,210				4,742			1,808			1,298			13,058			3,006			829			223			17,116			(31		)	17,085
Expenses
Policyholder benefits and claims and policyholder dividends		2,407				3,781			888			616			7,692			1,397			261			23			9,373			254			9,627
Interest credited to policyholder account balances		555				40			278			98			971			387			34			9			1,401			68			1,469
Capitalization of DAC		(234		)		(34		)	(1		)	(107		)	(376		)	(494		)	(176		)	—			(1,046		)	—			(1,046		)
Amortization of DAC and VOBA		429				36			4			79			548			338			164			—			1,050			8			1,058
Amortization of negative VOBA		—				—			—			—			—			(94		)	(9		)	—			(103		)	(12		)	(115		)
Interest expense on debt		—				—			2			—			2			—			—			292			294			18			312
Other expenses		1,142				628			115			436			2,321			991			464			175			3,951			3			3,954
Total expenses		4,299				4,451			1,286			1,122			11,158			2,525			738			499			14,920			339			15,259
Provision for income tax expense (benefit)		275				101			182			18			576			148			20			(140		)	604			(120		)	484
Operating earnings		$	636			$	190		$	340		$	158		$	1,324		$	333		$	71		$	(136	)	1,592
Adjustments to:
Total revenues																											(31		)
Total expenses																											(339		)
Provision for income tax (expense) benefit																											120
Income (loss) from continuing operations, net of income tax																											$	1,342					$	1,342
The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
	31-Mar-15				31-Dec-14
	(In millions)
Retail	$	363,783			$	359,188
Group, Voluntary & Worksite Benefits	48,474				46,483
Corporate Benefit Funding	236,925				228,543
Latin America	72,074				72,259
Asia	116,278				117,894
EMEA	27,991				29,217
Corporate & Other	54,265				48,753
Total	$	919,790			$	902,337

Insurance

Insurance	3 Months Ended
	Mar. 31, 2015
Insurance [Abstract]
Insurance	3. Insurance
	Guarantees
	As discussed in Notes 1 and 4 of the Notes to the Consolidated Financial Statements included in the 2014 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 policyholder account balances and are further discussed in Note 6.
	The Company also issues two tier annuity contracts that apply a lower rate on funds deposited if the contractholder elects to surrender the contract for cash (the “lower tier”) and a higher rate if the contractholder elects to annuitize (the “upper tier”). These guarantees include benefits that are payable in the event of death, maturity or at annuitization. Certain other annuity contracts contain guaranteed annuitization benefits that may be above what would be provided by the current account value of the contract. 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 and Other Annuities
	Two tier annuities are defined as the excess of the upper tier, adjusted for a profit margin, less the lower tier, as of the balance sheet date. Other annuities are 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.
	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:
		31-Mar-15				31-Dec-14
		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)	$	197,400	$	99,960	$	196,595	$	99,000
	Separate account value	$	165,322	$	96,933	$	163,566	$	95,963
	Net amount at risk (2)	$	3,892	$	1,996	$	4,230	$	1,770
	Average attained age of contractholders	65 years		66 years		65 years		65 years
	Two Tier and Other Annuities
	Account value	N/A		$	939	N/A		$	1,040
	Net amount at risk	N/A		$	301	N/A		$	340
	Average attained age of contractholders	N/A		50 years		N/A		50 years
		March 31, 2015				December 31, 2014
		Secondary		Paid-Up		Secondary		Paid-Up
		Guarantees		Guarantees		Guarantees		Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	17,072	$	3,556	$	16,875	$	3,587
	Net amount at risk	$	178,870	$	19,980	$	180,069	$	20,344
	Average attained age of policyholders	56 years		61 years		56 years		61 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	3 Months Ended
	Mar. 31, 2015
Closed Block Disclosure [Abstract]
Closed Block	4. 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 of Reorganization”). 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:
		31-Mar-15			31-Dec-14
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	41,481		$	41,667
	Other policy-related balances	309			265
	Policyholder dividends payable	479			461
	Policyholder dividend obligation	3,483			3,155
	Current income tax payable	3			1
	Other liabilities	482			646
	Total closed block liabilities	46,237			46,195
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	29,093			29,199
	Equity securities available-for-sale, at estimated fair value	98			91
	Mortgage loans	6,103			6,076
	Policy loans	4,643			4,646
	Real estate and real estate joint ventures	651			666
	Other invested assets	1,123			1,065
	Total investments	41,711			41,743
	Cash and cash equivalents	323			227
	Accrued investment income	483			477
	Premiums, reinsurance and other receivables	78			67
	Deferred income tax assets	277			289
	Total assets designated to the closed block	42,872			42,803
	Excess of closed block liabilities over assets designated to the closed block	3,365			3,392
	Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
	Unrealized investment gains (losses), net of income tax	2,441			2,291
	Unrealized gains (losses) on derivatives, net of income tax	63			28
	Allocated to policyholder dividend obligation, net of income tax	(2,264		)	(2,051		)
	Total amounts included in AOCI	240			268
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,605		$	3,660
	Information regarding the closed block policyholder dividend obligation was as follows:
		Three Months			Year
		Ended			Ended
		March 31, 2015			December 31, 2014
		(In millions)
	Balance, beginning of period	$	3,155		$	1,771
	Change in unrealized investment and derivative gains (losses)	328			1,384
	Balance, end of period	$	3,483		$	3,155
	Information regarding the closed block revenues and expenses was as follows:
		Three Months
		Ended
		March 31,
		2015			2014
		(In millions)
	Revenues
	Premiums	$	430		$	446
	Net investment income	515			530
	Net investment gains (losses)	(1		)	—
	Net derivative gains (losses)	25			(1		)
	Total revenues	969			975
	Expenses
	Policyholder benefits and claims	608			624
	Policyholder dividends	240			233
	Other expenses	37			41
	Total expenses	885			898
	Revenues, net of expenses before provision for income tax expense (benefit)	84			77
	Provision for income tax expense (benefit)	29			27
	Revenues, net of expenses and provision for income tax expense (benefit)	$	55		$	50
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 of Reorganization. MLIC also charges the closed block for expenses of maintaining the policies included in the closed block.

Investments

Investments	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Investments	5. 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”).
		March 31, 2015																	December 31, 2014
		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	$	95,661		$	11,231			$	557			$	—		$	106,335		$	96,235			$	10,343		$	624		$	—		$	105,954
	Foreign corporate	56,728			4,781				1,008				7			60,494			57,695				4,651			664			7			61,675
	U.S. Treasury and agency	52,560			7,946				34				—			60,472			54,654				6,892			30			—			61,516
	Foreign government	46,384			6,106				129				—			52,361			47,327				5,500			161			—			52,666
	RMBS	41,836			2,234				208				78			43,784			38,064				2,102			214			106			39,846
	State and political subdivision	13,293			2,445				28				—			15,710			12,922				2,291			26			—			15,187
	CMBS (1)	12,762			605				57				(1		)	13,311			13,762				615			46			(1		)	14,332
	ABS	13,685			226				103				—			13,808			14,121				240			112			—			14,249
	Total fixed maturity securities	$	332,909		$	35,574			$	2,124			$	84		$	366,275		$	334,780			$	32,634		$	1,877		$	112		$	365,425
	Equity securities
	Common stock	$	2,037		$	563			$	25			$	—		$	2,575		$	1,990			$	554		$	28		$	—		$	2,516
	Non-redeemable preferred stock	1,096			86				44				—			1,138			1,086				68			39			—			1,115
	Total equity securities	$	3,133		$	649			$	69			$	—		$	3,713		$	3,076			$	622		$	67		$	—		$	3,631
	__________________
	-1	The noncredit loss component of other-than-temporary-impairment (“OTTI”) losses for CMBS was in an unrealized gain position of $1 million at both March 31, 2015 and December 31, 2014, due to increases in estimated fair value subsequent to initial recognition of noncredit losses on such securities. See also “— Net Unrealized Investment Gains (Losses).”
	The Company held non-income producing fixed maturity securities with an estimated fair value of $78 million and $64 million with unrealized gains (losses) of $31 million and $28 million at March 31, 2015 and December 31, 2014, 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 March 31, 2015:
		Due in One Year or Less			Due After One Year Through Five Years				Due After Five Years Through Ten Years				Due After Ten Years			Structured Securities			Total Fixed Maturity Securities
		(In millions)
	Amortized cost	$	13,740		$	71,252			$	75,395			$	104,239		$	68,283		$	332,909
	Estimated fair value	$	13,916		$	74,840			$	81,857			$	124,759		$	70,903		$	366,275
	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. Structured securities (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.
		March 31, 2015														31-Dec-14
		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	$	8,366		$	322			$	2,545			$	235		$	11,389		$	331			$	4,658		$	293
	Foreign corporate	10,108			849				1,657				166			9,410			505				2,074			166
	U.S. Treasury and agency	4,600			31				302				3			8,927			12				1,314			18
	Foreign government	1,241			54				435				75			1,085			80				630			81
	RMBS	3,276			65				2,018				221			4,180			92				2,534			228
	State and political subdivision	287			5				109				23			83			1				297			25
	CMBS	1,579			46				362				10			1,268			23				934			22
	ABS	3,672			67				1,384				36			4,456			57				1,440			55
	Total fixed maturity securities	$	33,129		$	1,439			$	8,812			$	769		$	40,798		$	1,101			$	13,881		$	888
	Equity securities
	Common stock	$	137		$	25			$	—			$	—		$	111		$	28			$	1		$	—
	Non-redeemable preferred stock	37			3				189				41			67			2				192			37
	Total equity securities	$	174		$	28			$	189			$	41		$	178		$	30			$	193		$	37
	Total number of securities in an unrealized loss position	2,704							1,122							3,153							1,435
	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 2014 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 concluded that these securities were not other-than-temporarily impaired at March 31, 2015. Future OTTI will depend primarily on economic fundamentals, issuer performance (including changes in the present value of future cash flows expected to be collected), 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 increased $219 million during the three months ended March 31, 2015 to $2.2 billion. The increase in gross unrealized losses for the three months ended March 31, 2015 was primarily attributable to the impact of weakening foreign currencies on non-functional currency denominated fixed maturity securities.
	At March 31, 2015, $141 million of the total $2.2 billion of gross unrealized losses were from 50 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 $141 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, $78 million, or 55%, were related to gross unrealized losses on 24 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 $141 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, $63 million, or 45%, were related to gross unrealized losses on 26 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 state and political subdivision securities (primarily tax-exempt revenue bonds) and are the result of significantly wider credit spreads resulting from higher risk premiums since purchase, largely due to economic and market uncertainties including concerns over valuations of residential real estate supporting non-agency RMBS. Management evaluates non-agency RMBS 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 and state and political subdivision securities based on factors such as expected cash flows and the financial condition and near-term and long-term prospects of the issuers.
Equity Securities
Gross unrealized losses on equity securities increased $2 million during the three months ended March 31, 2015 to $69 million. Of the $69 million, $29 million were from seven securities with gross unrealized losses of 20% or more of cost for 12 months or greater. Of the $29 million, 59% were from securities rated A or better, and all were from financial services industry investment grade non-redeemable preferred stock securities.
Mortgage Loans
Mortgage Loans by Portfolio Segment
Mortgage loans are summarized as follows at:
	March 31, 2015						December 31, 2014
	Carrying			% of			Carrying				% of
	Value			Total			Value				Total
	(In millions)						(In millions)
Mortgage loans:
Commercial	$	42,164		67.6	%		$	41,088			68.3	%
Agricultural	12,333			19.8			12,378				20.6
Residential	7,626			12.2			6,369				10.6
Subtotal (1)	62,123			99.6			59,835				99.5
Valuation allowances	(315		)	(0.5	)		(305		)		(0.5	)
Subtotal mortgage loans, net	61,808			99.1			59,530				99
Residential — fair value option (“FVO”)	329			0.5			308				0.5
Commercial mortgage loans held by CSEs — FVO	272			0.4			280				0.5
Total mortgage loans, net	$	62,409		100	%		$	60,118			100	%
__________________
-1	Purchases of mortgage loans were $1.4 billion and $597 million for the three months ended March 31, 2015 and 2014, respectively.
See “— Variable Interest Entities” for discussion of consolidated securitization entities (“CSEs”).
Information on commercial, agricultural and residential mortgage loans is presented in the tables below. Information on residential - FVO and commercial mortgage loans held by CSEs - FVO is presented in Note 7. The Company elects the FVO for certain mortgage loans and related long-term debt that are managed on a total return basis.
Mortgage Loans, Valuation Allowance and Impaired Loans by Portfolio Segment
Mortgage loans by portfolio segment, by method of evaluation of credit loss, impaired mortgage loans including those modified in a troubled debt restructuring, and the related valuation allowances, were as follows at:
	Evaluated Individually for Credit Losses																	Evaluated Collectively for Credit Losses							Impaired Loans
	Impaired Loans with a Valuation Allowance											Impaired Loans without a Valuation Allowance
	Unpaid Principal Balance			Recorded				Valuation				Unpaid Principal Balance			Recorded			Recorded				Valuation			Carrying
				Investment				Allowances							Investment			Investment				Allowances			Value
	(In millions)
31-Mar-15
Commercial	$	69		$	69			$	20			$	98		$	98		$	41,997			$	205		$	147
Agricultural	51			48				2				16			16			12,269				37			62
Residential	—			—				—				62			58			7,568				51			58
Total	$	120		$	117			$	22			$	176		$	172		$	61,834			$	293		$	267
31-Dec-14
Commercial	$	75		$	75			$	24			$	101		$	100		$	40,913			$	200		$	151
Agricultural	51			48				2				14			13			12,317				37			59
Residential	—			—				—				40			37			6,332				42			37
Total	$	126		$	123			$	26			$	155		$	150		$	59,562			$	279		$	247
The average recorded investment for impaired commercial, agricultural and residential mortgage loans was $171 million, $63 million and $47 million, respectively, for the three months ended March 31, 2015; and $507 million, $100 million and $13 million, respectively, for the three months ended March 31, 2014.
Valuation Allowance Rollforward by Portfolio Segment
The changes in the valuation allowance, by portfolio segment, were as follows:
	Three Months
	Ended
	March 31,
	2015														2014
	Commercial			Agricultural				Residential				Total			Commercial			Agricultural				Residential			Total
	(In millions)
Balance, beginning of period	$	224		$	39			$	42			$	305		$	258		$	44			$	20		$	322
Provision (release)	1			—				14				15			1			(2		)		6			5
Charge-offs, net of recoveries	—			—				(5		)		(5		)	—			—				(1		)	(1		)
Balance, end of period	$	225		$	39			$	51			$	315		$	259		$	42			$	25		$	326
Credit Quality of Commercial Mortgage Loans
The credit quality of commercial mortgage loans was 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)
31-Mar-15
Loan-to-value ratios
Less than 65%	$	35,250		$	953			$	801			$	37,004		87.8	%	$	38,884			88.2	%
65% to 75%	3,398			573				64				4,035			9.6		4,088				9.3
76% to 80%	137			—				8				145			0.3		154				0.3
Greater than 80%	577			299				104				980			2.3		964				2.2
Total	$	39,362		$	1,825			$	977			$	42,164		100	%	$	44,090			100	%
31-Dec-14
Loan-to-value ratios
Less than 65%	$	33,933		$	1,105			$	1,101			$	36,139		88	%	$	38,166			88.4	%
65% to 75%	3,306			405				87				3,798			9.2		3,873				9
76% to 80%	130			—				15				145			0.4		153				0.3
Greater than 80%	562			281				163				1,006			2.4		987				2.3
Total	$	37,931		$	1,791			$	1,366			$	41,088		100	%	$	43,179			100	%
Credit Quality of Agricultural Mortgage Loans
The credit quality of agricultural mortgage loans was as follows at:
	March 31, 2015						December 31, 2014
	Recorded			% of			Recorded				% of
	Investment			Total			Investment				Total
	(In millions)						(In millions)
Loan-to-value ratios
Less than 65%	$	11,498		93.2	%		$	11,743			94.9	%
65% to 75%	703			5.7			533				4.3
76% to 80%	50			0.4			17				0.1
Greater than 80%	82			0.7			85				0.7
Total	$	12,333		100	%		$	12,378			100	%
The estimated fair value of agricultural mortgage loans was $12.8 billion at both March 31, 2015 and December 31, 2014.
Credit Quality of Residential Mortgage Loans
The credit quality of residential mortgage loans was as follows at:
	March 31, 2015						December 31, 2014
	Recorded			% of			Recorded				% of
	Investment			Total			Investment				Total
	(In millions)						(In millions)
Performance indicators
Performing	$	7,429		97.4	%		$	6,196			97.3	%
Nonperforming	197			2.6			173				2.7
Total	$	7,626		100	%		$	6,369			100	%
The estimated fair value of residential mortgage loans was $7.7 billion and $6.6 billion at March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014. 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							Nonaccrual Status
	March 31, 2015			31-Dec-14				March 31, 2015				31-Dec-14
	(In millions)
Commercial	$	10		$	10			$	69			$	75
Agricultural	26			1				46				41
Residential	197			173				188				163
Total	$	233		$	184			$	303			$	279
Mortgage Loans Modified in a Troubled Debt Restructuring
For a small portion of the mortgage loan portfolio, classified as troubled debt restructurings, concessions are granted related to borrowers experiencing financial difficulties. Generally, the types of concessions include: reduction of the contractual interest rate, extension of the maturity date at an interest rate lower than current market interest rates, and/or a reduction of accrued interest. The amount, timing and extent of the concession granted is considered in determining any impairment or changes in the specific valuation allowance. During the three months ended March 31, 2015 and 2014, the Company did not have a significant amount of mortgage loans modified in a troubled debt restructuring.
Cash Equivalents
The carrying value of cash equivalents, which includes securities and other investments with an original or remaining maturity of three months or less at the time of purchase, was $2.1 billion and $4.5 billion at March 31, 2015 and December 31, 2014, respectively.
Net Unrealized Investment Gains (Losses)
Unrealized investment gains (losses) on fixed maturity and equity securities AFS and the effect on DAC, VOBA, deferred sales inducements (“DSI”), future policy benefits and the policyholder dividend obligation, that would result from the realization of the unrealized gains (losses), are included in net unrealized investment gains (losses) in AOCI.
The components of net unrealized investment gains (losses), included in AOCI, were as follows:
	March 31, 2015			December 31, 2014
	(In millions)
Fixed maturity securities	$	33,080		$	30,367
Fixed maturity securities with noncredit OTTI losses in AOCI	(84		)	(112		)
Total fixed maturity securities	32,996			30,255
Equity securities	678			608
Derivatives	2,502			1,761
Other	159			149
Subtotal	36,335			32,773
Amounts allocated from:
Future policy benefits	(3,742		)	(2,886		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(1		)	(4		)
DAC, VOBA and DSI	(2,062		)	(1,946		)
Policyholder dividend obligation	(3,483		)	(3,155		)
Subtotal	(9,288		)	(7,991		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	31			42
Deferred income tax benefit (expense)	(9,273		)	(8,556		)
Net unrealized investment gains (losses)	17,805			16,268
Net unrealized investment gains (losses) attributable to noncontrolling interests	(44		)	(33		)
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$	17,761		$	16,235
The changes in fixed maturity securities with noncredit OTTI losses included in AOCI were as follows:
	Three Months			Year
	Ended			Ended
	March 31, 2015			December 31, 2014
	(In millions)
Balance, beginning of period	$	(112	)	$	(218	)
Noncredit OTTI losses and subsequent changes recognized	10			17
Securities sold with previous noncredit OTTI loss	12			53
Subsequent changes in estimated fair value	6			36
Balance, end of period	$	(84	)	$	(112	)
The changes in net unrealized investment gains (losses) were as follows:
	Three Months
	Ended
	March 31, 2015
	(In millions)
Balance, beginning of period	$	16,235
Fixed maturity securities on which noncredit OTTI losses have been recognized	28
Unrealized investment gains (losses) during the period	3,534
Unrealized investment gains (losses) relating to:
Future policy benefits	(856		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	3
DAC, VOBA and DSI	(116		)
Policyholder dividend obligation	(328		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(11		)
Deferred income tax benefit (expense)	(717		)
Net unrealized investment gains (losses)	17,772
Net unrealized investment gains (losses) attributable to noncontrolling interests	(11		)
Balance, end of period	$	17,761
Change in net unrealized investment gains (losses)	$	1,537
Change in net unrealized investment gains (losses) attributable to noncontrolling interests	(11		)
Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$	1,526
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 $20.6 billion and $20.3 billion at March 31, 2015 and December 31, 2014, 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 $25.8 billion and $25.5 billion at March 31, 2015 and December 31, 2014, respectively.
Securities Lending
Elements of the securities lending program are presented below at:
	March 31, 2015			December 31, 2014
	(In millions)
Securities on loan: (1)
Amortized cost	$	25,933		$	26,989
Estimated fair value	$	29,358		$	30,269
Cash collateral on deposit from counterparties (2)	$	29,804		$	30,826
Security collateral on deposit from counterparties (3)	$	170		$	83
Reinvestment portfolio — estimated fair value	$	30,350		$	31,314
_________________
-1	Included within fixed maturity securities and short-term investments. At March 31, 2015, both amortized cost and estimated fair value also include $26 million, at estimated fair value, of securities which are not reflected in the consolidated financial statements.
-2	Included within payables for collateral under securities loaned and other transactions.
-3	Security collateral on deposit from counterparties may not be sold or re-pledged, unless the counterparty is in default, and is not reflected in the consolidated financial statements.
Repurchase Agreement Transactions
Commencing in the first quarter of 2015, the Company began participating in short-term repurchase agreements and reverse repurchase agreements with unaffiliated financial institutions. Under these agreements, the Company lends fixed maturity securities, and contemporaneously borrows other fixed maturity securities (e.g., repurchase and reverse repurchase, respectively). The Company accounted for these transactions as collateralized borrowing and lending. The amount of fixed maturity securities lent and borrowed, at estimated fair value, was $516 million and $505 million, respectively, at March 31, 2015. Securities loaned under such transactions may be sold or re-pledged by the transferee. Securities borrowed under such transactions may be re-pledged and are not reflected in the consolidated financial statements. The amount of borrowed securities which were re-pledged was $117 million, at estimated fair value, at March 31, 2015. Net interest expense related to these transactions included in net investment income was less than $1 million for the three months ended March 31, 2015.
The Company has elected to offset amounts recognized as receivables and payables resulting from these transactions. The gross amounts of the receivables and payables related to these transactions at March 31, 2015 were both $499 million. After the effect of offsetting of $499 million, the net amount presented in the consolidated balance sheet at March 31, 2015 was a liability of less than $1 million. Amounts owed to and due from counterparties may be settled in cash or offset, in accordance with the agreements. Cash inflows and outflows for cash settlements are reported on the consolidated statements of cash flows.
See Note 6 for information regarding the estimated fair value of the Company’s net derivative assets and net derivative liabilities after the application of master netting agreements and collateral.
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 all asset classes, except mortgage loans, which are presented at carrying value at:
	March 31, 2015			December 31, 2014
	(In millions)
Invested assets on deposit (regulatory deposits)	$	9,544		$	9,437
Invested assets held in trust (collateral financing arrangements and reinsurance agreements)	10,491			10,069
Invested assets pledged as collateral (1)	26,061			25,996
Total invested assets on deposit, held in trust and pledged as collateral	$	46,096		$	45,502
__________________
-1	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 2014 Annual Report), collateral financing arrangements (see Note 13 of the Notes to the Consolidated Financial Statements included in the 2014 Annual Report) and derivative transactions (see Note 7).
See “— Securities Lending” and “— Repurchase Agreement Transactions” for information regarding securities on loan and Note 4 for information regarding 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 March 31, 2015 and December 31, 2014. 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.
	March 31, 2015							December 31, 2014
	Total			Total				Total				Total
	Assets			Liabilities				Assets				Liabilities
	(In millions)
MRSC (collateral financing arrangement (primarily securities)) (1)	$	3,458		$	—			$	3,471			$	—
Operating joint venture (2)	2,544			2,123				2,405				1,999
CSEs (assets (primarily loans) and liabilities (primarily debt)) (3)	288			147				297				155
Investments:
Other invested assets	73			15				59				—
FVO and trading securities	42			—				45				—
Other limited partnership interests	37			—				37				—
Real estate joint ventures	9			15				9				15
Total	$	6,451		$	2,300			$	6,323			$	2,169
__________________
-1	See Note 13 of the Notes to the Consolidated Financial Statements included in the 2014 Annual Report for a description of the MetLife Reinsurance Company of South Carolina (“MRSC”) collateral financing arrangement.
-2	Assets of the operating joint venture are primarily fixed maturity securities and separate account assets. Liabilities of the operating joint venture are primarily future policy benefits, other policyholder funds and separate account liabilities.
-3	The Company consolidates entities that are structured as CMBS and as collateralized debt obligations. The assets of these entities can only be used to settle their respective liabilities, and under no circumstances is the Company liable for any principal or interest shortfalls should any arise. The Company’s exposure was limited to that of its remaining investment in these entities of $122 million and $123 million at estimated fair value at March 31, 2015 and December 31, 2014, 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 $1 million and $18 million for the three months ended March 31, 2015 and 2014, respectively.
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:
	March 31, 2015							December 31, 2014
	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)	$	70,903		$	70,903			$	68,427			$	68,427
U.S. and foreign corporate	3,704			3,704				3,829				3,829
Other limited partnership interests	6,224			8,382				6,250				8,402
Other invested assets	1,696			2,056				1,720				2,050
FVO and trading securities	602			602				565				565
Real estate joint ventures	93			118				100				125
Mortgage loans	51			51				51				51
Equity securities AFS:
Non-redeemable preferred stock	39			39				41				41
Total	$	83,312		$	85,855			$	80,983			$	83,490
__________________
-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. 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 $208 million and $212 million at March 31, 2015 and December 31, 2014, 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 13, 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 three months ended March 31, 2015 and 2014.
Net Investment Income
The components of net investment income were as follows:
	Three Months
	Ended
	March 31,
	2015			2014
	(In millions)
Investment income:
Fixed maturity securities	$	3,541		$	3,653
Equity securities	31			30
FVO and trading securities — Actively Traded and FVO general account securities (1)	37			37
Mortgage loans	730			709
Policy loans	152			157
Real estate and real estate joint ventures	211			217
Other limited partnership interests	215			329
Cash, cash equivalents and short-term investments	35			47
Operating joint ventures	8			—
Other	122			45
Subtotal	5,082			5,224
Less: Investment expenses	302			276
Subtotal, net	4,780			4,948
FVO and trading securities — FVO contractholder-directed unit-linked investments (1)	677			65
FVO CSEs — interest income:
Commercial mortgage loans	4			22
Subtotal	681			87
Net investment income	$	5,461		$	5,035
__________________
-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
	Ended
	March 31,
	2015			2014
	(In millions)
Actively Traded and FVO general account securities	$	6		$	11
FVO contractholder-directed unit-linked investments	$	536		$	(41	)
See “— Variable Interest Entities” for discussion of CSEs.
FVO and trading securities are primarily comprised of securities for which the FVO has been elected (“FVO Securities”). FVO Securities include certain fixed maturity and equity securities held-for-investment by the general account to support asset and liability management strategies for certain insurance products and investments in certain separate accounts. FVO Securities are primarily comprised of contractholder-directed investments supporting unit-linked variable annuity type liabilities which do not qualify for presentation as separate account summary total assets and liabilities. The investment returns on these investments inure to contractholders and are offset by a corresponding change in policyholder account balances through interest credited to policyholder account balances. FVO Securities also include securities held by CSEs. The Company has a trading securities portfolio, principally invested in fixed maturity securities, to support investment strategies that involve the active and frequent purchase and sale of actively traded securities and the execution of short sale agreements.
Net Investment Gains (Losses)
Components of Net Investment Gains (Losses)
The components of net investment gains (losses) were as follows:
	Three Months
	Ended
	March 31,
	2015			2014
	(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:
Consumer	$	(3	)	$	(7	)
Industrial	(2		)	—
Total U.S. and foreign corporate securities	(5		)	(7		)
RMBS	(13		)	(3		)
OTTI losses on fixed maturity securities recognized in earnings	(18		)	(10		)
Fixed maturity securities — net gains (losses) on sales and disposals	151			96
Total gains (losses) on fixed maturity securities	133			86
Total gains (losses) on equity securities:
Total OTTI losses recognized — by sector:
Common stock	—			(1		)
OTTI losses on equity securities recognized in earnings	—			(1		)
Equity securities — net gains (losses) on sales and disposals	8			26
Total gains (losses) on equity securities	8			25
FVO and trading securities — FVO general account securities	—			9
Mortgage loans	(43		)	(11		)
Real estate and real estate joint ventures	27			65
Other limited partnership interests	16			(2		)
Other investment portfolio gains (losses)	23			(4		)
Subtotal — investment portfolio gains (losses)	164			168
FVO CSEs:
Commercial mortgage loans	(3		)	1
Long-term debt — related to commercial mortgage loans	1			1
Non-investment portfolio gains (losses) (1)	124			(581		)
Subtotal FVO CSEs and non-investment portfolio gains (losses)	122			(579		)
Total net investment gains (losses)	$	286		$	(411	)
__________________
-1	Non-investment portfolio gains (losses) for the three months ended March 31, 2014 includes a loss of $495 million related to the disposition of MetLife Assurance Limited. See Note 3 of the Notes to the Consolidated Financial Statements included in the 2014 Annual Report.
See “— Variable Interest Entities” for discussion of CSEs.
Gains (losses) from foreign currency transactions included within net investment gains (losses) were $161 million and $5 million for the three months ended March 31, 2015 and 2014, 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) were as shown in the table below. Investment gains and losses on sales of securities are determined on a specific identification basis.
	Three Months
	Ended
	March 31,
	2015			2014				2015				2014
	Fixed Maturity Securities							Equity Securities
	(In millions)
Proceeds	$	30,006		$	22,291			$	53			$	101
Gross investment gains	$	338		$	314			$	15			$	27
Gross investment losses	(187		)	(218		)		(7		)		(1		)
OTTI losses	(18		)	(10		)		—				(1		)
Net investment gains (losses)	$	133		$	86			$	8			$	25
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
	Ended
	March 31,
	2015			2014
	(In millions)
Balance, beginning of period	$	357		$	378
Additions:
Initial impairments — credit loss OTTI on securities not previously impaired	2			—
Additional impairments — credit loss OTTI on securities previously impaired	11			2
Reductions:
Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(13		)	(10		)
Balance, end of period	$	357		$	370

Derivatives

Derivatives	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	6. 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 7 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 with values 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 and 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, to hedge against changes in interest rates on anticipated liability issuances by replicating Treasury or swap curve performance, and to hedge minimum guarantees embedded in certain variable annuity products offered by the Company. 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, currency options and exchange-traded currency futures, 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, and to hedge minimum guarantees embedded in certain variable annuity products offered by the Company. 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 amount 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, involuntary restructuring or governmental intervention. 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 transactions 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, equity 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 minimum guarantees 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:
					March 31, 2015												December 31, 2014
			Primary Underlying Risk Exposure		Gross				Estimated Fair Value								Gross				Estimated Fair Value
					Notional												Notional
					Amount				Assets				Liabilities				Amount				Assets		Liabilities
					(In millions)
Derivatives Designated as Hedging Instruments
Fair value hedges:
Interest rate swaps		Interest rate		$	5,975			$	2,296			$	22			$	6,044			$	2,064	$	21
Foreign currency swaps		Foreign currency exchange rate		2,699				77				354				2,708				65		100
Foreign currency forwards		Foreign currency exchange rate		2,735				—				251				2,335				—		291
Subtotal				11,409				2,373				627				11,087				2,129		412
Cash flow hedges:
Interest rate swaps		Interest rate		2,927				666				—				2,560				528		—
Interest rate forwards		Interest rate		200				70				—				225				63		—
Foreign currency swaps		Foreign currency exchange rate		19,897				1,139				1,508				18,325				563		930
Subtotal				23,024				1,875				1,508				21,110				1,154		930
Foreign operations hedges:
Foreign currency forwards		Foreign currency exchange rate		4,306				101				11				4,097				295		11
Currency options		Foreign currency exchange rate		8,233				385				8				6,419				415		—
Subtotal				12,539				486				19				10,516				710		11
Total qualifying hedges				46,972				4,734				2,154				42,713				3,993		1,353
Derivatives Not Designated or Not Qualifying as Hedging Instruments
Interest rate swaps		Interest rate		91,545				5,353				2,465				93,266				4,570		2,051
Interest rate floors		Interest rate		34,155				464				172				55,645				440		199
Interest rate caps		Interest rate		52,763				90				1				49,128				145		1
Interest rate futures		Interest rate		3,557				9				6				2,707				4		9
Interest rate options		Interest rate		35,261				1,666				27				48,078				1,241		75
Synthetic GICs		Interest rate		4,262				—				—				4,298				—		—
Foreign currency swaps		Foreign currency exchange rate		11,627				855				432				11,041				447		385
Foreign currency forwards		Foreign currency exchange rate		12,191				235				387				13,206				127		791
Currency futures		Foreign currency exchange rate		1,242				1				2				522				2		—
Currency options		Foreign currency exchange rate		9,734				531				295				8,324				585		340
Credit default swaps — purchased		Credit		2,711				15				49				2,830				8		34
Credit default swaps — written		Credit		10,206				190				4				10,527				181		6
Equity futures		Equity market		6,248				34				7				6,073				65		2
Equity index options		Equity market		42,751				1,411				1,079				39,345				1,426		1,036
Equity variance swaps		Equity market		24,449				192				664				24,598				196		639
TRRs		Equity market		3,375				11				78				3,297				22		101
Total non-designated or non-qualifying derivatives				346,077				11,057				5,668				372,885				9,459		5,669
Total				$	393,049			$	15,791			$	7,822			$	415,598			$	13,452	$	7,022
Based on gross 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 March 31, 2015 and December 31, 2014. 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
	Ended
	March 31,
	2015				2014
	(In millions)
Derivatives and hedging gains (losses) (1)	$	848			$	452
Embedded derivatives gains (losses)	(27		)		(109		)
Total net derivative gains (losses)	$	821			$	343
__________________
-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
	Ended
	March 31,
	2015				2014
	(In millions)
Qualifying hedges:
Net investment income	$	58			$	33
Interest credited to policyholder account balances	2				32
Other expenses	(3		)		(1		)
Non-qualifying hedges:
Net investment income	(1		)		(1		)
Net derivative gains (losses)	261				219
Policyholder benefits and claims	4				(8		)
Total	$	321			$	274
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 March 31, 2015
Interest rate derivatives	$	552			$	—			$	11
Foreign currency exchange rate derivatives	669				—				—
Credit derivatives — purchased	(11		)		(1		)		—
Credit derivatives — written	3				1				—
Equity derivatives	(462		)		(4		)		(99		)
Total	$	751			$	(4	)		$	(88	)
Three Months Ended March 31, 2014
Interest rate derivatives	$	298			$	—			$	12
Foreign currency exchange rate derivatives	69				—				—
Credit derivatives — purchased	1				1				—
Credit derivatives — written	(9		)		—				—
Equity derivatives	(181		)		(6		)		(38		)
Total	$	178			$	(5	)		$	(26	)
__________________
-1	Changes in estimated fair value related to economic hedges of equity method investments in joint ventures, derivatives held in relation to trading portfolios and 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 March 31, 2015
Interest rate swaps:		Fixed maturity securities		$	(5	)		$	7			$	2
		Policyholder liabilities (1)		197				(198		)		(1		)
Foreign currency swaps:		Foreign-denominated fixed maturity securities		10				(8		)		2
		Foreign-denominated policyholder account balances (2)		(249		)		245				(4		)
Foreign currency forwards:		Foreign-denominated fixed maturity securities		(17		)		16				(1		)
Total				$	(64	)		$	62			$	(2	)
Three Months Ended March 31, 2014
Interest rate swaps:		Fixed maturity securities		$	1			$	1			$	2
		Policyholder liabilities (1)		209				(204		)		5
Foreign currency swaps:		Foreign-denominated fixed maturity securities		(4		)		4				—
		Foreign-denominated policyholder account balances (2)		(27		)		32				5
Foreign currency forwards:		Foreign-denominated fixed maturity securities		10				(9		)		1
Total				$	189			$	(176	)		$	13
__________________
-1	Fixed rate liabilities reported in policyholder account balances 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 ended March 31, 2015 and March 31, 2014, the component of the change in fair value of derivatives that was excluded from the assessment of hedge effectiveness was ($2) million and $3 million, respectively.
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 $3 million and ($2) million for the three months ended March 31, 2015 and 2014, respectively.
At both March 31, 2015 and December 31, 2014, 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 six years.
At March 31, 2015 and December 31, 2014, the balance in AOCI associated with cash flow hedges was $2.5 billion and $1.8 billion, 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 March 31, 2015
Interest rate swaps		$	174			$	5			$	3			$	—			$	3
Interest rate forwards		15				3				1				1				—
Foreign currency swaps		(2		)		(567		)		—				—				4
Credit forwards		—				—				—				—				—
Total		$	187			$	(559	)		$	4			$	1			$	7
Three Months Ended March 31, 2014
Interest rate swaps		$	228			$	15			$	2			$	—			$	5
Interest rate forwards		41				—				1				—				1
Foreign currency swaps		52				36				(1		)		1				—
Credit forwards		—				—				—				—				—
Total		$	321			$	51			$	2			$	1			$	6
All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
At March 31, 2015, $35 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 March 31, 2015
Foreign currency forwards		$	111
Currency options		(41		)
Total		$	70
Three Months Ended March 31, 2014
Foreign currency forwards		$	(34	)
Currency options		(114		)
Total		$	(148	)
__________________
-1	During both the three months ended March 31, 2015 and 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.
-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 March 31, 2015 and December 31, 2014, the cumulative foreign currency translation gain (loss) recorded in AOCI related to hedges of net investments in foreign operations was $1.0 billion and $940 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 $10.2 billion and $10.5 billion at March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014, the Company would have received $186 million and $175 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:
		March 31, 2015											December 31, 2014
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)		$	8			$	636			2.3			$	10			$	677			2.4
Credit default swaps referencing indices		7				1,500				2.7			10				1,700				2.6
Subtotal		15				2,136				2.6			20				2,377				2.6
Baa
Single name credit default swaps (corporate)		23				1,555				2.6			23				1,591				2.8
Credit default swaps referencing indices		97				5,742				4.9			94				5,774				4.7
Subtotal		120				7,297				4.4			117				7,365				4.3
Ba
Single name credit default swaps (corporate)		1				60				2.7			—				60				3
Credit default swaps referencing indices		—				100				1.8			(1		)		100				2
Subtotal		1				160				2.1			(1		)		160				2.4
B
Single name credit default swaps (corporate)		—				—				—			—				—				—
Credit default swaps referencing indices		50				613				4.7			39				625				4.9
Subtotal		50				613				4.7			39				625				4.9
Total		$	186			$	10,206			4			$	175			$	10,527			3.9
__________________
-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 gross 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 $10.2 billion and $10.5 billion from the table above were $79 million and $75 million at March 31, 2015 and December 31, 2014, respectively.
Written credit default swaps held in relation to the trading portfolio amounted to $15 million in gross notional amount and $1 million in fair value at both March 31, 2015 and December 31, 2014.
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 7 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:
		March 31, 2015								December 31, 2014
Derivatives Subject to a Master Netting Arrangement or a Similar Arrangement (6)		Assets				Liabilities				Assets				Liabilities
		(In millions)
Gross estimated fair value of derivatives:
OTC-bilateral (1)		$	14,441			$	6,600			$	12,256			$	6,017
OTC-cleared (1)		1,558				1,230				1,380				1,054
Exchange-traded		44				15				71				11
Total gross estimated fair value of derivatives (1)		16,043				7,845				13,707				7,082
Amounts offset on the consolidated balance sheets		—				—				—				—
Estimated fair value of derivatives presented on the consolidated balance sheets (1)		16,043				7,845				13,707				7,082
Gross amounts not offset on the consolidated balance sheets:
Gross estimated fair value of derivatives: (2)
OTC-bilateral		(4,980		)		(4,980		)		(4,082		)		(4,082		)
OTC-cleared		(1,166		)		(1,166		)		(989		)		(989		)
Exchange-traded		(1		)		(1		)		(5		)		(5		)
Cash collateral: (3), (4)
OTC-bilateral		(7,076		)		(111		)		(4,153		)		(133		)
OTC-cleared		(364		)		(62		)		(386		)		(62		)
Exchange-traded		—				(8		)		—				(4		)
Securities collateral: (5)
OTC-bilateral		(2,063		)		(1,407		)		(3,768		)		(1,700		)
OTC-cleared		—				(2		)		—				(3		)
Exchange-traded		—				(6		)		—				(2		)
Net amount after application of master netting agreements and collateral		$	393			$	102			$	324			$	102
__________________
-1	At March 31, 2015 and December 31, 2014, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $252 million and $255 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $23 million and $60 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 segregated for the benefit of the Company). The amount of this off-balance sheet collateral was $327 million and $263 million at March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014, the Company received excess cash collateral of $259 million and $87 million (including $94 million and $36 million off-balance sheet cash collateral held in separate custodial accounts), respectively, and provided excess cash collateral of $240 million and $192 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 re-pledge this collateral, but at March 31, 2015 none of the collateral had been sold or re-pledged. 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 re-pledge 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 March 31, 2015 and December 31, 2014, the Company received excess securities collateral with an estimated fair value of $384 million and $395 million, respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At March 31, 2015 and December 31, 2014, the Company provided excess securities collateral with an estimated fair value of $116 million and $117 million, respectively, for its OTC-bilateral derivatives, and $237 million and $199 million, respectively, for its OTC-cleared derivatives, and $212 million and $245 million, respectively, for its exchange-traded derivatives, which are not included in the table above due to the foregoing limitation.
-6	See Note 5 for information regarding the Company’s gross and net payables and receivables under repurchase agreement transactions.
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)
31-Mar-15
Derivatives subject to credit-contingent provisions		$	1,519			$	1,454			$	117			$	4			$	4
Derivatives not subject to credit-contingent provisions		91				68				2				—				—
Total		$	1,610			$	1,522			$	119			$	4			$	4
31-Dec-14
Derivatives subject to credit-contingent provisions		$	1,832			$	1,750			$	131			$	5			$	7
Derivatives not subject to credit-contingent provisions		84				65				2				—				—
Total		$	1,916			$	1,815			$	133			$	5			$	7
__________________
-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		March 31, 2015				December 31, 2014
				(In millions)
Net embedded derivatives within asset host contracts:
Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	351			$	324
Funds withheld on assumed reinsurance		Other invested assets		56				53
Options embedded in debt or equity securities		Investments		(303		)		(217		)
Net embedded derivatives within asset host contracts				$	104			$	160
Net embedded derivatives within liability host contracts:
Direct guaranteed minimum benefits		Policyholder account balances and Future policy benefits		$	(830	)		$	(1,126	)
Assumed guaranteed minimum benefits		Policyholder account balances		868				973
Funds withheld on ceded reinsurance		Other liabilities		71				83
Other		Policyholder account balances		28				24
Net embedded derivatives within liability host contracts				$	137			$	(46	)
The following table presents changes in estimated fair value related to embedded derivatives:
	Three Months
	Ended
	March 31,
	2015				2014
	(In millions)
Net derivative gains (losses) (1)	$	(27	)		$	(109	)
Policyholder benefits and claims	$	24			$	15
__________________
-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 $69 million and $43 million for the three months ended March 31, 2015 and 2014, respectively.

Fair_Value

Fair Value	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Fair Value	7. 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.
		March 31, 2015
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	99,014			$	7,321			$	106,335
	Foreign corporate	—				54,086				6,408				60,494
	U.S. Treasury and agency	34,116				26,356				—				60,472
	Foreign government	—				50,977				1,384				52,361
	RMBS	2,597				36,642				4,545				43,784
	State and political subdivision	—				15,708				2				15,710
	CMBS	—				12,667				644				13,311
	ABS	—				11,355				2,453				13,808
	Total fixed maturity securities	36,713				306,805				22,757				366,275
	Equity securities:
	Common stock	1,598				883				94				2,575
	Non-redeemable preferred stock	—				894				244				1,138
	Total equity securities	1,598				1,777				338				3,713
	FVO and trading securities:
	Actively Traded securities	48				656				10				714
	FVO general account securities	527				35				89				651
	FVO contractholder-directed unit-linked investments	11,020				3,659				412				15,091
	FVO securities held by CSEs	—				5				10				15
	Total FVO and trading securities	11,595				4,355				521				16,471
	Short-term investments (1)	2,621				8,673				1,358				12,652
	Mortgage loans:
	Residential mortgage loans — FVO	—				—				329				329
	Commercial mortgage loans held by CSEs — FVO	—				272				—				272
	Total mortgage loans	—				272				329				601
	Other invested assets:
	Other investments	187				59				—				246
	Derivative assets: (2)
	Interest rate	9				10,535				70				10,614
	Foreign currency exchange rate	1				3,295				28				3,324
	Credit	—				194				11				205
	Equity market	34				1,279				335				1,648
	Total derivative assets	44				15,303				444				15,791
	Total other invested assets	231				15,362				444				16,037
	Net embedded derivatives within asset host contracts (3)	—				—				407				407
	Separate account assets (4)	86,253				236,415				2,056				324,724
	Total assets	$	139,011			$	573,659			$	28,210			$	740,880
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	6			$	2,686			$	1			$	2,693
	Foreign currency exchange rate	2				3,151				95				3,248
	Credit	—				52				1				53
	Equity market	7				1,129				692				1,828
	Total derivative liabilities	15				7,018				789				7,822
	Net embedded derivatives within liability host contracts (3)	—				8				129				137
	Long-term debt of CSEs — FVO	—				131				12				143
	Trading liabilities (5)	206				46				—				252
	Total liabilities	$	221			$	7,203			$	930			$	8,354
		December 31, 2014
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
Fixed maturity securities:
U.S. corporate	$	—			$	99,012			$	6,942			$	105,954
Foreign corporate	—				55,185				6,490				61,675
U.S. Treasury and agency	36,879				24,637				—				61,516
Foreign government	—				51,355				1,311				52,666
RMBS	—				35,463				4,383				39,846
State and political subdivision	—				15,187				—				15,187
CMBS	—				13,567				765				14,332
ABS	—				12,005				2,244				14,249
Total fixed maturity securities	36,879				306,411				22,135				365,425
Equity securities:
Common stock	1,558				863				95				2,516
Non-redeemable preferred stock	—				865				250				1,115
Total equity securities	1,558				1,728				345				3,631
FVO and trading securities:
Actively Traded securities	22				627				5				654
FVO general account securities	552				57				95				704
FVO contractholder-directed unit-linked investments	11,064				3,797				455				15,316
FVO securities held by CSEs	—				3				12				15
Total FVO and trading securities	11,638				4,484				567				16,689
Short-term investments (1)	2,104				5,223				336				7,663
Mortgage loans:
Residential mortgage loans — FVO	—				—				308				308
Commercial mortgage loans held by CSEs — FVO	—				280				—				280
Total mortgage loans	—				280				308				588
Other invested assets:
Other investments	203				61				—				264
Derivative assets: (2)
Interest rate	4				8,988				63				9,055
Foreign currency exchange rate	2				2,472				25				2,499
Credit	—				175				14				189
Equity market	65				1,287				357				1,709
Total derivative assets	71				12,922				459				13,452
Total other invested assets	274				12,983				459				13,716
Net embedded derivatives within asset host contracts (3)	—				—				377				377
Separate account assets (4)	83,533				231,539				1,922				316,994
Total assets	$	135,986			$	562,648			$	26,449			$	725,083
Liabilities
Derivative liabilities: (2)
Interest rate	$	9			$	2,347			$	—			$	2,356
Foreign currency exchange rate	—				2,755				93				2,848
Credit	—				38				2				40
Equity market	2				1,112				664				1,778
Total derivative liabilities	11				6,252				759				7,022
Net embedded derivatives within liability host contracts (3)	—				7				(53		)		(46		)
Long-term debt of CSEs — FVO	—				138				13				151
Trading liabilities (5)	215				24				—				239
Total liabilities	$	226			$	6,421			$	719			$	7,366
__________________
-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 policyholder account balances, future policy benefits and other liabilities on the consolidated balance sheets. At March 31, 2015 and December 31, 2014, equity securities also included embedded derivatives of ($303) million and ($217) 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 10% of the total estimated fair value of Level 3 fixed maturity securities at March 31, 2015.
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 contractholder-directed unit-linked investments, 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.
The valuation of most instruments listed below is determined using independent pricing sources, matrix pricing, discounted cash flow methodologies or other similar techniques that use either observable market inputs or unobservable inputs.
Instrument	Level 2			Level 3
	Observable Inputs			Unobservable Inputs
Fixed Maturity Securities
U.S. corporate and Foreign corporate securities
	Valuation Techniques: Principally the market and income approaches.			Valuation Techniques: Principally the market approach.
	Key Inputs:			Key Inputs:
	•	quoted prices in markets that are not active		•	illiquidity premium
	•	benchmark yields		•	delta spread adjustments to reflect specific credit-related issues
	•	spreads off benchmark yields		•	credit spreads
	•	new issuances		•	quoted prices in markets that are not active for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2
	•	issuer rating
	•	duration		•	independent non-binding broker quotations
	•	trades of identical or comparable securities
	•	Privately-placed securities are valued using the additional key inputs:
		•	market yield curve
		•	call provisions
		•	observable prices and spreads for similar publicly traded or privately traded securities that incorporate the credit quality and industry sector of the issuer
		•	delta spread adjustments to reflect specific credit-related issues
U.S. Treasury and agency, Foreign government and State and political subdivision securities
	Valuation Techniques: Principally the market approach.			Valuation Techniques: Principally the market approach.
	Key Inputs:			Key Inputs:
	•	quoted prices in markets that are not active		•	independent non-binding broker quotations
	•	benchmark U.S. Treasury yield or other yields		•	quoted prices in markets that are not active for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2
	•	the spread off the U.S. Treasury yield curve for the identical security
	•	issuer ratings and issuer spreads		•	credit spreads
	•	broker-dealer quotes
	•	comparable securities that are actively traded
	•	reported trades of similar securities, including those that are actively traded, and those within the same sub-sector or with a similar maturity or credit rating
Structured securities comprised of RMBS, CMBS and ABS
	Valuation Techniques: Principally the market and income approaches.			Valuation Techniques: Principally the market and income approaches.
	Key Inputs:			Key Inputs:
	•	quoted prices in markets that are not active		•	credit spreads
	•	spreads for actively traded securities		•	quoted prices in markets that are not active for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2
	•	spreads off benchmark yields
	•	expected prepayment speeds and volumes		•	independent non-binding broker quotations
	•	current and forecasted loss severity
	•	ratings
	•	weighted average coupon and weighted average maturity
	•	average delinquency rates
	•	geographic region
	•	debt-service coverage ratios
	•	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
		•	vintage of loans
Instrument	Level 2			Level 3
	Observable Inputs			Unobservable Inputs
Equity Securities
Common and Non-redeemable preferred stock
	Valuation Techniques: Principally the market approach.			Valuation Techniques: Principally the market and income approaches.
	Key Input:			Key Inputs:
	•	quoted prices in markets that are not considered active		•	credit ratings
				•	issuance structures
				•	quoted prices in markets that are not active for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2
				•	independent non-binding broker quotations
FVO and trading securities, Short-term investments, and Other invested assets
	•	FVO and trading securities, short-term investments and other investments are of a similar nature and class to the fixed maturity and equity securities described above; accordingly, the valuation techniques and observable inputs used in their valuation are also similar to those described above.		•	FVO and trading securities and short-term investments are of a similar nature and class to the fixed maturity and equity securities described above; accordingly, the valuation techniques and unobservable inputs used in their valuation are also similar to those described above.
	•	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 NAV provided by the fund managers, which were based on observable inputs.
Mortgage Loans — FVO
Commercial mortgage loans held by CSEs — FVO
	Valuation Techniques: Principally the market approach.			•	N/A
	Key Input:
	•	quoted securitization market price of the obligations of the CSEs determined principally by independent pricing services using observable inputs
Residential mortgage loans — FVO
	•	N/A		Valuation Techniques: Principally the market approach, including matrix pricing or other similar techniques.
				Key Inputs: Inputs that are unobservable or cannot be derived principally from, or corroborated by, observable market data
Separate Account Assets (1)
Mutual funds and hedge funds without readily determinable fair values as prices are not published publicly
	Key Input:
	•	quoted prices or reported NAV provided by the fund managers		•	N/A
Other limited partnership interests
	•	N/A		Valuation Techniques: Valued giving consideration to the underlying holdings of the partnerships and by applying a premium or discount, if appropriate.
				Key Inputs:
				•	liquidity
				•	bid/ask spreads
				•	the performance record of the fund manager
				•	other relevant variables that may impact the exit value of the particular partnership interest
______________
-1	Estimated fair value equals carrying value, based on the value of the underlying assets, including: mutual fund interests, fixed maturity securities, equity securities, derivatives, hedge funds, other limited partnership interests, short-term investments and cash and cash equivalents. Fixed maturity securities, equity securities, derivatives, short-term investments and cash and cash equivalents 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 Valuation Techniques and Key Inputs.”
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. 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. 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 Valuation Techniques and Key Inputs
Level 2
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.
Level 3
These valuation methodologies generally use the same inputs as described in the corresponding sections 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.
Freestanding 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. Key inputs are as follows:
Instrument		Interest Rate		Foreign Currency		Credit		Equity Market
				Exchange Rate
Inputs common to Level 2 and Level 3 by instrument type	•	swap yield curve	•	swap yield curve	•	swap yield curve	•	swap yield curve
	•	basis curves	•	basis curves	•	credit curves	•	spot equity index levels
	•	interest rate volatility (2)	•	currency spot rates	•	recovery rates	•	dividend yield curves
			•	cross currency basis curves			•	equity volatility
			•	currency volatility (2)
Level 3	•	swap yield curve (1)	•	swap yield curve (1)	•	swap yield curve (1)	•	dividend yield curves (1)
	•	basis curves (1)	•	basis curves (1)	•	credit curves (1)	•	equity volatility (1)
	•	interest rate volatility (1), (2)	•	cross currency basis curves (1)	•	credit spreads	•	correlation between model inputs (2)
			•	currency correlation	•	repurchase rates
			•	currency volatility (2)	•	independent non-binding broker quotations
______________
-1	Extrapolation beyond the observable limits of the curve(s).
-2	Option-based only.
Embedded Derivatives
Embedded derivatives principally include certain direct, assumed and ceded variable annuity guarantees, equity or bond indexed crediting rates within certain funding agreements and annuity contracts, and those related to ceded funds withheld on reinsurance. 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 certain 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 policyholder account balances and future policy benefits on the consolidated balance sheets.
The Company’s actuarial department calculates the fair value of these embedded derivatives, which are 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. 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 policyholder account balances 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 policyholder account balances 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 March 31, 2015, transfers between Levels 1 and 2 were not significant. For assets and liabilities measured at estimated fair value and still held at December 31, 2014, transfers between Levels 1 and 2 were $160 million.
Transfers into or out of Level 3:
Assets and liabilities are transferred into Level 3 when a significant input cannot be corroborated with market observable data. This occurs when market activity decreases significantly and underlying inputs cannot be observed, current prices are not available, and/or when there are significant variances in quoted prices, thereby affecting transparency. Assets and liabilities are transferred out of Level 3 when circumstances change such that a significant input can be corroborated with market observable data. This may be due to a significant increase in market activity, a specific event, or one or more significant input(s) becoming observable.
Transfers into Level 3 for fixed maturity securities and FVO and trading securities were due primarily to a lack of trading activity, decreased liquidity and credit ratings downgrades (e.g., from investment grade to below investment grade) which have resulted in decreased transparency of valuations and an increased use of independent non-binding broker quotations and unobservable inputs, such as illiquidity premiums, delta spread adjustments, or credit spreads.
Transfers out of Level 3 for fixed maturity securities and short-term investments 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:
							31-Mar-15						31-Dec-14						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)		-45	-	240		43		-40	-	240		46		Decrease
	•	Market pricing		•	Quoted prices (5)		6	-	531		122		—		750		151		Increase
	•	Consensus pricing		•	Offered quotes (5)		31	-	780		242		31	-	126		99		Increase
Foreign government	•	Market pricing		•	Quoted prices (5)		72	-	195		106		92	-	189		106		Increase
RMBS	•	Market pricing		•	Quoted prices (5)		22	-	120		96		22	-	120		97		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		30	-	114		94		1	-	118		93		Increase (6)
ABS	•	Market pricing		•	Quoted prices (5)		15	-	110		100		15	-	110		100		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		56	-	106		99		56	-	106		102		Increase (6)
Derivatives
Interest rate	•	Present value techniques		•	Swap yield (7)		256	-	271				278	-	297				Increase (12)
Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		-50	-	1,597				62	-	2,430				Increase (12)
				•	Correlation (8)		40%	-	54%				40%	-	55%
Credit	•	Present value techniques		•	Credit spreads (9)		98	-	100				98	-	100				Decrease (9)
	•	Consensus pricing		•	Offered quotes (10)
Equity market	•	Present value techniques or option pricing models		•	Volatility (11)		11%	-	28%				15%	-	27%				Increase (12)
				•	Correlation (8)		70%	-	70%				70%	-	70%
Embedded derivatives
Direct and assumed guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
					Ages 0 - 40		0%	-	0.28%				0%	-	0.28%				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		0%	-	30%				20%	-	50%				Increase (15)
				•	Withdrawal rates		0%	-	20%				0%	-	20%				-16
				•	Long-term equity volatilities		8.88%	-	33%				7.30%	-	33%				Increase (17)
				•	Nonperformance risk spread		-0.15%	-	1.00%				-0.35%	-	0.81%				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 March 31, 2015 and December 31, 2014, 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				U.S. Treasury and Agency				Foreign				RMBS			State and			CMBS			ABS
		Corporate				Corporate								Government							Political
																					Subdivision
		(In millions)
Three Months Ended March 31, 2015
Balance, beginning of period		$	6,942			$	6,490			$	—			$	1,311			$	4,383		$	—		$	765		$	2,244
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				9				—				4				13			—			—			—
Net investment gains (losses)		—				(11		)		—				(22		)		2			—			—			(7		)
Net derivative gains (losses)		—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—			—			—			—
OCI		57				(132		)		—				23				(12		)	—			(7		)	(11		)
Purchases (3)		431				178				—				43				509			—			73			868
Sales (3)		(133		)		(109		)		—				(53		)		(240		)	—			(119		)	(212		)
Issuances (3)		—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—			—			—			—
Transfers into Level 3 (4)		128				93				—				215				—			2			—			8
Transfers out of Level 3 (4)		(104		)		(110		)		—				(137		)		(110		)	—			(68		)	(437		)
Balance, end of period		$	7,321			$	6,408			$	—			$	1,384			$	4,545		$	2		$	644		$	2,453
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	6			$	—			$	3			$	12		$	—		$	—		$	1
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								FVO and Trading Securities
		Common				Non-				Actively				FVO				FVO			FVO			Short-term			Residential
		Stock				redeemable				Traded				General				Contractholder-			Securities			Investments			Mortgage
						Preferred				Securities				Account				directed			Held by CSEs						Loans -
						Stock								Securities				Unit-linked									FVO
																		Investments
		(In millions)
Three Months Ended March 31, 2015
Balance, beginning of period		$	95			$	250			$	5			$	95			$	455		$	12		$	336		$	308
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				(18		)	—			1			22
Net investment gains (losses)		(1		)		—				—				—				—			—			—			—
Net derivative gains (losses)		—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—			—			—			—
OCI		2				(4		)		—				—				—			—			(1		)	—
Purchases (3)		5				4				5				—				108			—			1,332			60
Sales (3)		(5		)		—				—				(6		)		(145		)	(1		)	(25		)	(49		)
Issuances (3)		—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—			—			—			(12		)
Transfers into Level 3 (4)		1				—				—				—				39			—			—			—
Transfers out of Level 3 (4)		(3		)		(6		)		—				—				(27		)	(1		)	(285		)	—
Balance, end of period		$	94			$	244			$	10			$	89			$	412		$	10		$	1,358		$	329
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	(1	)		$	(15	)	$	—		$	1		$	22
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 March 31, 2015
Balance, beginning of period		$	63			$	(68	)		$	12			$	(307	)		$	430		$	1,922		$	(13	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—			—			—
Net investment gains (losses)		—				—				—				—				—			36			—
Net derivative gains (losses)		(1		)		(14		)		(2		)		(52		)		27			—			—
Policyholder benefits and claims		—				—				—				1				24			—			—
OCI		15				—				—				—				(2		)	—			—
Purchases (3)		—				—				—				—				—			231			—
Sales (3)		—				—				—				—				—			(127		)	—
Issuances (3)		—				—				—				—				—			—			—
Settlements (3)		(8		)		15				—				1				(201		)	(1		)	1
Transfers into Level 3 (4)		—				—				—				—				—			1			—
Transfers out of Level 3 (4)		—				—				—				—				—			(6		)	—
Balance, end of period		$	69			$	(67	)		$	10			$	(357	)		$	278		$	2,056		$	(12	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—		$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—
Net derivative gains (losses)		$	(1	)		$	(11	)		$	(1	)		$	(52	)		$	22		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	1			$	25		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Fixed Maturity Securities
		U.S.				Foreign				U.S.				Foreign				RMBS			State and			CMBS			ABS
		Corporate				Corporate				Treasury				Government							Political
										and Agency											Subdivision
		(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period		$	7,148			$	6,704			$	62			$	2,235			$	2,957		$	10		$	972		$	4,210
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				9				—				6				10			—			—			5
Net investment gains (losses)		(7		)		—				—				(6		)		8			—			1			(43		)
Net derivative gains (losses)		—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—			—			—			—
OCI		160				120				—				14				(12		)	—			(25		)	75
Purchases (3)		651				471				25				74				571			—			103			652
Sales (3)		(206		)		(109		)		—				(52		)		(192		)	—			(155		)	(315		)
Issuances (3)		—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—			—			—			—
Transfers into Level 3 (4)		459				435				—				231				147			21			24			578
Transfers out of Level 3 (4)		(827		)		(1,129		)		(42		)		(957		)		(50		)	(10		)	(238		)	(2,362		)
Balance, end of period		$	7,378			$	6,501			$	45			$	1,545			$	3,439		$	21		$	682		$	2,800
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	9			$	—			$	5			$	10		$	—		$	—		$	—
Net investment gains (losses)		$	(7	)		$	—			$	—			$	—			$	(1	)	$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								FVO and Trading Securities
		Common				Non-				Actively				FVO				FVO			FVO Securities			Short-term			Residential
		Stock				redeemable				Traded				General				Contractholder-			Held by CSEs			Investments			Mortgage
						Preferred				Securities				Account				directed									Loans - FVO
						Stock								Securities				Unit-linked
																		Investments
		(In millions)
Three Months Ended March 31, 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		—				—				—				—				14			—			1			3
Net investment gains (losses)		19				—				—				—				—			—			—			—
Net derivative gains (losses)		—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—			—			—			—
OCI		(8		)		6				—				—				—			—			(1		)	—
Purchases (3)		3				—				11				—				237			—			947			28
Sales (3)		(26		)		—				(5		)		—				(300		)	(1		)	(59		)	(5		)
Issuances (3)		—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—			—			—			(12		)
Transfers into Level 3 (4)		38				40				—				—				96			12			—			—
Transfers out of Level 3 (4)		—				—				(7		)		—				(26		)	—			(110		)	—
Balance, end of period		$	203			$	441			$	11			$	29			$	624		$	11		$	1,032		$	352
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	14		$	—		$	1		$	3
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 March 31, 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)		—				—				—				—				—			44			—
Net derivative gains (losses)		7				(1		)		(6		)		(43		)		(95		)	—			—
Policyholder benefits and claims		—				—				—				4				15			—			—
OCI		37				(2		)		—				—				(5		)	—			—
Purchases (3)		—				—				—				—				—			321			—
Sales (3)		—				—				—				—				—			(83		)	—
Issuances (3)		—				—				(3		)		—				—			25			—
Settlements (3)		(1		)		1				—				—				(193		)	(2		)	13
Transfers into Level 3 (4)		—				—				—				—				—			18			—
Transfers out of Level 3 (4)		—				—				—				—				—			(58		)	—
Balance, end of period		$	56			$	(13	)		$	20			$	(356	)		$	980		$	1,730		$	(15	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—		$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—
Net derivative gains (losses)		$	6			$	—			$	(6	)		$	(42	)		$	(94	)	$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	4			$	16		$	—		$	—
__________________
-1	Amortization of premium/accretion of discount is included within net investment income. Impairments charged to net income (loss) on securities are included in net investment gains (losses), while changes in estimated fair value of residential 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								and Liabilities
										of CSEs — FVO (1)
		31-Mar-15				31-Dec-14				31-Mar-15				31-Dec-14
		(In millions)
Assets
Unpaid principal balance		$	466			$	436			$	218			$	223
Difference between estimated fair value and unpaid principal balance		(137		)		(128		)		54				57
Carrying value at estimated fair value		$	329			$	308			$	272			$	280
Loans in non-accrual status		$	162			$	125			$	—			$	—
Liabilities
Contractual principal balance										$	152			$	159
Difference between estimated fair value and contractual principal balance										(9		)		(8		)
Carrying value at estimated fair value										$	143			$	151
__________________
-1	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 March 31,								Three Months
									Ended
									March 31,
	2015				2014				2015				2014
	Carrying Value After Measurement								Gains (Losses)
	(In millions)
Mortgage loans (1)	$	95			$	199			$	4			$	—
Other limited partnership interests (2)	$	22			$	4			$	(11	)		$	(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 March 31, 2015 and 2014 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:
	March 31, 2015
					Fair Value Hierarchy
	Carrying				Level 1				Level 2				Level 3				Total
	Value																Estimated
																	Fair Value
	(In millions)
Assets
Mortgage loans	$	61,808			$	—			$	—			$	64,567			$	64,567
Policy loans	$	11,606			$	—			$	1,664			$	12,403			$	14,067
Real estate joint ventures	$	56			$	—			$	—			$	136			$	136
Other limited partnership interests	$	643			$	—			$	—			$	834			$	834
Other invested assets	$	598			$	157			$	41			$	400			$	598
Premiums, reinsurance and other receivables	$	4,251			$	—			$	1,904			$	2,447			$	4,351
Other assets	$	248			$	—			$	171			$	66			$	237
Liabilities
Policyholder account balances	$	130,996			$	—			$	—			$	136,355			$	136,355
Long-term debt	$	17,564			$	—			$	20,042			$	—			$	20,042
Collateral financing arrangements	$	4,196			$	—			$	—			$	3,958			$	3,958
Junior subordinated debt securities	$	3,193			$	—			$	4,353			$	—			$	4,353
Other liabilities	$	6,305			$	—			$	4,984			$	1,323			$	6,307
Separate account liabilities	$	119,568			$	—			$	119,568			$	—			$	119,568
	December 31, 2014
					Fair Value Hierarchy
	Carrying				Level 1				Level 2				Level 3				Total
	Value																Estimated
																	Fair Value
	(In millions)
Assets
Mortgage loans	$	59,530			$	—			$	—			$	62,554			$	62,554
Policy loans	$	11,618			$	—			$	1,647			$	12,287			$	13,934
Real estate joint ventures	$	67			$	—			$	—			$	139			$	139
Other limited partnership interests	$	704			$	—			$	—			$	906			$	906
Other invested assets	$	562			$	172			$	70			$	320			$	562
Premiums, reinsurance and other receivables	$	3,070			$	—			$	713			$	2,444			$	3,157
Other assets	$	251			$	—			$	175			$	68			$	243
Liabilities
Policyholder account balances	$	134,219			$	—			$	—			$	139,359			$	139,359
Long-term debt	$	16,128			$	—			$	18,357			$	—			$	18,357
Collateral financing arrangements	$	4,196			$	—			$	—			$	3,961			$	3,961
Junior subordinated debt securities	$	3,193			$	—			$	4,173			$	—			$	4,173
Other liabilities	$	2,544			$	—			$	1,223			$	1,323			$	2,546
Separate account liabilities	$	116,665			$	—			$	116,665			$	—			$	116,665
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. 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.”
Amounts recoverable under ceded reinsurance agreements, which the Company has determined do not transfer significant risk such that they are accounted for using the deposit method of accounting, have been classified as Level 3. The valuation is based on discounted cash flow methodologies using significant unobservable inputs. The estimated fair value is determined using interest rates determined to reflect the appropriate credit standing of the assuming counterparty.
The amounts on deposit for derivative settlements, classified within Level 2, essentially represent the equivalent of demand deposit balances and amounts due for securities sold are generally received over short periods such that the estimated fair value approximates carrying value.
Other Assets
These other assets are principally comprised of a receivable for cash paid to an unaffiliated financial institution under the MetLife Reinsurance Company of Charleston (“MRC”) collateral financing arrangement described in Note 13 of the Notes to the Consolidated Financial Statements included in the 2014 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.
Policyholder Account Balances
These policyholder account balances 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 (“TCA”). 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	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
Debt Disclosure [Text Block]	8. Long-term Debt
	Senior Notes Issuances
	In March 2015, MetLife, Inc. issued $500 million of senior notes due in March 2025 which bear interest at a fixed rate of 3.00%, payable semi-annually. Also in March 2015, MetLife, Inc. issued $1.0 billion of senior notes due in March 2045 which bear interest at a fixed rate of 4.05%, payable semi-annually. In connection with the issuances, MetLife, Inc. incurred $12 million of related costs which have been capitalized and included in other assets. These costs are being amortized over the terms of the senior notes.

Equity

Equity	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
Equity	9. Equity
	Common Stock
	During the three months ended March 31, 2015, MetLife, Inc. repurchased 19,893,284 shares through open market purchases for $986 million. MetLife, Inc. did not repurchase shares during the three months ended March 31, 2014.
	At March 31, 2015, MetLife, Inc. had $275 million remaining under its common stock repurchase authorization. Future common stock repurchases will be dependent upon several factors, including the Company’s 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.
	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 were or will be multiplied by a performance factor of 0% to 200% 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. See also “— Payout of 2012 – 2014 Performance Shares” and “— Payout of 2012 – 2014 Performance Units.”
	For outstanding awards granted for the January 1, 2013 – December 31, 2015 and later performance periods, any vested Performance Shares and Performance Units will be multiplied by a performance factor of 0% to 175%. 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.
	Beginning in 2015, MetLife, Inc. grants awards under the MetLife, Inc. 2015 Stock and Incentive Compensation Plan (successor to the MetLife, Inc. 2005 Stock and Incentive Compensation Plan) and the MetLife, Inc. 2015 Non-Management Director Stock Compensation Plan (successor to the MetLife, Inc. 2005 Non-Management Director Stock Compensation Plan), each of which was approved by MetLife, Inc. common stockholders in 2014.
	Payout of 2012 – 2014 Performance Shares
	Final Performance Shares are paid in shares of MetLife, Inc. common stock. The performance factor for the January 1, 2012 – December 31, 2014 performance period was 101%. This factor has been applied to the 1,756,839 Performance Shares associated with that performance period that vested on December 31, 2014 and, as a result, in April 2015, 1,774,407 shares of MetLife, Inc.’s common stock (less withholding for taxes and other items, as applicable) were issued, excluding shares that payees choose to defer.
	Payout of 2012 – 2014 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, 2012 – December 31, 2014 performance period was 101%. This factor has been applied to the 129,734 Performance Units associated with that performance period that vested on December 31, 2014 and, as a result, in April 2015, the cash value of 131,031 units (less withholding for taxes and other items, as applicable) was paid.
	Accumulated Other Comprehensive Income (Loss)
	Information regarding changes in the balances of each component of AOCI attributable to MetLife, Inc., was as follows:
		Three Months
		Ended
		March 31, 2015
		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	$	15,159			$	1,076			$	(3,303	)	$	(2,283	)	$	10,649
	OCI before reclassifications	1,626				187				(670		)	—			1,143
	Deferred income tax benefit (expense)	(501		)		(66		)		(13		)	—			(580		)
	OCI before reclassifications, net of income tax	16,284				1,197				(3,986		)	(2,283		)	11,212
	Amounts reclassified from AOCI	(113		)		554				—			57			498
	Deferred income tax benefit (expense)	35				(196		)		—			(20		)	(181		)
	Amounts reclassified from AOCI, net of income tax	(78		)		358				—			37			317
	Balance, end of period	$	16,206			$	1,555			$	(3,986	)	$	(2,246	)	$	11,529
		Three Months
		Ended
		March 31, 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	4,852				321				(217		)	—			4,956
	Deferred income tax benefit (expense)	(1,645		)		(113		)		33			—			(1,725		)
	OCI before reclassifications, net of income tax	11,390				439				(1,843		)	(1,651		)	8,335
	Amounts reclassified from AOCI	(173		)		(54		)		—			45			(182		)
	Deferred income tax benefit (expense)	59				19				—			(16		)	62
	Amounts reclassified from AOCI, net of income tax	(114		)		(35		)		—			29			(120		)
	Balance, end of period	$	11,276			$	404			$	(1,843	)	$	(1,622	)	$	8,215
	__________________
	-1	See Note 5 for information on offsets to investments related to future policy benefits, DAC, VOBA and DSI, and the policyholder dividend obligation.
	Information regarding amounts reclassified out of each component of AOCI was as follows:
	AOCI Components		Amounts Reclassified from AOCI								Consolidated Statement of Operations and
											Comprehensive Income (Loss) Locations
			Three Months
			Ended
			March 31,
			2015				2014
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	139			$	112			Net investment gains (losses)
	Net unrealized investment gains (losses)		40				26				Net investment income
	Net unrealized investment gains (losses)		(66		)		35				Net derivative gains (losses)
	Net unrealized investment gains (losses), before income tax		113				173
	Income tax (expense) benefit		(35		)		(59		)
	Net unrealized investment gains (losses), net of income tax		$	78			$	114
Unrealized gains (losses) on derivatives - cash flow hedges:
Interest rate swaps		$	5			$	15			Net derivative gains (losses)
Interest rate swaps		3				2				Net investment income
Interest rate forwards		3				—				Net derivative gains (losses)
Interest rate forwards		1				1				Net investment income
Interest rate forwards		1				—				Other expenses
Foreign currency swaps		(567		)		36				Net derivative gains (losses)
Foreign currency swaps		—				(1		)		Net investment income
Foreign currency swaps		—				1				Other expenses
Gains (losses) on cash flow hedges, before income tax		(554		)		54
Income tax (expense) benefit		196				(19		)
Gains (losses) on cash flow hedges, net of income tax		$	(358	)		$	35
Defined benefit plans adjustment: (1)
Amortization of net actuarial gains (losses)		$	(58	)		$	(44	)
Amortization of prior service (costs) credit		1				(1		)
Amortization of defined benefit plan items, before		(57		)		(45		)
income tax
Income tax (expense) benefit		20				16
Amortization of defined benefit plan items, net of income tax		$	(37	)		$	(29	)
Total reclassifications, net of income tax		$	(317	)		$	120
__________________
-1	These AOCI components are included in the computation of net periodic benefit costs. See Note 11.

Other_Expenses

Other Expenses	3 Months Ended
	Mar. 31, 2015
Other Income and Expenses [Abstract]
Other Expenses	10. Other Expenses
	Information on other expenses was as follows:
		Three Months
		Ended
		March 31,
		2015			2014
		(In millions)
	Compensation	$	1,291		$	1,205
	Pension, postretirement and postemployment benefit costs	92			120
	Commissions	1,157			1,288
	Volume-related costs	242			201
	Capitalization of DAC	(968		)	(1,046		)
	Amortization of DAC and VOBA	1,025			1,058
	Amortization of negative VOBA	(100		)	(115		)
	Interest expense on debt	298			312
	Premium taxes, licenses and fees	173			225
	Professional services	330			321
	Rent and related expenses, net of sublease income	83			85
	Other	437			509
	Total other expenses	$	4,060		$	4,163

Employee_Benefit_Plans

Employee Benefit Plans	3 Months Ended
	Mar. 31, 2015
Compensation and Retirement Disclosure [Abstract]
Employee Benefit Plans	11. Employee Benefit Plans
	Pension and Other Postretirement Benefit Plans
	Certain 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. These 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
		March 31,
		2015											2014
		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	$	54		$	15		$	4		$	—	$	50		$	20		$	3		$	—
	Interest costs	101			4			22			1		109			3			23			1
	Expected return on plan assets	(134		)	(2		)	(20		)	—		(119		)	(2		)	(19		)	—
	Amortization of net actuarial (gains) losses	47			1			10			—		41			—			3			—
	Amortization of prior service costs (credit)	—			—			(1		)	—		1			—			—			—
	Net periodic benefit costs	$	68		$	18		$	15		$	1	$	82		$	21		$	10		$	1

Earnings_Per_Common_Share

Earnings Per Common Share	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
Earnings Per Common Share	12. 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
		Ended
		March 31,
		2015		2014
		(In millions, except share and per share data)
	Weighted Average Shares
	Weighted average common stock outstanding for basic earnings per common share	1,125,703,588		1,126,922,641
	Incremental common shares from assumed:
	Stock purchase contracts underlying common equity units	—		3,385,696
	Exercise or issuance of stock-based awards	10,057,530		10,157,701
	Weighted average common stock outstanding for diluted earnings per common share	1,135,761,118		1,140,466,038
	Income (Loss) from Continuing Operations
	Income (loss) from continuing operations, net of income tax	$	2,163	$	1,342
	Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	5		11
	Less: Preferred stock dividends	30		30
	Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders	$	2,128	$	1,301
	Basic	$	1.89	$	1.15
	Diluted	$	1.87	$	1.14
	Income (Loss) from Discontinued Operations
	Income (loss) from discontinued operations, net of income tax	$	—	$	(3	)
	Less: Income (loss) from discontinued operations, net of income tax, attributable to noncontrolling interests	—		—
	Income (loss) from discontinued operations, net of income tax, available to MetLife, Inc.’s common shareholders	$	—	$	(3	)
	Basic	$	—	$	—
	Diluted	$	—	$	—
	Net Income (Loss)
	Net income (loss)	$	2,163	$	1,339
	Less: Net income (loss) attributable to noncontrolling interests	5		11
	Less: Preferred stock dividends	30		30
	Net income (loss) available to MetLife, Inc.’s common shareholders	$	2,128	$	1,298
	Basic	$	1.89	$	1.15
	Diluted	$	1.87	$	1.14

Contingencies_Commitments_and_

Contingencies, Commitments and Guarantees	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Contingencies, Commitments and Guarantees	13. 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 March 31, 2015. 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 March 31, 2015, the Company estimates the aggregate range of reasonably possible losses in excess of amounts accrued for these matters to be $0 to $400 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 2014 Annual Report, MLIC received approximately 4,636 asbestos-related claims in 2014. During the three months ended March 31, 2015 and 2014, MLIC received approximately 1,046 and 1,366 new asbestos-related claims, respectively. See Note 21 of the Notes to the Consolidated Financial Statements included in the 2014 Annual Report for historical information concerning asbestos claims and MLIC’s increase in its recorded liability at December 31, 2014. 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 March 31, 2015.
	Regulatory Matters
	The Company receives and responds to subpoenas or other inquiries from state regulators, including state insurance commissioners; state attorneys general or other state governmental authorities; federal regulators, including the U.S. Securities and Exchange Commission (“SEC”); federal governmental authorities, including congressional committees; and 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. 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. Under a February 25, 2015 agreement resolving this investigation, MLHL paid $123.5 million and the U.S. Department of Justice released MLHL from False Claims Act liability for FHA claims filed through August 25, 2014. The Company previously accrued the full amount of the settlement payment in its 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 (“New England Mutual”) signed in 1989 and 1992 with respect to the cleanup of a Superfund site in Florida (the “Chemform Site”). The EPA originally contacted MLIC (as successor to New England Mutual) and a third party in 2001, and advised that they owed additional clean-up costs for the Chemform Site. The matter was not resolved at that time. The EPA is requesting payment of an amount under $1 million from MLIC and such third party for past costs and an additional amount for future environmental testing costs at the Chemform Site. In September 2012, the EPA, MLIC and the third party executed an Administrative Order on Consent under which MLIC and the third party have agreed to be responsible for certain environmental testing at the Chemform site. The Company estimates that its costs for the environmental testing will not exceed $100,000. The September 2012 Administrative Order on Consent does not resolve the EPA’s claim for past clean-up costs. The EPA may seek additional costs if the environmental testing identifies issues. The Company estimates that the aggregate cost to resolve this matter will not exceed $1 million.
	New York Licensing Inquiry
	The Company entered into a consent order with the New York State Department of Financial Services (“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 those 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 certain activities in New York related to American Life and other entities to continue through June 30, 2015. The Company is seeking legislation to allow for such activities to continue 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, MetLife Insurance Company USA, New England Life Insurance Company (“NELICO”), and General American Life Insurance Company (“GALIC”), and broker-dealer MetLife Securities, Inc. 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
	West Virginia Lawsuits
	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 MLIC violated the West Virginia Uniform Unclaimed Property Act, seeking to compel compliance with the Act, and seeking payment of unclaimed property, interest, and penalties. On November 14, 2012, November 21, 2012, December 28, 2012, and January 9, 2013, the Treasurer filed substantially identical suits against MetLife Investors USA Insurance Company, NELICO, MetLife Insurance Company of Connecticut 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 appealed the dismissal order.
	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 (“Securities Act”), as well as the Securities Exchange Act of 1934 and Rule 10b-5 promulgated thereunder by issuing, or causing MetLife, Inc. to issue, materially false and misleading statements concerning MetLife, Inc.’s potential liability for millions of dollars in insurance benefits that should have been paid to beneficiaries or escheated to the states. Plaintiff seeks unspecified compensatory damages and other relief. The defendants intend to defend this action vigorously.
	City of Birmingham Retirement and Relief System v. MetLife, Inc., et al. (Circuit Court of Jefferson County, Alabama, filed July 5, 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 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. On March 31, 2015, a federal court granted plaintiff’s motion to remand this action to state court. The defendants intend to defend this action vigorously.
	Derivative Actions and Demands
	Seeking to sue derivatively on behalf of MetLife, Inc., two 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 actions (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 these actions vigorously.
	Total Control Accounts Litigation
	MLIC is a defendant in lawsuits related to its use of retained asset accounts, known as 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. The court denied MLIC’s motion to dismiss the complaint. The Company intends to defend this action vigorously.
	Reinsurance Litigation
	Robainas, et al. v. Metropolitan Life Ins. Co. (S.D.N.Y., December 16, 2014)
	Plaintiffs filed this putative class action lawsuit on behalf of themselves and all persons and entities who, directly or indirectly, purchased, renewed or paid premiums on life insurance policies issued by MLIC from 2009 through 2014 (the “Policies”). Two similar actions were subsequently filed, Yale v. Metropolitan Life Ins. Co. (S.D.N.Y., January 12, 2015) and International Association of Machinists and Aerospace Workers District Lodge 15 v. Metropolitan Life Ins. Co. (E.D.N.Y., February 2, 2015). Both of these actions have been consolidated with the Robainas action. The consolidated complaint alleges that MLIC inadequately disclosed in its statutory annual statements that certain reinsurance transactions with affiliated reinsurance companies were collateralized using “contractual parental guarantees,” and thereby allegedly misrepresented its financial condition and the adequacy of its reserves. The lawsuit seeks recovery under Section 4226 of the New York Insurance Law of a statutory penalty in the amount of the premiums paid for the Policies. MetLife intends to defend this action vigorously.
	Intoccia v. Metropolitan Life Ins. Co. (S.D.N.Y., April 20, 2015); and Weilert v. Metropolitan Life Ins. Co. (S.D.N.Y., April 30, 2015)
	Plaintiffs filed these putative class actions on behalf of themselves and all persons and entities who, directly or indirectly, purchased, renewed or paid premiums for Guaranteed Benefits Insurance Riders attached to variable annuity contracts with MLIC from 2009 through 2015 (the “Annuities”). The complaints allege that MLIC inadequately disclosed in its statutory annual statements that certain reinsurance transactions with affiliated reinsurance companies were collateralized using “contractual parental guarantees,” and thereby allegedly misrepresented its financial condition and the adequacy of its reserves. The lawsuits seek recovery under Section 4226 of the New York Insurance Law of a statutory penalty in the amount of the premiums paid for Guaranteed Benefits Insurance Riders attached to the Annuities. MetLife intends to defend these actions vigorously.
	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 August 8, 2014, the court denied the parties’ motions for summary judgment. The court has not yet set a new trial date.
	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. The C-Mart and Cadenasso cases were voluntarily dismissed. In the Fauley case, the court in Illinois issued a final order certifying a nationwide settlement class and approving a settlement under which MLIC has agreed to pay up to $23 million to resolve claims as to fax ads sent between August 23, 2008 and August 7, 2014. An objector to the settlement has filed a notice to appeal the approval order.
	MetLife, Inc. v. Financial Stability Oversight Council (D. D.C., January 13, 2015)
	MetLife, Inc. filed this action in federal court seeking to overturn the Financial Stability Oversight Council’s designation of MetLife, Inc. as a non-bank SIFI. The suit is brought under the section of the Dodd-Frank Wall Street Reform and Consumer Protection Act providing that a company designated as a non-bank SIFI may petition the federal courts for review, and seeks an order requiring that the final determination be rescinded.
	Voshall v. Metropolitan Life Ins. Co. (Superior Court of the State of California, County of Los Angeles, April 8, 2015)
	Plaintiff filed this putative class action lawsuit on behalf of himself and all persons covered under a long-term group disability income insurance policy issued by MLIC to public entities in California between April 8, 2011 and April 8, 2015. Plaintiff alleges that MLIC improperly reduced benefits by including cost of living adjustments and employee paid contributions in the employer retirement benefits and other income that reduces the benefit payable under such policies. Plaintiff asserts causes of action for declaratory relief, violation of the California Business & Professions Code, breach of contract and breach of the implied covenant of good faith and fair dealing. The Company intends to defend this action vigorously.
	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 defend vigorously 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 $4.7 billion and $4.0 billion at March 31, 2015 and December 31, 2014, respectively.
Commitments to Fund Partnership 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 $6.3 billion and $5.3 billion at March 31, 2015 and December 31, 2014, respectively.

Subsequent_Event

Subsequent Event	3 Months Ended
	Mar. 31, 2015
Subsequent Events [Abstract]
Subsequent Event	14. Subsequent Event
	Common Stock Dividend
	On April 28, 2015, the MetLife, Inc. Board of Directors declared a second quarter 2015 common stock dividend of $0.375 per share payable on June 12, 2015 to shareholders of record as of May 11, 2015. The Company estimates the aggregate dividend payment will be $420 million.

Business_Basis_of_Presentation1

Business, Basis of Presentation and Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Use of Estimates	The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America (“GAAP”) requires management to adopt accounting policies and make estimates and assumptions that affect amounts reported in the interim condensed consolidated financial statements. In applying these policies and estimates, management makes subjective and complex judgments that frequently require assumptions about matters that are inherently uncertain. Many of these policies, estimates and related judgments are common in the insurance and financial services industries; others are specific to the Company’s business and operations. Actual results could differ from estimates.
Consolidation of Subsidiaries	The accompanying interim condensed consolidated financial statements are unaudited and reflect all adjustments (including normal recurring adjustments) necessary to present fairly the financial position, results of operations and cash flows for the interim periods presented in conformity with GAAP. Interim results are not necessarily indicative of full year performance. The December 31, 2014 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, 2014 (the “2014 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 2014 Annual Report.
	The Company uses the equity method of accounting for equity securities when it has significant influence or at least 20% interest and for 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.
	The accompanying interim condensed consolidated financial statements include the accounts of MetLife, Inc. and its subsidiaries, as well as partnerships and joint ventures in which the Company has control, and variable interest entities (“VIEs”) for which the Company is the primary beneficiary. Intercompany accounts and transactions have been eliminated.
	Closed block assets, liabilities, revenues and expenses are combined on a line-by-line basis with the assets, liabilities, revenues and expenses outside the closed block based on the nature of the particular item.
Fiscal Period	Certain international subsidiaries have a fiscal year cutoff of November 30th. Accordingly, the Company’s interim condensed consolidated financial statements reflect the assets and liabilities of such subsidiaries as of February 28, 2015 and November 30, 2014 and the operating results of such subsidiaries for the three months ended February 28, 2015 and 2014.
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. Structured securities (RMBS, CMBS and ABS) are shown separately, as they are not due at a single maturity.
	Maturities of Fixed Maturity Securities
	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.
	Mortgage Loans Modified in a Troubled Debt Restructuring
	For a small portion of the mortgage loan portfolio, classified as troubled debt restructurings, concessions are granted related to borrowers experiencing financial difficulties. Generally, the types of concessions include: reduction of the contractual interest rate, extension of the maturity date at an interest rate lower than current market interest rates, and/or a reduction of accrued interest. The amount, timing and extent of the concession granted is considered in determining any impairment or changes in the specific valuation allowance. During the three months ended March 31, 2015 and 2014, the Company did not have a significant amount of mortgage loans modified in a troubled debt restructuring.
	Past Due and Interest Accrual Status of Mortgage Loans
	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 with values 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 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. These 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 of Reorganization”). 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)	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
Segment Reporting Information, by Segment
			Operating Results
			Americas
	Three Months Ended March 31, 2015		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			America												& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	1,749			$	4,117		$	418		$	699		$	6,983		$	1,752		$	508		$	10		$	9,253		$	—		$	9,253
	Universal life and investment-type product policy fees		1,236				188			54			294			1,772			397			102			23			2,294			100			2,394
	Net investment income		1,980				478			1,430			218			4,106			684			83			109			4,982			479			5,461
	Other revenues		251				113			71			10			445			28			10			20			503			(8		)	495
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			286			286
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			821			821
	Total revenues		5,216				4,896			1,973			1,221			13,306			2,861			703			162			17,032			1,678			18,710
	Expenses
	Policyholder benefits and claims and policyholder dividends		2,449				3,835			991			581			7,856			1,340			239			12			9,447			149			9,596
	Interest credited to policyholder account balances		542				37			293			86			958			337			30			6			1,331			664			1,995
	Capitalization of DAC		(247		)		(36		)	(6		)	(111		)	(400		)	(435		)	(133		)	—			(968		)	—			(968		)
	Amortization of DAC and VOBA		375				41			5			78			499			326			128			—			953			72			1,025
	Amortization of negative VOBA		—				—			—			—			—			(86		)	(4		)	—			(90		)	(10		)	(100		)
	Interest expense on debt		(1		)		—			1			—			—			—			—			297			297			1			298
	Other expenses		1,176				664			124			425			2,389			904			362			145			3,800			5			3,805
	Total expenses		4,294				4,541			1,408			1,059			11,302			2,386			622			460			14,770			881			15,651
	Provision for income tax expense (benefit)		269				127			196			31			623			148			11			(188		)	594			302			896
	Operating earnings		$	653			$	228		$	369		$	131		$	1,381		$	327		$	70		$	(110	)	1,668
	Adjustments to:
	Total revenues																											1,678
	Total expenses																											(881		)
	Provision for income tax (expense) benefit																											(302		)
	Income (loss) from continuing operations, net of income tax																											$	2,163					$	2,163
			Operating Results
			Americas
	Three Months Ended March 31, 2014		Retail				Group,			Corporate			Latin			Total			Asia			EMEA			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			America												& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	1,724			$	4,002		$	301		$	683		$	6,710		$	1,890		$	597		$	20		$	9,217		$	2		$	9,219
	Universal life and investment-type product policy fees		1,247				177			57			311			1,792			389			109			33			2,323			98			2,421
	Net investment income		1,994				456			1,382			297			4,129			700			107			149			5,085			(50		)	5,035
	Other revenues		245				107			68			7			427			27			16			21			491			(13		)	478
	Net investment gains (losses)		—				—			—			—			—			—			—			—			—			(411		)	(411		)
	Net derivative gains (losses)		—				—			—			—			—			—			—			—			—			343			343
	Total revenues		5,210				4,742			1,808			1,298			13,058			3,006			829			223			17,116			(31		)	17,085
	Expenses
	Policyholder benefits and claims and policyholder dividends		2,407				3,781			888			616			7,692			1,397			261			23			9,373			254			9,627
	Interest credited to policyholder account balances		555				40			278			98			971			387			34			9			1,401			68			1,469
	Capitalization of DAC		(234		)		(34		)	(1		)	(107		)	(376		)	(494		)	(176		)	—			(1,046		)	—			(1,046		)
	Amortization of DAC and VOBA		429				36			4			79			548			338			164			—			1,050			8			1,058
	Amortization of negative VOBA		—				—			—			—			—			(94		)	(9		)	—			(103		)	(12		)	(115		)
	Interest expense on debt		—				—			2			—			2			—			—			292			294			18			312
	Other expenses		1,142				628			115			436			2,321			991			464			175			3,951			3			3,954
	Total expenses		4,299				4,451			1,286			1,122			11,158			2,525			738			499			14,920			339			15,259
	Provision for income tax expense (benefit)		275				101			182			18			576			148			20			(140		)	604			(120		)	484
	Operating earnings		$	636			$	190		$	340		$	158		$	1,324		$	333		$	71		$	(136	)	1,592
	Adjustments to:
	Total revenues																											(31		)
	Total expenses																											(339		)
	Provision for income tax (expense) benefit																											120
	Income (loss) from continuing operations, net of income tax																											$	1,342					$	1,342
	The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
	31-Mar-15				31-Dec-14
	(In millions)
Retail	$	363,783			$	359,188
Group, Voluntary & Worksite Benefits	48,474				46,483
Corporate Benefit Funding	236,925				228,543
Latin America	72,074				72,259
Asia	116,278				117,894
EMEA	27,991				29,217
Corporate & Other	54,265				48,753
Total	$	919,790			$	902,337

Insurance_Tables

Insurance (Tables)	3 Months Ended
	Mar. 31, 2015
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:
		31-Mar-15				31-Dec-14
		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)	$	197,400	$	99,960	$	196,595	$	99,000
	Separate account value	$	165,322	$	96,933	$	163,566	$	95,963
	Net amount at risk (2)	$	3,892	$	1,996	$	4,230	$	1,770
	Average attained age of contractholders	65 years		66 years		65 years		65 years
	Two Tier and Other Annuities
	Account value	N/A		$	939	N/A		$	1,040
	Net amount at risk	N/A		$	301	N/A		$	340
	Average attained age of contractholders	N/A		50 years		N/A		50 years
		March 31, 2015				December 31, 2014
		Secondary		Paid-Up		Secondary		Paid-Up
		Guarantees		Guarantees		Guarantees		Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	17,072	$	3,556	$	16,875	$	3,587
	Net amount at risk	$	178,870	$	19,980	$	180,069	$	20,344
	Average attained age of policyholders	56 years		61 years		56 years		61 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)	3 Months Ended
	Mar. 31, 2015
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:
		31-Mar-15			31-Dec-14
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	41,481		$	41,667
	Other policy-related balances	309			265
	Policyholder dividends payable	479			461
	Policyholder dividend obligation	3,483			3,155
	Current income tax payable	3			1
	Other liabilities	482			646
	Total closed block liabilities	46,237			46,195
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	29,093			29,199
	Equity securities available-for-sale, at estimated fair value	98			91
	Mortgage loans	6,103			6,076
	Policy loans	4,643			4,646
	Real estate and real estate joint ventures	651			666
	Other invested assets	1,123			1,065
	Total investments	41,711			41,743
	Cash and cash equivalents	323			227
	Accrued investment income	483			477
	Premiums, reinsurance and other receivables	78			67
	Deferred income tax assets	277			289
	Total assets designated to the closed block	42,872			42,803
	Excess of closed block liabilities over assets designated to the closed block	3,365			3,392
	Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
	Unrealized investment gains (losses), net of income tax	2,441			2,291
	Unrealized gains (losses) on derivatives, net of income tax	63			28
	Allocated to policyholder dividend obligation, net of income tax	(2,264		)	(2,051		)
	Total amounts included in AOCI	240			268
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,605		$	3,660
Closed block policyholder dividend obligation	Information regarding the closed block policyholder dividend obligation was as follows:
		Three Months			Year
		Ended			Ended
		March 31, 2015			December 31, 2014
		(In millions)
	Balance, beginning of period	$	3,155		$	1,771
	Change in unrealized investment and derivative gains (losses)	328			1,384
	Balance, end of period	$	3,483		$	3,155
Closed block revenues and expenses	Information regarding the closed block revenues and expenses was as follows:
		Three Months
		Ended
		March 31,
		2015			2014
		(In millions)
	Revenues
	Premiums	$	430		$	446
	Net investment income	515			530
	Net investment gains (losses)	(1		)	—
	Net derivative gains (losses)	25			(1		)
	Total revenues	969			975
	Expenses
	Policyholder benefits and claims	608			624
	Policyholder dividends	240			233
	Other expenses	37			41
	Total expenses	885			898
	Revenues, net of expenses before provision for income tax expense (benefit)	84			77
	Provision for income tax expense (benefit)	29			27
	Revenues, net of expenses and provision for income tax expense (benefit)	$	55		$	50

Investments_Tables

Investments (Tables)	3 Months Ended
	Mar. 31, 2015
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”).
		March 31, 2015																	December 31, 2014
		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	$	95,661		$	11,231			$	557			$	—		$	106,335		$	96,235			$	10,343		$	624		$	—		$	105,954
	Foreign corporate	56,728			4,781				1,008				7			60,494			57,695				4,651			664			7			61,675
	U.S. Treasury and agency	52,560			7,946				34				—			60,472			54,654				6,892			30			—			61,516
	Foreign government	46,384			6,106				129				—			52,361			47,327				5,500			161			—			52,666
	RMBS	41,836			2,234				208				78			43,784			38,064				2,102			214			106			39,846
	State and political subdivision	13,293			2,445				28				—			15,710			12,922				2,291			26			—			15,187
	CMBS (1)	12,762			605				57				(1		)	13,311			13,762				615			46			(1		)	14,332
	ABS	13,685			226				103				—			13,808			14,121				240			112			—			14,249
	Total fixed maturity securities	$	332,909		$	35,574			$	2,124			$	84		$	366,275		$	334,780			$	32,634		$	1,877		$	112		$	365,425
	Equity securities
	Common stock	$	2,037		$	563			$	25			$	—		$	2,575		$	1,990			$	554		$	28		$	—		$	2,516
	Non-redeemable preferred stock	1,096			86				44				—			1,138			1,086				68			39			—			1,115
	Total equity securities	$	3,133		$	649			$	69			$	—		$	3,713		$	3,076			$	622		$	67		$	—		$	3,631
	__________________
	-1	The noncredit loss component of other-than-temporary-impairment (“OTTI”) losses for CMBS was in an unrealized gain position of $1 million at both March 31, 2015 and December 31, 2014, due to increases in estimated fair value subsequent to initial recognition of noncredit losses on such securities. See also “— Net Unrealized Investment Gains (Losses).”
Available-for-sale fixed maturity securities by contractual maturity date	The amortized cost and estimated fair value of fixed maturity securities, by contractual maturity date, were as follows at March 31, 2015:
		Due in One Year or Less			Due After One Year Through Five Years				Due After Five Years Through Ten Years				Due After Ten Years			Structured Securities			Total Fixed Maturity Securities
		(In millions)
	Amortized cost	$	13,740		$	71,252			$	75,395			$	104,239		$	68,283		$	332,909
	Estimated fair value	$	13,916		$	74,840			$	81,857			$	124,759		$	70,903		$	366,275
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	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.
		March 31, 2015														31-Dec-14
		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	$	8,366		$	322			$	2,545			$	235		$	11,389		$	331			$	4,658		$	293
	Foreign corporate	10,108			849				1,657				166			9,410			505				2,074			166
	U.S. Treasury and agency	4,600			31				302				3			8,927			12				1,314			18
	Foreign government	1,241			54				435				75			1,085			80				630			81
	RMBS	3,276			65				2,018				221			4,180			92				2,534			228
	State and political subdivision	287			5				109				23			83			1				297			25
	CMBS	1,579			46				362				10			1,268			23				934			22
	ABS	3,672			67				1,384				36			4,456			57				1,440			55
	Total fixed maturity securities	$	33,129		$	1,439			$	8,812			$	769		$	40,798		$	1,101			$	13,881		$	888
	Equity securities
	Common stock	$	137		$	25			$	—			$	—		$	111		$	28			$	1		$	—
	Non-redeemable preferred stock	37			3				189				41			67			2				192			37
	Total equity securities	$	174		$	28			$	189			$	41		$	178		$	30			$	193		$	37
	Total number of securities in an unrealized loss position	2,704							1,122							3,153							1,435
Disclosure of Mortgage Loans Net of Valuation Allowance	Mortgage loans are summarized as follows at:
		March 31, 2015						December 31, 2014
		Carrying			% of			Carrying				% of
		Value			Total			Value				Total
		(In millions)						(In millions)
	Mortgage loans:
	Commercial	$	42,164		67.6	%		$	41,088			68.3	%
	Agricultural	12,333			19.8			12,378				20.6
	Residential	7,626			12.2			6,369				10.6
	Subtotal (1)	62,123			99.6			59,835				99.5
	Valuation allowances	(315		)	(0.5	)		(305		)		(0.5	)
	Subtotal mortgage loans, net	61,808			99.1			59,530				99
	Residential — fair value option (“FVO”)	329			0.5			308				0.5
	Commercial mortgage loans held by CSEs — FVO	272			0.4			280				0.5
	Total mortgage loans, net	$	62,409		100	%		$	60,118			100	%
	__________________
	-1	Purchases of mortgage loans were $1.4 billion and $597 million for the three months ended March 31, 2015 and 2014, respectively.
Disclosure of mortgage loans held-for-investment and valuation allowances by method of evaluation for credit loss	Mortgage loans by portfolio segment, by method of evaluation of credit loss, impaired mortgage loans including those modified in a troubled debt restructuring, and the related valuation allowances, were as follows at:
		Evaluated Individually for Credit Losses																	Evaluated Collectively for Credit Losses							Impaired Loans
		Impaired Loans with a Valuation Allowance											Impaired Loans without a Valuation Allowance
		Unpaid Principal Balance			Recorded				Valuation				Unpaid Principal Balance			Recorded			Recorded				Valuation			Carrying
					Investment				Allowances							Investment			Investment				Allowances			Value
		(In millions)
	31-Mar-15
	Commercial	$	69		$	69			$	20			$	98		$	98		$	41,997			$	205		$	147
	Agricultural	51			48				2				16			16			12,269				37			62
	Residential	—			—				—				62			58			7,568				51			58
	Total	$	120		$	117			$	22			$	176		$	172		$	61,834			$	293		$	267
	31-Dec-14
	Commercial	$	75		$	75			$	24			$	101		$	100		$	40,913			$	200		$	151
	Agricultural	51			48				2				14			13			12,317				37			59
	Residential	—			—				—				40			37			6,332				42			37
	Total	$	126		$	123			$	26			$	155		$	150		$	59,562			$	279		$	247
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
		March 31,
		2015														2014
		Commercial			Agricultural				Residential				Total			Commercial			Agricultural				Residential			Total
		(In millions)
	Balance, beginning of period	$	224		$	39			$	42			$	305		$	258		$	44			$	20		$	322
	Provision (release)	1			—				14				15			1			(2		)		6			5
	Charge-offs, net of recoveries	—			—				(5		)		(5		)	—			—				(1		)	(1		)
	Balance, end of period	$	225		$	39			$	51			$	315		$	259		$	42			$	25		$	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							Nonaccrual Status
		March 31, 2015			31-Dec-14				March 31, 2015				31-Dec-14
		(In millions)
	Commercial	$	10		$	10			$	69			$	75
	Agricultural	26			1				46				41
	Residential	197			173				188				163
	Total	$	233		$	184			$	303			$	279
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:
		March 31, 2015			December 31, 2014
		(In millions)
	Fixed maturity securities	$	33,080		$	30,367
	Fixed maturity securities with noncredit OTTI losses in AOCI	(84		)	(112		)
	Total fixed maturity securities	32,996			30,255
	Equity securities	678			608
	Derivatives	2,502			1,761
	Other	159			149
	Subtotal	36,335			32,773
	Amounts allocated from:
	Future policy benefits	(3,742		)	(2,886		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(1		)	(4		)
	DAC, VOBA and DSI	(2,062		)	(1,946		)
	Policyholder dividend obligation	(3,483		)	(3,155		)
	Subtotal	(9,288		)	(7,991		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	31			42
	Deferred income tax benefit (expense)	(9,273		)	(8,556		)
	Net unrealized investment gains (losses)	17,805			16,268
	Net unrealized investment gains (losses) attributable to noncontrolling interests	(44		)	(33		)
	Net unrealized investment gains (losses) attributable to MetLife, Inc.	$	17,761		$	16,235
Other than temporary impairment, credit losses recognized earnings	The changes in fixed maturity securities with noncredit OTTI losses included in AOCI were as follows:
		Three Months			Year
		Ended			Ended
		March 31, 2015			December 31, 2014
		(In millions)
	Balance, beginning of period	$	(112	)	$	(218	)
	Noncredit OTTI losses and subsequent changes recognized	10			17
	Securities sold with previous noncredit OTTI loss	12			53
	Subsequent changes in estimated fair value	6			36
	Balance, end of period	$	(84	)	$	(112	)
	The changes in net unrealized investment gains (losses) were as follows:
		Three Months
		Ended
		March 31, 2015
		(In millions)
	Balance, beginning of period	$	16,235
	Fixed maturity securities on which noncredit OTTI losses have been recognized	28
	Unrealized investment gains (losses) during the period	3,534
	Unrealized investment gains (losses) relating to:
	Future policy benefits	(856		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	3
	DAC, VOBA and DSI	(116		)
	Policyholder dividend obligation	(328		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(11		)
	Deferred income tax benefit (expense)	(717		)
	Net unrealized investment gains (losses)	17,772
	Net unrealized investment gains (losses) attributable to noncontrolling interests	(11		)
	Balance, end of period	$	17,761
	Change in net unrealized investment gains (losses)	$	1,537
	Change in net unrealized investment gains (losses) attributable to noncontrolling interests	(11		)
	Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$	1,526
Securities Lending	Elements of the securities lending program are presented below at:
		March 31, 2015			December 31, 2014
		(In millions)
	Securities on loan: (1)
	Amortized cost	$	25,933		$	26,989
	Estimated fair value	$	29,358		$	30,269
	Cash collateral on deposit from counterparties (2)	$	29,804		$	30,826
	Security collateral on deposit from counterparties (3)	$	170		$	83
	Reinvestment portfolio — estimated fair value	$	30,350		$	31,314
	_________________
	-1	Included within fixed maturity securities and short-term investments. At March 31, 2015, both amortized cost and estimated fair value also include $26 million, at estimated fair value, of securities which are not reflected in the consolidated financial statements.
	-2	Included within payables for collateral under securities loaned and other transactions.
	-3	Security collateral on deposit from counterparties may not be sold or re-pledged, 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 all asset classes, except mortgage loans, which are presented at carrying value at:
		March 31, 2015			December 31, 2014
		(In millions)
	Invested assets on deposit (regulatory deposits)	$	9,544		$	9,437
	Invested assets held in trust (collateral financing arrangements and reinsurance agreements)	10,491			10,069
	Invested assets pledged as collateral (1)	26,061			25,996
	Total invested assets on deposit, held in trust and pledged as collateral	$	46,096		$	45,502
	__________________
	-1	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 2014 Annual Report), collateral financing arrangements (see Note 13 of the Notes to the Consolidated Financial Statements included in the 2014 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
		Ended
		March 31,
		2015			2014
		(In millions)
	Investment income:
	Fixed maturity securities	$	3,541		$	3,653
	Equity securities	31			30
	FVO and trading securities — Actively Traded and FVO general account securities (1)	37			37
	Mortgage loans	730			709
	Policy loans	152			157
	Real estate and real estate joint ventures	211			217
	Other limited partnership interests	215			329
	Cash, cash equivalents and short-term investments	35			47
	Operating joint ventures	8			—
	Other	122			45
	Subtotal	5,082			5,224
	Less: Investment expenses	302			276
	Subtotal, net	4,780			4,948
	FVO and trading securities — FVO contractholder-directed unit-linked investments (1)	677			65
	FVO CSEs — interest income:
	Commercial mortgage loans	4			22
	Subtotal	681			87
	Net investment income	$	5,461		$	5,035
	__________________
	-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
		Ended
		March 31,
		2015			2014
		(In millions)
	Actively Traded and FVO general account securities	$	6		$	11
	FVO contractholder-directed unit-linked investments	$	536		$	(41	)
The components of net investment gains (losses)	The components of net investment gains (losses) were as follows:
		Three Months
		Ended
		March 31,
		2015			2014
		(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:
	Consumer	$	(3	)	$	(7	)
	Industrial	(2		)	—
	Total U.S. and foreign corporate securities	(5		)	(7		)
	RMBS	(13		)	(3		)
	OTTI losses on fixed maturity securities recognized in earnings	(18		)	(10		)
	Fixed maturity securities — net gains (losses) on sales and disposals	151			96
	Total gains (losses) on fixed maturity securities	133			86
	Total gains (losses) on equity securities:
	Total OTTI losses recognized — by sector:
	Common stock	—			(1		)
	OTTI losses on equity securities recognized in earnings	—			(1		)
	Equity securities — net gains (losses) on sales and disposals	8			26
	Total gains (losses) on equity securities	8			25
	FVO and trading securities — FVO general account securities	—			9
	Mortgage loans	(43		)	(11		)
	Real estate and real estate joint ventures	27			65
	Other limited partnership interests	16			(2		)
	Other investment portfolio gains (losses)	23			(4		)
	Subtotal — investment portfolio gains (losses)	164			168
	FVO CSEs:
	Commercial mortgage loans	(3		)	1
	Long-term debt — related to commercial mortgage loans	1			1
	Non-investment portfolio gains (losses) (1)	124			(581		)
	Subtotal FVO CSEs and non-investment portfolio gains (losses)	122			(579		)
	Total net investment gains (losses)	$	286		$	(411	)
	__________________
	-1	Non-investment portfolio gains (losses) for the three months ended March 31, 2014 includes a loss of $495 million related to the disposition of MetLife Assurance Limited. See Note 3 of the Notes to the Consolidated Financial Statements included in the 2014 Annual Report.
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) were as shown in the table below. Investment gains and losses on sales of securities are determined on a specific identification basis.
		Three Months
		Ended
		March 31,
		2015			2014				2015				2014
		Fixed Maturity Securities							Equity Securities
		(In millions)
	Proceeds	$	30,006		$	22,291			$	53			$	101
	Gross investment gains	$	338		$	314			$	15			$	27
	Gross investment losses	(187		)	(218		)		(7		)		(1		)
	OTTI losses	(18		)	(10		)		—				(1		)
	Net investment gains (losses)	$	133		$	86			$	8			$	25
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
		Ended
		March 31,
		2015			2014
		(In millions)
	Balance, beginning of period	$	357		$	378
	Additions:
	Initial impairments — credit loss OTTI on securities not previously impaired	2			—
	Additional impairments — credit loss OTTI on securities previously impaired	11			2
	Reductions:
	Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(13		)	(10		)
	Balance, end of period	$	357		$	370
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 March 31, 2015 and December 31, 2014. 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.
		March 31, 2015							December 31, 2014
		Total			Total				Total				Total
		Assets			Liabilities				Assets				Liabilities
		(In millions)
	MRSC (collateral financing arrangement (primarily securities)) (1)	$	3,458		$	—			$	3,471			$	—
	Operating joint venture (2)	2,544			2,123				2,405				1,999
	CSEs (assets (primarily loans) and liabilities (primarily debt)) (3)	288			147				297				155
	Investments:
	Other invested assets	73			15				59				—
	FVO and trading securities	42			—				45				—
	Other limited partnership interests	37			—				37				—
	Real estate joint ventures	9			15				9				15
	Total	$	6,451		$	2,300			$	6,323			$	2,169
	__________________
	-1	See Note 13 of the Notes to the Consolidated Financial Statements included in the 2014 Annual Report for a description of the MetLife Reinsurance Company of South Carolina (“MRSC”) collateral financing arrangement.
	-2	Assets of the operating joint venture are primarily fixed maturity securities and separate account assets. Liabilities of the operating joint venture are primarily future policy benefits, other policyholder funds and separate account liabilities.
	-3	The Company consolidates entities that are structured as CMBS and as collateralized debt obligations. The assets of these entities can only be used to settle their respective liabilities, and under no circumstances is the Company liable for any principal or interest shortfalls should any arise. The Company’s exposure was limited to that of its remaining investment in these entities of $122 million and $123 million at estimated fair value at March 31, 2015 and December 31, 2014, 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 $1 million and $18 million for the three months ended March 31, 2015 and 2014, respectively.
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:
		March 31, 2015							December 31, 2014
		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)	$	70,903		$	70,903			$	68,427			$	68,427
	U.S. and foreign corporate	3,704			3,704				3,829				3,829
	Other limited partnership interests	6,224			8,382				6,250				8,402
	Other invested assets	1,696			2,056				1,720				2,050
	FVO and trading securities	602			602				565				565
	Real estate joint ventures	93			118				100				125
	Mortgage loans	51			51				51				51
	Equity securities AFS:
	Non-redeemable preferred stock	39			39				41				41
	Total	$	83,312		$	85,855			$	80,983			$	83,490
	__________________
	-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. 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 $208 million and $212 million at March 31, 2015 and December 31, 2014, 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 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 was 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)
	31-Mar-15
	Loan-to-value ratios
	Less than 65%	$	35,250		$	953			$	801			$	37,004		87.8	%	$	38,884			88.2	%
	65% to 75%	3,398			573				64				4,035			9.6		4,088				9.3
	76% to 80%	137			—				8				145			0.3		154				0.3
	Greater than 80%	577			299				104				980			2.3		964				2.2
	Total	$	39,362		$	1,825			$	977			$	42,164		100	%	$	44,090			100	%
	31-Dec-14
	Loan-to-value ratios
	Less than 65%	$	33,933		$	1,105			$	1,101			$	36,139		88	%	$	38,166			88.4	%
	65% to 75%	3,306			405				87				3,798			9.2		3,873				9
	76% to 80%	130			—				15				145			0.4		153				0.3
	Greater than 80%	562			281				163				1,006			2.4		987				2.3
	Total	$	37,931		$	1,791			$	1,366			$	41,088		100	%	$	43,179			100	%
Agricultural
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 was as follows at:
		March 31, 2015						December 31, 2014
		Recorded			% of			Recorded				% of
		Investment			Total			Investment				Total
		(In millions)						(In millions)
	Loan-to-value ratios
	Less than 65%	$	11,498		93.2	%		$	11,743			94.9	%
	65% to 75%	703			5.7			533				4.3
	76% to 80%	50			0.4			17				0.1
	Greater than 80%	82			0.7			85				0.7
	Total	$	12,333		100	%		$	12,378			100	%
Residential
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 was as follows at:
		March 31, 2015						December 31, 2014
		Recorded			% of			Recorded				% of
		Investment			Total			Investment				Total
		(In millions)						(In millions)
	Performance indicators
	Performing	$	7,429		97.4	%		$	6,196			97.3	%
	Nonperforming	197			2.6			173				2.7
	Total	$	7,626		100	%		$	6,369			100	%

Derivatives_Tables

Derivatives (Tables)	3 Months Ended
	Mar. 31, 2015
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:
					March 31, 2015												December 31, 2014
			Primary Underlying Risk Exposure		Gross				Estimated Fair Value								Gross				Estimated Fair Value
					Notional												Notional
					Amount				Assets				Liabilities				Amount				Assets		Liabilities
					(In millions)
	Derivatives Designated as Hedging Instruments
	Fair value hedges:
	Interest rate swaps		Interest rate		$	5,975			$	2,296			$	22			$	6,044			$	2,064	$	21
	Foreign currency swaps		Foreign currency exchange rate		2,699				77				354				2,708				65		100
	Foreign currency forwards		Foreign currency exchange rate		2,735				—				251				2,335				—		291
	Subtotal				11,409				2,373				627				11,087				2,129		412
	Cash flow hedges:
	Interest rate swaps		Interest rate		2,927				666				—				2,560				528		—
	Interest rate forwards		Interest rate		200				70				—				225				63		—
	Foreign currency swaps		Foreign currency exchange rate		19,897				1,139				1,508				18,325				563		930
	Subtotal				23,024				1,875				1,508				21,110				1,154		930
	Foreign operations hedges:
	Foreign currency forwards		Foreign currency exchange rate		4,306				101				11				4,097				295		11
	Currency options		Foreign currency exchange rate		8,233				385				8				6,419				415		—
	Subtotal				12,539				486				19				10,516				710		11
	Total qualifying hedges				46,972				4,734				2,154				42,713				3,993		1,353
	Derivatives Not Designated or Not Qualifying as Hedging Instruments
	Interest rate swaps		Interest rate		91,545				5,353				2,465				93,266				4,570		2,051
	Interest rate floors		Interest rate		34,155				464				172				55,645				440		199
	Interest rate caps		Interest rate		52,763				90				1				49,128				145		1
	Interest rate futures		Interest rate		3,557				9				6				2,707				4		9
	Interest rate options		Interest rate		35,261				1,666				27				48,078				1,241		75
	Synthetic GICs		Interest rate		4,262				—				—				4,298				—		—
	Foreign currency swaps		Foreign currency exchange rate		11,627				855				432				11,041				447		385
	Foreign currency forwards		Foreign currency exchange rate		12,191				235				387				13,206				127		791
	Currency futures		Foreign currency exchange rate		1,242				1				2				522				2		—
	Currency options		Foreign currency exchange rate		9,734				531				295				8,324				585		340
	Credit default swaps — purchased		Credit		2,711				15				49				2,830				8		34
	Credit default swaps — written		Credit		10,206				190				4				10,527				181		6
	Equity futures		Equity market		6,248				34				7				6,073				65		2
	Equity index options		Equity market		42,751				1,411				1,079				39,345				1,426		1,036
	Equity variance swaps		Equity market		24,449				192				664				24,598				196		639
	TRRs		Equity market		3,375				11				78				3,297				22		101
	Total non-designated or non-qualifying derivatives				346,077				11,057				5,668				372,885				9,459		5,669
	Total				$	393,049			$	15,791			$	7,822			$	415,598			$	13,452	$	7,022
Components of Net Derivatives Gains (Losses)	The components of net derivative gains (losses) were as follows:
		Three Months
		Ended
		March 31,
		2015				2014
		(In millions)
	Derivatives and hedging gains (losses) (1)	$	848			$	452
	Embedded derivatives gains (losses)	(27		)		(109		)
	Total net derivative gains (losses)	$	821			$	343
	__________________
	-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
		Ended
		March 31,
		2015				2014
		(In millions)
	Qualifying hedges:
	Net investment income	$	58			$	33
	Interest credited to policyholder account balances	2				32
	Other expenses	(3		)		(1		)
	Non-qualifying hedges:
	Net investment income	(1		)		(1		)
	Net derivative gains (losses)	261				219
	Policyholder benefits and claims	4				(8		)
	Total	$	321			$	274
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 March 31, 2015
	Interest rate derivatives	$	552			$	—			$	11
	Foreign currency exchange rate derivatives	669				—				—
	Credit derivatives — purchased	(11		)		(1		)		—
	Credit derivatives — written	3				1				—
	Equity derivatives	(462		)		(4		)		(99		)
	Total	$	751			$	(4	)		$	(88	)
	Three Months Ended March 31, 2014
	Interest rate derivatives	$	298			$	—			$	12
	Foreign currency exchange rate derivatives	69				—				—
	Credit derivatives — purchased	1				1				—
	Credit derivatives — written	(9		)		—				—
	Equity derivatives	(181		)		(6		)		(38		)
	Total	$	178			$	(5	)		$	(26	)
	__________________
	-1	Changes in estimated fair value related to economic hedges of equity method investments in joint ventures, derivatives held in relation to trading portfolios and 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 March 31, 2015
	Interest rate swaps:		Fixed maturity securities		$	(5	)		$	7			$	2
			Policyholder liabilities (1)		197				(198		)		(1		)
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		10				(8		)		2
			Foreign-denominated policyholder account balances (2)		(249		)		245				(4		)
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		(17		)		16				(1		)
	Total				$	(64	)		$	62			$	(2	)
	Three Months Ended March 31, 2014
	Interest rate swaps:		Fixed maturity securities		$	1			$	1			$	2
			Policyholder liabilities (1)		209				(204		)		5
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		(4		)		4				—
			Foreign-denominated policyholder account balances (2)		(27		)		32				5
	Foreign currency forwards:		Foreign-denominated fixed maturity securities		10				(9		)		1
	Total				$	189			$	(176	)		$	13
	__________________
	-1	Fixed rate liabilities reported in policyholder account balances 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 March 31, 2015
	Foreign currency forwards		$	111
	Currency options		(41		)
	Total		$	70
	Three Months Ended March 31, 2014
	Foreign currency forwards		$	(34	)
	Currency options		(114		)
	Total		$	(148	)
	__________________
	-1	During both the three months ended March 31, 2015 and 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.
	-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:
			March 31, 2015											December 31, 2014
	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)		$	8			$	636			2.3			$	10			$	677			2.4
	Credit default swaps referencing indices		7				1,500				2.7			10				1,700				2.6
	Subtotal		15				2,136				2.6			20				2,377				2.6
	Baa
	Single name credit default swaps (corporate)		23				1,555				2.6			23				1,591				2.8
	Credit default swaps referencing indices		97				5,742				4.9			94				5,774				4.7
	Subtotal		120				7,297				4.4			117				7,365				4.3
	Ba
	Single name credit default swaps (corporate)		1				60				2.7			—				60				3
	Credit default swaps referencing indices		—				100				1.8			(1		)		100				2
	Subtotal		1				160				2.1			(1		)		160				2.4
	B
	Single name credit default swaps (corporate)		—				—				—			—				—				—
	Credit default swaps referencing indices		50				613				4.7			39				625				4.9
	Subtotal		50				613				4.7			39				625				4.9
	Total		$	186			$	10,206			4			$	175			$	10,527			3.9
	__________________
	-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 gross 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:
			March 31, 2015								December 31, 2014
	Derivatives Subject to a Master Netting Arrangement or a Similar Arrangement (6)		Assets				Liabilities				Assets				Liabilities
			(In millions)
	Gross estimated fair value of derivatives:
	OTC-bilateral (1)		$	14,441			$	6,600			$	12,256			$	6,017
	OTC-cleared (1)		1,558				1,230				1,380				1,054
	Exchange-traded		44				15				71				11
	Total gross estimated fair value of derivatives (1)		16,043				7,845				13,707				7,082
	Amounts offset on the consolidated balance sheets		—				—				—				—
	Estimated fair value of derivatives presented on the consolidated balance sheets (1)		16,043				7,845				13,707				7,082
	Gross amounts not offset on the consolidated balance sheets:
	Gross estimated fair value of derivatives: (2)
	OTC-bilateral		(4,980		)		(4,980		)		(4,082		)		(4,082		)
	OTC-cleared		(1,166		)		(1,166		)		(989		)		(989		)
	Exchange-traded		(1		)		(1		)		(5		)		(5		)
	Cash collateral: (3), (4)
	OTC-bilateral		(7,076		)		(111		)		(4,153		)		(133		)
	OTC-cleared		(364		)		(62		)		(386		)		(62		)
	Exchange-traded		—				(8		)		—				(4		)
	Securities collateral: (5)
	OTC-bilateral		(2,063		)		(1,407		)		(3,768		)		(1,700		)
	OTC-cleared		—				(2		)		—				(3		)
	Exchange-traded		—				(6		)		—				(2		)
	Net amount after application of master netting agreements and collateral		$	393			$	102			$	324			$	102
	__________________
	-1	At March 31, 2015 and December 31, 2014, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $252 million and $255 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $23 million and $60 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 segregated for the benefit of the Company). The amount of this off-balance sheet collateral was $327 million and $263 million at March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014, the Company received excess cash collateral of $259 million and $87 million (including $94 million and $36 million off-balance sheet cash collateral held in separate custodial accounts), respectively, and provided excess cash collateral of $240 million and $192 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 re-pledge this collateral, but at March 31, 2015 none of the collateral had been sold or re-pledged. 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 re-pledge 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 March 31, 2015 and December 31, 2014, the Company received excess securities collateral with an estimated fair value of $384 million and $395 million, respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At March 31, 2015 and December 31, 2014, the Company provided excess securities collateral with an estimated fair value of $116 million and $117 million, respectively, for its OTC-bilateral derivatives, and $237 million and $199 million, respectively, for its OTC-cleared derivatives, and $212 million and $245 million, respectively, for its exchange-traded derivatives, which are not included in the table above due to the foregoing limitation.
	-6	See Note 5 for information regarding the Company’s gross and net payables and receivables under repurchase agreement transactions.
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 March 31, 2015
	Interest rate swaps		$	174			$	5			$	3			$	—			$	3
	Interest rate forwards		15				3				1				1				—
	Foreign currency swaps		(2		)		(567		)		—				—				4
	Credit forwards		—				—				—				—				—
	Total		$	187			$	(559	)		$	4			$	1			$	7
	Three Months Ended March 31, 2014
	Interest rate swaps		$	228			$	15			$	2			$	—			$	5
	Interest rate forwards		41				—				1				—				1
	Foreign currency swaps		52				36				(1		)		1				—
	Credit forwards		—				—				—				—				—
	Total		$	321			$	51			$	2			$	1			$	6
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)
	31-Mar-15
	Derivatives subject to credit-contingent provisions		$	1,519			$	1,454			$	117			$	4			$	4
	Derivatives not subject to credit-contingent provisions		91				68				2				—				—
	Total		$	1,610			$	1,522			$	119			$	4			$	4
	31-Dec-14
	Derivatives subject to credit-contingent provisions		$	1,832			$	1,750			$	131			$	5			$	7
	Derivatives not subject to credit-contingent provisions		84				65				2				—				—
	Total		$	1,916			$	1,815			$	133			$	5			$	7
	__________________
	-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
		Ended
		March 31,
		2015				2014
		(In millions)
	Net derivative gains (losses) (1)	$	(27	)		$	(109	)
	Policyholder benefits and claims	$	24			$	15
	__________________
	-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 $69 million and $43 million for the three months ended March 31, 2015 and 2014, 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		March 31, 2015				December 31, 2014
					(In millions)
	Net embedded derivatives within asset host contracts:
	Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	351			$	324
	Funds withheld on assumed reinsurance		Other invested assets		56				53
	Options embedded in debt or equity securities		Investments		(303		)		(217		)
	Net embedded derivatives within asset host contracts				$	104			$	160
	Net embedded derivatives within liability host contracts:
	Direct guaranteed minimum benefits		Policyholder account balances and Future policy benefits		$	(830	)		$	(1,126	)
	Assumed guaranteed minimum benefits		Policyholder account balances		868				973
	Funds withheld on ceded reinsurance		Other liabilities		71				83
	Other		Policyholder account balances		28				24
	Net embedded derivatives within liability host contracts				$	137			$	(46	)

Fair_Value_Tables

Fair Value (Tables)	3 Months Ended
	Mar. 31, 2015
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.
		March 31, 2015
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	99,014			$	7,321			$	106,335
	Foreign corporate	—				54,086				6,408				60,494
	U.S. Treasury and agency	34,116				26,356				—				60,472
	Foreign government	—				50,977				1,384				52,361
	RMBS	2,597				36,642				4,545				43,784
	State and political subdivision	—				15,708				2				15,710
	CMBS	—				12,667				644				13,311
	ABS	—				11,355				2,453				13,808
	Total fixed maturity securities	36,713				306,805				22,757				366,275
	Equity securities:
	Common stock	1,598				883				94				2,575
	Non-redeemable preferred stock	—				894				244				1,138
	Total equity securities	1,598				1,777				338				3,713
	FVO and trading securities:
	Actively Traded securities	48				656				10				714
	FVO general account securities	527				35				89				651
	FVO contractholder-directed unit-linked investments	11,020				3,659				412				15,091
	FVO securities held by CSEs	—				5				10				15
	Total FVO and trading securities	11,595				4,355				521				16,471
	Short-term investments (1)	2,621				8,673				1,358				12,652
	Mortgage loans:
	Residential mortgage loans — FVO	—				—				329				329
	Commercial mortgage loans held by CSEs — FVO	—				272				—				272
	Total mortgage loans	—				272				329				601
	Other invested assets:
	Other investments	187				59				—				246
	Derivative assets: (2)
	Interest rate	9				10,535				70				10,614
	Foreign currency exchange rate	1				3,295				28				3,324
	Credit	—				194				11				205
	Equity market	34				1,279				335				1,648
	Total derivative assets	44				15,303				444				15,791
	Total other invested assets	231				15,362				444				16,037
	Net embedded derivatives within asset host contracts (3)	—				—				407				407
	Separate account assets (4)	86,253				236,415				2,056				324,724
	Total assets	$	139,011			$	573,659			$	28,210			$	740,880
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	6			$	2,686			$	1			$	2,693
	Foreign currency exchange rate	2				3,151				95				3,248
	Credit	—				52				1				53
	Equity market	7				1,129				692				1,828
	Total derivative liabilities	15				7,018				789				7,822
	Net embedded derivatives within liability host contracts (3)	—				8				129				137
	Long-term debt of CSEs — FVO	—				131				12				143
	Trading liabilities (5)	206				46				—				252
	Total liabilities	$	221			$	7,203			$	930			$	8,354
		December 31, 2014
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	99,012			$	6,942			$	105,954
	Foreign corporate	—				55,185				6,490				61,675
U.S. Treasury and agency	36,879				24,637				—				61,516
Foreign government	—				51,355				1,311				52,666
RMBS	—				35,463				4,383				39,846
State and political subdivision	—				15,187				—				15,187
CMBS	—				13,567				765				14,332
ABS	—				12,005				2,244				14,249
Total fixed maturity securities	36,879				306,411				22,135				365,425
Equity securities:
Common stock	1,558				863				95				2,516
Non-redeemable preferred stock	—				865				250				1,115
Total equity securities	1,558				1,728				345				3,631
FVO and trading securities:
Actively Traded securities	22				627				5				654
FVO general account securities	552				57				95				704
FVO contractholder-directed unit-linked investments	11,064				3,797				455				15,316
FVO securities held by CSEs	—				3				12				15
Total FVO and trading securities	11,638				4,484				567				16,689
Short-term investments (1)	2,104				5,223				336				7,663
Mortgage loans:
Residential mortgage loans — FVO	—				—				308				308
Commercial mortgage loans held by CSEs — FVO	—				280				—				280
Total mortgage loans	—				280				308				588
Other invested assets:
Other investments	203				61				—				264
Derivative assets: (2)
Interest rate	4				8,988				63				9,055
Foreign currency exchange rate	2				2,472				25				2,499
Credit	—				175				14				189
Equity market	65				1,287				357				1,709
Total derivative assets	71				12,922				459				13,452
Total other invested assets	274				12,983				459				13,716
Net embedded derivatives within asset host contracts (3)	—				—				377				377
Separate account assets (4)	83,533				231,539				1,922				316,994
Total assets	$	135,986			$	562,648			$	26,449			$	725,083
Liabilities
Derivative liabilities: (2)
Interest rate	$	9			$	2,347			$	—			$	2,356
Foreign currency exchange rate	—				2,755				93				2,848
Credit	—				38				2				40
Equity market	2				1,112				664				1,778
Total derivative liabilities	11				6,252				759				7,022
Net embedded derivatives within liability host contracts (3)	—				7				(53		)		(46		)
Long-term debt of CSEs — FVO	—				138				13				151
Trading liabilities (5)	215				24				—				239
Total liabilities	$	226			$	6,421			$	719			$	7,366
__________________
-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 policyholder account balances, future policy benefits and other liabilities on the consolidated balance sheets. At March 31, 2015 and December 31, 2014, equity securities also included embedded derivatives of ($303) million and ($217) 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:
								31-Mar-15						31-Dec-14						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)		-45	-	240		43		-40	-	240		46		Decrease
		•	Market pricing		•	Quoted prices (5)		6	-	531		122		—		750		151		Increase
		•	Consensus pricing		•	Offered quotes (5)		31	-	780		242		31	-	126		99		Increase
	Foreign government	•	Market pricing		•	Quoted prices (5)		72	-	195		106		92	-	189		106		Increase
	RMBS	•	Market pricing		•	Quoted prices (5)		22	-	120		96		22	-	120		97		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		30	-	114		94		1	-	118		93		Increase (6)
	ABS	•	Market pricing		•	Quoted prices (5)		15	-	110		100		15	-	110		100		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		56	-	106		99		56	-	106		102		Increase (6)
	Derivatives
	Interest rate	•	Present value techniques		•	Swap yield (7)		256	-	271				278	-	297				Increase (12)
	Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		-50	-	1,597				62	-	2,430				Increase (12)
					•	Correlation (8)		40%	-	54%				40%	-	55%
	Credit	•	Present value techniques		•	Credit spreads (9)		98	-	100				98	-	100				Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Equity market	•	Present value techniques or option pricing models		•	Volatility (11)		11%	-	28%				15%	-	27%				Increase (12)
					•	Correlation (8)		70%	-	70%				70%	-	70%
	Embedded derivatives
	Direct and assumed guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
						Ages 0 - 40		0%	-	0.28%				0%	-	0.28%				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		0%	-	30%				20%	-	50%				Increase (15)
					•	Withdrawal rates		0%	-	20%				0%	-	20%				-16
					•	Long-term equity volatilities		8.88%	-	33%				7.30%	-	33%				Increase (17)
					•	Nonperformance risk spread		-0.15%	-	1.00%				-0.35%	-	0.81%				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 March 31, 2015 and December 31, 2014, 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:
								31-Mar-15						31-Dec-14						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)		-45	-	240		43		-40	-	240		46		Decrease
		•	Market pricing		•	Quoted prices (5)		6	-	531		122		—		750		151		Increase
		•	Consensus pricing		•	Offered quotes (5)		31	-	780		242		31	-	126		99		Increase
	Foreign government	•	Market pricing		•	Quoted prices (5)		72	-	195		106		92	-	189		106		Increase
	RMBS	•	Market pricing		•	Quoted prices (5)		22	-	120		96		22	-	120		97		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		30	-	114		94		1	-	118		93		Increase (6)
	ABS	•	Market pricing		•	Quoted prices (5)		15	-	110		100		15	-	110		100		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		56	-	106		99		56	-	106		102		Increase (6)
	Derivatives
	Interest rate	•	Present value techniques		•	Swap yield (7)		256	-	271				278	-	297				Increase (12)
	Foreign currency exchange rate	•	Present value techniques		•	Swap yield (7)		-50	-	1,597				62	-	2,430				Increase (12)
					•	Correlation (8)		40%	-	54%				40%	-	55%
	Credit	•	Present value techniques		•	Credit spreads (9)		98	-	100				98	-	100				Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Equity market	•	Present value techniques or option pricing models		•	Volatility (11)		11%	-	28%				15%	-	27%				Increase (12)
					•	Correlation (8)		70%	-	70%				70%	-	70%
	Embedded derivatives
	Direct and assumed guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
						Ages 0 - 40		0%	-	0.28%				0%	-	0.28%				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		0%	-	30%				20%	-	50%				Increase (15)
					•	Withdrawal rates		0%	-	20%				0%	-	20%				-16
					•	Long-term equity volatilities		8.88%	-	33%				7.30%	-	33%				Increase (17)
					•	Nonperformance risk spread		-0.15%	-	1.00%				-0.35%	-	0.81%				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 March 31, 2015 and December 31, 2014, 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				U.S. Treasury and Agency				Foreign				RMBS			State and			CMBS			ABS
			Corporate				Corporate								Government							Political
																						Subdivision
			(In millions)
	Three Months Ended March 31, 2015
	Balance, beginning of period		$	6,942			$	6,490			$	—			$	1,311			$	4,383		$	—		$	765		$	2,244
	Total realized/unrealized gains (losses) included in:
	Net income (loss): (1), (2)
	Net investment income		—				9				—				4				13			—			—			—
	Net investment gains (losses)		—				(11		)		—				(22		)		2			—			—			(7		)
	Net derivative gains (losses)		—				—				—				—				—			—			—			—
	Policyholder benefits and claims		—				—				—				—				—			—			—			—
	OCI		57				(132		)		—				23				(12		)	—			(7		)	(11		)
	Purchases (3)		431				178				—				43				509			—			73			868
	Sales (3)		(133		)		(109		)		—				(53		)		(240		)	—			(119		)	(212		)
	Issuances (3)		—				—				—				—				—			—			—			—
	Settlements (3)		—				—				—				—				—			—			—			—
	Transfers into Level 3 (4)		128				93				—				215				—			2			—			8
	Transfers out of Level 3 (4)		(104		)		(110		)		—				(137		)		(110		)	—			(68		)	(437		)
	Balance, end of period		$	7,321			$	6,408			$	—			$	1,384			$	4,545		$	2		$	644		$	2,453
	Changes in unrealized gains (losses) included in net income (loss): (5)
	Net investment income		$	—			$	6			$	—			$	3			$	12		$	—		$	—		$	1
	Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
	Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
	Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Equity Securities								FVO and Trading Securities
			Common				Non-				Actively				FVO				FVO			FVO			Short-term			Residential
			Stock				redeemable				Traded				General				Contractholder-			Securities			Investments			Mortgage
							Preferred				Securities				Account				directed			Held by CSEs						Loans -
							Stock								Securities				Unit-linked									FVO
																			Investments
			(In millions)
	Three Months Ended March 31, 2015
	Balance, beginning of period		$	95			$	250			$	5			$	95			$	455		$	12		$	336		$	308
	Total realized/unrealized gains (losses) included in:
	Net income (loss): (1), (2)
	Net investment income		—				—				—				—				(18		)	—			1			22
	Net investment gains (losses)		(1		)		—				—				—				—			—			—			—
	Net derivative gains (losses)		—				—				—				—				—			—			—			—
	Policyholder benefits and claims		—				—				—				—				—			—			—			—
	OCI		2				(4		)		—				—				—			—			(1		)	—
	Purchases (3)		5				4				5				—				108			—			1,332			60
	Sales (3)		(5		)		—				—				(6		)		(145		)	(1		)	(25		)	(49		)
	Issuances (3)		—				—				—				—				—			—			—			—
	Settlements (3)		—				—				—				—				—			—			—			(12		)
	Transfers into Level 3 (4)		1				—				—				—				39			—			—			—
	Transfers out of Level 3 (4)		(3		)		(6		)		—				—				(27		)	(1		)	(285		)	—
	Balance, end of period		$	94			$	244			$	10			$	89			$	412		$	10		$	1,358		$	329
	Changes in unrealized gains (losses) included in net income (loss): (5)
	Net investment income		$	—			$	—			$	—			$	(1	)		$	(15	)	$	—		$	1		$	22
	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 March 31, 2015
Balance, beginning of period		$	63			$	(68	)		$	12			$	(307	)		$	430		$	1,922		$	(13	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—			—			—
Net investment gains (losses)		—				—				—				—				—			36			—
Net derivative gains (losses)		(1		)		(14		)		(2		)		(52		)		27			—			—
Policyholder benefits and claims		—				—				—				1				24			—			—
OCI		15				—				—				—				(2		)	—			—
Purchases (3)		—				—				—				—				—			231			—
Sales (3)		—				—				—				—				—			(127		)	—
Issuances (3)		—				—				—				—				—			—			—
Settlements (3)		(8		)		15				—				1				(201		)	(1		)	1
Transfers into Level 3 (4)		—				—				—				—				—			1			—
Transfers out of Level 3 (4)		—				—				—				—				—			(6		)	—
Balance, end of period		$	69			$	(67	)		$	10			$	(357	)		$	278		$	2,056		$	(12	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—		$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—
Net derivative gains (losses)		$	(1	)		$	(11	)		$	(1	)		$	(52	)		$	22		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	1			$	25		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Fixed Maturity Securities
		U.S.				Foreign				U.S.				Foreign				RMBS			State and			CMBS			ABS
		Corporate				Corporate				Treasury				Government							Political
										and Agency											Subdivision
		(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period		$	7,148			$	6,704			$	62			$	2,235			$	2,957		$	10		$	972		$	4,210
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income		—				9				—				6				10			—			—			5
Net investment gains (losses)		(7		)		—				—				(6		)		8			—			1			(43		)
Net derivative gains (losses)		—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—			—			—			—
OCI		160				120				—				14				(12		)	—			(25		)	75
Purchases (3)		651				471				25				74				571			—			103			652
Sales (3)		(206		)		(109		)		—				(52		)		(192		)	—			(155		)	(315		)
Issuances (3)		—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—			—			—			—
Transfers into Level 3 (4)		459				435				—				231				147			21			24			578
Transfers out of Level 3 (4)		(827		)		(1,129		)		(42		)		(957		)		(50		)	(10		)	(238		)	(2,362		)
Balance, end of period		$	7,378			$	6,501			$	45			$	1,545			$	3,439		$	21		$	682		$	2,800
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	9			$	—			$	5			$	10		$	—		$	—		$	—
Net investment gains (losses)		$	(7	)		$	—			$	—			$	—			$	(1	)	$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								FVO and Trading Securities
		Common				Non-				Actively				FVO				FVO			FVO Securities			Short-term			Residential
		Stock				redeemable				Traded				General				Contractholder-			Held by CSEs			Investments			Mortgage
						Preferred				Securities				Account				directed									Loans - FVO
						Stock								Securities				Unit-linked
																		Investments
		(In millions)
Three Months Ended March 31, 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		—				—				—				—				14			—			1			3
Net investment gains (losses)		19				—				—				—				—			—			—			—
Net derivative gains (losses)		—				—				—				—				—			—			—			—
Policyholder benefits and claims		—				—				—				—				—			—			—			—
OCI		(8		)		6				—				—				—			—			(1		)	—
Purchases (3)		3				—				11				—				237			—			947			28
Sales (3)		(26		)		—				(5		)		—				(300		)	(1		)	(59		)	(5		)
Issuances (3)		—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				—				—			—			—			(12		)
Transfers into Level 3 (4)		38				40				—				—				96			12			—			—
Transfers out of Level 3 (4)		—				—				(7		)		—				(26		)	—			(110		)	—
Balance, end of period		$	203			$	441			$	11			$	29			$	624		$	11		$	1,032		$	352
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	14		$	—		$	1		$	3
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 March 31, 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)		—				—				—				—				—			44			—
Net derivative gains (losses)		7				(1		)		(6		)		(43		)		(95		)	—			—
Policyholder benefits and claims		—				—				—				4				15			—			—
OCI		37				(2		)		—				—				(5		)	—			—
Purchases (3)		—				—				—				—				—			321			—
Sales (3)		—				—				—				—				—			(83		)	—
Issuances (3)		—				—				(3		)		—				—			25			—
Settlements (3)		(1		)		1				—				—				(193		)	(2		)	13
Transfers into Level 3 (4)		—				—				—				—				—			18			—
Transfers out of Level 3 (4)		—				—				—				—				—			(58		)	—
Balance, end of period		$	56			$	(13	)		$	20			$	(356	)		$	980		$	1,730		$	(15	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—		$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—
Net derivative gains (losses)		$	6			$	—			$	(6	)		$	(42	)		$	(94	)	$	—		$	—
Policyholder benefits and claims		$	—			$	—			$	—			$	4			$	16		$	—		$	—
__________________
-1	Amortization of premium/accretion of discount is included within net investment income. Impairments charged to net income (loss) on securities are included in net investment gains (losses), while changes in estimated fair value of residential 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								and Liabilities
											of CSEs — FVO (1)
			31-Mar-15				31-Dec-14				31-Mar-15				31-Dec-14
			(In millions)
	Assets
	Unpaid principal balance		$	466			$	436			$	218			$	223
	Difference between estimated fair value and unpaid principal balance		(137		)		(128		)		54				57
	Carrying value at estimated fair value		$	329			$	308			$	272			$	280
	Loans in non-accrual status		$	162			$	125			$	—			$	—
	Liabilities
	Contractual principal balance										$	152			$	159
	Difference between estimated fair value and contractual principal balance										(9		)		(8		)
	Carrying value at estimated fair value										$	143			$	151
	__________________
	-1	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 March 31,								Three Months
										Ended
										March 31,
		2015				2014				2015				2014
		Carrying Value After Measurement								Gains (Losses)
		(In millions)
	Mortgage loans (1)	$	95			$	199			$	4			$	—
	Other limited partnership interests (2)	$	22			$	4			$	(11	)		$	(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 March 31, 2015 and 2014 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:
		March 31, 2015
						Fair Value Hierarchy
		Carrying				Level 1				Level 2				Level 3				Total
		Value																Estimated
																		Fair Value
		(In millions)
	Assets
	Mortgage loans	$	61,808			$	—			$	—			$	64,567			$	64,567
	Policy loans	$	11,606			$	—			$	1,664			$	12,403			$	14,067
	Real estate joint ventures	$	56			$	—			$	—			$	136			$	136
	Other limited partnership interests	$	643			$	—			$	—			$	834			$	834
	Other invested assets	$	598			$	157			$	41			$	400			$	598
	Premiums, reinsurance and other receivables	$	4,251			$	—			$	1,904			$	2,447			$	4,351
	Other assets	$	248			$	—			$	171			$	66			$	237
	Liabilities
	Policyholder account balances	$	130,996			$	—			$	—			$	136,355			$	136,355
	Long-term debt	$	17,564			$	—			$	20,042			$	—			$	20,042
	Collateral financing arrangements	$	4,196			$	—			$	—			$	3,958			$	3,958
	Junior subordinated debt securities	$	3,193			$	—			$	4,353			$	—			$	4,353
	Other liabilities	$	6,305			$	—			$	4,984			$	1,323			$	6,307
	Separate account liabilities	$	119,568			$	—			$	119,568			$	—			$	119,568
		December 31, 2014
						Fair Value Hierarchy
		Carrying				Level 1				Level 2				Level 3				Total
		Value																Estimated
																		Fair Value
		(In millions)
	Assets
	Mortgage loans	$	59,530			$	—			$	—			$	62,554			$	62,554
	Policy loans	$	11,618			$	—			$	1,647			$	12,287			$	13,934
	Real estate joint ventures	$	67			$	—			$	—			$	139			$	139
	Other limited partnership interests	$	704			$	—			$	—			$	906			$	906
	Other invested assets	$	562			$	172			$	70			$	320			$	562
	Premiums, reinsurance and other receivables	$	3,070			$	—			$	713			$	2,444			$	3,157
	Other assets	$	251			$	—			$	175			$	68			$	243
	Liabilities
	Policyholder account balances	$	134,219			$	—			$	—			$	139,359			$	139,359
	Long-term debt	$	16,128			$	—			$	18,357			$	—			$	18,357
	Collateral financing arrangements	$	4,196			$	—			$	—			$	3,961			$	3,961
	Junior subordinated debt securities	$	3,193			$	—			$	4,173			$	—			$	4,173
	Other liabilities	$	2,544			$	—			$	1,223			$	1,323			$	2,546
	Separate account liabilities	$	116,665			$	—			$	116,665			$	—			$	116,665

Equity_Tables

Equity (Tables)	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
Components of Accumulated Other Comprehensive Income (Loss)	Information regarding changes in the balances of each component of AOCI attributable to MetLife, Inc., was as follows:
		Three Months
		Ended
		March 31, 2015
		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	$	15,159			$	1,076			$	(3,303	)	$	(2,283	)	$	10,649
	OCI before reclassifications	1,626				187				(670		)	—			1,143
	Deferred income tax benefit (expense)	(501		)		(66		)		(13		)	—			(580		)
	OCI before reclassifications, net of income tax	16,284				1,197				(3,986		)	(2,283		)	11,212
	Amounts reclassified from AOCI	(113		)		554				—			57			498
	Deferred income tax benefit (expense)	35				(196		)		—			(20		)	(181		)
	Amounts reclassified from AOCI, net of income tax	(78		)		358				—			37			317
	Balance, end of period	$	16,206			$	1,555			$	(3,986	)	$	(2,246	)	$	11,529
		Three Months
		Ended
		March 31, 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	4,852				321				(217		)	—			4,956
	Deferred income tax benefit (expense)	(1,645		)		(113		)		33			—			(1,725		)
	OCI before reclassifications, net of income tax	11,390				439				(1,843		)	(1,651		)	8,335
	Amounts reclassified from AOCI	(173		)		(54		)		—			45			(182		)
	Deferred income tax benefit (expense)	59				19				—			(16		)	62
	Amounts reclassified from AOCI, net of income tax	(114		)		(35		)		—			29			(120		)
	Balance, end of period	$	11,276			$	404			$	(1,843	)	$	(1,622	)	$	8,215
	__________________
	-1	See Note 5 for information on offsets to investments related to future policy benefits, DAC, VOBA and DSI, and the policyholder dividend obligation.
Reclassification out of Accumulated Other Comprehensive Income (Loss)	Information regarding amounts reclassified out of each component of AOCI was as follows:
	AOCI Components		Amounts Reclassified from AOCI								Consolidated Statement of Operations and
											Comprehensive Income (Loss) Locations
			Three Months
			Ended
			March 31,
			2015				2014
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	139			$	112			Net investment gains (losses)
	Net unrealized investment gains (losses)		40				26				Net investment income
	Net unrealized investment gains (losses)		(66		)		35				Net derivative gains (losses)
	Net unrealized investment gains (losses), before income tax		113				173
	Income tax (expense) benefit		(35		)		(59		)
	Net unrealized investment gains (losses), net of income tax		$	78			$	114
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		$	5			$	15			Net derivative gains (losses)
	Interest rate swaps		3				2				Net investment income
	Interest rate forwards		3				—				Net derivative gains (losses)
	Interest rate forwards		1				1				Net investment income
	Interest rate forwards		1				—				Other expenses
	Foreign currency swaps		(567		)		36				Net derivative gains (losses)
	Foreign currency swaps		—				(1		)		Net investment income
	Foreign currency swaps		—				1				Other expenses
	Gains (losses) on cash flow hedges, before income tax		(554		)		54
	Income tax (expense) benefit		196				(19		)
	Gains (losses) on cash flow hedges, net of income tax		$	(358	)		$	35
	Defined benefit plans adjustment: (1)
	Amortization of net actuarial gains (losses)		$	(58	)		$	(44	)
	Amortization of prior service (costs) credit		1				(1		)
	Amortization of defined benefit plan items, before		(57		)		(45		)
	income tax
	Income tax (expense) benefit		20				16
	Amortization of defined benefit plan items, net of income tax		$	(37	)		$	(29	)
	Total reclassifications, net of income tax		$	(317	)		$	120
	__________________
	-1	These AOCI components are included in the computation of net periodic benefit costs. See Note 11.

Other_Expenses_Tables

Other Expenses (Tables)	3 Months Ended
	Mar. 31, 2015
Other Income and Expenses [Abstract]
Other Expenses	Information on other expenses was as follows:
		Three Months
		Ended
		March 31,
		2015			2014
		(In millions)
	Compensation	$	1,291		$	1,205
	Pension, postretirement and postemployment benefit costs	92			120
	Commissions	1,157			1,288
	Volume-related costs	242			201
	Capitalization of DAC	(968		)	(1,046		)
	Amortization of DAC and VOBA	1,025			1,058
	Amortization of negative VOBA	(100		)	(115		)
	Interest expense on debt	298			312
	Premium taxes, licenses and fees	173			225
	Professional services	330			321
	Rent and related expenses, net of sublease income	83			85
	Other	437			509
	Total other expenses	$	4,060		$	4,163

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2015
Compensation and Retirement Disclosure [Abstract]
Net periodic benefit costs	The components of net periodic benefit costs were as follows:
		Three Months
		Ended
		March 31,
		2015											2014
		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	$	54		$	15		$	4		$	—	$	50		$	20		$	3		$	—
	Interest costs	101			4			22			1		109			3			23			1
	Expected return on plan assets	(134		)	(2		)	(20		)	—		(119		)	(2		)	(19		)	—
	Amortization of net actuarial (gains) losses	47			1			10			—		41			—			3			—
	Amortization of prior service costs (credit)	—			—			(1		)	—		1			—			—			—
	Net periodic benefit costs	$	68		$	18		$	15		$	1	$	82		$	21		$	10		$	1

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	3 Months Ended
	Mar. 31, 2015
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
		Ended
		March 31,
		2015		2014
		(In millions, except share and per share data)
	Weighted Average Shares
	Weighted average common stock outstanding for basic earnings per common share	1,125,703,588		1,126,922,641
	Incremental common shares from assumed:
	Stock purchase contracts underlying common equity units	—		3,385,696
	Exercise or issuance of stock-based awards	10,057,530		10,157,701
	Weighted average common stock outstanding for diluted earnings per common share	1,135,761,118		1,140,466,038
	Income (Loss) from Continuing Operations
	Income (loss) from continuing operations, net of income tax	$	2,163	$	1,342
	Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	5		11
	Less: Preferred stock dividends	30		30
	Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders	$	2,128	$	1,301
	Basic	$	1.89	$	1.15
	Diluted	$	1.87	$	1.14
	Income (Loss) from Discontinued Operations
	Income (loss) from discontinued operations, net of income tax	$	—	$	(3	)
	Less: Income (loss) from discontinued operations, net of income tax, attributable to noncontrolling interests	—		—
	Income (loss) from discontinued operations, net of income tax, available to MetLife, Inc.’s common shareholders	$	—	$	(3	)
	Basic	$	—	$	—
	Diluted	$	—	$	—
	Net Income (Loss)
	Net income (loss)	$	2,163	$	1,339
	Less: Net income (loss) attributable to noncontrolling interests	5		11
	Less: Preferred stock dividends	30		30
	Net income (loss) available to MetLife, Inc.’s common shareholders	$	2,128	$	1,298
	Basic	$	1.89	$	1.15
	Diluted	$	1.87	$	1.14

Business_Basis_of_Presentation2

Business, Basis of Presentation and Summary of Significant Accounting Policies (Narrative) (Details)	3 Months Ended
	Mar. 31, 2015
	Segment
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Number of segments	6

Segment_Information_Earnings_D

Segment Information (Earnings) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Revenues
Premiums	$9,253	$9,219
Universal life and investment-type product policy fees	2,394	2,421
Net investment income	5,461	5,035
Other revenues	495	478
Net investment gains (losses)	286	-411
Net derivative gains (losses)	821	343
Total revenues	18,710	17,085
Expenses
Policyholder benefits and claims and policyholder dividends	9,596	9,627
Interest credited to policyholder account balances	1,995	1,469
Capitalization of DAC	-968	-1,046
Amortization of DAC and VOBA	1,025	1,058
Amortization of negative VOBA	-100	-115
Interest expense on debt	298	312
Other expenses	3,805	3,954
Total expenses	15,651	15,259
Provision for income tax expense (benefit)	896	484
Income (loss) from continuing operations, net of income tax	2,163	1,342
Operating Segments
Revenues
Premiums	9,253	9,217
Universal life and investment-type product policy fees	2,294	2,323
Net investment income	4,982	5,085
Other revenues	503	491
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	17,032	17,116
Expenses
Policyholder benefits and claims and policyholder dividends	9,447	9,373
Interest credited to policyholder account balances	1,331	1,401
Capitalization of DAC	-968	-1,046
Amortization of DAC and VOBA	953	1,050
Amortization of negative VOBA	-90	-103
Interest expense on debt	297	294
Other expenses	3,800	3,951
Total expenses	14,770	14,920
Provision for income tax expense (benefit)	594	604
Operating earnings	1,668	1,592
Operating Segments | Americas
Revenues
Premiums	6,983	6,710
Universal life and investment-type product policy fees	1,772	1,792
Net investment income	4,106	4,129
Other revenues	445	427
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	13,306	13,058
Expenses
Policyholder benefits and claims and policyholder dividends	7,856	7,692
Interest credited to policyholder account balances	958	971
Capitalization of DAC	-400	-376
Amortization of DAC and VOBA	499	548
Amortization of negative VOBA	0	0
Interest expense on debt	0	2
Other expenses	2,389	2,321
Total expenses	11,302	11,158
Provision for income tax expense (benefit)	623	576
Operating earnings	1,381	1,324
Operating Segments | Retail
Revenues
Premiums	1,749	1,724
Universal life and investment-type product policy fees	1,236	1,247
Net investment income	1,980	1,994
Other revenues	251	245
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	5,216	5,210
Expenses
Policyholder benefits and claims and policyholder dividends	2,449	2,407
Interest credited to policyholder account balances	542	555
Capitalization of DAC	-247	-234
Amortization of DAC and VOBA	375	429
Amortization of negative VOBA	0	0
Interest expense on debt	-1	0
Other expenses	1,176	1,142
Total expenses	4,294	4,299
Provision for income tax expense (benefit)	269	275
Operating earnings	653	636
Operating Segments | Group, Voluntary & Worksite Benefits
Revenues
Premiums	4,117	4,002
Universal life and investment-type product policy fees	188	177
Net investment income	478	456
Other revenues	113	107
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	4,896	4,742
Expenses
Policyholder benefits and claims and policyholder dividends	3,835	3,781
Interest credited to policyholder account balances	37	40
Capitalization of DAC	-36	-34
Amortization of DAC and VOBA	41	36
Amortization of negative VOBA	0	0
Interest expense on debt	0	0
Other expenses	664	628
Total expenses	4,541	4,451
Provision for income tax expense (benefit)	127	101
Operating earnings	228	190
Operating Segments | Corporate Benefit Funding
Revenues
Premiums	418	301
Universal life and investment-type product policy fees	54	57
Net investment income	1,430	1,382
Other revenues	71	68
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	1,973	1,808
Expenses
Policyholder benefits and claims and policyholder dividends	991	888
Interest credited to policyholder account balances	293	278
Capitalization of DAC	-6	-1
Amortization of DAC and VOBA	5	4
Amortization of negative VOBA	0	0
Interest expense on debt	1	2
Other expenses	124	115
Total expenses	1,408	1,286
Provision for income tax expense (benefit)	196	182
Operating earnings	369	340
Operating Segments | Latin America
Revenues
Premiums	699	683
Universal life and investment-type product policy fees	294	311
Net investment income	218	297
Other revenues	10	7
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	1,221	1,298
Expenses
Policyholder benefits and claims and policyholder dividends	581	616
Interest credited to policyholder account balances	86	98
Capitalization of DAC	-111	-107
Amortization of DAC and VOBA	78	79
Amortization of negative VOBA	0	0
Interest expense on debt	0	0
Other expenses	425	436
Total expenses	1,059	1,122
Provision for income tax expense (benefit)	31	18
Operating earnings	131	158
Operating Segments | Asia
Revenues
Premiums	1,752	1,890
Universal life and investment-type product policy fees	397	389
Net investment income	684	700
Other revenues	28	27
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	2,861	3,006
Expenses
Policyholder benefits and claims and policyholder dividends	1,340	1,397
Interest credited to policyholder account balances	337	387
Capitalization of DAC	-435	-494
Amortization of DAC and VOBA	326	338
Amortization of negative VOBA	-86	-94
Interest expense on debt	0	0
Other expenses	904	991
Total expenses	2,386	2,525
Provision for income tax expense (benefit)	148	148
Operating earnings	327	333
Operating Segments | Europe, the Middle East and Africa
Revenues
Premiums	508	597
Universal life and investment-type product policy fees	102	109
Net investment income	83	107
Other revenues	10	16
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	703	829
Expenses
Policyholder benefits and claims and policyholder dividends	239	261
Interest credited to policyholder account balances	30	34
Capitalization of DAC	-133	-176
Amortization of DAC and VOBA	128	164
Amortization of negative VOBA	-4	-9
Interest expense on debt	0	0
Other expenses	362	464
Total expenses	622	738
Provision for income tax expense (benefit)	11	20
Operating earnings	70	71
Operating Segments | Corporate & Other
Revenues
Premiums	10	20
Universal life and investment-type product policy fees	23	33
Net investment income	109	149
Other revenues	20	21
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	162	223
Expenses
Policyholder benefits and claims and policyholder dividends	12	23
Interest credited to policyholder account balances	6	9
Capitalization of DAC	0	0
Amortization of DAC and VOBA	0	0
Amortization of negative VOBA	0	0
Interest expense on debt	297	292
Other expenses	145	175
Total expenses	460	499
Provision for income tax expense (benefit)	-188	-140
Operating earnings	-110	-136
Significant Reconciling Items
Revenues
Premiums	0	2
Universal life and investment-type product policy fees	100	98
Net investment income	479	-50
Other revenues	-8	-13
Net investment gains (losses)	286	-411
Net derivative gains (losses)	821	343
Total revenues	1,678	-31
Expenses
Policyholder benefits and claims and policyholder dividends	149	254
Interest credited to policyholder account balances	664	68
Capitalization of DAC	0	0
Amortization of DAC and VOBA	72	8
Amortization of negative VOBA	-10	-12
Interest expense on debt	1	18
Other expenses	5	3
Total expenses	881	339
Provision for income tax expense (benefit)	$302	($120)

Segment_Information_Total_Asse

Segment Information (Total Assets) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Segment Reporting Information [Line Items]
Total assets	$919,790	$902,337
Retail
Segment Reporting Information [Line Items]
Total assets	363,783	359,188
Group, Voluntary & Worksite Benefits
Segment Reporting Information [Line Items]
Total assets	48,474	46,483
Corporate Benefit Funding
Segment Reporting Information [Line Items]
Total assets	236,925	228,543
Latin America
Segment Reporting Information [Line Items]
Total assets	72,074	72,259
Asia
Segment Reporting Information [Line Items]
Total assets	116,278	117,894
Europe, the Middle East and Africa
Segment Reporting Information [Line Items]
Total assets	27,991	29,217
Corporate & Other
Segment Reporting Information [Line Items]
Total assets	$54,265	$48,753

Segment_Information_Narrative_

Segment Information (Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
	Segment
Segment Reporting [Abstract]
Number of segments	6
Corporate Benefit Funding
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		$15
Prior Period Adjustment To Operating Earnings Tax Expense		-8
Corporate & Other
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		26
Prior Period Adjustment To Operating Earnings Tax Expense		73
Retail
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		24
Prior Period Adjustment To Operating Earnings Tax Expense		-44
Group, Voluntary & Worksite Benefits
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		2
Prior Period Adjustment To Operating Earnings Tax Expense		1
Latin America
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		25
Prior Period Adjustment To Operating Earnings Tax Expense		-16
Asia
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		5
Prior Period Adjustment To Operating Earnings Tax Expense		1
Europe, Middle East And Africa Segment
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		17
Prior Period Adjustment To Operating Earnings Tax Expense		($7)

Insurance_Guarantees_Related_t

Insurance (Guarantees Related to Annuity Contracts) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Variable Annuity Guarantees | Guaranteed Death Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Account value	$197,400	$196,595
Separate account value in event of death	165,322	163,566
Net amount at risk in event of death	3,892	4,230
Average attained age of contractholders	65 years	65 years
Variable Annuity Guarantees | Guaranteed Annuitization Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Account value	99,960	99,000
Separate account value at annuitization	96,933	95,963
Net amount at risk at annuitization	1,996	1,770
Average attained age of contractholders	66 years	65 years
Two Tier and Other Annuities | Guaranteed Annuitization Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Account value	939	1,040
Net amount at risk at annuitization	$301	$340
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, USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Secondary Guarantees
Net Amount at Risk by Product and Guarantee [Line Items]
Account value (general and separate account)	$17,072	$16,875
Net amount at risk	178,870	180,069
Average attained age of policyholders	56 years	56 years
Paid-Up Guarantees
Net Amount at Risk by Product and Guarantee [Line Items]
Account value (general and separate account)	3,556	3,587
Net amount at risk	$19,980	$20,344
Average attained age of policyholders	61 years	61 years

Closed_Block_Liabilities_and_A

Closed Block (Liabilities and Assets) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Closed Block Liabilities
Future policy benefits	$41,481	$41,667
Other policy-related balances	309	265
Policyholder dividends payable	479	461
Policyholder dividend obligation	3,483	3,155	1,771
Current income tax payable	3	1
Other liabilities	482	646
Total closed block liabilities	46,237	46,195
Assets Designated to the Closed Block
Fixed maturity securities available-for-sale, at estimated fair value	29,093	29,199
Equity securities available-for-sale, at estimated fair value	98	91
Mortgage loans	6,103	6,076
Policy loans	4,643	4,646
Real estate and real estate joint ventures	651	666
Other invested assets	1,123	1,065
Total investments	41,711	41,743
Cash and cash equivalents	323	227
Accrued investment income	483	477
Premiums, reinsurance and other receivables	78	67
Deferred income tax assets	277	289
Total assets designated to the closed block	42,872	42,803
Excess of closed block liabilities over assets designated to the closed block	3,365	3,392
Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
Unrealized investment gains (losses), net of income tax	2,441	2,291
Unrealized gains (losses) on derivatives, net of income tax	63	28
Allocated to policyholder dividend obligation, net of income tax	-2,264	-2,051
Total amounts included in AOCI	240	268
Maximum future earnings to be recognized from closed block assets and liabilities	$3,605	$3,660

Closed_Block_Policyholder_Divi

Closed Block (Policyholder Dividend Obligation) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Closed block policyholder dividend obligation
Balance, beginning of period	$3,155	$1,771
Change in unrealized investment and derivative gains (losses)	328	1,384
Balance, end of period	$3,483	$3,155

Closed_Block_Revenues_and_Expe

Closed Block (Revenues and Expenses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Revenues
Premiums	$430	$446
Net investment income	515	530
Net investment gains (losses)	-1	0
Net derivative gains (losses)	25	-1
Total revenues	969	975
Expenses
Policyholder benefits and claims	608	624
Policyholder dividends	240	233
Other expenses	37	41
Total expenses	885	898
Revenues, net of expenses before provision for income tax expense (benefit)	84	77
Provision for income tax expense (benefit)	29	27
Revenues, net of expenses and provision for income tax expense (benefit)	$55	$50

Investments_Fixed_Maturity_and

Investments (Fixed Maturity and Equity Securities Available-For-Sale by Sector) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Securities [Abstract]
Amortized Cost	$332,909	$334,780
Cost or Amortized Cost	3,133	3,076
Gross Unrealized OTTI Loss	84	112	218
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	366,275	365,425
Equity securities	3,713	3,631
Fixed Maturity Securities
Available-for-sale Securities [Abstract]
Amortized Cost	332,909	334,780
Gross Unrealized Gain	35,574	32,634
Gross Unrealized Temporary Loss	2,124	1,877
Gross Unrealized OTTI Loss	84	112
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	366,275	365,425
U.S. corporate
Available-for-sale Securities [Abstract]
Amortized Cost	95,661	96,235
Gross Unrealized Gain	11,231	10,343
Gross Unrealized Temporary Loss	557	624
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	106,335	105,954
Foreign corporate
Available-for-sale Securities [Abstract]
Amortized Cost	56,728	57,695
Gross Unrealized Gain	4,781	4,651
Gross Unrealized Temporary Loss	1,008	664
Gross Unrealized OTTI Loss	7	7
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	60,494	61,675
Foreign government
Available-for-sale Securities [Abstract]
Amortized Cost	46,384	47,327
Gross Unrealized Gain	6,106	5,500
Gross Unrealized Temporary Loss	129	161
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	52,361	52,666
RMBS
Available-for-sale Securities [Abstract]
Amortized Cost	41,836	38,064
Gross Unrealized Gain	2,234	2,102
Gross Unrealized Temporary Loss	208	214
Gross Unrealized OTTI Loss	78	106
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	43,784	39,846
U.S. Treasury and agency
Available-for-sale Securities [Abstract]
Amortized Cost	52,560	54,654
Gross Unrealized Gain	7,946	6,892
Gross Unrealized Temporary Loss	34	30
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	60,472	61,516
CMBS (1)
Available-for-sale Securities [Abstract]
Amortized Cost	12,762	13,762
Gross Unrealized Gain	605	615
Gross Unrealized Temporary Loss	57	46
Gross Unrealized OTTI Loss	-1	-1
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	13,311	14,332
ABS
Available-for-sale Securities [Abstract]
Amortized Cost	13,685	14,121
Gross Unrealized Gain	226	240
Gross Unrealized Temporary Loss	103	112
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	13,808	14,249
State and political subdivision
Available-for-sale Securities [Abstract]
Amortized Cost	13,293	12,922
Gross Unrealized Gain	2,445	2,291
Gross Unrealized Temporary Loss	28	26
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	15,710	15,187
Equity securities
Available-for-sale Securities [Abstract]
Cost or Amortized Cost	3,133	3,076
Gross Unrealized Gain	649	622
Gross Unrealized Temporary Loss	69	67
Gross Unrealized OTTI Loss	0	0
Equity securities	3,713	3,631
Common Stock
Available-for-sale Securities [Abstract]
Cost or Amortized Cost	2,037	1,990
Gross Unrealized Gain	563	554
Gross Unrealized Temporary Loss	25	28
Gross Unrealized OTTI Loss	0	0
Equity securities	2,575	2,516
Non-redeemable preferred stock
Available-for-sale Securities [Abstract]
Cost or Amortized Cost	1,096	1,086
Gross Unrealized Gain	86	68
Gross Unrealized Temporary Loss	44	39
Gross Unrealized OTTI Loss	0	0
Equity securities	$1,138	$1,115

Investments_Maturities_of_Fixe

Investments (Maturities of Fixed Maturity Securities) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Available-for-sale Securities, Debt Maturities [Abstract]
Amortized Cost, Due in one year or less	$13,740
Amortized Cost, Due after one year through five years	71,252
Amortized Cost, Due after five years through ten years	75,395
Amortized Cost, Due after ten years	104,239
Amortized Cost, RMBS, CMBS and ABS	68,283
Amortized Cost, Subtotal	332,909	334,780
Estimated Fair Value, Due in one year or less	13,916
Estimated Fair Value, Due after one year through five years	74,840
Estimated Fair Value, Due after five years through ten years	81,857
Estimated Fair Value, Due after ten years	124,759
Estimated fair value, Mortgage-backed and asset-backed securities	70,903
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $332,909 and $334,780, respectively; includes $4,326 and $4,266, respectively, relating to variable interest entities)	$366,275	$365,425

Investments_Continuous_Gross_U

Investments (Continuous Gross Unrealized Losses for Fixed Maturity and Equity Securities Available-For-Sale) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
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	2,704	3,153
Total number of securities in an unrealized loss position equal to or greater than 12 months	1,122	1,435
Fixed Maturity Securities
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	$33,129	$40,798
Less than 12 Months Gross Unrealized Loss	1,439	1,101
Equal to or Greater than 12 Months Estimated Fair Value	8,812	13,881
Equal to or Greater than 12 Months Gross Unrealized Loss	769	888
U.S. corporate
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	8,366	11,389
Less than 12 Months Gross Unrealized Loss	322	331
Equal to or Greater than 12 Months Estimated Fair Value	2,545	4,658
Equal to or Greater than 12 Months Gross Unrealized Loss	235	293
Foreign corporate
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	10,108	9,410
Less than 12 Months Gross Unrealized Loss	849	505
Equal to or Greater than 12 Months Estimated Fair Value	1,657	2,074
Equal to or Greater than 12 Months Gross Unrealized Loss	166	166
U.S. Treasury and agency
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	4,600	8,927
Less than 12 Months Gross Unrealized Loss	31	12
Equal to or Greater than 12 Months Estimated Fair Value	302	1,314
Equal to or Greater than 12 Months Gross Unrealized Loss	3	18
Foreign government
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	1,241	1,085
Less than 12 Months Gross Unrealized Loss	54	80
Equal to or Greater than 12 Months Estimated Fair Value	435	630
Equal to or Greater than 12 Months Gross Unrealized Loss	75	81
RMBS
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	3,276	4,180
Less than 12 Months Gross Unrealized Loss	65	92
Equal to or Greater than 12 Months Estimated Fair Value	2,018	2,534
Equal to or Greater than 12 Months Gross Unrealized Loss	221	228
State and political subdivision
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	287	83
Less than 12 Months Gross Unrealized Loss	5	1
Equal to or Greater than 12 Months Estimated Fair Value	109	297
Equal to or Greater than 12 Months Gross Unrealized Loss	23	25
CMBS (1)
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	1,268
Less than 12 Months Gross Unrealized Loss	46	23
Equal to or Greater than 12 Months Estimated Fair Value	362	934
Equal to or Greater than 12 Months Gross Unrealized Loss	10	22
ABS
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	3,672	4,456
Less than 12 Months Gross Unrealized Loss	67	57
Equal to or Greater than 12 Months Estimated Fair Value	1,384	1,440
Equal to or Greater than 12 Months Gross Unrealized Loss	36	55
Equity securities
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	174	178
Less than 12 Months Gross Unrealized Loss	28	30
Equal to or Greater than 12 Months Estimated Fair Value	189	193
Equal to or Greater than 12 Months Gross Unrealized Loss	41	37
Common Stock
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	137	111
Less than 12 Months Gross Unrealized Loss	25	28
Equal to or Greater than 12 Months Estimated Fair Value	0	1
Equal to or Greater than 12 Months Gross Unrealized Loss	0	0
Non-redeemable preferred stock
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	37	67
Less than 12 Months Gross Unrealized Loss	3	2
Equal to or Greater than 12 Months Estimated Fair Value	189	192
Equal to or Greater than 12 Months Gross Unrealized Loss	$41	$37

Investments_Mortgage_Loans_by_

Investments (Mortgage Loans by Portfolio Segment) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Company-held mortgage loans held-for-investment, net
Commercial mortgage loans	$42,164	$41,088
Percentage of loans receivable on commercial mortgage loans	67.60%	68.30%
Agricultural mortgage loans	12,333	12,378
Percentage of loans receivable on agricultural mortgage loans	19.80%	20.60%
Residential mortgage loans	7,626	6,369
Percentage of loans receivable on residential mortgage loans	12.20%	10.60%
Subtotal	62,123	59,835
Percentage of loans receivable on subtotal	99.60%	99.50%
Valuation allowances	-315	-305	-326	-322
Percentage of loans receivable on valuation allowances	-0.50%	-0.50%
Subtotal mortgage loans, net	61,808	59,530
Percentage of loans receivable on subtotal mortgage loans held-for-investment, net	99.10%	99.00%
Residential — fair value option (“FVO”)	329	308
Percentage of residential mortgage loans - FVO	0.50%	0.50%
Commercial mortgage loans held by CSEs — FVO	272	280
Percentage of loans receivable on commercial mortgage loans held by consolidated securitization entities - fair value option	0.40%	0.50%
Mortgage loans held-for-sale
Total mortgage loans, net	$62,409	$60,118
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 $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	$120	$126
Recorded Investment	117	123
Valuation Allowances	22	26
Unpaid Principal Balance	176	155
Recorded Investment	172	150
Recorded Investment	61,834	59,562
Valuation Allowances	293	279
Carrying Value	267	247
Commercial
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	69	75
Recorded Investment	69	75
Valuation Allowances	20	24
Unpaid Principal Balance	98	101
Recorded Investment	98	100
Recorded Investment	41,997	40,913
Valuation Allowances	205	200
Carrying Value	147	151
Agricultural
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	51	51
Recorded Investment	48	48
Valuation Allowances	2	2
Unpaid Principal Balance	16	14
Recorded Investment	16	13
Recorded Investment	12,269	12,317
Valuation Allowances	37	37
Carrying Value	62	59
Residential
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	0	0
Recorded Investment	0	0
Valuation Allowances	0	0
Unpaid Principal Balance	62	40
Recorded Investment	58	37
Recorded Investment	7,568	6,332
Valuation Allowances	51	42
Carrying Value	$58	$37

Investments_Valuation_Allowanc

Investments (Valuation Allowance Rollforward by Portfolio Segment) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	$305	$322
Provision (release)	15	5
Charge-offs, net of recoveries	-5	-1
Balance, end of period	315	326
Commercial
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	224	258
Provision (release)	1	1
Charge-offs, net of recoveries	0	0
Balance, end of period	225	259
Agricultural
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	39	44
Provision (release)	0	-2
Charge-offs, net of recoveries	0	0
Balance, end of period	39	42
Residential
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	42	20
Provision (release)	14	6
Charge-offs, net of recoveries	-5	-1
Balance, end of period	$51	$25

Investments_Credit_Quality_of_

Investments (Credit Quality of Commercial Mortgage Loans) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	$42,164	$41,088
% of Total	100.00%	100.00%
Estimated Fair Value	44,090	43,179
% of Total	100.00%	100.00%
Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	37,004	36,139
% of Total	87.80%	88.00%
Estimated Fair Value	38,884	38,166
% of Total	88.20%	88.40%
65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	4,035	3,798
% of Total	9.60%	9.20%
Estimated Fair Value	4,088	3,873
% of Total	9.30%	9.00%
76% to 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	145	145
% of Total	0.30%	0.40%
Estimated Fair Value	154	153
% of Total	0.30%	0.30%
Greater than 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	980	1,006
% of Total	2.30%	2.40%
Estimated Fair Value	964	987
% of Total	2.20%	2.30%
Greater than 1.20x [Member]
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	39,362	37,931
Greater than 1.20x [Member] | Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	35,250	33,933
Greater than 1.20x [Member] | 65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	3,398	3,306
Greater than 1.20x [Member] | 76% to 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	137	130
Greater than 1.20x [Member] | Greater than 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	577	562
1.00x - 1.20x
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	1,825	1,791
1.00x - 1.20x | Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	953	1,105
1.00x - 1.20x | 65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	573	405
1.00x - 1.20x | 76% to 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	0	0
1.00x - 1.20x | Greater than 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	299	281
Less than 1.00x [Member]
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	977	1,366
Less than 1.00x [Member] | Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	801	1,101
Less than 1.00x [Member] | 65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	64	87
Less than 1.00x [Member] | 76% to 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	8	15
Less than 1.00x [Member] | Greater than 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	$104	$163

Investments_Credit_Quality_of_1

Investments (Credit Quality of Agricultural and Residential Mortgage Loans) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	$12,333	$12,378
% of Total	100.00%	100.00%
Residential Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	7,626	6,369
% of Total	100.00%	100.00%
Less than 65%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	11,498	11,743
% of Total	93.20%	94.90%
65% to 75%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	703	533
% of Total	5.70%	4.30%
76% to 80%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	50	17
% of Total	0.40%	0.10%
Greater than 80%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	82	85
% of Total	0.70%	0.70%
Performing
Residential Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	7,429	6,196
% of Total	97.40%	97.30%
Nonperforming
Residential Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	$197	$173
% of Total	2.60%	2.70%

Investments_Past_Due_and_Inter

Investments (Past Due and Interest Accrual Status of Mortgage Loans) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Past Due and Interest Accrual Status of Mortgage Loans
Past Due Status of Mortgage Loans	$233	$184
Mortgage loans that were in non accrual status	303	279
Commercial
Past Due and Interest Accrual Status of Mortgage Loans
Past Due Status of Mortgage Loans	10	10
Mortgage loans that were in non accrual status	69	75
Agricultural
Past Due and Interest Accrual Status of Mortgage Loans
Past Due Status of Mortgage Loans	26	1
Mortgage loans that were in non accrual status	46	41
Residential
Past Due and Interest Accrual Status of Mortgage Loans
Past Due Status of Mortgage Loans	197	173
Mortgage loans that were in non accrual status	$188	$163

Investments_Net_Unrealized_Inv

Investments (Net Unrealized Investment Gains Losses) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Components of net unrealized investment gains (losses) included in accumulated other comprehensive loss
Fixed maturity securities	$33,080	$30,367
Fixed maturity securities with noncredit OTTI losses in AOCI	-84	-112	-218
Total fixed maturity securities	32,996	30,255
Equity securities	678	608
Derivatives	2,502	1,761
Other	159	149
Subtotal	36,335	32,773
Future policy benefits	-3,742	-2,886
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	-1	-4
DAC, VOBA and DSI	-2,062	-1,946
Policyholder dividend obligation	-3,483	-3,155
Subtotal	-9,288	-7,991
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	31	42
Deferred income tax benefit (expense)	-9,273	-8,556
Net unrealized investment gains (losses)	17,805	16,268
Net unrealized investment gains (losses) attributable to noncontrolling interests	-44	-33
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$17,761	$16,235

Investments_Changes_in_Fixed_M

Investments (Changes in Fixed Maturity Securities with Noncredit OTTI Losses) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Changes in fixed maturity securities with noncredit OTTI losses in accumulated other comprehensive income (loss)
Balance, beginning of period	($112)	($218)
Noncredit OTTI losses recognized	10	17
Securities sold with previous noncredit OTTI loss	12	53
Subsequent changes in estimated fair value	6	36
Balance, end of period	($84)	($112)

Investments_Changes_in_Net_Unr

Investments (Changes in Net Unrealized Investment Gains Losses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015
Changes In Net Unrealized Investment Gains Losses Included In Accumulated Other Comprehensive Loss [Abstract]
Balance, beginning of period	$16,235
Fixed maturity securities on which noncredit OTTI losses have been recognized	28
Unrealized investment gains (losses) during the period	3,534
Unrealized investment gains (losses) relating to [Abstract]
Future policy benefits	-856
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	3
DAC, VOBA and DSI	-116
Policyholder dividend obligation	-328
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	-11
Deferred income tax benefit (expense)	-717
Net unrealized investment gains (losses)	17,772
Net unrealized investment gains (losses) attributable to noncontrolling interests	-11
Balance, end of period	17,761
Change in net unrealized investment gains (losses)	1,537
Change in net unrealized investment gains (losses) attributable to noncontrolling interests	-11
Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$1,526

Investments_Securities_Lending

Investments (Securities Lending) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Securities Financing Transaction [Line Items]
Total cash collateral liability	$29,804	$30,826
Security collateral on deposit from counterparties	170	83
Reinvestment portfolio — estimated fair value	30,350	31,314
Amortized cost
Securities Financing Transaction [Line Items]
Securities loaned	25,933	26,989
Estimated fair value
Securities Financing Transaction [Line Items]
Securities loaned	$29,358	$30,269

Investments_Invested_Assets_on

Investments (Invested Assets on Deposit, Held In Trust and Pledged as Collateral) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]
Invested assets on deposit	$9,544	$9,437
Invested assets held in trust (collateral financing arrangements and reinsurance agreements)	10,491	10,069
Invested assets pledged as collateral	26,061	25,996
Total invested assets on deposit, held in trust and pledged as collateral	$46,096	$45,502

Investments_Consolidated_Varia

Investments (Consolidated Variable Interest Entities) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Total Assets	$6,451	$6,323
Total Liabilities	2,300	2,169
Consolidated Securitization Entities [Member]
Variable Interest Entity [Line Items]
Total Assets	288	297
Total Liabilities	147	155
MRSC collateral financing arrangement [Member]
Variable Interest Entity [Line Items]
Total Assets	3,458	3,471
Total Liabilities	0	0
Operating joint venture [Member]
Variable Interest Entity [Line Items]
Total Assets	2,544	2,405
Total Liabilities	2,123	1,999
Other limited partnership interests
Variable Interest Entity [Line Items]
Total Assets	37	37
Total Liabilities	0	0
Mortgage loans
Variable Interest Entity [Line Items]
Total Assets	9	9
Total Liabilities	15	15
Other invested assets
Variable Interest Entity [Line Items]
Total Assets	73	59
Total Liabilities	15	0
FVO and trading securities
Variable Interest Entity [Line Items]
Total Assets	42	45
Total Liabilities	$0	$0

Investments_Unconsolidated_Var

Investments (Unconsolidated Variable Interest Entities) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Total Assets	$83,312	$80,983
Total Liabilities	85,855	83,490
Mortgage loans
Variable Interest Entity [Line Items]
Total Assets	93	100
Total Liabilities	118	125
Other limited partnership interests
Variable Interest Entity [Line Items]
Total Assets	6,224	6,250
Total Liabilities	8,382	8,402
FVO and trading securities
Variable Interest Entity [Line Items]
Total Assets	602	565
Total Liabilities	602	565
Mortgage loans, net
Variable Interest Entity [Line Items]
Total Assets	51	51
Total Liabilities	51	51
Other invested assets
Variable Interest Entity [Line Items]
Total Assets	1,696	1,720
Total Liabilities	2,056	2,050
Structured securities (RMBS, CMBS, and ABS) [Member]
Variable Interest Entity [Line Items]
Total Assets	70,903	68,427
Total Liabilities	70,903	68,427
U.S. corporate and foreign corporate securities
Variable Interest Entity [Line Items]
Total Assets	3,704	3,829
Total Liabilities	3,704	3,829
Non-redeemable preferred stock
Variable Interest Entity [Line Items]
Total Assets	39	41
Total Liabilities	$39	$41

Investments_Net_Investment_Inc

Investments (Net Investment Income) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Net Investment Income [Line Items]
Less: Investment expenses	$302	$276
Subtotal	5,461	5,035
Securities Investment [Member]
Net Investment Income [Line Items]
Subtotal	5,082	5,224
Subtotal	4,780	4,948
Debt Securities [Member]
Net Investment Income [Line Items]
Subtotal	3,541	3,653
Equity securities
Net Investment Income [Line Items]
Subtotal	31	30
Actively traded securities and FVO general account securities [Member]
Net Investment Income [Line Items]
Subtotal	37	37
Changes in estimated fair value included in net investment income	6	11
Mortgage loans
Net Investment Income [Line Items]
Subtotal	730	709
Policy loans
Net Investment Income [Line Items]
Subtotal	152	157
Real estate and real estate joint ventures
Net Investment Income [Line Items]
Subtotal	211	217
Other limited partnership interests
Net Investment Income [Line Items]
Subtotal	215	329
Cash, cash equivalents and short-term investments
Net Investment Income [Line Items]
Subtotal	35	47
Operating joint ventures
Net Investment Income [Line Items]
Subtotal	8	0
Other
Net Investment Income [Line Items]
Subtotal	122	45
Consolidated Securitization Entities And Fair Value Option Contractholder-Directed Unit-Linked [Member]
Net Investment Income [Line Items]
Subtotal	681	87
FVO contractholder-directed unit-linked investments
Net Investment Income [Line Items]
Subtotal	677	65
Changes in estimated fair value included in net investment income	536	-41
Commercial Loan [Member] | Consolidated Securitization Entities
Net Investment Income [Line Items]
Subtotal	$4	$22

Investments_Components_of_Net_

Investments (Components of Net Investment Gains Losses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Marketable Securities, Gain (Loss) [Abstract]
Fixed maturity securities — net gains (losses) on sales and disposals	$151	$96
Equity securities — net gains (losses) on sales and disposals	8	26
Other net investment gains (losses):
FVO and trading securities — FVO general account securities	0	9
Mortgage loans	-43	-11
Real estate and real estate joint ventures	27	65
Other limited partnership interests	16	-2
Other investment portfolio gains (losses)	23	-4
Subtotal — investment portfolio gains (losses)	164	168
FVO CSEs - changes in estimated fair value subsequent to consolidation:
Commercial mortgage loans	-3	1
Long-term debt — related to commercial mortgage loans	1	1
Non-investment portfolio gains (losses)	124	-581
Subtotal FVO CSEs and non-investment portfolio gains (losses)	122	-579
Total net investment gains (losses)	286	-411
Fixed Maturity Securities
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	-18	-10
Net investment gains (losses)	133	86
Consumer
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	-3	-7
Industrial
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	-2	0
Corporate fixed maturity securities
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	-5	-7
RMBS
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	-13	-3
Equity securities
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	-1
Net investment gains (losses)	8	25
Common Stock
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	$0	($1)

Investments_Sales_or_Disposals

Investments (Sales or Disposals and Impairments of Fixed Maturity and Equity Securities) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Fixed Maturity Securities
Components of Sales or Disposals of Fixed Maturity and Equity Securities
Proceeds	$30,006	$22,291
Gross investment gains	338	314
Gross investment losses	-187	-218
Total OTTI losses recognized in earnings:
Total OTTI losses recognized in earnings	-18	-10
Net investment gains (losses)	133	86
Equity securities
Components of Sales or Disposals of Fixed Maturity and Equity Securities
Proceeds	53	101
Gross investment gains	15	27
Gross investment losses	-7	-1
Total OTTI losses recognized in earnings:
Total OTTI losses recognized in earnings	0	-1
Net investment gains (losses)	$8	$25

Investments_Credit_Loss_Rollfo

Investments (Credit Loss Rollforward) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Balance, beginning of period	$357	$378
Additions:
Initial impairments — credit loss OTTI on securities not previously impaired	2	0
Additional impairments — credit loss OTTI on securities previously impaired	11	2
Reductions:
Due to sales (maturities, pay downs or prepayments) during the period of securities previously credit loss OTTI impaired	-13	-10
Balance, end of period	$357	$370

Investments_Fixed_Maturity_and1

Investments (Fixed Maturity and Equity Securities Available-For-Sale - Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Summary of Certain Fixed Maturity Securities
Gross Unrealized OTTI Loss	$84	$112	$218
Available-for-sale Securities, Debt Securities	366,275	365,425
CMBS (1)
Summary of Certain Fixed Maturity Securities
Gross Unrealized OTTI Loss	-1	-1
Available-for-sale Securities, Debt Securities	13,311	14,332
Gross Unrealized Gain	605	615
Foreign corporate
Summary of Certain Fixed Maturity Securities
Gross Unrealized OTTI Loss	7	7
Available-for-sale Securities, Debt Securities	60,494	61,675
Gross Unrealized Gain	4,781	4,651
Non-income producing fixed maturity securities [Member]
Summary of Certain Fixed Maturity Securities
Available-for-sale Securities, Debt Securities	78	64
Gross Unrealized Gain	$31	$28

Investments_Evaluation_of_Avai

Investments (Evaluation of Available-For-Sale Securities for OTTI and Evaluating Temporarily Impaired AFS Securities - Narrative) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Schedule of Available-for-sale Securities [Line Items]
Other Than Temporary Impairments On Debt Securities Transferred To Other Comprehensive Income Loss	($84)	($112)	($218)
Equity securities available-for-sale with gross unrealized loss of equal to or greater than stated percentage	20.00%
Fixed Maturity Securities
Schedule of Available-for-sale Securities [Line Items]
Other Than Temporary Impairments On Debt Securities Transferred To Other Comprehensive Income Loss	-84	-112
Change in Gross Unrealized Temporary Loss	219
Gross Unrealized Temporary Loss	2,200
Gross Unrealized Temporary Loss	769	888
Equity securities
Schedule of Available-for-sale Securities [Line Items]
Change in Gross Unrealized Temporary Loss	-2
Gross Unrealized Temporary Loss	69
Gross Unrealized Temporary Loss	41	37
Non-redeemable preferred stock
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Temporary Loss	41	37
20% or more [Member] | Six months or greater [Member] | Fixed Maturity Securities
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Temporary Loss	141
Number of Securities	50
20% or more [Member] | Six months or greater [Member] | Fixed Maturity Securities | Investment Grade [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Temporary Loss	78
Number of Securities	24
Percentage of gross unrealized loss	55.00%
20% or more [Member] | Six months or greater [Member] | Fixed Maturity Securities | Below Investment Grade [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Temporary Loss	63
Number of Securities	26
Percentage of gross unrealized loss	45.00%
20% or more [Member] | Twelve months or greater [Member] | Equity securities
Schedule of Available-for-sale Securities [Line Items]
Number of Securities	7
Gross Unrealized Temporary Loss	$29
20% or more [Member] | Twelve months or greater [Member] | Non-redeemable preferred stock | Aaa/Aa/A | Financial Services Industry [Member]
Schedule of Available-for-sale Securities [Line Items]
Percentage of gross unrealized loss	59.00%

Investments_Mortgage_Loans_Nar

Investments (Mortgage Loans - Narrative) (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable, Significant Purchases	$1,400,000,000	$597,000,000
Percentage of Mortgage Loans Classified as Performing	99.00%		99.00%
Commercial
Financing Receivable, Recorded Investment [Line Items]
Impaired Financing Receivable, Average Recorded Investment	171,000,000	507,000,000
Agricultural
Financing Receivable, Recorded Investment [Line Items]
Impaired Financing Receivable, Average Recorded Investment	63,000,000	100,000,000
Estimated fair value of mortgage loans held-for-investment	12,800,000,000		12,800,000,000
Residential
Financing Receivable, Recorded Investment [Line Items]
Impaired Financing Receivable, Average Recorded Investment	47,000,000	13,000,000
Estimated fair value of mortgage loans held-for-investment	$7,700,000,000		6,600,000,000

Investments_Cash_Equivalents_N

Investments (Cash Equivalents - Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Billions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]
Cash equivalents	$2.10	$4.50

Investments_Concentrations_of_

Investments (Concentrations of Credit Risk - Narrative) (Details) (USD $)	3 Months Ended
In Billions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
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%	10.00%
Foreign government | Japan [Member]
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Government and agency fixed maturity securities	20.6		$20.30
Fixed maturity and equity securities [Member] | Japan [Member]
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Government and agency fixed maturity securities	25.8		$25.50

Investments_Securities_Lending1

Investments (Securities Lending - Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Amortized cost
Securities Financing Transaction [Line Items]
Securities Loaned	$25,933	$26,989
Estimated fair value
Securities Financing Transaction [Line Items]
Securities Loaned	29,358	30,269
Reserve for Off-balance Sheet Activities [Member] | Amortized cost
Securities Financing Transaction [Line Items]
Securities Loaned	26
Reserve for Off-balance Sheet Activities [Member] | Estimated fair value
Securities Financing Transaction [Line Items]
Securities Loaned	$26

Investments_Repurchase_Agreeme

Investments (Repurchase Agreement - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015
Offsetting Assets [Line Items]
Fair Value of Securities Received as Collateral that Have Been Resold or Repledged	$117
Receivable Under Reverse Repurchase Agreements	499
Payable Under Repurchase Agreements	499
Amount Offset in Balance Sheet	499
Maximum
Offsetting Assets [Line Items]
Repurchase Agreements, Interest Expense Amount	1
Net Amount Assets (Liabilities) From Repurchase, Reverse Repurchase Agreements	1
Fixed Maturity Securities
Offsetting Assets [Line Items]
Securities Loaned, Not Subject to Master Netting Arrangement	516
Securities Borrowed, Not Subject to Master Netting Arrangement	$505

Investments_Consolidated_Varia1

Investments (Consolidated Variable Interest Entities - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Variable Interest Entity [Line Items]
Tax credits guaranteed by third parties that reduce maximum exposure to loss related to other invested assets	$208		$212
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	122		123
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	$1	$18

Investments_Net_Investment_Gai

Investments (Net Investment Gains Losses - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Non-investment portfolio gains (losses)	$23	($4)
Gains (losses) from foreign currency transactions	161	5
MetLife Assurance Limited
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Non-investment portfolio gains (losses)		$495

Derivatives_Primary_Risks_Deta

Derivatives (Primary Risks) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]
Gross Notional Amount	$393,049	$415,598
Estimated Fair Value Assets	15,791	13,452
Estimated Fair Value Liabilities	7,822	7,022
Derivatives Designated as Hedging Instruments
Derivatives, Fair Value [Line Items]
Gross Notional Amount	46,972	42,713
Estimated Fair Value Assets	4,734	3,993
Estimated Fair Value Liabilities	2,154	1,353
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member]
Derivatives, Fair Value [Line Items]
Gross Notional Amount	11,409	11,087
Estimated Fair Value Assets	2,373	2,129
Estimated Fair Value Liabilities	627	412
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Interest rate swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	5,975	6,044
Estimated Fair Value Assets	2,296	2,064
Estimated Fair Value Liabilities	22	21
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,699	2,708
Estimated Fair Value Assets	77	65
Estimated Fair Value Liabilities	354	100
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,735	2,335
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	251	291
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Gross Notional Amount	23,024	21,110
Estimated Fair Value Assets	1,875	1,154
Estimated Fair Value Liabilities	1,508	930
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Interest rate swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,927	2,560
Estimated Fair Value Assets	666	528
Estimated Fair Value Liabilities	0	0
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Interest rate forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	200	225
Estimated Fair Value Assets	70	63
Estimated Fair Value Liabilities	0	0
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	19,897	18,325
Estimated Fair Value Assets	1,139	563
Estimated Fair Value Liabilities	1,508	930
Derivatives Designated as Hedging Instruments | Foreign Operations Hedges [Member]
Derivatives, Fair Value [Line Items]
Gross Notional Amount	12,539	10,516
Estimated Fair Value Assets	486	710
Estimated Fair Value Liabilities	19	11
Derivatives Designated as Hedging Instruments | Foreign Operations Hedges [Member] | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	4,306	4,097
Estimated Fair Value Assets	101	295
Estimated Fair Value Liabilities	11	11
Derivatives Designated as Hedging Instruments | Foreign Operations Hedges [Member] | Currency options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	8,233	6,419
Estimated Fair Value Assets	385	415
Estimated Fair Value Liabilities	8	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments
Derivatives, Fair Value [Line Items]
Gross Notional Amount	346,077	372,885
Estimated Fair Value Assets	11,057	9,459
Estimated Fair Value Liabilities	5,668	5,669
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	91,545	93,266
Estimated Fair Value Assets	5,353	4,570
Estimated Fair Value Liabilities	2,465	2,051
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate floors
Derivatives, Fair Value [Line Items]
Gross Notional Amount	34,155	55,645
Estimated Fair Value Assets	464	440
Estimated Fair Value Liabilities	172	199
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate caps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	52,763	49,128
Estimated Fair Value Assets	90	145
Estimated Fair Value Liabilities	1	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate futures
Derivatives, Fair Value [Line Items]
Gross Notional Amount	3,557	2,707
Estimated Fair Value Assets	9	4
Estimated Fair Value Liabilities	6	9
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	35,261	48,078
Estimated Fair Value Assets	1,666	1,241
Estimated Fair Value Liabilities	27	75
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Synthetic GICs
Derivatives, Fair Value [Line Items]
Gross Notional Amount	4,262	4,298
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	11,627	11,041
Estimated Fair Value Assets	855	447
Estimated Fair Value Liabilities	432	385
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	12,191	13,206
Estimated Fair Value Assets	235	127
Estimated Fair Value Liabilities	387	791
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Currency futures
Derivatives, Fair Value [Line Items]
Gross Notional Amount	1,242	522
Estimated Fair Value Assets	1	2
Estimated Fair Value Liabilities	2	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Currency options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	9,734	8,324
Estimated Fair Value Assets	531	585
Estimated Fair Value Liabilities	295	340
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Credit default swaps — purchased
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,711	2,830
Estimated Fair Value Assets	15	8
Estimated Fair Value Liabilities	49	34
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Credit default swaps — written
Derivatives, Fair Value [Line Items]
Gross Notional Amount	10,206	10,527
Estimated Fair Value Assets	190	181
Estimated Fair Value Liabilities	4	6
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity futures
Derivatives, Fair Value [Line Items]
Gross Notional Amount	6,248	6,073
Estimated Fair Value Assets	34	65
Estimated Fair Value Liabilities	7	2
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity index options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	42,751	39,345
Estimated Fair Value Assets	1,411	1,426
Estimated Fair Value Liabilities	1,079	1,036
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity variance swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	24,449	24,598
Estimated Fair Value Assets	192	196
Estimated Fair Value Liabilities	664	639
Derivatives Not Designated or Not Qualifying as Hedging Instruments | TRRs
Derivatives, Fair Value [Line Items]
Gross Notional Amount	3,375	3,297
Estimated Fair Value Assets	11	22
Estimated Fair Value Liabilities	$78	$101

Derivatives_Net_Derivative_Gai

Derivatives (Net Derivative Gains Losses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Components of Net Derivatives Gains (Losses)
Derivatives and hedging gains (losses)	$848	$452
Embedded derivatives gains (losses)	-27	-109
Total net derivative gains (losses)	$821	$343

Derivatives_Earned_Income_On_D

Derivatives (Earned Income On Derivatives) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	$321	$274
Derivatives Designated as Hedging Instruments | Net investment income
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	58	33
Derivatives Designated as Hedging Instruments | Interest credited to policyholder account balances
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	2	32
Derivatives Designated as Hedging Instruments | Other expenses
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	-3	-1
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net investment income
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	-1	-1
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses)
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	261	219
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder benefits and claims
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	$4	($8)

Derivatives_Gains_Losses_Recog

Derivatives (Gains Losses Recognized in Income Not Designated or Qualifying) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	($64)	$189
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses)
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	751	178
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses) | Interest rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	552	298
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses) | Foreign currency exchange rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	669	69
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses) | Credit derivatives — purchased
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	-11	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses) | Credit derivatives — written
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	3	-9
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses) | Equity derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	-462	-181
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net investment income
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	-4	-5
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net investment income | Interest rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net investment income | Foreign currency exchange rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net investment income | Credit derivatives — purchased
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	-1	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net investment income | Credit derivatives — written
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	1	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net investment income | Equity derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	-4	-6
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder benefits and claims
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	-88	-26
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder benefits and claims | Interest rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	11	12
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder benefits and claims | Foreign currency exchange rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder benefits and claims | Credit derivatives — purchased
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder benefits and claims | Credit derivatives — written
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder benefits and claims | Equity derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	($99)	($38)

Derivatives_Fair_Value_Hedges_

Derivatives (Fair Value Hedges) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	($64)	$189
Net Derivative Gains (Losses) Recognized for Hedged Items	62	-176
Ineffectiveness Recognized in Net Derivative Gains (Losses)	-2	13
Interest rate swaps | Fixed Maturity Securities
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	-5	1
Net Derivative Gains (Losses) Recognized for Hedged Items	7	1
Ineffectiveness Recognized in Net Derivative Gains (Losses)	2	2
Interest rate swaps | Policyholder account balances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	197	209
Net Derivative Gains (Losses) Recognized for Hedged Items	-198	-204
Ineffectiveness Recognized in Net Derivative Gains (Losses)	-1	5
Foreign currency swaps | Foreign-denominated fixed maturity securities
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	10	-4
Net Derivative Gains (Losses) Recognized for Hedged Items	-8	4
Ineffectiveness Recognized in Net Derivative Gains (Losses)	2	0
Foreign currency swaps | Foreign-denominated policyholder account balances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	-249	-27
Net Derivative Gains (Losses) Recognized for Hedged Items	245	32
Ineffectiveness Recognized in Net Derivative Gains (Losses)	-4	5
Foreign currency forwards | Foreign-denominated fixed maturity securities
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	-17	10
Net Derivative Gains (Losses) Recognized for Hedged Items	16	-9
Ineffectiveness Recognized in Net Derivative Gains (Losses)	($1)	$1

Derivatives_Cash_Flow_Hedges_D

Derivatives (Cash Flow Hedges) (Details) (Cash Flow Hedges [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	$187	$321
Interest rate swaps
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	174	228
Foreign currency swaps
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	-2	52
Interest rate forwards
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	15	41
Credit forwards
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	0	0
Net derivative gains (losses)
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	-559	51
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	7	6
Net derivative gains (losses) | Interest rate swaps
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	5	15
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	3	5
Net derivative gains (losses) | Foreign currency swaps
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	-567	36
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	4	0
Net derivative gains (losses) | Interest rate forwards
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	0
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	1
Net derivative gains (losses) | Credit forwards
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
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	0
Net Investment Income
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	4	2
Net Investment Income | Interest rate swaps
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
Net Investment Income | Foreign currency swaps
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
Net Investment Income | Interest rate forwards
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
Net Investment Income | Credit forwards
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
Other expenses
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
Other expenses | Interest rate swaps
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
Other expenses | Foreign currency swaps
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
Other expenses | Interest rate forwards
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
Other expenses | Credit forwards
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

Derivatives_Hedges_of_Net_Inve

Derivatives (Hedges of Net Investments in Foreign Operations) (Details) (Foreign Operations Hedges [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	$70	($148)
Foreign currency forwards
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	111	-34
Currency options
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	($41)	($114)

Derivatives_Credit_Derivatives

Derivatives (Credit Derivatives) (Details) (USD $)	3 Months Ended	12 Months Ended	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$186,000,000	$175,000,000
Maximum Amount of Future Payments under Credit Default Swaps	10,206,000,000	10,527,000,000
Weighted Average Years to Maturity	4 years	3 years 11 months
Aaa/Aa/A
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	15,000,000	20,000,000
Maximum Amount of Future Payments under Credit Default Swaps	2,136,000,000	2,377,000,000
Weighted Average Years to Maturity	2 years 7 months	2 years 7 months
Aaa/Aa/A | Single name credit default swaps (corporate)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	8,000,000	10,000,000
Maximum Amount of Future Payments under Credit Default Swaps	636,000,000	677,000,000
Weighted Average Years to Maturity	2 years 4 months	2 years 5 months
Aaa/Aa/A | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	7,000,000	10,000,000
Maximum Amount of Future Payments under Credit Default Swaps	1,500,000,000	1,700,000,000
Weighted Average Years to Maturity	2 years 8 months	2 years 7 months
Baa
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	120,000,000	117,000,000
Maximum Amount of Future Payments under Credit Default Swaps	7,297,000,000	7,365,000,000
Weighted Average Years to Maturity	4 years 5 months	4 years 3 months
Baa | Single name credit default swaps (corporate)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	23,000,000	23,000,000
Maximum Amount of Future Payments under Credit Default Swaps	1,555,000,000	1,591,000,000
Weighted Average Years to Maturity	2 years 7 months	2 years 9 months
Baa | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	97,000,000	94,000,000
Maximum Amount of Future Payments under Credit Default Swaps	5,742,000,000	5,774,000,000
Weighted Average Years to Maturity	4 years 11 months	4 years 8 months
Ba
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	1,000,000	-1,000,000
Maximum Amount of Future Payments under Credit Default Swaps	160,000,000	160,000,000
Weighted Average Years to Maturity	2 years 1 month	2 years 5 months
Ba | Single name credit default swaps (corporate)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	1,000,000	0
Maximum Amount of Future Payments under Credit Default Swaps	60,000,000	60,000,000
Weighted Average Years to Maturity	2 years 8 months	3 years
Ba | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	0	-1,000,000
Maximum Amount of Future Payments under Credit Default Swaps	100,000,000	100,000,000
Weighted Average Years to Maturity	1 year 10 months		2 years
B
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	50,000,000	39,000,000
Maximum Amount of Future Payments under Credit Default Swaps	613,000,000	625,000,000
Weighted Average Years to Maturity	4 years 8 months	4 years 11 months
B | Single name credit default swaps (corporate)
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 | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	50,000,000	39,000,000
Maximum Amount of Future Payments under Credit Default Swaps	$613,000,000	$625,000,000
Weighted Average Years to Maturity	4 years 8 months	4 years 11 months

Derivatives_Estimated_Fair_Val

Derivatives (Estimated Fair Value of Derivative Assets and Liabilities after Master Netting Agreements and Cash Collateral) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	$16,043	$13,707
Gross estimated fair value of derivative liabilities	7,845	7,082
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	16,043	13,707
Estimated fair value of derivative liabilities presented in the consolidated balance sheets	7,845	7,082
Net amount of derivative assets after application of master netting agreements and cash collateral	393	324
Net amount of derivative liabilities after application of master netting agreements and cash collateral	102	102
Over the Counter [Member]
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	14,441	12,256
Gross estimated fair value of derivative liabilities	6,600	6,017
Gross estimated fair value of derivative assets	-4,980	-4,082
Gross estimated fair value of derivative liabilities	-4,980	-4,082
Cash collateral on derivative assets	-7,076	-4,153
Cash collateral on derivative liabilities	-111	-133
Securities collateral on derivative assets	-2,063	-3,768
Securities collateral on derivative liabilities	-1,407	-1,700
Cleared [Member]
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	1,558	1,380
Gross estimated fair value of derivative liabilities	1,230	1,054
Gross estimated fair value of derivative assets	-1,166	-989
Gross estimated fair value of derivative liabilities	-1,166	-989
Cash collateral on derivative assets	-364	-386
Cash collateral on derivative liabilities	-62	-62
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	-2	-3
Exchange-traded
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	44	71
Gross estimated fair value of derivative liabilities	15	11
Gross estimated fair value of derivative assets	-1	-5
Gross estimated fair value of derivative liabilities	-1	-5
Cash collateral on derivative assets	0	0
Cash collateral on derivative liabilities	-8	-4
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	($6)	($2)

Derivatives_Credit_Risk_on_Fre

Derivatives (Credit Risk on Freestanding Derivatives) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in Net Liability Position	$1,610	$1,916
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	4	5
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	4	7
Fixed Maturity Securities
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	1,522	1,815
Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	119	133
Derivatives subject to credit-contingent provisions
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in Net Liability Position	1,519	1,832
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	4	5
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	4	7
Derivatives subject to credit-contingent provisions | Fixed Maturity Securities
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	1,454	1,750
Derivatives subject to credit-contingent provisions | Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	117	131
Derivatives not subject to credit-contingent provisions
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in Net Liability Position	91	84
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 | Fixed Maturity Securities
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	68	65
Derivatives not subject to credit-contingent provisions | Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	$2	$2

Derivatives_Embedded_Derivativ

Derivatives (Embedded Derivatives) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within asset host contracts	$104	$160
Net embedded derivatives within liability host contracts	137	-46
Ceded guaranteed minimum benefits | Premiums, reinsurance and other receivables
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within asset host contracts	351	324
Direct guaranteed minimum benefits | Policyholder account balances [Member]
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within liability host contracts	-830	-1,126
Funds withheld on assumed reinsurance | Other invested assets
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within asset host contracts	56	53
Assumed guaranteed minimum benefits | Policyholder account balances [Member]
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within liability host contracts	868	973
Funds withheld on ceded reinsurance | Other liabilities
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within liability host contracts	71	83
Other | Policyholder account balances [Member]
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within liability host contracts	28	24
Options embedded in debt or equity securities [Member] | Investments
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within asset host contracts	($303)	($217)

Derivatives_Changes_in_Estimat

Derivatives (Changes in Estimated Fair Value Related to Embedded Derivatives) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	($27)	($109)
Net derivative gains (losses)
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	-27	-109
Policyholder benefits and claims
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	$24	$15

Derivatives_Narrative_Details

Derivatives (Narrative) (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Estimated Fair Value Assets	$15,791,000,000		$13,452,000,000
Estimated Fair Value Liabilities	7,822,000,000		7,022,000,000
Maximum Amount of Future Payments under Credit Default Swaps	10,206,000,000		10,527,000,000
Estimated Fair Value of Credit Default Swaps	186,000,000		175,000,000
Excess securities collateral received on derivatives	259,000,000		87,000,000
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity	4 years		3 years 11 months
Embedded derivatives gains (losses)	-27,000,000	-109,000,000
Gain (Loss) on Investments	-286,000,000	411,000,000
Derivative Instrument Detail [Abstract]
Net amounts reclassified into net derivatives gains (losses) on discontinued cash flow hedges	3,000,000	-2,000,000
Hedging exposure to variability in future cash flows for specific length of time	6 years		6 years
Accumulated Other Comprehensive Income Loss	2,500,000,000		1,800,000,000
Deferred net gains (losses) expected to be reclassified to earnings	35,000,000
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
Cumulative foreign currency translation gain (loss) recorded in accumulated other comprehensive income (loss) for net investment in foreign operations hedges	1,000,000,000		940,000,000
Potential future recoveries available to offset maximum amount of future payments under credit default swaps	79,000,000		75,000,000
Excess securities collateral provided on derivatives	240,000,000		192,000,000
Change in fair value of derivatives excluded from the assessment of hedge effectiveness	-2,000,000	3,000,000
Securities collateral received which the company is permitted to sell or repledge, amount that has been sold or repledged	0
Ba [Member]
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	160,000,000		160,000,000
Estimated Fair Value of Credit Default Swaps	1,000,000		-1,000,000
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity	2 years 1 month		2 years 5 months
Nonperformance Risk [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Embedded derivatives gains (losses)	69,000,000	43,000,000
B
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	613,000,000		625,000,000
Estimated Fair Value of Credit Default Swaps	50,000,000		39,000,000
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity	4 years 8 months		4 years 11 months
Over the Counter [Member]
Derivatives, Fair Value [Line Items]
Cash collateral on derivative assets	-7,076,000,000		-4,153,000,000
Excess securities collateral received on derivatives	384,000,000		395,000,000
Excess securities collateral provided on derivatives	116,000,000		117,000,000
Exchange-traded
Derivatives, Fair Value [Line Items]
Cash collateral on derivative assets	0		0
Excess securities collateral received on derivatives	237,000,000		199,000,000
Excess securities collateral provided on derivatives	212,000,000		245,000,000
Hedge Funds [Member]
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	15,000,000		15
Estimated Fair Value of Credit Default Swaps	1,000,000		1
Accrued Liabilities [Member]
Derivatives, Fair Value [Line Items]
Estimated Fair Value Assets	252,000,000		255,000,000
Estimated Fair Value Liabilities	23,000,000		60,000,000
Off-Balance Sheet [Member]
Derivatives, Fair Value [Line Items]
Excess securities collateral received on derivatives	94,000,000		36,000,000
Off-Balance Sheet [Member] | Over the Counter [Member]
Derivatives, Fair Value [Line Items]
Cash collateral on derivative assets	-327,000,000		-263,000,000
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
Estimated Fair Value of Credit Default Swaps	0		-1,000,000
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity	1 year 10 months	2 years
Credit Index Product [Member] | B
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	613,000,000		625,000,000
Estimated Fair Value of Credit Default Swaps	50,000,000		39,000,000
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity	4 years 8 months		4 years 11 months
Credit Default Swap [Member] | Ba [Member]
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	60,000,000		60,000,000
Estimated Fair Value of Credit Default Swaps	1,000,000		0
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity	2 years 8 months		3 years
Credit Default Swap [Member] | B
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	0		0
Estimated Fair Value of Credit Default Swaps	$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 $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets [Abstract]
Available-for-sale Securities, Debt Securities	$366,275	$365,425
Available-for-sale Securities, Equity Securities	3,713	3,631
Actively Traded securities	714	704
Fair Value Option And Trading Securities	16,471	16,689
Short-term investments	14,130	8,621
Mortgage loans at estimated fair value	62,409	60,118
Derivative assets	15,791	13,452
Net embedded derivatives within asset host contracts	104	160
Separate account assets	324,724	316,994
Liabilities [Abstract]
Derivative liabilities	7,822	7,022
Net embedded derivatives within liability host contracts	137	-46
Long-term debt, at estimated fair value, relating to variable interest entities	17,714	16,286
Residential mortgage loans — FVO
Assets [Abstract]
Mortgage loans at estimated fair value	329	308
Consolidated Securitization Entities
Assets [Abstract]
Mortgage loans at estimated fair value	272	280
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	143	151
Recurring [Member]
Assets [Abstract]
Available-for-sale Securities, Debt Securities	366,275	365,425
Available-for-sale Securities, Equity Securities	3,713	3,631
Actively Traded securities	714	654
Fair Value Option And Trading Securities	16,471	16,689
Short-term investments	12,652	7,663
Mortgage loans at estimated fair value	601	588
Other investments	246	264
Derivative assets	15,791	13,452
Total other invested assets	16,037	13,716
Net embedded derivatives within asset host contracts	407	377
Separate account assets	324,724	316,994
Total assets	740,880	725,083
Liabilities [Abstract]
Derivative liabilities	7,822	7,022
Net embedded derivatives within liability host contracts	137	-46
Trading liabilities	252	239
Total liabilities	8,354	7,366
Recurring [Member] | Interest rate contracts
Assets [Abstract]
Derivative assets	10,614	9,055
Liabilities [Abstract]
Derivative liabilities	2,693	2,356
Recurring [Member] | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	3,324	2,499
Liabilities [Abstract]
Derivative liabilities	3,248	2,848
Recurring [Member] | Credit contracts
Assets [Abstract]
Derivative assets	205	189
Liabilities [Abstract]
Derivative liabilities	53	40
Recurring [Member] | Equity market contracts
Assets [Abstract]
Derivative assets	1,648	1,709
Liabilities [Abstract]
Derivative liabilities	1,828	1,778
Recurring [Member] | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	651	704
Recurring [Member] | FVO contractholder-directed unit-linked investments
Assets [Abstract]
Fair Value Option And Trading Securities	15,091	15,316
Recurring [Member] | Residential mortgage loans — FVO
Assets [Abstract]
Mortgage loans at estimated fair value	329	308
Recurring [Member] | Consolidated Securitization Entities
Assets [Abstract]
Fair Value Option And Trading Securities	15	15
Mortgage loans at estimated fair value	272	280
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	143	151
Recurring [Member] | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	106,335	105,954
Recurring [Member] | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	60,494	61,675
Recurring [Member] | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	52,361	52,666
Recurring [Member] | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	60,472	61,516
Recurring [Member] | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	43,784	39,846
Recurring [Member] | CMBS (1)
Assets [Abstract]
Available-for-sale Securities, Debt Securities	13,311	14,332
Recurring [Member] | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	13,808	14,249
Recurring [Member] | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	15,710	15,187
Recurring [Member] | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	2,575	2,516
Recurring [Member] | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	1,138	1,115
Recurring [Member] | Level 1
Assets [Abstract]
Available-for-sale Securities, Debt Securities	36,713	36,879
Available-for-sale Securities, Equity Securities	1,598	1,558
Actively Traded securities	48	22
Fair Value Option And Trading Securities	11,595	11,638
Short-term investments	2,621	2,104
Mortgage loans at estimated fair value	0	0
Other investments	187	203
Derivative assets	44	71
Total other invested assets	231	274
Net embedded derivatives within asset host contracts	0	0
Separate account assets	86,253	83,533
Total assets	139,011	135,986
Liabilities [Abstract]
Derivative liabilities	15	11
Net embedded derivatives within liability host contracts	0	0
Trading liabilities	206	215
Total liabilities	221	226
Recurring [Member] | Level 1 | Interest rate contracts
Assets [Abstract]
Derivative assets	9	4
Liabilities [Abstract]
Derivative liabilities	6	9
Recurring [Member] | Level 1 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	1	2
Liabilities [Abstract]
Derivative liabilities	2	0
Recurring [Member] | Level 1 | Credit contracts
Assets [Abstract]
Derivative assets	0	0
Liabilities [Abstract]
Derivative liabilities	0	0
Recurring [Member] | Level 1 | Equity market contracts
Assets [Abstract]
Derivative assets	34	65
Liabilities [Abstract]
Derivative liabilities	7	2
Recurring [Member] | Level 1 | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	527	552
Recurring [Member] | Level 1 | FVO contractholder-directed unit-linked investments
Assets [Abstract]
Fair Value Option And Trading Securities	11,020	11,064
Recurring [Member] | Level 1 | Residential mortgage loans — FVO
Assets [Abstract]
Mortgage loans at estimated fair value	0	0
Recurring [Member] | Level 1 | Consolidated Securitization Entities
Assets [Abstract]
Fair Value Option And Trading Securities	0	0
Mortgage loans at estimated fair value	0	0
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	0	0
Recurring [Member] | Level 1 | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	34,116	36,879
Recurring [Member] | Level 1 | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	2,597	0
Recurring [Member] | Level 1 | CMBS (1)
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	1,598	1,558
Recurring [Member] | Level 1 | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	0	0
Recurring [Member] | Level 2
Assets [Abstract]
Available-for-sale Securities, Debt Securities	306,805	306,411
Available-for-sale Securities, Equity Securities	1,777	1,728
Actively Traded securities	656	627
Fair Value Option And Trading Securities	4,355	4,484
Short-term investments	8,673	5,223
Mortgage loans at estimated fair value	272	280
Other investments	59	61
Derivative assets	15,303	12,922
Total other invested assets	15,362	12,983
Net embedded derivatives within asset host contracts	0	0
Separate account assets	236,415	231,539
Total assets	573,659	562,648
Liabilities [Abstract]
Derivative liabilities	7,018	6,252
Net embedded derivatives within liability host contracts	8	7
Trading liabilities	46	24
Total liabilities	7,203	6,421
Recurring [Member] | Level 2 | Interest rate contracts
Assets [Abstract]
Derivative assets	10,535	8,988
Liabilities [Abstract]
Derivative liabilities	2,686	2,347
Recurring [Member] | Level 2 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	3,295	2,472
Liabilities [Abstract]
Derivative liabilities	3,151	2,755
Recurring [Member] | Level 2 | Credit contracts
Assets [Abstract]
Derivative assets	194	175
Liabilities [Abstract]
Derivative liabilities	52	38
Recurring [Member] | Level 2 | Equity market contracts
Assets [Abstract]
Derivative assets	1,279	1,287
Liabilities [Abstract]
Derivative liabilities	1,129	1,112
Recurring [Member] | Level 2 | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	35	57
Recurring [Member] | Level 2 | FVO contractholder-directed unit-linked investments
Assets [Abstract]
Fair Value Option And Trading Securities	3,659	3,797
Recurring [Member] | Level 2 | Residential mortgage loans — FVO
Assets [Abstract]
Mortgage loans at estimated fair value	0	0
Recurring [Member] | Level 2 | Consolidated Securitization Entities
Assets [Abstract]
Fair Value Option And Trading Securities	5	3
Mortgage loans at estimated fair value	272	280
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	131	138
Recurring [Member] | Level 2 | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	99,014	99,012
Recurring [Member] | Level 2 | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	54,086	55,185
Recurring [Member] | Level 2 | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	50,977	51,355
Recurring [Member] | Level 2 | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	26,356	24,637
Recurring [Member] | Level 2 | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	36,642	35,463
Recurring [Member] | Level 2 | CMBS (1)
Assets [Abstract]
Available-for-sale Securities, Debt Securities	12,667	13,567
Recurring [Member] | Level 2 | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	11,355	12,005
Recurring [Member] | Level 2 | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	15,708	15,187
Recurring [Member] | Level 2 | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	883	863
Recurring [Member] | Level 2 | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	894	865
Recurring [Member] | Level 3
Assets [Abstract]
Available-for-sale Securities, Debt Securities	22,757	22,135
Available-for-sale Securities, Equity Securities	338	345
Actively Traded securities	10	5
Fair Value Option And Trading Securities	521	567
Short-term investments	1,358	336
Mortgage loans at estimated fair value	329	308
Other investments	0	0
Derivative assets	444	459
Total other invested assets	444	459
Net embedded derivatives within asset host contracts	407	377
Separate account assets	2,056	1,922
Total assets	28,210	26,449
Liabilities [Abstract]
Derivative liabilities	789	759
Net embedded derivatives within liability host contracts	129	-53
Trading liabilities	0	0
Total liabilities	930	719
Recurring [Member] | Level 3 | Interest rate contracts
Assets [Abstract]
Derivative assets	70	63
Liabilities [Abstract]
Derivative liabilities	1	0
Recurring [Member] | Level 3 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	28	25
Liabilities [Abstract]
Derivative liabilities	95	93
Recurring [Member] | Level 3 | Credit contracts
Assets [Abstract]
Derivative assets	11	14
Liabilities [Abstract]
Derivative liabilities	1	2
Recurring [Member] | Level 3 | Equity market contracts
Assets [Abstract]
Derivative assets	335	357
Liabilities [Abstract]
Derivative liabilities	692	664
Recurring [Member] | Level 3 | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	89	95
Recurring [Member] | Level 3 | FVO contractholder-directed unit-linked investments
Assets [Abstract]
Fair Value Option And Trading Securities	412	455
Recurring [Member] | Level 3 | Residential mortgage loans — FVO
Assets [Abstract]
Mortgage loans at estimated fair value	329	308
Recurring [Member] | Level 3 | Consolidated Securitization Entities
Assets [Abstract]
Fair Value Option And Trading Securities	10	12
Mortgage loans at estimated fair value	0	0
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	12	13
Recurring [Member] | Level 3 | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	7,321	6,942
Recurring [Member] | Level 3 | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	6,408	6,490
Recurring [Member] | Level 3 | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	1,384	1,311
Recurring [Member] | Level 3 | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 3 | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	4,545	4,383
Recurring [Member] | Level 3 | CMBS (1)
Assets [Abstract]
Available-for-sale Securities, Debt Securities	644	765
Recurring [Member] | Level 3 | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	2,453	2,244
Recurring [Member] | Level 3 | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	2	0
Recurring [Member] | Level 3 | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	94	95
Recurring [Member] | Level 3 | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	$244	$250

Fair_Value_Quantitative_Inform

Fair Value (Quantitative Information) (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Interest rate contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	2.56%	2.78%
Interest rate contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	2.71%	2.97%
Foreign currency exchange rate contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	-0.50%	0.62%
Correlation	40.00%	40.00%
Foreign currency exchange rate contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	15.97%	24.30%
Correlation	54.00%	55.00%
Credit contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Credit spreads	0.98%	0.98%
Credit contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Credit spreads	1.00%	1.00%
Equity market contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Correlation	70.00%	70.00%
Volatility	11.00%	15.00%
Equity market contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Correlation	70.00%	70.00%
Volatility	28.00%	27.00%
Embedded derivatives direct and assumed guaranteed minimum benefits | Income Approach Valuation Technique | Durations 1 - 10
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 | Income Approach Valuation Technique | Durations 11 - 20
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 | Income Approach Valuation Technique | Durations 21 - 116
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 | Income Approach Valuation Technique | Ages 0 - 40
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Mortality Rate, Low End	0.00%	0.00%
Mortality Rate, High End	0.28%	0.28%
Embedded derivatives direct and assumed guaranteed minimum benefits | Income Approach Valuation Technique | Ages 41 - 60
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 | Income Approach Valuation Technique | Ages 61 - 115
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 | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Utilization rates	0.00%	20.00%
Withdrawal rates	0.00%	0.00%
Long-term equity volatilities	8.88%	7.30%
Nonperformance risk spread	-0.15%	-0.35%
Embedded derivatives direct and assumed guaranteed minimum benefits | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Utilization rates	30.00%	50.00%
Withdrawal rates	20.00%	20.00%
Long-term equity volatilities	33.00%	33.00%
Nonperformance risk spread	1.00%	0.81%
U.S. corporate and foreign corporate securities | Minimum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Delta spread adjustments	-0.45%	-0.40%
Offered quotes	31	31
Quoted prices	6	0
U.S. corporate and foreign corporate securities | Maximum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Delta spread adjustments	2.40%	2.40%
Offered quotes	780	126
Quoted prices	531	750
U.S. corporate and foreign corporate securities | Weighted Average | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Delta spread adjustments	0.43%	0.46%
Offered quotes	242	99
Quoted prices	122	151
Foreign government | Minimum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Quoted prices	72	92
Foreign government | Maximum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Quoted prices	195	189
Foreign government | Weighted Average | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Quoted prices	106	106
RMBS | Minimum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	30	1
Quoted prices	22	22
RMBS | Maximum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	114	118
Quoted prices	120	120
RMBS | Weighted Average | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	94	93
Quoted prices	96	97
ABS | Minimum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	56	56
Quoted prices	15	15
ABS | Maximum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	106	106
Quoted prices	110	110
ABS | Weighted Average | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	99	102
Quoted prices	100	100

Fair_Value_Unobservable_Input_

Fair Value (Unobservable Input Reconciliation) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Consolidated Securitization Entities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	$12	$0
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	-1	-1
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	12
Transfers out of Level 3	-1	0
Balance, end of period	10	11
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	-13	-28
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	1	13
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	-12	-15
Consolidated Securitization Entities | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Consolidated Securitization Entities | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Consolidated Securitization Entities | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Consolidated Securitization Entities | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Interest rate contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	63	13
Other Comprehensive Income (Loss)	15	37
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	-8	-1
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	69	56
Interest rate contracts | Net investment income
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Interest rate contracts | Net investment gains (losses)
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Interest rate contracts | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	-1	7
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	6
Interest rate contracts | Policyholder benefits and claims
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign currency exchange rate contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	-68	-11
Other Comprehensive Income (Loss)	0	-2
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	15	1
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	-67	-13
Foreign currency exchange rate contracts | Net investment income
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign currency exchange rate contracts | Net investment gains (losses)
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign currency exchange rate contracts | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-11	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	-14	-1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-11	0
Foreign currency exchange rate contracts | Policyholder benefits and claims
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Credit contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	12	29
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	-3
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	10	20
Credit contracts | Net investment income
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Credit contracts | Net investment gains (losses)
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Credit contracts | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	-6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	-2	-6
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	-6
Credit contracts | Policyholder benefits and claims
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Equity market contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	-307	-317
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	1	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	-357	-356
Equity market contracts | Net investment income
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Equity market contracts | Net investment gains (losses)
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Equity market contracts | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-52	-42
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	-52	-43
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-52	-42
Equity market contracts | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	1	4
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	4
Net Embedded Derivatives
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	430	1,258
Other Comprehensive Income (Loss)	-2	-5
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	-201	-193
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	278	980
Net Embedded Derivatives | Net investment income
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Net Embedded Derivatives | Net investment gains (losses)
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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Net Embedded Derivatives | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	22	-94
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	27	-95
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	22	-94
Net Embedded Derivatives | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	25	16
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	24	15
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	25	16
FVO general account securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	95	29
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	-6	0
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	89	29
FVO general account securities | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	0
FVO general account securities | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
FVO general account securities | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
FVO general account securities | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
FVO contractholder-directed unit-linked investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	455	603
Other Comprehensive Income (Loss)	0	0
Purchases	108	237
Sales	-145	-300
Issuances	0	0
Settlements	0	0
Transfers into Level 3	39	96
Transfers out of Level 3	-27	-26
Balance, end of period	412	624
FVO contractholder-directed unit-linked investments | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	-18	14
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-15	14
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-15	14
FVO contractholder-directed unit-linked investments | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
FVO contractholder-directed unit-linked investments | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
FVO contractholder-directed unit-linked investments | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Residential Mortgage Loans — FVO
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	308	338
Other Comprehensive Income (Loss)	0	0
Purchases	60	28
Sales	-49	-5
Issuances	0	0
Settlements	-12	-12
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	329	352
Residential Mortgage Loans — FVO | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	22	3
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	22	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)	22	3
Residential Mortgage Loans — FVO | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Residential Mortgage Loans — FVO | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Residential Mortgage Loans — FVO | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
U.S. corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	6,942	7,148
Other Comprehensive Income (Loss)	57	160
Purchases	431	651
Sales	-133	-206
Issuances	0	0
Settlements	0	0
Transfers into Level 3	128	459
Transfers out of Level 3	-104	-827
Balance, end of period	7,321	7,378
U.S. corporate | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
U.S. corporate | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	-7
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-7
U.S. corporate | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
U.S. corporate | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	6,490	6,704
Other Comprehensive Income (Loss)	-132	120
Purchases	178	471
Sales	-109	-109
Issuances	0	0
Settlements	0	0
Transfers into Level 3	93	435
Transfers out of Level 3	-110	-1,129
Balance, end of period	6,408	6,501
Foreign corporate | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	9	9
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	6	9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	6	9
Foreign corporate | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	-11	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign corporate | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign corporate | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign government
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	1,311	2,235
Other Comprehensive Income (Loss)	23	14
Purchases	43	74
Sales	-53	-52
Issuances	0	0
Settlements	0	0
Transfers into Level 3	215	231
Transfers out of Level 3	-137	-957
Balance, end of period	1,384	1,545
Foreign government | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	4	6
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	3	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)	3	5
Foreign government | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	-22	-6
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign government | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign government | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
U.S. Treasury and agency
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	0	62
Other Comprehensive Income (Loss)	0	0
Purchases	0	25
Sales	0	0
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	-42
Balance, end of period	0	45
U.S. Treasury and agency | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
U.S. Treasury and agency | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
U.S. Treasury and agency | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
U.S. Treasury and agency | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	4,383	2,957
Other Comprehensive Income (Loss)	-12	-12
Purchases	509	571
Sales	-240	-192
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	147
Transfers out of Level 3	-110	-50
Balance, end of period	4,545	3,439
RMBS | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	13	10
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	12	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)	12	10
RMBS | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	2	8
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-1
RMBS | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
RMBS | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	765	972
Other Comprehensive Income (Loss)	-7	-25
Purchases	73	103
Sales	-119	-155
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	24
Transfers out of Level 3	-68	-238
Balance, end of period	644	682
CMBS | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
CMBS | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
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
CMBS | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
CMBS | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
ABS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	2,244	4,210
Other Comprehensive Income (Loss)	-11	75
Purchases	868	652
Sales	-212	-315
Issuances	0	0
Settlements	0	0
Transfers into Level 3	8	578
Transfers out of Level 3	-437	-2,362
Balance, end of period	2,453	2,800
ABS | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	5
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	0
ABS | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	-7	-43
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
ABS | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
ABS | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
State and political subdivision
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	0	10
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Transfers into Level 3	2	21
Transfers out of Level 3	0	-10
Balance, end of period	2	21
State and political subdivision | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
State and political subdivision | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
State and political subdivision | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
State and political subdivision | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Common stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	95	177
Other Comprehensive Income (Loss)	2	-8
Purchases	5	3
Sales	-5	-26
Issuances	0	0
Settlements	0	0
Transfers into Level 3	1	38
Transfers out of Level 3	-3	0
Balance, end of period	94	203
Common stock | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Common stock | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	-1	19
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Common stock | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Common stock | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Non-redeemable preferred stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	250	395
Other Comprehensive Income (Loss)	-4	6
Purchases	4	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	40
Transfers out of Level 3	-6	0
Balance, end of period	244	441
Non-redeemable preferred stock | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Non-redeemable preferred stock | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Non-redeemable preferred stock | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Non-redeemable preferred stock | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Actively Traded Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	5	12
Other Comprehensive Income (Loss)	0	0
Purchases	5	11
Sales	0	-5
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	-7
Balance, end of period	10	11
Actively Traded Securities | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Actively Traded Securities | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Actively Traded Securities | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Actively Traded Securities | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Short-term Investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	336	254
Other Comprehensive Income (Loss)	-1	-1
Purchases	1,332	947
Sales	-25	-59
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	-285	-110
Balance, end of period	1,358	1,032
Short-term Investments | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	1	1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	1
Short-term Investments | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Short-term Investments | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Short-term Investments | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Separate account assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	1,922	1,465
Other Comprehensive Income (Loss)	0	0
Purchases	231	321
Sales	-127	-83
Issuances	0	25
Settlements	-1	-2
Transfers into Level 3	1	18
Transfers out of Level 3	-6	-58
Balance, end of period	2,056	1,730
Separate account assets | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Separate account assets | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	36	44
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Separate account assets | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Separate account assets | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	$0	$0

Fair_Value_Fair_Value_Option_f

Fair Value (Fair Value Option for Certain Assets and Liabilities) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]
Carrying value at estimated fair value	$62,409	$60,118
Carrying value at estimated fair value	17,714	16,286
Consolidated Securitization Entities
Fair Value, Option, Quantitative Disclosures [Line Items]
Unpaid principal balance	218	223
Difference between estimated fair value and unpaid principal balance	54	57
Carrying value at estimated fair value	272	280
Loans in non-accrual status	0	0
Contractual principal balance	152	159
Difference between estimated fair value and contractual principal balance	-9	-8
Carrying value at estimated fair value	143	151
Residential mortgage loans — FVO
Fair Value, Option, Quantitative Disclosures [Line Items]
Unpaid principal balance	466	436
Difference between estimated fair value and unpaid principal balance	-137	-128
Carrying value at estimated fair value	329	308
Loans in non-accrual status	$162	$125

Fair_Value_Nonrecurring_Fair_V

Fair Value (Nonrecurring Fair Value Measurements) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Level 3 | Mortgage loans, net
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Carrying Value After Measurement	$95	$199
Level 3 | Other limited partnership interests
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Carrying Value After Measurement	22	4
Nonrecurring | Mortgage loans, net
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Gains (Losses)	4	0
Nonrecurring | Other limited partnership interests
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Gains (Losses)	($11)	($2)

Fair_Value_Financial_Instrumen

Fair Value (Financial Instruments Carried at Other Than Fair Value) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets
Policy loans	$11,606	$11,618
Liabilities
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,193
Separate account liabilities	324,724	316,994
Estimated Fair Value
Assets
Mortgage loans	64,567	62,554
Policy loans	14,067	13,934
Real estate joint ventures	136	139
Other limited partnership interests	834	906
Other invested assets	598	562
Premiums, reinsurance and other receivables	4,351	3,157
Other assets	237	243
Liabilities
Policyholder account balances	136,355	139,359
Long-term debt	20,042	18,357
Collateral financing arrangements	3,958	3,961
Junior subordinated debt securities	4,353	4,173
Other liabilities	6,307	2,546
Separate account liabilities	119,568	116,665
Estimated Fair Value | Level 1
Assets
Mortgage loans	0	0
Policy loans	0	0
Real estate joint ventures	0	0
Other limited partnership interests	0	0
Other invested assets	157	172
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 | Level 2
Assets
Mortgage loans	0	0
Policy loans	1,664	1,647
Real estate joint ventures	0	0
Other limited partnership interests	0	0
Other invested assets	41	70
Premiums, reinsurance and other receivables	1,904	713
Other assets	171	175
Liabilities
Policyholder account balances	0	0
Long-term debt	20,042	18,357
Collateral financing arrangements	0	0
Junior subordinated debt securities	4,353	4,173
Other liabilities	4,984	1,223
Separate account liabilities	119,568	116,665
Estimated Fair Value | Level 3
Assets
Mortgage loans	64,567	62,554
Policy loans	12,403	12,287
Real estate joint ventures	136	139
Other limited partnership interests	834	906
Other invested assets	400	320
Premiums, reinsurance and other receivables	2,447	2,444
Other assets	66	68
Liabilities
Policyholder account balances	136,355	139,359
Long-term debt	0	0
Collateral financing arrangements	3,958	3,961
Junior subordinated debt securities	0	0
Other liabilities	1,323	1,323
Separate account liabilities	0	0
Carrying Value
Assets
Mortgage loans	61,808	59,530
Policy loans	11,606	11,618
Real estate joint ventures	56	67
Other limited partnership interests	643	704
Other invested assets	598	562
Premiums, reinsurance and other receivables	4,251	3,070
Other assets	248	251
Liabilities
Policyholder account balances	130,996	134,219
Long-term debt	17,564	16,128
Collateral financing arrangements	4,196	4,196
Junior subordinated debt securities	3,193	3,193
Other liabilities	6,305	2,544
Separate account liabilities	$119,568	$116,665

Fair_Value_Recurring_Fair_Valu1

Fair Value (Recurring Fair Value Measurements) (Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Equity Securities	$3,713	$3,631
Net Embedded Derivatives
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Equity Securities	($303)	($217)

Fair_Value_Transfers_Between_L

Fair Value (Transfers Between Levels) (Narrative) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Fair Value Assets And Liabilities Transferred Between Levels 1 And Levels 2	$160

Fair_Value_Nonrecurring_Fair_V1

Fair Value (Nonrecurring Fair Value Measurements) (Narrative) (Details) (Private Equity And Debt Funds)	3 Months Ended
	Mar. 31, 2015
Minimum
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Liquidation period	2 years
Maximum
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 $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 05, 2015
Debt Instrument [Line Items]
Debt Issuance Cost	12
Senior Debt $500 Million March 2025 [Member] | Senior Notes [Member]
Debt Instrument [Line Items]
Debt Instrument, Face Amount		500
Debt Instrument, Maturity Date	1-Mar-25
Debt Instrument, Interest Rate, Stated Percentage		3.00%
Senior Debt $1.0 Billion March 2045 [Member] | Senior Notes [Member]
Debt Instrument [Line Items]
Debt Instrument, Face Amount		$1,000
Debt Instrument, Maturity Date	1-Mar-45
Debt Instrument, Interest Rate, Stated Percentage		4.05%

Equity_Components_of_Accumulat

Equity (Components of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	$10,649	$5,104
OCI before reclassifications	1,143	4,956
Deferred income tax benefit (expense)	-580	-1,725
OCI before reclassifications, net of income tax	11,212	8,335
Amounts reclassified from AOCI	498	-182
Deferred income tax benefit (expense)	-181	62
Amounts reclassified from AOCI, net of income tax	317	-120
Balance, end of period	11,529	8,215
Unrealized Investment Gains (Losses), Net of Related Offsets
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	15,159	8,183
OCI before reclassifications	1,626	4,852
Deferred income tax benefit (expense)	-501	-1,645
OCI before reclassifications, net of income tax	16,284	11,390
Amounts reclassified from AOCI	-113	-173
Deferred income tax benefit (expense)	35	59
Amounts reclassified from AOCI, net of income tax	-78	-114
Balance, end of period	16,206	11,276
Unrealized Gains (Losses) on Derivatives
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	1,076	231
OCI before reclassifications	187	321
Deferred income tax benefit (expense)	-66	-113
OCI before reclassifications, net of income tax	1,197	439
Amounts reclassified from AOCI	554	-54
Deferred income tax benefit (expense)	-196	19
Amounts reclassified from AOCI, net of income tax	358	-35
Balance, end of period	1,555	404
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	-3,303	-1,659
OCI before reclassifications	-670	-217
Deferred income tax benefit (expense)	-13	33
OCI before reclassifications, net of income tax	-3,986	-1,843
Amounts reclassified from AOCI	0	0
Deferred income tax benefit (expense)	0	0
Amounts reclassified from AOCI, net of income tax	0	0
Balance, end of period	-3,986	-1,843
Defined Benefit Plans Adjustment
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	-2,283	-1,651
OCI before reclassifications	0	0
Deferred income tax benefit (expense)	0	0
OCI before reclassifications, net of income tax	-2,283	-1,651
Amounts reclassified from AOCI	57	45
Deferred income tax benefit (expense)	-20	-16
Amounts reclassified from AOCI, net of income tax	37	29
Balance, end of period	($2,246)	($1,622)

Equity_Reclassifications_Out_o

Equity (Reclassifications Out of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net investment gains (losses)	$286	($411)
Net derivative gains (losses)	821	343
Net investment income	5,461	5,035
Other expenses	-4,060	-4,163
Income (loss) from continuing operations before provision for income tax	3,059	1,826
Provision for income tax expense (benefit)	-896	-484
Net income (loss)	2,163	1,339
Reclassification out of Accumulated Other Comprehensive Income
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income (loss)	-317	120
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Investment Gains (Losses), Net of Related Offsets
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net investment gains (losses)	139	112
Net derivative gains (losses)	-66	35
Net investment income	40	26
Income (loss) from continuing operations before provision for income tax	113	173
Provision for income tax expense (benefit)	-35	-59
Net income (loss)	78	114
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Gains (Losses) on Derivatives
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income (loss) from continuing operations before provision for income tax	-554	54
Provision for income tax expense (benefit)	196	-19
Net income (loss)	-358	35
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Gains (Losses) on Derivatives | Interest rate swaps
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net derivative gains (losses)	5	15
Net investment income	3	2
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Gains (Losses) on Derivatives | Interest rate forwards
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net derivative gains (losses)	3	0
Net investment income	1	1
Other expenses	1	0
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Gains (Losses) on Derivatives | Foreign currency swaps
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net derivative gains (losses)	-567	36
Net investment income	0	-1
Other expenses	0	1
Reclassification out of Accumulated Other Comprehensive Income | Defined Benefit Plans Adjustment
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Amortization of net actuarial gains (losses)	-58	-44
Amortization of prior service (costs) credit	1	-1
Income (loss) from continuing operations before provision for income tax	-57	-45
Provision for income tax expense (benefit)	20	16
Net income (loss)	($37)	($29)

Equity_Common_Stock_Narrative_

Equity (Common Stock - Narrative) (Details) (USD $)	3 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 31, 2015
Equity [Abstract]
Treasury Stock, Shares, Acquired	19,893,284
Treasury Stock, Value, Acquired, Cost Method	$986
Stock Repurchase Program, Remaining Authorized Repurchase Amount	$275

Equity_StockBased_Compensation

Equity (Stock-Based Compensation Plans - Narrative) (Details)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Equity - Stock-based Compensation Plans [Line Items]
Vesting period		3 years
Minimum
Equity - Stock-based Compensation Plans [Line Items]
Performance Factor		0.00%
Future Performance Factor	0.00%
Maximum
Equity - Stock-based Compensation Plans [Line Items]
Performance Factor		200.00%
Future Performance Factor	175.00%
Performance Shares
Equity - Stock-based Compensation Plans [Line Items]
Performance Factor		101.00%
Vested in period		1,756,839
Issued in period	1,774,407
Performance Units
Equity - Stock-based Compensation Plans [Line Items]
Performance Factor		101.00%
Vested in period		129,734
Paid in period	131,031

Other_Expenses_Other_Expenses_

Other Expenses (Other Expenses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Other Income and Expenses [Abstract]
Compensation	$1,291	$1,205
Pension, postretirement and postemployment benefit costs	92	120
Commissions	1,157	1,288
Volume-related costs	242	201
Capitalization of DAC	-968	-1,046
Amortization of DAC and VOBA	1,025	1,058
Amortization of negative VOBA	-100	-115
Interest expense on debt	298	312
Premium taxes, licenses and fees	173	225
Professional services	330	321
Rent and related expenses, net of sublease income	83	85
Other	437	509
Total other expenses	$4,060	$4,163

Employee_Benefit_Plans_Net_Per

Employee Benefit Plans (Net Periodic Benefit Costs) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Pension Benefits U.S. Plans [Member]
Components of net periodic benefit costs
Service costs	$54	$50
Interest costs	101	109
Expected return on plan assets	-134	-119
Amortization of net actuarial (gains) losses	47	41
Amortization of prior service costs (credit)	0	1
Net periodic benefit costs	68	82
Pension Benefits Non-U.S. Plans [Member]
Components of net periodic benefit costs
Service costs	15	20
Interest costs	4	3
Expected return on plan assets	-2	-2
Amortization of net actuarial (gains) losses	1	0
Amortization of prior service costs (credit)	0	0
Net periodic benefit costs	18	21
Other Postretirement Benefits U.S. Plans [Member]
Components of net periodic benefit costs
Service costs	4	3
Interest costs	22	23
Expected return on plan assets	-20	-19
Amortization of net actuarial (gains) losses	10	3
Amortization of prior service costs (credit)	-1	0
Net periodic benefit costs	15	10
Other Postretirement Benefits Non-U.S. Plans [Member]
Components of net periodic benefit costs
Service costs	0	0
Interest costs	1	1
Expected return on plan assets	0	0
Amortization of net actuarial (gains) losses	0	0
Amortization of prior service costs (credit)	0	0
Net periodic benefit costs	$1	$1

Earnings_Per_Common_Share_Earn

Earnings Per Common Share (Earnings Per Common Share) (Details) (USD $)	3 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Weighted Average Shares
Weighted average common stock outstanding for basic earnings per common share	1,125,703,588	1,126,922,641
Incremental common shares from assumed:
Stock purchase contracts underlying common equity units	0	3,385,696
Exercise or issuance of stock-based awards	10,057,530	10,157,701
Weighted average common stock outstanding for diluted earnings per common share	1,135,761,118	1,140,466,038
Income (Loss) from Continuing Operations
Income (loss) from continuing operations, net of income tax	$2,163	$1,342
Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	5	11
Less: Preferred stock dividends	30	30
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders	2,128	1,301
Basic	$1.89	$1.15
Diluted	$1.87	$1.14
Income (Loss) from Discontinued Operations
Income (loss) from discontinued operations, net of income tax	0	-3
Less: Income (loss) from discontinued operations, net of income tax, attributable to noncontrolling interests	0	0
Income (loss) from discontinued operations, net of income tax, available to MetLife, Inc.’s common shareholders	0	-3
Basic	$0	$0
Diluted	$0	$0
Net Income (Loss)
Net income (loss)	2,163	1,339
Less: Net income (loss) attributable to noncontrolling interests	5	11
Less: Preferred stock dividends	30	30
Net income (loss) available to MetLife, Inc.’s common shareholders	$2,128	$1,298
Basic	$1.89	$1.15
Diluted	$1.87	$1.14

Contingencies_Commitments_and_1

Contingencies, Commitments and Guarantees (Contingencies - Narrative) (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	Claims	Claims	Claims
MetLife Home Loans LLC
Loss Contingencies
Litigation Settlement, Amount	-123,500,000
Minimum
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
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	400,000,000
Superfund Site Settlement Agreements
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 | Minimum
Loss Contingencies
Damages Sought	1,000,000
C-Mart, Inc. V. Metropolitan Life Insurance Company, Et Al | Maximum
Loss Contingencies
Loss Contingency, Estimate of Possible Loss	23,000,000
Derivative Actions And Demands
Loss Contingencies
Number of plaintiffs	2
Asbestos Related Claims
Loss Contingencies
Asbestos-Related Claims	1,046	1,366	4,636
New York Licensing Inquiry | Department of Financial Services
Loss Contingencies
Litigation Settlement, Amount	-50,000,000
New York Licensing Inquiry | New York County, District Attorney
Loss Contingencies
Litigation Settlement, Amount	-10,000,000

Contingencies_Commitments_and_2

Contingencies, Commitments and Guarantees (Commitments and Guarantees - Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Billions, unless otherwise specified
Commitments to Fund Partnership Investments, Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$6.30	$5.30
Mortgage Loan Commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$4.70	$4

Subsequent_Event_Details

Subsequent Event (Details) (Subsequent Event [Member], USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Jun. 30, 2015
Subsequent Event [Member]
Subsequent Event [Line Items]
Approved dividend, amount per share	$0.38
Estimated aggregate dividend payment	$420