MetLife (MET) 10-Q 6 Aug 15 2015 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - USD ($) $ in Billions	6 Months Ended
	Jun. 30, 2015	Jul. 31, 2015	Jun. 30, 2014
Document and Entity Information [Abstract]
Entity Registrant Name	METLIFE INC
Entity Central Index Key	1,099,219
Document Type	10-Q
Document Period End Date	Jun. 30, 2015
Amendment Flag	false
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q2
Current Fiscal Year End Date	--12-31
Entity Well-known Seasoned Issuer	Yes
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Filer Category	Large Accelerated Filer
Entity Public Float			$ 62.6
Entity Common Stock, Shares Outstanding		1,116,881,066

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Investments:
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	$ 351,353	$ 365,425
Equity securities available-for-sale, at estimated fair value (cost: $3,117 and $3,076, respectively)	3,677	3,631
Fair value option and trading securities, at estimated fair value (includes $603 and $704, respectively, of actively traded securities; and $14 and $60, respectively, relating to variable interest entities)	16,460	16,689
Mortgage loans (net of valuation allowances of $325 and $305, respectively; includes $266 and $280, respectively, at estimated fair value, relating to variable interest entities; includes $345 and $308, respectively, under the fair value option)	64,010	60,118
Policy loans (includes $3 and $3, respectively, relating to variable interest entities)	11,575	11,618
Real estate and real estate joint ventures (includes $0 and $8, respectively, relating to variable interest entities; includes $898 and $172, respectively, of real estate held-for-sale)	10,207	10,525
Other limited partnership interests (includes $27 and $34, respectively, relating to variable interest entities)	8,099	8,085
Short-term investments, principally at estimated fair value (includes $27 and $20, respectively, relating to variable interest entities)	14,594	8,621
Other invested assets, principally at estimated fair value (includes $55 and $56, respectively, relating to variable interest entities)	20,409	21,283
Total investments	500,384	505,995
Cash and cash equivalents, principally at estimated fair value (includes $42 and $57, respectively, relating to variable interest entities)	8,074	10,808
Accrued investment income (includes $21 and $21, respectively, relating to variable interest entities)	3,990	4,120
Premiums, reinsurance and other receivables (includes $19 and $21, respectively, relating to variable interest entities)	24,872	22,244
Deferred policy acquisition costs and value of business acquired (includes $241 and $235, respectively, relating to variable interest entities)	24,379	24,442
Goodwill	9,644	9,872
Other assets (includes $139 and $134, respectively, relating to variable interest entities)	7,589	7,862
Separate account assets (includes $1,120 and $1,128, respectively, relating to variable interest entities)	319,477	316,994
Total assets	898,409	902,337
Liabilities
Future policy benefits (includes $649 and $579, respectively, relating to variable interest entities)	188,928	189,586
Policyholder account balances (includes $22 and $33, respectively, relating to variable interest entities)	204,262	209,294
Other policy-related balances (includes $225 and $198, respectively, relating to variable interest entities)	14,393	14,422
Policyholder dividends payable	699	684
Policyholder dividend obligation	2,328	3,155
Payables for collateral under securities loaned and other transactions	35,532	35,326
Short-term debt	100	100
Long-term debt (includes $134 and $151, respectively, at estimated fair value, relating to variable interest entities)	16,770	16,286
Collateral financing arrangements	4,164	4,196
Junior subordinated debt securities	3,193	3,193
Current income tax payable	71	184
Deferred income tax liability	10,762	11,821
Other liabilities (includes $62 and $80, respectively, relating to variable interest entities)	27,741	24,437
Separate account liabilities (includes $1,120 and $1,128, respectively, relating to variable interest entities)	319,477	316,994
Total liabilities	$ 828,420	$ 829,678
Contingencies, Commitments and Guarantees (Note 13)
Redeemable noncontrolling interests in partially-owned consolidated subsidiaries	$ 92	$ 99
MetLife, Inc.’s stockholders’ equity:
Preferred stock, par value $0.01 per share; $2,100 aggregate liquidation preference	0	1
Common stock, par value $0.01 per share; 3,000,000,000 shares authorized; 1,159,001,121 and 1,153,998,144 shares issued, respectively; 1,116,754,686 and 1,131,927,894 shares outstanding, respectively	12	12
Additional paid-in capital	30,718	30,543
Retained earnings	34,376	32,020
Treasury stock, at cost; 42,246,435 and 22,070,250 shares, respectively	(2,172)	(1,172)
Accumulated other comprehensive income (loss)	6,443	10,649
Total MetLife, Inc.’s stockholders’ equity	69,377	72,053
Noncontrolling interests	520	507
Total equity	69,897	72,560
Total liabilities and equity	$ 898,409	$ 902,337

Consolidated Balance Sheets (U3

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Assets
Amortized cost of fixed maturity securities available-for-sale	$ 328,833	$ 334,780
Fixed maturity securities relating to variable interest entities	351,353	365,425
Cost of equity securities available-for-sale	3,117	3,076
Actively traded securities	603	704
Fair value option and trading securities relating to variable interest entities	16,460	16,689
Mortgage loans valuation allowances	325	305
Mortgage Loans on Real Estate	64,010	60,118
Policy loans	11,575	11,618
Real estate and real estate joint ventures relating to variable interest entities	10,207	10,525
Real estate held-for-sale	898	172
Other limited partnership interests relating to variable interest entities	8,099	8,085
Short-term investments	14,594	8,621
Other invested assets relating to variable interest entities	20,409	21,283
Cash and cash equivalents relating to variable interest entities	8,074	10,808
Accrued investment income relating to variable interest entities	3,990	4,120
Premiums, reinsurance and other receivables relating to variable interest entities	24,872	22,244
Deferred policy acquisition costs and value of business acquired relating to variable interest entities	24,379	24,442
Other assets relating to variable interest entities	7,589	7,862
Separate account assets	319,477	316,994
Liabilities
Future policy benefits relating to variable interest entities	188,928	189,586
Policyholder account balances	204,262	209,294
Other policy-related balances relating to variable interest entities	14,393	14,422
Long-term debt, at estimated fair value, relating to variable interest entities	16,770	16,286
Other liabilities relating to variable interest entities	27,741	24,437
Separate account liabilities	$ 319,477	$ 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	25,500,000	84,000,000
Preferred stock, shares outstanding	25,500,000	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	1,159,001,121	1,153,998,144
Common stock, shares outstanding	1,116,754,686	1,131,927,894
Treasury stock, shares	42,246,435	22,070,250
Residential mortgage loans — FVO
Assets
Mortgage Loans on Real Estate	$ 345	$ 308
Variable interest entities
Assets
Fixed maturity securities relating to variable interest entities	4,335	4,266
Fair value option and trading securities relating to variable interest entities	14	60
Mortgage Loans on Real Estate	266	280
Policy loans	3	3
Real estate and real estate joint ventures relating to variable interest entities	0	8
Other limited partnership interests relating to variable interest entities	27	34
Short-term investments	27	20
Other invested assets relating to variable interest entities	55	56
Cash and cash equivalents relating to variable interest entities	42	57
Accrued investment income relating to variable interest entities	21	21
Premiums, reinsurance and other receivables relating to variable interest entities	19	21
Deferred policy acquisition costs and value of business acquired relating to variable interest entities	241	235
Other assets relating to variable interest entities	139	134
Separate account assets	1,120	1,128
Liabilities
Future policy benefits relating to variable interest entities	649	579
Policyholder account balances	22	33
Other policy-related balances relating to variable interest entities	225	198
Long-term debt, at estimated fair value, relating to variable interest entities	134	151
Other liabilities relating to variable interest entities	62	80
Separate account liabilities	$ 1,120	$ 1,128

Consolidated Statements of Oper

Consolidated Statements of Operations and Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Revenues
Premiums	$ 9,312	$ 9,873	$ 18,565	$ 19,092
Universal life and investment-type product policy fees	2,434	2,458	4,828	4,879
Net investment income	4,947	5,259	10,408	10,294
Other revenues	518	490	1,013	968
Net investment gains (losses):
Other-than-temporary impairments on fixed maturity securities	0	(9)	(8)	(23)
Other-than-temporary impairments on fixed maturity securities transferred to other comprehensive income (loss)	(2)	(6)	(12)	(2)
Other net investment gains (losses)	(131)	(110)	173	(511)
Total net investment gains (losses)	(133)	(125)	153	(536)
Net derivative gains (losses)	(912)	311	(91)	654
Total revenues	16,166	18,266	34,876	35,351
Expenses
Policyholder benefits and claims	9,352	9,988	18,609	19,312
Interest credited to policyholder account balances	1,298	1,709	3,293	3,178
Policyholder dividends	331	397	670	700
Other expenses	4,072	4,222	8,132	8,385
Total expenses	15,053	16,316	30,704	31,575
Income (loss) from continuing operations before provision for income tax	1,113	1,950	4,172	3,776
Provision for income tax expense (benefit)	(6)	574	890	1,058
Income (loss) from continuing operations, net of income tax	1,119	1,376	3,282	2,718
Income (loss) from discontinued operations, net of income tax	0	0	0	(3)
Net income (loss)	1,119	1,376	3,282	2,715
Less: Net income (loss) attributable to noncontrolling interests	4	10	9	21
Net income (loss) attributable to MetLife, Inc.	1,115	1,366	3,273	2,694
Less: Preferred stock dividends	31	31	61	61
Preferred stock repurchase premium	42	0	42	0
Net income (loss) available to MetLife, Inc.’s common shareholders	1,042	1,335	3,170	2,633
Comprehensive income (loss)	(3,994)	4,228	(893)	8,710
Less: Comprehensive income (loss) attributable to noncontrolling interests, net of income tax	(23)	19	40	62
Comprehensive income (loss) attributable to MetLife, Inc.	$ (3,971)	$ 4,209	$ (933)	$ 8,648
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders per common share:
Basic	$ 0.93	$ 1.18	$ 2.83	$ 2.34
Diluted	0.92	1.17	2.80	2.31
Net income (loss) available to MetLife, Inc.’s common shareholders per common share:
Basic	0.93	1.18	2.83	2.34
Diluted	0.92	1.17	2.80	2.31
Cash dividends declared per common share	$ 0.375	$ 0.350	$ 0.725	$ 0.625

Consolidated Statements of Equi

Consolidated Statements of Equity (Unaudited) - USD ($) $ in Millions	Total	Preferred Stock	Common Stock	Additional Paid-in Capital	Retained Earnings	Treasury Stock at Cost	Accumulated Other Comprehensive Income (Loss)	Total MetLife, Inc.’s Stockholders’ Equity	Noncontrolling Interests
Beginning Balance at Dec. 31, 2013	$ 62,096	$ 1	$ 11	$ 29,277	$ 27,332	$ (172)	$ 5,104	$ 61,553	$ 543
Preferred stock repurchase premium	0
Treasury stock acquired in connection with share repurchases	(4)					(4)		(4)
Stock-based compensation	161			161				161
Dividends on preferred stock	(61)				(61)			(61)
Dividends on common stock	(706)				(706)			(706)
Change in equity of noncontrolling interests	(22)							0	(22)
Net income (loss)	2,715				2,694			2,694	21	[1]
Other comprehensive income (loss), net of income tax	5,995						5,954	5,954	41
Ending Balance at Jun. 30, 2014	70,174	1	11	29,438	29,259	(176)	11,058	69,591	583
Beginning Balance at Dec. 31, 2014	72,560	1	12	30,543	32,020	(1,172)	10,649	72,053	507
Repurchase of preferred stock	(1,460)	(1)		(1,459)				(1,460)
Preferred stock repurchase premium	(42)				(42)			(42)
Preferred stock issuance	1,483	0		1,483				1,483
Treasury stock acquired in connection with share repurchases	(1,000)					(1,000)		(1,000)
Stock-based compensation	151			151				151
Dividends on preferred stock	(61)				(61)			(61)
Dividends on common stock	(814)				(814)			(814)
Change in equity of noncontrolling interests	(27)							0	(27)
Net income (loss)	3,282				3,273			3,273	9	[1]
Other comprehensive income (loss), net of income tax	(4,175)						(4,206)	(4,206)	31
Ending Balance at Jun. 30, 2015	$ 69,897	$ 0	$ 12	$ 30,718	$ 34,376	$ (2,172)	$ 6,443	$ 69,377	$ 520
[1]	(1)Net income (loss) attributable to noncontrolling interests excludes losses of redeemable noncontrolling interests in partially-owned consolidated subsidiaries of less than $1 million at both June 30, 2015 and 2014.

Consolidated Statements of Equ6

Consolidated Statements of Equity (Unaudited) (Parenthetical) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Maximum
Net Income (Loss) Attributable to Redeemable Noncontrolling Interest	$ (1)	$ (1)

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Statement of Cash Flows [Abstract]
Net cash provided by (used in) operating activities	$ 6,888	$ 6,921
Cash flows from investing activities
Sales, maturities and repayments of fixed maturity securities	77,865	56,794
Sales, maturities and repayments of equity securities	184	320
Sales, maturities and repayments of mortgage loans	6,494	6,557
Sales, maturities and repayments of real estate and real estate joint ventures	503	385
Sales, maturities and repayments of other limited partnership interests	582	383
Purchases of fixed maturity securities	(72,892)	(62,844)
Purchases of equity securities	(227)	(452)
Purchases of mortgage loans	(10,545)	(6,021)
Purchases of real estate and real estate joint ventures	(334)	(912)
Purchases of other limited partnership interests	(669)	(852)
Cash received in connection with freestanding derivatives	1,524	703
Cash paid in connection with freestanding derivatives	(2,600)	(2,003)
Cash received under repurchase agreements (Note 5)	199	0
Cash paid under reverse repurchase agreements (Note 5)	(199)	0
Sales of businesses, net of cash and cash equivalents disposed of $0 and $262, respectively	0	452
Purchases of investments in insurance joint ventures	0	(249)
Net change in policy loans	(5)	(5)
Net change in short-term investments	(6,233)	1,374
Net change in other invested assets	(257)	(220)
Other, net	(150)	(110)
Net cash provided by (used in) investing activities	(6,760)	(6,700)
Cash flows from financing activities
Policyholder account balances: Deposits	44,433	46,847
Policyholder account balances: Withdrawals	(46,372)	(47,621)
Net change in payables for collateral under securities loaned and other transactions	205	2,891
Net change in short-term debt	0	(75)
Long-term debt issued	1,492	1,000
Long-term debt repaid	(1,020)	(2,484)
Collateral financing arrangements repaid	(32)	0
Treasury stock acquired in connection with share repurchases	(1,000)	(4)
Preferred stock issued, net of issuance costs	1,485	0
Repurchase of preferred stock	(905)	0
Preferred stock repurchase premium	(27)	0
Dividends on preferred stock	(61)	(61)
Dividends on common stock	(814)	(706)
Other, net	52	(221)
Net cash provided by (used in) financing activities	(2,564)	(434)
Effect of change in foreign currency exchange rates on cash and cash equivalents balances	(298)	21
Change in cash and cash equivalents	(2,734)	(192)
Cash and cash equivalents, beginning of period	10,808	7,585
Cash and cash equivalents, end of period	8,074	7,393
Supplemental disclosures of cash flow information:
Net cash paid for Interest	587	623
Net cash paid (received) for Income tax	344	332
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

Consolidated Statements of Cas8

Consolidated Statements of Cash Flows (Parenthetical) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Statement of Cash Flows [Abstract]
Cash disposed from sale of businesses	$ 0	$ 262

Business, Basis of Presentation

Business, Basis of Presentation and Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 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 May 31, 2015 and November 30, 2014 and the operating results of such subsidiaries for the three months and six months ended May 31, 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 , as revised by MetLife, Inc.’s Current Report on Form 8-K filed with the U.S. Securities and Exchange Commission (“SEC”) on May 21, 2015 (as revised, 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 were not required until the second quarter of 2015. The Company has provided these enhanced disclosures in Note 5. 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 short-duration insurance contracts (Accounting Standards Update (“ASU”) 2015-09, Financial Services - Insurance (Topic 944): Disclosures about Short-Duration Contracts ). The amendments in this new guidance are effective for annual periods beginning after December 15, 2015, and interim periods within annual periods beginning after December 15, 2016. The new guidance should be applied retrospectively by providing comparative disclosures for each period presented, except for those requirements that apply only to the current period. The new guidance requires insurance entities to provide users of financial statements with more transparent information about initial claim estimates and subsequent adjustments to these estimates, including reconciling from the claim development table to the balance sheet liability; methodologies and judgments in estimating claims; and the timing, and frequency of claims. The Company is currently evaluating the impact of this guidance on its consolidated financial statements. In May 2015, the FASB issued new guidance on fair value measurement (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, consistent with debt discounts, rather than as an asset. However, the current recognition and measurement guidance for debt issuance costs are not affected by the new guidance. The adoption of this new guidance will not have a material impact on the Company’s 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 for fiscal years beginning after December 15, 2017 and interim periods within those years and should be applied retrospectively to all periods presented. 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	6 Months Ended
	Jun. 30, 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. 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 and six months ended June 30, 2014 were impacted as follows: • Retail’s operating earnings increased (decreased) by $25 million and $49 million , net of ($45) million and ($89) million of income tax expense (benefit) , respectively ; • Group, Voluntary & Worksite Benefits’ operating earnings increased (decreased) by $4 million and $6 million , net of $3 million and $4 million of income tax expense (benefit) , respectively ; • Corporate Benefit Funding’s operating earnings increased (decreased) by ($11) million and ($26) million , net of ($14) million and ($22) million of income tax expense (benefit) , respectively ; • Latin America’s operating earnings increased (decreased) by ($24) million and ($49) million , net of ($14) million and ($30) million of income tax expense (benefit) , respectively ; • Asia’s operating earnings increased (decreased) by $5 million and $10 million , net of $1 million and $2 million of income tax expense (benefit) , respectively ; • EMEA’s operating earnings increased (decreased) by ($21) million and ($38) million , net of ($11) million and ($18) million of income tax expense (benefit) , respectively ; and • Corporate & Other’s operating earnings increased (decreased) by $22 million and $48 million , net of $80 million and $153 million of income tax expense (benefit) , respectively . Set forth in the tables below is certain financial information with respect to the Company’s segments, as well as Corporate & Other, for the three months and six months ended June 30, 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 June 30, 2015 Retail Group, Voluntary & Worksite Benefits Corporate Benefit Funding Latin America Total Asia EMEA Corporate & Other Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 1,747 $ 4,104 $ 319 $ 783 $ 6,953 $ 1,809 $ 525 $ 26 $ 9,313 $ (1 ) $ 9,312 Universal life and investment-type product policy fees 1,252 183 59 301 1,795 400 114 26 2,335 99 2,434 Net investment income 2,003 481 1,526 283 4,293 679 84 129 5,185 (238 ) 4,947 Other revenues 263 114 77 7 461 28 19 19 527 (9 ) 518 Net investment gains (losses) — — — — — — — — — (133 ) (133 ) Net derivative gains (losses) — — — — — — — — — (912 ) (912 ) Total revenues 5,265 4,882 1,981 1,374 13,502 2,916 742 200 17,360 (1,194 ) 16,166 Expenses Policyholder benefits and claims and policyholder dividends 2,373 3,805 933 744 7,855 1,375 265 8 9,503 180 9,683 Interest credited to policyholder account balances 551 38 294 89 972 328 34 8 1,342 (44 ) 1,298 Capitalization of DAC (257 ) (36 ) (4 ) (100 ) (397 ) (398 ) (132 ) — (927 ) — (927 ) Amortization of DAC and VOBA 400 39 6 86 531 336 133 1 1,001 (104 ) 897 Amortization of negative VOBA — — — (1 ) (1 ) (78 ) (4 ) — (83 ) (9 ) (92 ) Interest expense on debt — — 1 — 1 — — 306 307 1 308 Other expenses 1,220 681 130 419 2,450 869 389 174 3,882 4 3,886 Total expenses 4,287 4,527 1,360 1,237 11,411 2,432 685 497 15,025 28 15,053 Provision for income tax expense (benefit) 288 124 215 21 648 59 7 (175 ) 539 (545 ) (6 ) Operating earnings $ 690 $ 231 $ 406 $ 116 $ 1,443 $ 425 $ 50 $ (122 ) 1,796 Adjustments to: Total revenues (1,194 ) Total expenses (28 ) Provision for income tax (expense) benefit 545 Income (loss) from continuing operations, net of income tax $ 1,119 $ 1,119 Operating Results Americas Three Months Ended June 30, 2014 Retail Group, Voluntary & Worksite Benefits Corporate Benefit Funding Latin America Total Asia EMEA Corporate & Other Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 1,812 $ 4,038 $ 686 $ 798 $ 7,334 $ 1,913 $ 584 $ 22 $ 9,853 $ 20 $ 9,873 Universal life and investment-type product policy fees 1,256 181 55 317 1,809 400 117 34 2,360 98 2,458 Net investment income 1,947 465 1,413 301 4,126 724 112 133 5,095 164 5,259 Other revenues 265 104 75 9 453 24 11 5 493 (3 ) 490 Net investment gains (losses) — — — — — — — — — (125 ) (125 ) Net derivative gains (losses) — — — — — — — — — 311 311 Total revenues 5,280 4,788 2,229 1,425 13,722 3,061 824 194 17,801 465 18,266 Expenses Policyholder benefits and claims and policyholder dividends 2,438 3,789 1,273 749 8,249 1,425 271 19 9,964 421 10,385 Interest credited to policyholder account balances 561 39 287 100 987 394 35 9 1,425 284 1,709 Capitalization of DAC (249 ) (36 ) (18 ) (101 ) (404 ) (457 ) (170 ) — (1,031 ) (1 ) (1,032 ) Amortization of DAC and VOBA 378 35 6 84 503 362 160 — 1,025 37 1,062 Amortization of negative VOBA — — — (1 ) (1 ) (92 ) (6 ) — (99 ) (12 ) (111 ) Interest expense on debt — — 2 — 2 — — 297 299 13 312 Other expenses 1,181 638 129 436 2,384 977 456 162 3,979 12 3,991 Total expenses 4,309 4,465 1,679 1,267 11,720 2,609 746 487 15,562 754 16,316 Provision for income tax expense (benefit) 294 114 187 22 617 128 6 (133 ) 618 (44 ) 574 Operating earnings $ 677 $ 209 $ 363 $ 136 $ 1,385 $ 324 $ 72 $ (160 ) 1,621 Adjustments to: Total revenues 465 Total expenses (754 ) Provision for income tax (expense) benefit 44 Income (loss) from continuing operations, net of income tax $ 1,376 $ 1,376 Operating Results Americas Six Months Ended June 30, 2015 Retail Group, Voluntary & Worksite Benefits Corporate Benefit Funding Latin America Total Asia EMEA Corporate & Other Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 3,496 $ 8,221 $ 737 $ 1,482 $ 13,936 $ 3,561 $ 1,033 $ 36 $ 18,566 $ (1 ) $ 18,565 Universal life and investment-type product policy fees 2,488 371 113 595 3,567 797 216 49 4,629 199 4,828 Net investment income 3,983 959 2,956 501 8,399 1,363 167 238 10,167 241 10,408 Other revenues 514 227 148 17 906 56 29 39 1,030 (17 ) 1,013 Net investment gains (losses) — — — — — — — — — 153 153 Net derivative gains (losses) — — — — — — — — — (91 ) (91 ) Total revenues 10,481 9,778 3,954 2,595 26,808 5,777 1,445 362 34,392 484 34,876 Expenses Policyholder benefits and claims and policyholder dividends 4,822 7,640 1,924 1,325 15,711 2,715 504 20 18,950 329 19,279 Interest credited to policyholder account balances 1,093 75 587 175 1,930 665 64 14 2,673 620 3,293 Capitalization of DAC (504 ) (72 ) (10 ) (211 ) (797 ) (833 ) (265 ) — (1,895 ) — (1,895 ) Amortization of DAC and VOBA 775 80 11 164 1,030 662 261 1 1,954 (32 ) 1,922 Amortization of negative VOBA — — — (1 ) (1 ) (164 ) (8 ) — (173 ) (19 ) (192 ) Interest expense on debt (1 ) — 2 — 1 — — 603 604 2 606 Other expenses 2,396 1,345 254 844 4,839 1,773 751 319 7,682 9 7,691 Total expenses 8,581 9,068 2,768 2,296 22,713 4,818 1,307 957 29,795 909 30,704 Provision for income tax expense (benefit) 557 251 411 52 1,271 207 18 (363 ) 1,133 (243 ) 890 Operating earnings $ 1,343 $ 459 $ 775 $ 247 $ 2,824 $ 752 $ 120 $ (232 ) 3,464 Adjustments to: Total revenues 484 Total expenses (909 ) Provision for income tax (expense) benefit 243 Income (loss) from continuing operations, net of income tax $ 3,282 $ 3,282 Operating Results Americas Six Months Ended June 30, 2014 Retail Group, Voluntary & Worksite Benefits Corporate Benefit Funding Latin America Total Asia EMEA Corporate & Other Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 3,536 $ 8,040 $ 987 $ 1,481 $ 14,044 $ 3,803 $ 1,181 $ 42 $ 19,070 $ 22 $ 19,092 Universal life and investment-type product policy fees 2,503 358 112 628 3,601 789 226 67 4,683 196 4,879 Net investment income 3,941 921 2,795 598 8,255 1,424 219 282 10,180 114 10,294 Other revenues 510 211 143 16 880 51 27 26 984 (16 ) 968 Net investment gains (losses) — — — — — — — — — (536 ) (536 ) Net derivative gains (losses) — — — — — — — — — 654 654 Total revenues 10,490 9,530 4,037 2,723 26,780 6,067 1,653 417 34,917 434 35,351 Expenses Policyholder benefits and claims and policyholder dividends 4,845 7,570 2,161 1,365 15,941 2,822 532 42 19,337 675 20,012 Interest credited to policyholder account balances 1,116 79 565 198 1,958 781 69 18 2,826 352 3,178 Capitalization of DAC (483 ) (70 ) (19 ) (208 ) (780 ) (951 ) (346 ) — (2,077 ) (1 ) (2,078 ) Amortization of DAC and VOBA 807 71 10 163 1,051 700 324 — 2,075 45 2,120 Amortization of negative VOBA — — — (1 ) (1 ) (186 ) (15 ) — (202 ) (24 ) (226 ) Interest expense on debt — — 4 — 4 — — 589 593 31 624 Other expenses 2,323 1,266 244 872 4,705 1,968 920 337 7,930 15 7,945 Total expenses 8,608 8,916 2,965 2,389 22,878 5,134 1,484 986 30,482 1,093 31,575 Provision for income tax expense (benefit) 569 215 369 40 1,193 276 26 (273 ) 1,222 (164 ) 1,058 Operating earnings $ 1,313 $ 399 $ 703 $ 294 $ 2,709 $ 657 $ 143 $ (296 ) 3,213 Adjustments to: Total revenues 434 Total expenses (1,093 ) Provision for income tax (expense) benefit 164 Income (loss) from continuing operations, net of income tax $ 2,718 $ 2,718 The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at: June 30, 2015 December 31, 2014 (In millions) Retail $ 357,228 $ 359,188 Group, Voluntary & Worksite Benefits 46,395 46,483 Corporate Benefit Funding 231,739 228,543 Latin America 70,541 72,259 Asia 113,676 117,894 EMEA 28,472 29,217 Corporate & Other 50,358 48,753 Total $ 898,409 $ 902,337

Insurance

Insurance	6 Months Ended
	Jun. 30, 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 portions of both non-life-contingent guaranteed minimum withdrawal benefits (“GMWBs”) and the GMIBs that do 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 ceded reinsurance, if any. Variable Annuities 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: June 30, 2015 December 31, 2014 In the Event of Death At Annuitization In the Event of Death At Annuitization (In millions) Annuity Contracts (1) Variable Annuities Total contract account value (2) $ 193,102 $ 97,772 $ 196,595 $ 99,000 Separate account value $ 161,952 $ 94,416 $ 163,566 $ 95,963 Net amount at risk (2) $ 5,107 $ 1,821 $ 4,230 $ 1,770 Average attained age of contractholders 66 years 66 years 65 years 65 years Two Tier and Other Annuities Account value N/A $ 958 N/A $ 1,040 Net amount at risk N/A $ 281 N/A $ 340 Average attained age of contractholders N/A 51 years N/A 50 years June 30, 2015 December 31, 2014 Secondary Guarantees Paid-Up Guarantees Secondary Guarantees Paid-Up Guarantees (In millions) Universal and Variable Life Contracts (1) Account value (general and separate account) $ 17,273 $ 3,524 $ 16,875 $ 3,587 Net amount at risk $ 177,498 $ 19,669 $ 180,069 $ 20,344 Average attained age of policyholders 57 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 business of certain variable annuity products from the Company’s former operating joint venture in Japan.

Closed Block

Closed Block	6 Months Ended
	Jun. 30, 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: June 30, 2015 December 31, 2014 (In millions) Closed Block Liabilities Future policy benefits $ 41,367 $ 41,667 Other policy-related balances 283 265 Policyholder dividends payable 485 461 Policyholder dividend obligation 2,328 3,155 Current income tax payable 4 1 Other liabilities 570 646 Total closed block liabilities 45,037 46,195 Assets Designated to the Closed Block Investments: Fixed maturity securities available-for-sale, at estimated fair value 27,799 29,199 Equity securities available-for-sale, at estimated fair value 120 91 Mortgage loans 6,202 6,076 Policy loans 4,645 4,646 Real estate and real estate joint ventures 649 666 Other invested assets 1,061 1,065 Total investments 40,476 41,743 Cash and cash equivalents 395 227 Accrued investment income 464 477 Premiums, reinsurance and other receivables 93 67 Deferred income tax assets 269 289 Total assets designated to the closed block 41,697 42,803 Excess of closed block liabilities over assets designated to the closed block 3,340 3,392 Amounts included in accumulated other comprehensive income (loss) (“AOCI”) Unrealized investment gains (losses), net of income tax 1,720 2,291 Unrealized gains (losses) on derivatives, net of income tax 45 28 Allocated to policyholder dividend obligation, net of income tax (1,513 ) (2,051 ) Total amounts included in AOCI 252 268 Maximum future earnings to be recognized from closed block assets and liabilities $ 3,592 $ 3,660 Information regarding the closed block policyholder dividend obligation was as follows: Six Months Year (In millions) Balance, beginning of period $ 3,155 $ 1,771 Change in unrealized investment and derivative gains (losses) (827 ) 1,384 Balance, end of period $ 2,328 $ 3,155 Information regarding the closed block revenues and expenses was as follows: Three Months Six Months 2015 2014 2015 2014 (In millions) Revenues Premiums $ 457 $ 473 $ 887 $ 919 Net investment income 498 522 1,013 1,052 Net investment gains (losses) 2 8 1 8 Net derivative gains (losses) (13 ) (3 ) 12 (4 ) Total revenues 944 1,000 1,913 1,975 Expenses Policyholder benefits and claims 643 645 1,251 1,269 Policyholder dividends 244 243 484 476 Other expenses 36 38 73 79 Total expenses 923 926 1,808 1,824 Revenues, net of expenses before provision for income tax expense (benefit) 21 74 105 151 Provision for income tax expense (benefit) 8 26 37 53 Revenues, net of expenses and provision for income tax expense (benefit) $ 13 $ 48 $ 68 $ 98 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	6 Months Ended
	Jun. 30, 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”). June 30, 2015 December 31, 2014 Cost or Amortized Cost Gross Unrealized Estimated Fair Value Cost or Amortized Cost Gross Unrealized Estimated Fair Value Gains Temporary Losses OTTI Losses Gains Temporary Losses OTTI Losses (In millions) Fixed maturity securities U.S. corporate $ 94,375 $ 7,977 $ 1,206 $ — $ 101,146 $ 96,235 $ 10,343 $ 624 $ — $ 105,954 Foreign corporate 56,284 3,882 1,068 — 59,098 57,695 4,651 664 7 61,675 U.S. Treasury and agency 53,083 4,854 399 — 57,538 54,654 6,892 30 — 61,516 Foreign government 46,004 5,206 153 — 51,057 47,327 5,500 161 — 52,666 RMBS 40,188 1,719 345 44 41,518 38,064 2,102 214 106 39,846 State and political subdivision 13,530 1,735 101 — 15,164 12,922 2,291 26 — 15,187 CMBS (1) 11,472 453 84 (1 ) 11,842 13,762 615 46 (1 ) 14,332 ABS 13,897 203 103 7 13,990 14,121 240 112 — 14,249 Total fixed maturity securities $ 328,833 $ 26,029 $ 3,459 $ 50 $ 351,353 $ 334,780 $ 32,634 $ 1,877 $ 112 $ 365,425 Equity securities Common stock $ 2,058 $ 558 $ 27 $ — $ 2,589 $ 1,990 $ 554 $ 28 $ — $ 2,516 Non-redeemable preferred stock 1,059 75 46 — 1,088 1,086 68 39 — 1,115 Total equity securities $ 3,117 $ 633 $ 73 $ — $ 3,677 $ 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 June 30, 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 $84 million and $64 million with unrealized gains (losses) of $31 million and $28 million at June 30, 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 June 30, 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 $ 12,889 $ 71,122 $ 72,803 $ 106,462 $ 65,557 $ 328,833 Estimated fair value $ 13,015 $ 74,685 $ 77,611 $ 118,692 $ 67,350 $ 351,353 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. June 30, 2015 December 31, 2014 Less than 12 Months Equal to or Greater than 12 Months Less than 12 Months Equal to or Greater than 12 Months Estimated Fair Value Gross Unrealized Losses Estimated Fair Value Gross Unrealized Losses Estimated Fair Value Gross Unrealized Losses Estimated Fair Value Gross Unrealized Losses (In millions, except number of securities) Fixed maturity securities U.S. corporate $ 19,772 $ 944 $ 2,353 $ 262 $ 11,389 $ 331 $ 4,658 $ 293 Foreign corporate 12,921 871 1,726 197 9,410 505 2,074 166 U.S. Treasury and agency 9,657 395 301 4 8,927 12 1,314 18 Foreign government 3,025 91 435 62 1,085 80 630 81 RMBS 12,298 199 1,767 190 4,180 92 2,534 228 State and political subdivision 1,752 78 101 23 83 1 297 25 CMBS 2,553 61 413 22 1,268 23 934 22 ABS 5,068 68 1,463 42 4,456 57 1,440 55 Total fixed maturity securities $ 67,046 $ 2,707 $ 8,559 $ 802 $ 40,798 $ 1,101 $ 13,881 $ 888 Equity securities Common stock $ 191 $ 27 $ 3 $ — $ 111 $ 28 $ 1 $ — Non-redeemable preferred stock 84 3 185 43 67 2 192 37 Total equity securities $ 275 $ 30 $ 188 $ 43 $ 178 $ 30 $ 193 $ 37 Total number of securities in an unrealized loss position 4,916 1,060 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 June 30, 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 $1.5 billion during the six months ended June 30, 2015 to $3.5 billion . The increase in gross unrealized losses for the six months ended June 30, 2015 was primarily attributable to an increase in interest rates, and to a lesser extent, widening credit spreads. At June 30, 2015 , $275 million of the total $3.5 billion of gross unrealized losses were from 63 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 $275 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, $216 million , or 79% , were related to gross unrealized losses on 35 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 $275 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, $59 million , or 21% , were related to gross unrealized losses on 28 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), state and political subdivision securities (primarily tax-exempt revenue bonds) and foreign corporate securities (primarily consumer services industry securities) 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 $6 million during the six months ended June 30, 2015 to $73 million . Of the $73 million , $30 million were from eight securities with gross unrealized losses of 20% or more of cost for 12 months or greater. Of the $30 million , 57% 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: June 30, 2015 December 31, 2014 Carrying Value % of Total Carrying Value % of Total (In millions) (In millions) Mortgage loans: Commercial $ 42,953 67.1 % $ 41,088 68.3 % Agricultural 12,498 19.5 12,378 20.6 Residential 8,273 12.9 6,369 10.6 Subtotal (1) 63,724 99.5 59,835 99.5 Valuation allowances (325 ) (0.5 ) (305 ) (0.5 ) Subtotal mortgage loans, net 63,399 99.0 59,530 99.0 Residential — fair value option (“FVO”) 345 0.6 308 0.5 Commercial mortgage loans held by CSEs — FVO 266 0.4 280 0.5 Total mortgage loans, net $ 64,010 100.0 % $ 60,118 100.0 % __________________ (1) Purchases of mortgage loans were $785 million and $2.2 billion for the three months and six months ended June 30, 2015 , respectively. Purchases of mortgage loans were $818 million and $1.4 billion for the three months and six months ended June 30, 2014 , respectively. See “— Variable Interest Entities” for discussion of consolidated securitization entities (“CSEs”). I nformation 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 Investment Valuation Unpaid Principal Balance Recorded Recorded Valuation Carrying (In millions) June 30, 2015 Commercial $ 70 $ 70 $ 18 $ 83 $ 83 $ 42,800 $ 210 $ 135 Agricultural 51 48 3 16 16 12,434 38 61 Residential — — — 91 83 8,190 56 83 Total $ 121 $ 118 $ 21 $ 190 $ 182 $ 63,424 $ 304 $ 279 December 31, 2014 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 $160 million , $64 million and $70 million , respectively, for the three months ended June 30, 2015 ; and $165 million , $63 million and $59 million , respectively, for the six months ended June 30, 2015 . The average recorded investment for impaired commercial, agricultural and residential mortgage loans was $462 million , $88 million and $9 million , respectively, for the three months ended June 30, 2014 ; and $476 million , $92 million and $12 million , respectively, for the six months ended June 30, 2014 . Valuation Allowance Rollforward by Portfolio Segment The changes in the valuation allowance, by portfolio segment, were as follows: Six Months 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) 4 2 23 29 (4 ) (2 ) 3 (3 ) Charge-offs, net of recoveries — — (9 ) (9 ) (24 ) — (1 ) (25 ) Balance, end of period $ 228 $ 41 $ 56 $ 325 $ 230 $ 42 $ 22 $ 294 Credit Quality of Commercial Mortgage Loans The credit quality of commercial mortgage loans was as follows at: Recorded Investment Estimated Fair Value % of Total Debt Service Coverage Ratios % of Total > 1.20x 1.00x - 1.20x < 1.00x Total (In millions) (In millions) June 30, 2015 Loan-to-value ratios Less than 65% $ 35,710 $ 1,216 $ 658 $ 37,584 87.5 % $ 39,102 87.9 % 65% to 75% 3,911 349 63 4,323 10.1 4,345 9.8 76% to 80% 133 — 8 141 0.3 148 0.3 Greater than 80% 541 259 105 905 2.1 904 2.0 Total $ 40,295 $ 1,824 $ 834 $ 42,953 100.0 % $ 44,499 100.0 % December 31, 2014 Loan-to-value ratios Less than 65% $ 33,933 $ 1,105 $ 1,101 $ 36,139 88.0 % $ 38,166 88.4 % 65% to 75% 3,306 405 87 3,798 9.2 3,873 9.0 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 $ 41,088 100.0 % $ 43,179 100.0 % Credit Quality of Agricultural Mortgage Loans The credit quality of agricultural mortgage loans was as follows at: June 30, 2015 December 31, 2014 Recorded Investment % of Total Recorded Investment % of Total (In millions) (In millions) Loan-to-value ratios Less than 65% $ 11,733 93.8 % $ 11,743 94.9 % 65% to 75% 625 5.0 533 4.3 76% to 80% 70 0.6 17 0.1 Greater than 80% 70 0.6 85 0.7 Total $ 12,498 100.0 % $ 12,378 100.0 % The estimated fair value of agricultural mortgage loans was $12.9 billion and $12.8 billion at June 30, 2015 and December 31, 2014 , respectively. Credit Quality of Residential Mortgage Loans The credit quality of residential mortgage loans was as follows at: June 30, 2015 December 31, 2014 Recorded Investment % of Total Recorded Investment % of Total (In millions) (In millions) Performance indicators Performing $ 7,752 93.7 % $ 6,196 97.3 % Nonperforming 521 6.3 173 2.7 Total $ 8,273 100.0 % $ 6,369 100.0 % The estimated fair value of residential mortgage loans was $8.6 billion and $6.6 billion at June 30, 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 June 30, 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 June 30, 2015 December 31, 2014 June 30, 2015 December 31, 2014 (In millions) Commercial $ 10 $ 10 $ 70 $ 75 Agricultural 33 1 46 41 Residential 521 173 512 163 Total $ 564 $ 184 $ 628 $ 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 both the three months and six months ended June 30, 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 $2.7 billion and $4.5 billion at June 30, 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: June 30, 2015 December 31, 2014 (In millions) Fixed maturity securities $ 22,167 $ 30,367 Fixed maturity securities with noncredit OTTI losses in AOCI (50 ) (112 ) Total fixed maturity securities 22,117 30,255 Equity securities 620 608 Derivatives 1,804 1,761 Other 192 149 Subtotal 24,733 32,773 Amounts allocated from: Future policy benefits (1,309 ) (2,886 ) DAC and VOBA related to noncredit OTTI losses recognized in AOCI (4 ) (4 ) DAC, VOBA and DSI (1,451 ) (1,946 ) Policyholder dividend obligation (2,328 ) (3,155 ) Subtotal (5,092 ) (7,991 ) Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI 20 42 Deferred income tax benefit (expense) (6,774 ) (8,556 ) Net unrealized investment gains (losses) 12,887 16,268 Net unrealized investment gains (losses) attributable to noncontrolling interests (24 ) (33 ) Net unrealized investment gains (losses) attributable to MetLife, Inc. $ 12,863 $ 16,235 The changes in fixed maturity securities with noncredit OTTI losses included in AOCI were as follows: Six Months Year (In millions) Balance, beginning of period $ (112 ) $ (218 ) Noncredit OTTI losses and subsequent changes recognized 12 17 Securities sold with previous noncredit OTTI loss 88 53 Subsequent changes in estimated fair value (38 ) 36 Balance, end of period $ (50 ) $ (112 ) The changes in net unrealized investment gains (losses) were as follows: Six Months (In millions) Balance, beginning of period $ 16,235 Fixed maturity securities on which noncredit OTTI losses have been recognized 62 Unrealized investment gains (losses) during the period (8,102 ) Unrealized investment gains (losses) relating to: Future policy benefits 1,577 DAC and VOBA related to noncredit OTTI losses recognized in AOCI — DAC, VOBA and DSI 495 Policyholder dividend obligation 827 Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI (22 ) Deferred income tax benefit (expense) 1,782 Net unrealized investment gains (losses) 12,854 Net unrealized investment gains (losses) attributable to noncontrolling interests 9 Balance, end of period $ 12,863 Change in net unrealized investment gains (losses) $ (3,381 ) Change in net unrealized investment gains (losses) attributable to noncontrolling interests 9 Change in net unrealized investment gains (losses) attributable to MetLife, Inc. $ (3,372 ) 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 $20.2 billion and $20.3 billion at June 30, 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 $25.3 billion and $25.5 billion at June 30, 2015 and December 31, 2014 , respectively. Securities Lending The Company participates in a securities lending program whereby securities are loaned to third parties, primarily brokerage firms and commercial banks. The Company obtains collateral, usually cash, in an amount generally equal to 102% of the estimated fair value of the securities loaned at inception of the loan. The Company monitors the estimated fair value of the securities loaned on a daily basis with additional collateral obtained as necessary throughout the duration of the loan. Elements of the securities lending program are presented below at: June 30, 2015 December 31, 2014 (In millions) Securities on loan: (1) Amortized cost $ 28,043 $ 26,989 Estimated fair value $ 29,853 $ 30,269 Cash collateral on deposit from counterparties (2) $ 30,511 $ 30,826 Security collateral on deposit from counterparties (3) $ 99 $ 83 Reinvestment portfolio — estimated fair value $ 30,799 $ 31,314 _________________ (1) Included within fixed maturity securities and short-term investments. At June 30, 2015 , both amortized cost and estimated fair value also include $217 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. The cash collateral liability by loaned security type and remaining tenor of the agreements were as follows at: June 30, 2015 Remaining Tenor of Securities Lending Agreements Open (1) 1 Month or Less 1 to 6 Months 6 Months to 1 Year Total % of Total (In millions) Cash collateral liability by loaned security type U.S. Treasury and agency $ 10,610 $ 8,731 $ 6,847 $ 881 $ 27,069 88.7 % Agency RMBS — 170 1,760 — 1,930 6.4 Foreign government 5 974 218 — 1,197 3.9 U.S. corporate — 276 — — 276 0.9 Foreign corporate 6 33 — — 39 0.1 Total $ 10,621 $ 10,184 $ 8,825 $ 881 $ 30,511 100.0 % December 31, 2014 Remaining Tenor of Securities Lending Agreements Open (1) 1 Month or Less 1 to 6 Months 6 Months to 1 Year Total % of Total (In millions) Cash collateral liability by loaned security type U.S. Treasury and agency $ 10,371 $ 10,423 $ 5,239 $ — $ 26,033 84.5 % Agency RMBS — 482 2,572 — 3,054 9.9 Foreign government 30 1,034 81 — 1,145 3.7 U.S. corporate 125 182 — — 307 1.0 Foreign corporate 175 112 — — 287 0.9 Total $ 10,701 $ 12,233 $ 7,892 $ — $ 30,826 100.0 % _________________ (1) The related loaned security could be returned to the Company on the next business day which would require the Company to immediately return the cash collateral. If the Company is required to return significant amounts of cash collateral on short notice and is forced to sell securities to meet the return obligation, it may have difficulty selling such collateral that is invested in securities in a timely manner, be forced to sell securities in a volatile or illiquid market for less than what otherwise would have been realized under normal market conditions, or both. The estimated fair value of the securities on loan related to the cash collateral on open at June 30, 2015 was $10.3 billion , over 99% of which were U.S. Treasury and agency securities which, if put back to the Company, could be immediately sold to satisfy the cash requirement. The reinvestment portfolio acquired with the cash collateral consisted principally of fixed maturity securities (including agency RMBS, U.S. Treasury and agency, ABS, U.S. corporate, non-agency RMBS and foreign corporate securities) with over 60% invested in agency RMBS, U.S. Treasury and agency securities, short-term investments, or held in cash and cash equivalents. If the securities on loan or the reinvestment portfolio become less liquid, the Company has the liquidity resources of most of its general account available to meet any potential cash demands when securities on loan are put back to the Company. 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 obtains cash collateral in an amount greater than or equal to 95% of the estimated fair value of the securities loaned, and pledges cash collateral in an amount generally equal to 98% of the estimated fair value of the borrowed securities at the inception of the transaction. The Company monitors the estimated fair value of the securities loaned and borrowed on a daily basis with additional collateral obtained as necessary throughout the duration of the transaction. 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 $518 million and $506 million , respectively, at June 30, 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 $217 million , at estimated fair value, at June 30, 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 June 30, 2015 were both $499 million . After the effect of offsetting of $499 million , the net amount presented in the consolidated balance sheet at June 30, 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. At June 30, 2015, all $499 million of payables from repurchase agreements had a remaining tenor of one to six months and were loans of U.S. and foreign corporate securities. 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: June 30, 2015 December 31, 2014 (In millions) Invested assets on deposit (regulatory deposits) $ 9,036 $ 9,437 Invested assets held in trust (collateral financing arrangements and reinsurance agreements) 10,084 10,069 Invested assets pledged as collateral (1) 25,831 25,996 Total invested assets on deposit, held in trust and pledged as collateral $ 44,951 $ 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 6). 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 June 30, 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. June 30, 2015 December 31, 2014 Total Assets Total Liabilities Total Assets Total Liabilities (In millions) MRSC (collateral financing arrangement (primarily securities)) (1) $ 3,469 $ — $ 3,471 $ — Operating joint venture (2) 2,466 2,076 2,405 1,999 CSEs (assets (primarily loans) and liabilities (primarily debt)) (3) 282 136 297 155 Investments: Other invested assets 58 — 59 — FVO and trading securities — — 45 — Other limited partnership interests 34 — 37 — Real estate joint ventures — — 9 15 Total $ 6,309 $ 2,212 $ 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 $126 million and $123 million at estimated fair value at June 30, 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 $2 million for the three months and six months ended June 30, 2015 , respectively, and $13 million and $31 million for the three months and six months ended June 30, 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: June 30, 2015 December 31, 2014 Carrying Amount Maximum Exposure to Loss (1) Carrying Amount Maximum Exposure to Loss (1) (In millions) Fixed maturity securities AFS: Structured securities (RMBS, CMBS and ABS) (2) $ 67,350 $ 67,350 $ 68,427 $ 68,427 U.S. and foreign corporate 3,420 3,420 3,829 3,829 Other limited partnership interests 6,208 8,156 6,250 8,402 Other invested assets 1,593 2,017 1,720 2,050 FVO and trading securities 628 628 565 565 Real estate joint ventures 76 100 100 125 Mortgage loans 33 33 51 51 Equity securities AFS: Non-redeemable preferred stock 40 40 41 41 Total $ 79,348 $ 81,744 $ 80,983 $ 83,490 __________________ (1) The maximum exposure to loss relating to fixed maturity securitie

Derivatives

Derivatives	6 Months Ended
	Jun. 30, 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 estimated 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 estimated 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 estimated fair value with changes in estimated 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: June 30, 2015 December 31, 2014 Primary Underlying Risk Exposure Gross Notional Amount Estimated Fair Value Gross Notional Amount Estimated Fair Value Assets Liabilities Assets Liabilities (In millions) Derivatives Designated as Hedging Instruments Fair value hedges: Interest rate swaps Interest rate $ 5,914 $ 1,968 $ 18 $ 6,044 $ 2,064 $ 21 Foreign currency swaps Foreign currency exchange rate 3,077 125 225 2,708 65 100 Foreign currency forwards Foreign currency exchange rate 2,085 — 82 2,335 — 291 Subtotal 11,076 2,093 325 11,087 2,129 412 Cash flow hedges: Interest rate swaps Interest rate 2,835 386 13 2,560 528 — Interest rate forwards Interest rate 105 19 — 225 63 — Foreign currency swaps Foreign currency exchange rate 21,050 888 1,377 18,325 563 930 Subtotal 23,990 1,293 1,390 21,110 1,154 930 Foreign operations hedges: Foreign currency forwards Foreign currency exchange rate 4,059 130 4 4,097 295 11 Currency options Foreign currency exchange rate 6,769 312 12 6,419 415 — Subtotal 10,828 442 16 10,516 710 11 Total qualifying hedges 45,894 3,828 1,731 42,713 3,993 1,353 Derivatives Not Designated or Not Qualifying as Hedging Instruments Interest rate swaps Interest rate 92,199 3,993 1,829 93,266 4,570 2,051 Interest rate floors Interest rate 30,155 328 102 55,645 440 199 Interest rate caps Interest rate 52,874 85 1 49,128 145 1 Interest rate futures Interest rate 2,997 9 12 2,707 4 9 Interest rate options Interest rate 35,507 1,066 78 48,078 1,241 75 Synthetic GICs Interest rate 4,211 — — 4,298 — — Foreign currency swaps Foreign currency exchange rate 11,354 437 437 11,041 447 385 Foreign currency forwards Foreign currency exchange rate 12,612 114 534 13,206 127 791 Currency futures Foreign currency exchange rate 1,013 1 — 522 2 — Currency options Foreign currency exchange rate 9,920 608 319 8,324 585 340 Credit default swaps — purchased Credit 2,622 12 39 2,830 8 34 Credit default swaps — written Credit 10,594 163 5 10,527 181 6 Equity futures Equity market 6,333 47 15 6,073 65 2 Equity index options Equity market 42,856 1,440 1,104 39,345 1,426 1,036 Equity variance swaps Equity market 24,826 286 719 24,598 196 639 TRRs Equity market 3,558 77 3 3,297 22 101 Total non-designated or non-qualifying derivatives 343,631 8,666 5,197 372,885 9,459 5,669 Total $ 389,525 $ 12,494 $ 6,928 $ 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 June 30, 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 Six Months 2015 2014 2015 2014 (In millions) Derivatives and hedging gains (losses) (1) $ (1,733 ) $ 82 $ (885 ) $ 534 Embedded derivatives gains (losses) 821 229 794 120 Total net derivative gains (losses) $ (912 ) $ 311 $ (91 ) $ 654 __________________ (1) Includes foreign currency transaction gains (losses) on hedged items in cash flow and non-qualifying hedging relationships, which are not presented elsewhere in this note. The following table presents earned income on derivatives: Three Months Six Months 2015 2014 2015 2014 (In millions) Qualifying hedges: Net investment income $ 45 $ 34 $ 103 $ 67 Interest credited to policyholder account balances 13 32 15 64 Other expenses 1 — (2 ) (1 ) Non-qualifying hedges: Net investment income (1 ) (1 ) (2 ) (2 ) Net derivative gains (losses) 240 149 501 368 Policyholder benefits and claims 4 (56 ) 8 (64 ) Total $ 302 $ 158 $ 623 $ 432 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 Derivative Gains (Losses) Net Investment Income (1) Policyholder Benefits and Claims (2) (In millions) Three Months Ended June 30, 2015 Interest rate derivatives $ (1,459 ) $ — $ (18 ) Foreign currency exchange rate derivatives (590 ) — — Credit derivatives — purchased 4 1 — Credit derivatives — written (34 ) — — Equity derivatives (186 ) (3 ) (27 ) Total $ (2,265 ) $ (2 ) $ (45 ) Three Months Ended June 30, 2014 Interest rate derivatives $ 305 $ — $ 10 Foreign currency exchange rate derivatives (81 ) — — Credit derivatives — purchased (7 ) (1 ) — Credit derivatives — written 22 — — Equity derivatives (425 ) (6 ) (119 ) Total $ (186 ) $ (7 ) $ (109 ) Six Months Ended June 30, 2015 Interest rate derivatives $ (907 ) $ — $ (7 ) Foreign currency exchange rate derivatives 79 — — Credit derivatives — purchased (7 ) — — Credit derivatives — written (31 ) 1 — Equity derivatives (648 ) (7 ) (126 ) Total $ (1,514 ) $ (6 ) $ (133 ) Six Months Ended June 30, 2014 Interest rate derivatives $ 603 $ — $ 22 Foreign currency exchange rate derivatives (12 ) — — Credit derivatives — purchased (6 ) — — Credit derivatives — written 13 — — Equity derivatives (606 ) (12 ) (157 ) Total $ (8 ) $ (12 ) $ (135 ) __________________ (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 Hedging Relationships Hedged Items in Fair Value Hedging Relationships Net Derivative Gains (Losses) Recognized for Derivatives Net Derivative Gains (Losses) Recognized for Hedged Items Ineffectiveness Recognized in Net Derivative Gains (Losses) (In millions) Three Months Ended June 30, 2015 Interest rate swaps: Fixed maturity securities $ 4 $ (2 ) $ 2 Policyholder liabilities (1) (366 ) 362 (4 ) Foreign currency swaps: Foreign-denominated fixed maturity securities (3 ) 5 2 Foreign-denominated policyholder account balances (2) 110 (112 ) (2 ) Foreign currency forwards: Foreign-denominated fixed maturity securities (81 ) 74 (7 ) Total $ (336 ) $ 327 $ (9 ) Three Months Ended June 30, 2014 Interest rate swaps: Fixed maturity securities $ (3 ) $ 2 $ (1 ) Policyholder liabilities (1) 137 (131 ) 6 Foreign currency swaps: Foreign-denominated fixed maturity securities (3 ) 3 — Foreign-denominated policyholder account balances (2) 1 (3 ) (2 ) Foreign currency forwards: Foreign-denominated fixed maturity securities 6 (5 ) 1 Total $ 138 $ (134 ) $ 4 Six Months Ended June 30, 2015 Interest rate swaps: Fixed maturity securities $ (1 ) $ 5 $ 4 Policyholder liabilities (1) (169 ) 164 (5 ) Foreign currency swaps: Foreign-denominated fixed maturity securities 7 (3 ) 4 Foreign-denominated policyholder account balances (2) (139 ) 133 (6 ) Foreign currency forwards: Foreign-denominated fixed maturity securities (98 ) 90 (8 ) Total $ (400 ) $ 389 $ (11 ) Six Months Ended June 30, 2014 Interest rate swaps: Fixed maturity securities $ (2 ) $ 3 $ 1 Policyholder liabilities (1) 346 (335 ) 11 Foreign currency swaps: Foreign-denominated fixed maturity securities (7 ) 7 — Foreign-denominated policyholder account balances (2) (26 ) 29 3 Foreign currency forwards: Foreign-denominated fixed maturity securities 16 (14 ) 2 Total $ 327 $ (310 ) $ 17 __________________ (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 estimated fair value of the derivative related to the changes in the difference between the spot price and the forward price is excluded from the assessment of hedge effectiveness. For all other derivatives, all components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. For the three months and six months ended June 30, 2015 , ($3) million and ($5) million , respectively, of the change in estimated fair value of derivatives was excluded from the assessment of hedge effectiveness. For the three months and six months ended June 30, 2014 , $2 million and $5 million , respectively, of the change in estimated fair value of derivatives was excluded from the assessment of hedge effectiveness. Cash Flow Hedges The Company designates and accounts for the following as cash flow hedges when they have met the requirements of cash flow hedging: (i) interest rate swaps to convert floating rate assets and liabilities to fixed rate assets and liabilities; (ii) foreign currency swaps to hedge the foreign currency cash flow exposure of foreign currency denominated assets and liabilities; (iii) interest rate forwards and credit forwards to lock in the price to be paid for forward purchases of investments; (iv) interest rate swaps and interest rate forwards to hedge the forecasted purchases of fixed-rate investments; and (v) interest rate swaps and interest rate forwards to hedge forecasted fixed-rate borrowings. In certain instances, the Company discontinued cash flow hedge accounting because the forecasted transactions were no longer probable of occurring. Because certain of the forecasted transactions also were not probable of occurring within two months of the anticipated date, the Company reclassified amounts from AOCI into net derivative gains (losses). These amounts were $3 million for both the three months and six months ended June 30, 2015 , and ($2) million and ($4) million for the three months and six months ended June 30, 2014 , respectively. At both June 30, 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 both June 30, 2015 and December 31, 2014 , the balance in AOCI associated with cash flow hedges was $1.8 billion . The following table presents the effects of derivatives in cash flow hedging relationships on the consolidated statements of operations and compre

Fair Value

Fair Value	6 Months Ended
	Jun. 30, 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. June 30, 2015 Fair Value Hierarchy Level 1 Level 2 Level 3 Total Estimated Fair Value (In millions) Assets Fixed maturity securities: U.S. corporate $ — $ 94,013 $ 7,133 $ 101,146 Foreign corporate — 52,711 6,387 59,098 U.S. Treasury and agency 32,795 24,688 55 57,538 Foreign government — 49,721 1,336 51,057 RMBS 2,635 34,747 4,136 41,518 State and political subdivision — 15,109 55 15,164 CMBS — 11,113 729 11,842 ABS — 11,837 2,153 13,990 Total fixed maturity securities 35,430 293,939 21,984 351,353 Equity securities: Common stock 1,514 918 157 2,589 Non-redeemable preferred stock — 756 332 1,088 Total equity securities 1,514 1,674 489 3,677 FVO and trading securities: Actively Traded securities — 641 13 654 FVO general account securities 480 35 88 603 FVO contractholder-directed unit-linked investments 11,230 3,595 364 15,189 FVO securities held by CSEs — 4 10 14 Total FVO and trading securities 11,710 4,275 475 16,460 Short-term investments (1) 2,453 8,517 1,809 12,779 Mortgage loans: Residential mortgage loans — FVO — — 345 345 Commercial mortgage loans held by CSEs — FVO — 266 — 266 Total mortgage loans — 266 345 611 Other invested assets: Other investments 166 56 — 222 Derivative assets: (2) Interest rate 9 7,826 19 7,854 Foreign currency exchange rate 1 2,588 26 2,615 Credit — 165 10 175 Equity market 47 1,383 420 1,850 Total derivative assets 57 11,962 475 12,494 Total other invested assets 223 12,018 475 12,716 Net embedded derivatives within asset host contracts (3) — — 342 342 Separate account assets (4) 84,287 233,265 1,925 319,477 Total assets $ 135,617 $ 553,954 $ 27,844 $ 717,415 Liabilities Derivative liabilities: (2) Interest rate $ 12 $ 2,040 $ 1 $ 2,053 Foreign currency exchange rate — 2,888 102 2,990 Credit — 43 1 44 Equity market 15 1,083 743 1,841 Total derivative liabilities 27 6,054 847 6,928 Net embedded derivatives within liability host contracts (3) — 5 (499 ) (494 ) Long-term debt of CSEs — FVO — 122 12 134 Trading liabilities (5) 207 20 4 231 Total liabilities $ 234 $ 6,201 $ 364 $ 6,799 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 June 30, 2015 and December 31, 2014 , equity securities also included embedded derivatives of ($262) 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 9% of the total estimated fair value of Level 3 fixed maturity securities at June 30, 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 Observable Inputs Level 3 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 Observable Inputs Level 3 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 Exchange Rate Credit Equity Market 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 (1) • currency spot rates • recovery rates • dividend yield curves • cross currency basis curves • equity volatility (1) • currency volatility (1) Level 3 • swap yield curve (2) • swap yield curve (2) • swap yield curve (2) • dividend yield curves (2) • basis curves (2) • basis curves (2) • credit curves (2) • equity volatility (1), (2) • interest rate volatility (1), (2) • cross currency basis curves (2) • credit spreads • correlation between model inputs (1) • currency correlation • repurchase rates • currency volatility (1) • independent non-binding broker quotations ______________ (1) Option-based only. (2) Extrapolation beyond the observable limits of the curve(s). 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 funds withheld on ceded 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 guara

Long-term Debt

Long-term Debt	6 Months Ended
	Jun. 30, 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	6 Months Ended
	Jun. 30, 2015
Equity [Abstract]
Equity	9. Equity Preferred Stock In June 2015, MetLife, Inc. issued 1,500,000 shares of 5.25% Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series C (the "Series C preferred shares"), with a $0.01 par value per share and a liquidation preference of $1,000 per share, for aggregate proceeds of $1.5 billion . The Series C preferred shares rank senior to MetLife, Inc.’s common stock with respect to the payment of dividends and distributions upon liquidation, dissolution or winding-up. Holders of the Series C preferred shares will be entitled to receive dividend payments only when, as and if declared by MetLife, Inc.’s Board of Directors or a duly authorized committee of the Board. If dividends are declared on the Series C preferred shares for any dividend period, they will be calculated on a non-cumulative basis at a fixed rate per annum of 5.25% from the date of original issue to but excluding June 15, 2020, and at a floating rate per annum equal to three-month U.S. dollar LIBOR plus 3.575% on the related LIBOR determination date from and after June 15, 2020. Dividends for any dividend period will be payable, if declared, semi-annually in arrears on the 15th day of June and December of each year commencing on December 15, 2015 to June 15, 2020, and thereafter quarterly in arrears on the 15th day of September, December, March and June of each year. Dividends on the Series C preferred shares will not be cumulative and will not be mandatory. Accordingly, if dividends are not declared on the Series C preferred shares for any dividend period, then any accrued dividends for that dividend period will cease to accrue and be payable. If a dividend is not declared before the dividend payment date for any dividend period, MetLife, Inc. will have no obligation to pay dividends accrued for such dividend period whether or not dividends on the Series C preferred shares are declared for any future dividend period. No dividends may be paid or declared on MetLife, Inc.’s common stock (or any other securities ranking junior to the Series C preferred shares) and MetLife, Inc. may not purchase, redeem, or otherwise acquire its common stock (or other such junior stock) unless the full dividends for the latest completed dividend period on all outstanding Series C preferred shares, and any parity stock, have been declared and paid or provided for. On or prior to December 31, 2018, MetLife, Inc. is prohibited from declaring dividends on the Series C preferred shares if it fails to meet specified capital adequacy, net income and stockholders’ equity levels. Beginning on January 1, 2019, MetLife, Inc. will no longer be subject to such limitations. At June 30, 2015, there were no dividends declared on the Series C preferred shares. Holders of the Series C preferred shares do not have voting rights except in certain circumstances, including where the dividends have not been paid for an equivalent of six or more dividend payment periods whether or not those periods are consecutive. Under such circumstances, the holders of the Series C preferred shares have certain voting rights with respect to members of the Board of Directors of MetLife, Inc. The Series C preferred shares are not subject to any mandatory redemption, sinking fund, retirement fund, purchase fund or similar provisions. MetLife, Inc. may, at its option, redeem the Series C preferred shares, (i) in whole but not in part, at any time prior to June 15, 2020, within 90 days after the occurrence of a “regulatory capital event,” and (ii) in whole or in part, from time to time, on or after June 15, 2020, in each case, at a redemption price equal to $1,000 per Series C preferred share, plus an amount equal to any dividends per share that have accrued but not been declared and paid for the then-current dividend period to, but excluding, such redemption date. A “regulatory capital event” could occur as a result of a change or proposed change in capital adequacy rules (or the interpretation or application thereof) that would apply to MetLife, Inc. from rules (or the interpretation or application thereof) in effect with respect to bank holding companies as of June 1, 2015 that would create a more than insubstantial risk, as determined by MetLife, Inc., that the Series C preferred shares would not be treated as “Tier 1 Capital” or as capital with attributes similar to those of Tier 1 Capital. In June 2015, MetLife, Inc. entered into a replacement capital covenant (“RCC”) related to the Series C preferred shares. As part of such RCC, MetLife, Inc. agreed that it will not repay, redeem or purchase the Series C preferred shares on or before December 31, 2018, unless, subject to certain limitations, it has received proceeds during a specified period from the sale of specified replacement securities. The RCC is for the benefit of the holders of the related covered debt, which is currently MetLife, Inc.’s 10.750% Fixed-to-Floating Junior Subordinated Debentures due 2069 . The RCC will terminate upon the earliest to occur of (i) December 31, 2018, or the date on which the Series C preferred shares are no longer outstanding or the RCC is not otherwise still in effect, (ii) the date on which the holders in majority principal amount of the then-effective covered debt consent to the termination of the RCC, or (iii) the date on which MetLife, Inc. has no series of outstanding eligible debt securities. In connection with the offering of the Series C preferred shares, MetLife, Inc. incurred $17 million of issuance costs which have been recorded as a reduction of additional paid-in capital. In June 2015, MetLife, Inc. conducted a tender offer for up to 59,850,000 of its 60,000,000 shares of 6.50% Non-Cumulative Preferred Stock, Series B (the “Series B preferred shares”), at a purchase price of $25 per Series B preferred share, plus an amount equal to accrued, unpaid and undeclared dividends from, and including, June 15, 2015 to, but excluding, June 29, 2015, the settlement date of the tender offer. In June 2015, MetLife, Inc. also delivered a notice of redemption to the holders of the Series B preferred shares, pursuant to which it would redeem any Series B preferred shares not purchased by it in the tender offer at a redemption price of $25 per Series B preferred share, without any payment for accrued, unpaid and undeclared dividends on the Series B preferred shares from, and including, June 15, 2015 to, but excluding July 1, 2015, the redemption date. On June 29, 2015, MetLife, Inc. repurchased and canceled 37,192,413 Series B preferred shares in the tender offer for $932 million in cash, resulting in a remaining liability of $570 million , which was included in other liabilities at June 30, 2015. On July 1, 2015, MetLife, Inc. redeemed and canceled the remaining 22,807,587 Series B preferred shares not tendered in the tender offer for an aggregate redemption price of $570 million in cash. In connection with the tender offer and redemption, MetLife, Inc. recognized a preferred stock repurchase premium of $42 million (calculated as the difference between the carrying value of the Series B preferred shares and the total amount paid by MetLife, Inc. to the holders of the Series B preferred shares in connection with the tender offer and redemption), which was recorded as a reduction to retained earnings at June 30, 2015. Further information on MetLife, Inc.’s authorized, issued and outstanding preferred stock was as follows: June 30, 2015 December 31, 2014 Series Shares Authorized Shares Issued Shares Outstanding Shares Authorized Shares Issued Shares Outstanding Floating Rate Non-Cumulative Preferred Stock, Series A 27,600,000 24,000,000 24,000,000 27,600,000 24,000,000 24,000,000 6.50% Non-Cumulative Preferred Stock, Series B (1) 69,000,000 — — 69,000,000 60,000,000 60,000,000 5.25% Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series C 1,500,000 1,500,000 1,500,000 — — — Series A Junior Participating Preferred Stock 10,000,000 — — 10,000,000 — — Not designated 91,900,000 — — 93,400,000 — — Total 200,000,000 25,500,000 25,500,000 200,000,000 84,000,000 84,000,000 __________________ (1) As discussed further above, on July 1, 2015, MetLife, Inc. redeemed and canceled the remaining 22,807,587 Series B preferred shares not tendered in the tender offer. Common Stock During the six months ended June 30, 2015 and 2014 , MetLife, Inc. repurchased 20,176,185 and 80,662 shares through open market purchases for $1.0 billion and $4 million , respectively. At June 30, 2015 , MetLife, Inc. had $261 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 Unrealized Investment Gains (Losses), Net of Related Offsets (1) Unrealized Gains (Losses) on Derivatives Foreign Currency Translation Adjustments Defined Benefit Plans Adjustment Total (In millions) Balance, beginning of period $ 16,206 $ 1,555 $ (3,986 ) $ (2,246 ) $ 11,529 OCI before reclassifications (6,511 ) (395 ) (237 ) 3 (7,140 ) Deferred income tax benefit (expense) 2,178 150 9 (1 ) 2,336 AOCI before reclassifications, net of income tax 11,873 1,310 (4,214 ) (2,244 ) 6,725 Amounts reclassified from AOCI (177 ) (303 ) — 57 (423 ) Deferred income tax benefit (expense) 65 95 — (19 ) 141 Amounts reclassified from AOCI, net of income tax (112 ) (208 ) — 38 (282 ) Sale of subsidiary — — — — — Deferred income tax benefit (expense) — — — — — Sale of subsidiary, net of income tax — — — — — Balance, end of period $ 11,761 $ 1,102 $ (4,214 ) $ (2,206 ) $ 6,443 Three Months Unrealized Investment Gains (Losses), Net of Related Offsets (1) Unrealized Gains (Losses) on Derivatives Foreign Currency Translation Adjustments Defined Benefit Plans Adjustment Total (In millions) Balance, beginning of period $ 11,276 $ 404 $ (1,843 ) $ (1,622 ) $ 8,215 OCI before reclassifications 4,330 175 (5 ) 6 4,506 Deferred income tax benefit (expense) (1,336 ) (48 ) 53 (2 ) (1,333 ) AOCI before reclassifications, net of income tax 14,270 531 (1,795 ) (1,618 ) 11,388 Amounts reclassified from AOCI (176 ) (80 ) 77 46 (133 ) Deferred income tax benefit (expense) 55 25 (27 ) (16 ) 37 Amounts reclassified from AOCI, net of income tax (121 ) (55 ) 50 30 (96 ) Sale of subsidiary (2) (320 ) — 6 — (314 ) Deferred income tax benefit (expense) 80 — — — 80 Sale of subsidiary, net of income tax (240 ) — 6 — (234 ) Balance, end of period $ 13,909 $ 476 $ (1,739 ) $ (1,588 ) $ 11,058 Six Months Unrealized Investment Gains (Losses), Net of Related Offsets (1) Unrealized Gains (Losses) on Derivatives Foreign Currency Translation Adjustments Defined Benefit Plans Adjustment Total (In millions) Balance, beginning of period $ 15,159 $ 1,076 $ (3,303 ) $ (2,283 ) $ 10,649 OCI before reclassifications (4,885 ) (208 ) (907 ) 3 (5,997 ) Deferred income tax benefit (expense) 1,677 84 (4 ) (1 ) 1,756 AOCI before reclassifications, net of income tax 11,951 952 (4,214 ) (2,281 ) 6,408 Amounts reclassified from AOCI (290 ) 251 — 114 75 Deferred income tax benefit (expense) 100 (101 ) — (39 ) (40 ) Amounts reclassified from AOCI, net of income tax (190 ) 150 — 75 35 Sale of subsidiary — — — — — Deferred income tax benefit (expense) — — — — — Sale of subsidiary, net of income tax — — — — — Balance, end of period $ 11,761 $ 1,102 $ (4,214 ) $ (2,206 ) $ 6,443 Six Months Unrealized Investment Gains (Losses), Net of Related Offsets (1) Unrealized Gains (Losses) on Derivatives Foreign Currency Translation Adjustments Defined Benefit Plans Adjustment Total (In millions) Balance, beginning of period $ 8,183 $ 231 $ (1,659 ) $ (1,651 ) $ 5,104 OCI before reclassifications 9,182 496 (222 ) 6 9,462 Deferred income tax benefit (expense) (2,981 ) (161 ) 86 (2 ) (3,058 ) AOCI before reclassifications, net of income tax 14,384 566 (1,795 ) (1,647 ) 11,508 Amounts reclassified from AOCI (349 ) (134 ) 77 91 (315 ) Deferred income tax benefit (expense) 114 44 (27 ) (32 ) 99 Amounts reclassified from AOCI, net of income tax (235 ) (90 ) 50 59 (216 ) Sale of subsidiary (2) (320 ) — 6 — (314 ) Deferred income tax benefit (expense) 80 — — — 80 Sale of subsidiary, net of income tax (240 ) — 6 — (234 ) Balance, end of period $ 13,909 $ 476 $ (1,739 ) $ (1,588 ) $ 11,058 __________________ (1) See Note 5 for information on offsets to investments related to future policy benefits, DAC, VOBA and DSI, and the policyholder dividend obligation. (2) See Note 3 of the Notes to the Consolidated Financial Statements included in the 2014 Annual Report. 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 Six Months 2015 2014 2015 2014 (In millions) Net unrealized investment gains (losses): Net unrealized investment gains (losses) $ 110 $ 80 $ 249 $ 192 Net investment gains (losses) Net unrealized investment gains (losses) 17 59 57 85 Net investment income Net unrealized investment gains (losses) 50 37 (16 ) 72 Net derivative gains (losses) Net unrealized investment gains (losses), before income tax 177 176 290 349 Income tax (expense) benefit (65 ) (55 ) (100 ) (114 ) Net unrealized investment gains (losses), net of income tax $ 112 $ 121 $ 190 $ 235 Unrealized gains (losses) on derivatives - cash flow hedges: Interest rate swaps $ 7 $ 12 $ 12 $ 27 Net derivative gains (losses) Interest rate swaps 3 2 6 4 Net investment income Interest rate forwards 1 2 4 2 Net derivative gains (losses) Interest rate forwards 1 1 2 2 Net investment income Interest rate forwards — 1 1 1 Other expenses Foreign currency swaps 290 62 (277 ) 98 Net derivative gains (losses) Foreign currency swaps (1 ) — (1 ) (1 ) Net investment income Foreign currency swaps 1 — 1 1 Other expenses Credit forwards 1 — 1 — Net investment income Gains (losses) on cash flow hedges, before income tax 303 80 (251 ) 134 Income tax (expense) benefit (95 ) (25 ) 101 (44 ) Gains (losses) on cash flow hedges, net of income tax $ 208 $ 55 $ (150 ) $ 90 Foreign translation adjustment — (77 ) — (77 ) Net investment gains (losses) Income tax (expense) benefit — 27 — 27 Foreign translation adjustment, net of income tax — (50 ) — (50 ) Defined benefit plans adjustment: (1) Amortization of net actuarial gains (losses) $ (58 ) $ (47 ) $ (116 ) $ (91 ) Amortization of prior service (costs) credit 1 1 2 — Amortization of defined benefit plan items, before income tax (57 ) (46 ) (114 ) (91 ) Income tax (expense) benefit 19 16 39 32 Amortization of defined benefit plan items, net of income tax $ (38 ) $ (30 ) $ (75 ) $ (59 ) Total reclassifications, net of income tax $ 282 $ 96 $ (35 ) $ 216 __________________ (1) These AOCI components are included in the computation of net periodic benefit costs. See Note 11 .

Other Expenses

Other Expenses	6 Months Ended
	Jun. 30, 2015
Other Income and Expenses [Abstract]
Other Expenses	10. Other Expenses Information on other expenses was as follows: Three Months Six Months 2015 2014 2015 2014 (In millions) Compensation $ 1,258 $ 1,210 $ 2,549 $ 2,415 Pension, postretirement and postemployment benefit costs 105 117 197 237 Commissions 1,122 1,302 2,279 2,590 Volume-related costs 255 211 497 412 Capitalization of DAC (927 ) (1,032 ) (1,895 ) (2,078 ) Amortization of DAC and VOBA 897 1,062 1,922 2,120 Amortization of negative VOBA (92 ) (111 ) (192 ) (226 ) Interest expense on debt 308 312 606 624 Premium taxes, licenses and fees 196 195 369 420 Professional services 383 366 713 687 Rent and related expenses, net of sublease income 84 93 167 178 Other 483 497 920 1,006 Total other expenses $ 4,072 $ 4,222 $ 8,132 $ 8,385

Employee Benefit Plans

Employee Benefit Plans	6 Months Ended
	Jun. 30, 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 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 $ 1 $ 50 $ 14 $ 4 $ 1 Interest costs 101 6 22 — 109 4 23 — Expected return on plan assets (135 ) (1 ) (20 ) — (118 ) (2 ) (18 ) (1 ) Amortization of net actuarial (gains) losses 47 — 11 — 44 — 3 — Amortization of prior service costs (credit) — — (1 ) — — — (1 ) — Net periodic benefit costs (credit) $ 67 $ 20 $ 16 $ 1 $ 85 $ 16 $ 11 $ — Six Months 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 $ 108 $ 30 $ 8 $ 1 $ 100 $ 34 $ 7 $ 1 Interest costs 202 10 44 1 218 7 46 1 Expected return on plan assets (269 ) (3 ) (40 ) — (237 ) (4 ) (37 ) (1 ) Amortization of net actuarial (gains) losses 94 1 21 — 85 — 6 — Amortization of prior service costs (credit) — — (2 ) — 1 — (1 ) — Net periodic benefit costs (credit) $ 135 $ 38 $ 31 $ 2 $ 167 $ 37 $ 21 $ 1

Earnings Per Common Share

Earnings Per Common Share	6 Months Ended
	Jun. 30, 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 Six Months 2015 2014 2015 2014 (In millions, except share and per share data) Weighted Average Shares Weighted average common stock outstanding for basic earnings per common share 1,117,807,514 1,127,986,031 1,120,801,928 1,126,876,090 Incremental common shares from assumed: Stock purchase contracts underlying common equity units — 3,756,390 — 3,571,043 Exercise or issuance of stock-based awards 10,584,264 10,519,694 10,320,897 10,338,697 Weighted average common stock outstanding for diluted earnings per common share 1,128,391,778 1,142,262,115 1,131,122,825 1,140,785,830 Income (Loss) from Continuing Operations Income (loss) from continuing operations, net of income tax $ 1,119 $ 1,376 $ 3,282 $ 2,718 Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests 4 10 9 21 Less: Preferred stock dividends 31 31 61 61 Preferred stock repurchase premium 42 — 42 — Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders $ 1,042 $ 1,335 $ 3,170 $ 2,636 Basic $ 0.93 $ 1.18 $ 2.83 $ 2.34 Diluted $ 0.92 $ 1.17 $ 2.80 $ 2.31 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) $ 1,119 $ 1,376 $ 3,282 $ 2,715 Less: Net income (loss) attributable to noncontrolling interests 4 10 9 21 Less: Preferred stock dividends 31 31 61 61 Preferred stock repurchase premium 42 — 42 — Net income (loss) available to MetLife, Inc.’s common shareholders $ 1,042 $ 1,335 $ 3,170 $ 2,633 Basic $ 0.93 $ 1.18 $ 2.83 $ 2.34 Diluted $ 0.92 $ 1.17 $ 2.80 $ 2.31

Contingencies, Commitments and

Contingencies, Commitments and Guarantees	6 Months Ended
	Jun. 30, 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 June 30, 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 June 30, 2015 , the Company estimates the aggregate range of reasonably possible losses in excess of amounts accrued for these matters to be $0 to $410 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 six months ended June 30, 2015 and 2014 , MLIC received approximately 2,022 and 2,569 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 June 30, 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 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 allowed certain activities in New York related to American Life and other entities to continue through June 30, 2015. On July 2, 2015, New York Insurance Law Section 2117 was amended to allow certain activities to take place in New York that relate to a policy or contract of group life, group annuity, or group accident and health insurance where the policyholder or proposed policyholder is a multinational entity resident outside the United States. 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 June 16, 2015, the West Virginia Supreme Court of Appeals reversed the Circuit Court’s order that had granted defendants’ motions to dismiss the actions and remanded them to the Circuit Court for further proceedings. The defendants intend to defend these actions vigorously. 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 directors and 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. On June 12, 2015, the United States Court of Appeals for the Ninth Circuit affirmed the order granting summary judgment to MLIC. 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 systemically important financial institution (“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 p

Subsequent Event

Subsequent Event	6 Months Ended
	Jun. 30, 2015
Subsequent Events [Abstract]
Subsequent Event	14. Subsequent Events Common Stock Dividend On July 7, 2015, the MetLife, Inc. Board of Directors declared a third quarter 2015 common stock dividend of $0.375 per share payable on September 11, 2015 to shareholders of record as of August 7, 2015. The Company estimates that the aggregate dividend payment will be $420 million . Preferred Stock Repurchase On July 1, 2015, MetLife, Inc. redeemed and canceled the remaining 22,807,587 shares of Series B preferred shares not tendered in the tender offer and settled, in cash, $570 million of payables included in other liabilities at June 30, 2015. See Note 9 .

Business, Basis of Presentati23

Business, Basis of Presentation and Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 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 , as revised by MetLife, Inc.’s Current Report on Form 8-K filed with the U.S. Securities and Exchange Commission (“SEC”) on May 21, 2015 (as revised, 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 May 31, 2015 and November 30, 2014 and the operating results of such subsidiaries for the three months and six months ended May 31, 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 Past Due and Interest Accrual Status of Mortgage Loans The Company defines delinquency consistent with industry practice, when mortgage loans are past due as follows: commercial and residential mortgage loans — 60 days and agricultural mortgage loans — 90 days. 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 both the three months and six months ended June 30, 2015 and 2014 , the Company did not have a significant amount of mortgage loans modified in a troubled debt restructuring. 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 estimated 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 estimated 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 estimated fair value with changes in estimated 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)	6 Months Ended
	Jun. 30, 2015
Segment Reporting [Abstract]
Segment Reporting Information, by Segment	Operating Results Americas Three Months Ended June 30, 2015 Retail Group, Voluntary & Worksite Benefits Corporate Benefit Funding Latin America Total Asia EMEA Corporate & Other Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 1,747 $ 4,104 $ 319 $ 783 $ 6,953 $ 1,809 $ 525 $ 26 $ 9,313 $ (1 ) $ 9,312 Universal life and investment-type product policy fees 1,252 183 59 301 1,795 400 114 26 2,335 99 2,434 Net investment income 2,003 481 1,526 283 4,293 679 84 129 5,185 (238 ) 4,947 Other revenues 263 114 77 7 461 28 19 19 527 (9 ) 518 Net investment gains (losses) — — — — — — — — — (133 ) (133 ) Net derivative gains (losses) — — — — — — — — — (912 ) (912 ) Total revenues 5,265 4,882 1,981 1,374 13,502 2,916 742 200 17,360 (1,194 ) 16,166 Expenses Policyholder benefits and claims and policyholder dividends 2,373 3,805 933 744 7,855 1,375 265 8 9,503 180 9,683 Interest credited to policyholder account balances 551 38 294 89 972 328 34 8 1,342 (44 ) 1,298 Capitalization of DAC (257 ) (36 ) (4 ) (100 ) (397 ) (398 ) (132 ) — (927 ) — (927 ) Amortization of DAC and VOBA 400 39 6 86 531 336 133 1 1,001 (104 ) 897 Amortization of negative VOBA — — — (1 ) (1 ) (78 ) (4 ) — (83 ) (9 ) (92 ) Interest expense on debt — — 1 — 1 — — 306 307 1 308 Other expenses 1,220 681 130 419 2,450 869 389 174 3,882 4 3,886 Total expenses 4,287 4,527 1,360 1,237 11,411 2,432 685 497 15,025 28 15,053 Provision for income tax expense (benefit) 288 124 215 21 648 59 7 (175 ) 539 (545 ) (6 ) Operating earnings $ 690 $ 231 $ 406 $ 116 $ 1,443 $ 425 $ 50 $ (122 ) 1,796 Adjustments to: Total revenues (1,194 ) Total expenses (28 ) Provision for income tax (expense) benefit 545 Income (loss) from continuing operations, net of income tax $ 1,119 $ 1,119 Operating Results Americas Three Months Ended June 30, 2014 Retail Group, Voluntary & Worksite Benefits Corporate Benefit Funding Latin America Total Asia EMEA Corporate & Other Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 1,812 $ 4,038 $ 686 $ 798 $ 7,334 $ 1,913 $ 584 $ 22 $ 9,853 $ 20 $ 9,873 Universal life and investment-type product policy fees 1,256 181 55 317 1,809 400 117 34 2,360 98 2,458 Net investment income 1,947 465 1,413 301 4,126 724 112 133 5,095 164 5,259 Other revenues 265 104 75 9 453 24 11 5 493 (3 ) 490 Net investment gains (losses) — — — — — — — — — (125 ) (125 ) Net derivative gains (losses) — — — — — — — — — 311 311 Total revenues 5,280 4,788 2,229 1,425 13,722 3,061 824 194 17,801 465 18,266 Expenses Policyholder benefits and claims and policyholder dividends 2,438 3,789 1,273 749 8,249 1,425 271 19 9,964 421 10,385 Interest credited to policyholder account balances 561 39 287 100 987 394 35 9 1,425 284 1,709 Capitalization of DAC (249 ) (36 ) (18 ) (101 ) (404 ) (457 ) (170 ) — (1,031 ) (1 ) (1,032 ) Amortization of DAC and VOBA 378 35 6 84 503 362 160 — 1,025 37 1,062 Amortization of negative VOBA — — — (1 ) (1 ) (92 ) (6 ) — (99 ) (12 ) (111 ) Interest expense on debt — — 2 — 2 — — 297 299 13 312 Other expenses 1,181 638 129 436 2,384 977 456 162 3,979 12 3,991 Total expenses 4,309 4,465 1,679 1,267 11,720 2,609 746 487 15,562 754 16,316 Provision for income tax expense (benefit) 294 114 187 22 617 128 6 (133 ) 618 (44 ) 574 Operating earnings $ 677 $ 209 $ 363 $ 136 $ 1,385 $ 324 $ 72 $ (160 ) 1,621 Adjustments to: Total revenues 465 Total expenses (754 ) Provision for income tax (expense) benefit 44 Income (loss) from continuing operations, net of income tax $ 1,376 $ 1,376 Operating Results Americas Six Months Ended June 30, 2015 Retail Group, Voluntary & Worksite Benefits Corporate Benefit Funding Latin America Total Asia EMEA Corporate & Other Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 3,496 $ 8,221 $ 737 $ 1,482 $ 13,936 $ 3,561 $ 1,033 $ 36 $ 18,566 $ (1 ) $ 18,565 Universal life and investment-type product policy fees 2,488 371 113 595 3,567 797 216 49 4,629 199 4,828 Net investment income 3,983 959 2,956 501 8,399 1,363 167 238 10,167 241 10,408 Other revenues 514 227 148 17 906 56 29 39 1,030 (17 ) 1,013 Net investment gains (losses) — — — — — — — — — 153 153 Net derivative gains (losses) — — — — — — — — — (91 ) (91 ) Total revenues 10,481 9,778 3,954 2,595 26,808 5,777 1,445 362 34,392 484 34,876 Expenses Policyholder benefits and claims and policyholder dividends 4,822 7,640 1,924 1,325 15,711 2,715 504 20 18,950 329 19,279 Interest credited to policyholder account balances 1,093 75 587 175 1,930 665 64 14 2,673 620 3,293 Capitalization of DAC (504 ) (72 ) (10 ) (211 ) (797 ) (833 ) (265 ) — (1,895 ) — (1,895 ) Amortization of DAC and VOBA 775 80 11 164 1,030 662 261 1 1,954 (32 ) 1,922 Amortization of negative VOBA — — — (1 ) (1 ) (164 ) (8 ) — (173 ) (19 ) (192 ) Interest expense on debt (1 ) — 2 — 1 — — 603 604 2 606 Other expenses 2,396 1,345 254 844 4,839 1,773 751 319 7,682 9 7,691 Total expenses 8,581 9,068 2,768 2,296 22,713 4,818 1,307 957 29,795 909 30,704 Provision for income tax expense (benefit) 557 251 411 52 1,271 207 18 (363 ) 1,133 (243 ) 890 Operating earnings $ 1,343 $ 459 $ 775 $ 247 $ 2,824 $ 752 $ 120 $ (232 ) 3,464 Adjustments to: Total revenues 484 Total expenses (909 ) Provision for income tax (expense) benefit 243 Income (loss) from continuing operations, net of income tax $ 3,282 $ 3,282 Operating Results Americas Six Months Ended June 30, 2014 Retail Group, Voluntary & Worksite Benefits Corporate Benefit Funding Latin America Total Asia EMEA Corporate & Other Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 3,536 $ 8,040 $ 987 $ 1,481 $ 14,044 $ 3,803 $ 1,181 $ 42 $ 19,070 $ 22 $ 19,092 Universal life and investment-type product policy fees 2,503 358 112 628 3,601 789 226 67 4,683 196 4,879 Net investment income 3,941 921 2,795 598 8,255 1,424 219 282 10,180 114 10,294 Other revenues 510 211 143 16 880 51 27 26 984 (16 ) 968 Net investment gains (losses) — — — — — — — — — (536 ) (536 ) Net derivative gains (losses) — — — — — — — — — 654 654 Total revenues 10,490 9,530 4,037 2,723 26,780 6,067 1,653 417 34,917 434 35,351 Expenses Policyholder benefits and claims and policyholder dividends 4,845 7,570 2,161 1,365 15,941 2,822 532 42 19,337 675 20,012 Interest credited to policyholder account balances 1,116 79 565 198 1,958 781 69 18 2,826 352 3,178 Capitalization of DAC (483 ) (70 ) (19 ) (208 ) (780 ) (951 ) (346 ) — (2,077 ) (1 ) (2,078 ) Amortization of DAC and VOBA 807 71 10 163 1,051 700 324 — 2,075 45 2,120 Amortization of negative VOBA — — — (1 ) (1 ) (186 ) (15 ) — (202 ) (24 ) (226 ) Interest expense on debt — — 4 — 4 — — 589 593 31 624 Other expenses 2,323 1,266 244 872 4,705 1,968 920 337 7,930 15 7,945 Total expenses 8,608 8,916 2,965 2,389 22,878 5,134 1,484 986 30,482 1,093 31,575 Provision for income tax expense (benefit) 569 215 369 40 1,193 276 26 (273 ) 1,222 (164 ) 1,058 Operating earnings $ 1,313 $ 399 $ 703 $ 294 $ 2,709 $ 657 $ 143 $ (296 ) 3,213 Adjustments to: Total revenues 434 Total expenses (1,093 ) Provision for income tax (expense) benefit 164 Income (loss) from continuing operations, net of income tax $ 2,718 $ 2,718 The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at: June 30, 2015 December 31, 2014 (In millions) Retail $ 357,228 $ 359,188 Group, Voluntary & Worksite Benefits 46,395 46,483 Corporate Benefit Funding 231,739 228,543 Latin America 70,541 72,259 Asia 113,676 117,894 EMEA 28,472 29,217 Corporate & Other 50,358 48,753 Total $ 898,409 $ 902,337

Insurance (Tables)

Insurance (Tables)	6 Months Ended
	Jun. 30, 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: June 30, 2015 December 31, 2014 In the Event of Death At Annuitization In the Event of Death At Annuitization (In millions) Annuity Contracts (1) Variable Annuities Total contract account value (2) $ 193,102 $ 97,772 $ 196,595 $ 99,000 Separate account value $ 161,952 $ 94,416 $ 163,566 $ 95,963 Net amount at risk (2) $ 5,107 $ 1,821 $ 4,230 $ 1,770 Average attained age of contractholders 66 years 66 years 65 years 65 years Two Tier and Other Annuities Account value N/A $ 958 N/A $ 1,040 Net amount at risk N/A $ 281 N/A $ 340 Average attained age of contractholders N/A 51 years N/A 50 years June 30, 2015 December 31, 2014 Secondary Guarantees Paid-Up Guarantees Secondary Guarantees Paid-Up Guarantees (In millions) Universal and Variable Life Contracts (1) Account value (general and separate account) $ 17,273 $ 3,524 $ 16,875 $ 3,587 Net amount at risk $ 177,498 $ 19,669 $ 180,069 $ 20,344 Average attained age of policyholders 57 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 business of certain variable annuity products from the Company’s former operating joint venture in Japan.

Closed Block (Tables)

Closed Block (Tables)	6 Months Ended
	Jun. 30, 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: June 30, 2015 December 31, 2014 (In millions) Closed Block Liabilities Future policy benefits $ 41,367 $ 41,667 Other policy-related balances 283 265 Policyholder dividends payable 485 461 Policyholder dividend obligation 2,328 3,155 Current income tax payable 4 1 Other liabilities 570 646 Total closed block liabilities 45,037 46,195 Assets Designated to the Closed Block Investments: Fixed maturity securities available-for-sale, at estimated fair value 27,799 29,199 Equity securities available-for-sale, at estimated fair value 120 91 Mortgage loans 6,202 6,076 Policy loans 4,645 4,646 Real estate and real estate joint ventures 649 666 Other invested assets 1,061 1,065 Total investments 40,476 41,743 Cash and cash equivalents 395 227 Accrued investment income 464 477 Premiums, reinsurance and other receivables 93 67 Deferred income tax assets 269 289 Total assets designated to the closed block 41,697 42,803 Excess of closed block liabilities over assets designated to the closed block 3,340 3,392 Amounts included in accumulated other comprehensive income (loss) (“AOCI”) Unrealized investment gains (losses), net of income tax 1,720 2,291 Unrealized gains (losses) on derivatives, net of income tax 45 28 Allocated to policyholder dividend obligation, net of income tax (1,513 ) (2,051 ) Total amounts included in AOCI 252 268 Maximum future earnings to be recognized from closed block assets and liabilities $ 3,592 $ 3,660
Closed block policyholder dividend obligation	Information regarding the closed block policyholder dividend obligation was as follows: Six Months Year (In millions) Balance, beginning of period $ 3,155 $ 1,771 Change in unrealized investment and derivative gains (losses) (827 ) 1,384 Balance, end of period $ 2,328 $ 3,155
Closed block revenues and expenses	Information regarding the closed block revenues and expenses was as follows: Three Months Six Months 2015 2014 2015 2014 (In millions) Revenues Premiums $ 457 $ 473 $ 887 $ 919 Net investment income 498 522 1,013 1,052 Net investment gains (losses) 2 8 1 8 Net derivative gains (losses) (13 ) (3 ) 12 (4 ) Total revenues 944 1,000 1,913 1,975 Expenses Policyholder benefits and claims 643 645 1,251 1,269 Policyholder dividends 244 243 484 476 Other expenses 36 38 73 79 Total expenses 923 926 1,808 1,824 Revenues, net of expenses before provision for income tax expense (benefit) 21 74 105 151 Provision for income tax expense (benefit) 8 26 37 53 Revenues, net of expenses and provision for income tax expense (benefit) $ 13 $ 48 $ 68 $ 98

Investments (Tables)

Investments (Tables)	6 Months Ended
	Jun. 30, 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”). June 30, 2015 December 31, 2014 Cost or Amortized Cost Gross Unrealized Estimated Fair Value Cost or Amortized Cost Gross Unrealized Estimated Fair Value Gains Temporary Losses OTTI Losses Gains Temporary Losses OTTI Losses (In millions) Fixed maturity securities U.S. corporate $ 94,375 $ 7,977 $ 1,206 $ — $ 101,146 $ 96,235 $ 10,343 $ 624 $ — $ 105,954 Foreign corporate 56,284 3,882 1,068 — 59,098 57,695 4,651 664 7 61,675 U.S. Treasury and agency 53,083 4,854 399 — 57,538 54,654 6,892 30 — 61,516 Foreign government 46,004 5,206 153 — 51,057 47,327 5,500 161 — 52,666 RMBS 40,188 1,719 345 44 41,518 38,064 2,102 214 106 39,846 State and political subdivision 13,530 1,735 101 — 15,164 12,922 2,291 26 — 15,187 CMBS (1) 11,472 453 84 (1 ) 11,842 13,762 615 46 (1 ) 14,332 ABS 13,897 203 103 7 13,990 14,121 240 112 — 14,249 Total fixed maturity securities $ 328,833 $ 26,029 $ 3,459 $ 50 $ 351,353 $ 334,780 $ 32,634 $ 1,877 $ 112 $ 365,425 Equity securities Common stock $ 2,058 $ 558 $ 27 $ — $ 2,589 $ 1,990 $ 554 $ 28 $ — $ 2,516 Non-redeemable preferred stock 1,059 75 46 — 1,088 1,086 68 39 — 1,115 Total equity securities $ 3,117 $ 633 $ 73 $ — $ 3,677 $ 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 June 30, 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 June 30, 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 $ 12,889 $ 71,122 $ 72,803 $ 106,462 $ 65,557 $ 328,833 Estimated fair value $ 13,015 $ 74,685 $ 77,611 $ 118,692 $ 67,350 $ 351,353
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. June 30, 2015 December 31, 2014 Less than 12 Months Equal to or Greater than 12 Months Less than 12 Months Equal to or Greater than 12 Months Estimated Fair Value Gross Unrealized Losses Estimated Fair Value Gross Unrealized Losses Estimated Fair Value Gross Unrealized Losses Estimated Fair Value Gross Unrealized Losses (In millions, except number of securities) Fixed maturity securities U.S. corporate $ 19,772 $ 944 $ 2,353 $ 262 $ 11,389 $ 331 $ 4,658 $ 293 Foreign corporate 12,921 871 1,726 197 9,410 505 2,074 166 U.S. Treasury and agency 9,657 395 301 4 8,927 12 1,314 18 Foreign government 3,025 91 435 62 1,085 80 630 81 RMBS 12,298 199 1,767 190 4,180 92 2,534 228 State and political subdivision 1,752 78 101 23 83 1 297 25 CMBS 2,553 61 413 22 1,268 23 934 22 ABS 5,068 68 1,463 42 4,456 57 1,440 55 Total fixed maturity securities $ 67,046 $ 2,707 $ 8,559 $ 802 $ 40,798 $ 1,101 $ 13,881 $ 888 Equity securities Common stock $ 191 $ 27 $ 3 $ — $ 111 $ 28 $ 1 $ — Non-redeemable preferred stock 84 3 185 43 67 2 192 37 Total equity securities $ 275 $ 30 $ 188 $ 43 $ 178 $ 30 $ 193 $ 37 Total number of securities in an unrealized loss position 4,916 1,060 3,153 1,435
Disclosure of Mortgage Loans Net of Valuation Allowance	Mortgage loans are summarized as follows at: June 30, 2015 December 31, 2014 Carrying Value % of Total Carrying Value % of Total (In millions) (In millions) Mortgage loans: Commercial $ 42,953 67.1 % $ 41,088 68.3 % Agricultural 12,498 19.5 12,378 20.6 Residential 8,273 12.9 6,369 10.6 Subtotal (1) 63,724 99.5 59,835 99.5 Valuation allowances (325 ) (0.5 ) (305 ) (0.5 ) Subtotal mortgage loans, net 63,399 99.0 59,530 99.0 Residential — fair value option (“FVO”) 345 0.6 308 0.5 Commercial mortgage loans held by CSEs — FVO 266 0.4 280 0.5 Total mortgage loans, net $ 64,010 100.0 % $ 60,118 100.0 % __________________ (1) Purchases of mortgage loans were $785 million and $2.2 billion for the three months and six months ended June 30, 2015 , respectively. Purchases of mortgage loans were $818 million and $1.4 billion for the three months and six months ended June 30, 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 Investment Valuation Unpaid Principal Balance Recorded Recorded Valuation Carrying (In millions) June 30, 2015 Commercial $ 70 $ 70 $ 18 $ 83 $ 83 $ 42,800 $ 210 $ 135 Agricultural 51 48 3 16 16 12,434 38 61 Residential — — — 91 83 8,190 56 83 Total $ 121 $ 118 $ 21 $ 190 $ 182 $ 63,424 $ 304 $ 279 December 31, 2014 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: Six Months 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) 4 2 23 29 (4 ) (2 ) 3 (3 ) Charge-offs, net of recoveries — — (9 ) (9 ) (24 ) — (1 ) (25 ) Balance, end of period $ 228 $ 41 $ 56 $ 325 $ 230 $ 42 $ 22 $ 294
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 June 30, 2015 December 31, 2014 June 30, 2015 December 31, 2014 (In millions) Commercial $ 10 $ 10 $ 70 $ 75 Agricultural 33 1 46 41 Residential 521 173 512 163 Total $ 564 $ 184 $ 628 $ 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: June 30, 2015 December 31, 2014 (In millions) Fixed maturity securities $ 22,167 $ 30,367 Fixed maturity securities with noncredit OTTI losses in AOCI (50 ) (112 ) Total fixed maturity securities 22,117 30,255 Equity securities 620 608 Derivatives 1,804 1,761 Other 192 149 Subtotal 24,733 32,773 Amounts allocated from: Future policy benefits (1,309 ) (2,886 ) DAC and VOBA related to noncredit OTTI losses recognized in AOCI (4 ) (4 ) DAC, VOBA and DSI (1,451 ) (1,946 ) Policyholder dividend obligation (2,328 ) (3,155 ) Subtotal (5,092 ) (7,991 ) Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI 20 42 Deferred income tax benefit (expense) (6,774 ) (8,556 ) Net unrealized investment gains (losses) 12,887 16,268 Net unrealized investment gains (losses) attributable to noncontrolling interests (24 ) (33 ) Net unrealized investment gains (losses) attributable to MetLife, Inc. $ 12,863 $ 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: Six Months Year (In millions) Balance, beginning of period $ (112 ) $ (218 ) Noncredit OTTI losses and subsequent changes recognized 12 17 Securities sold with previous noncredit OTTI loss 88 53 Subsequent changes in estimated fair value (38 ) 36 Balance, end of period $ (50 ) $ (112 ) The changes in net unrealized investment gains (losses) were as follows: Six Months (In millions) Balance, beginning of period $ 16,235 Fixed maturity securities on which noncredit OTTI losses have been recognized 62 Unrealized investment gains (losses) during the period (8,102 ) Unrealized investment gains (losses) relating to: Future policy benefits 1,577 DAC and VOBA related to noncredit OTTI losses recognized in AOCI — DAC, VOBA and DSI 495 Policyholder dividend obligation 827 Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI (22 ) Deferred income tax benefit (expense) 1,782 Net unrealized investment gains (losses) 12,854 Net unrealized investment gains (losses) attributable to noncontrolling interests 9 Balance, end of period $ 12,863 Change in net unrealized investment gains (losses) $ (3,381 ) Change in net unrealized investment gains (losses) attributable to noncontrolling interests 9 Change in net unrealized investment gains (losses) attributable to MetLife, Inc. $ (3,372 )
Securities Lending	Elements of the securities lending program are presented below at: June 30, 2015 December 31, 2014 (In millions) Securities on loan: (1) Amortized cost $ 28,043 $ 26,989 Estimated fair value $ 29,853 $ 30,269 Cash collateral on deposit from counterparties (2) $ 30,511 $ 30,826 Security collateral on deposit from counterparties (3) $ 99 $ 83 Reinvestment portfolio — estimated fair value $ 30,799 $ 31,314 _________________ (1) Included within fixed maturity securities and short-term investments. At June 30, 2015 , both amortized cost and estimated fair value also include $217 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. The cash collateral liability by loaned security type and remaining tenor of the agreements were as follows at: June 30, 2015 Remaining Tenor of Securities Lending Agreements Open (1) 1 Month or Less 1 to 6 Months 6 Months to 1 Year Total % of Total (In millions) Cash collateral liability by loaned security type U.S. Treasury and agency $ 10,610 $ 8,731 $ 6,847 $ 881 $ 27,069 88.7 % Agency RMBS — 170 1,760 — 1,930 6.4 Foreign government 5 974 218 — 1,197 3.9 U.S. corporate — 276 — — 276 0.9 Foreign corporate 6 33 — — 39 0.1 Total $ 10,621 $ 10,184 $ 8,825 $ 881 $ 30,511 100.0 % December 31, 2014 Remaining Tenor of Securities Lending Agreements Open (1) 1 Month or Less 1 to 6 Months 6 Months to 1 Year Total % of Total (In millions) Cash collateral liability by loaned security type U.S. Treasury and agency $ 10,371 $ 10,423 $ 5,239 $ — $ 26,033 84.5 % Agency RMBS — 482 2,572 — 3,054 9.9 Foreign government 30 1,034 81 — 1,145 3.7 U.S. corporate 125 182 — — 307 1.0 Foreign corporate 175 112 — — 287 0.9 Total $ 10,701 $ 12,233 $ 7,892 $ — $ 30,826 100.0 % _________________ (1) The related loaned security could be returned to the Company on the next business day which would require the Company to immediately return the cash 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: June 30, 2015 December 31, 2014 (In millions) Invested assets on deposit (regulatory deposits) $ 9,036 $ 9,437 Invested assets held in trust (collateral financing arrangements and reinsurance agreements) 10,084 10,069 Invested assets pledged as collateral (1) 25,831 25,996 Total invested assets on deposit, held in trust and pledged as collateral $ 44,951 $ 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 6).
The Components of Net Investment Income	The components of net investment income were as follows: Three Months Six Months 2015 2014 2015 2014 (In millions) Investment income: Fixed maturity securities $ 3,672 $ 3,758 $ 7,213 $ 7,411 Equity securities 35 37 66 67 FVO and trading securities — Actively Traded and FVO general account securities (1) 2 44 39 81 Mortgage loans 801 708 1,531 1,417 Policy loans 151 158 303 315 Real estate and real estate joint ventures 323 262 534 479 Other limited partnership interests 250 206 465 535 Cash, cash equivalents and short-term investments 37 41 72 88 Operating joint ventures 8 3 16 3 Other 30 31 152 76 Subtotal 5,309 5,248 10,391 10,472 Less: Investment expenses 313 299 615 575 Subtotal, net 4,996 4,949 9,776 9,897 FVO and trading securities — FVO contractholder-directed unit-linked investments (1) (55 ) 295 622 360 FVO CSEs — interest income: Commercial mortgage loans 5 14 9 36 Securities 1 1 1 1 Subtotal (49 ) 310 632 397 Net investment income $ 4,947 $ 5,259 $ 10,408 $ 10,294 __________________ (1) Changes in estimated fair value subsequent to purchase for securities still held as of the end of the respective periods included in net investment income were as follows: Three Months Six Months 2015 2014 2015 2014 (In millions) Actively Traded and FVO general account securities $ (38 ) $ 14 $ (40 ) $ 25 FVO contractholder-directed unit-linked investments $ (288 ) $ 138 $ 261 $ 81
The components of net investment gains (losses)	The components of net investment gains (losses) were as follows: Three Months Six Months 2015 2014 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 ) Transportation — (2 ) — (2 ) Industrial — — (2 ) — Total U.S. and foreign corporate securities — (2 ) (5 ) (9 ) RMBS (2 ) (6 ) (15 ) (9 ) ABS — (7 ) — (7 ) OTTI losses on fixed maturity securities recognized in earnings (2 ) (15 ) (20 ) (25 ) Fixed maturity securities — net gains (losses) on sales and disposals 117 69 268 165 Total gains (losses) on fixed maturity securities 115 54 248 140 Total gains (losses) on equity securities: Total OTTI losses recognized — by sector: Non-redeemable preferred stock — (23 ) — (23 ) Common stock (9 ) (10 ) (9 ) (11 ) OTTI losses on equity securities recognized in earnings (9 ) (33 ) (9 ) (34 ) Equity securities — net gains (losses) on sales and disposals 17 58 25 84 Total gains (losses) on equity securities 8 25 16 50 FVO and trading securities — FVO general account securities — (1 ) — 8 Mortgage loans (9 ) 16 (52 ) 5 Real estate and real estate joint ventures (33 ) (1 ) (6 ) 64 Other limited partnership interests (9 ) (36 ) 7 (38 ) Other investment portfolio gains (losses) (27 ) (2 ) (4 ) (6 ) Subtotal — investment portfolio gains (losses) 45 55 209 223 FVO CSEs: Commercial mortgage loans 1 (16 ) (2 ) (15 ) Long-term debt — related to commercial mortgage loans 1 17 2 18 Non-investment portfolio gains (losses) (1) (180 ) (181 ) (56 ) (762 ) Subtotal FVO CSEs and non-investment portfolio gains (losses) (178 ) (180 ) (56 ) (759 ) Total net investment gains (losses) $ (133 ) $ (125 ) $ 153 $ (536 ) __________________ (1) Non-investment portfolio gains (losses) for the three months and six months ended June 30, 2014 includes a loss of $138 million and $633 million , respectively, related to the disposition of MetLife Assurance Limited (“MAL”). 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 tables below. Investment gains and losses on sales of securities are determined on a specific identification basis. Three Months 2015 2014 2015 2014 Fixed Maturity Securities Equity Securities (In millions) Proceeds $ 29,321 $ 19,700 $ 103 $ 326 Gross investment gains $ 338 $ 176 $ 20 $ 60 Gross investment losses (221 ) (107 ) (3 ) (2 ) OTTI losses (2 ) (15 ) (9 ) (33 ) Net investment gains (losses) $ 115 $ 54 $ 8 $ 25 Six Months 2015 2014 2015 2014 Fixed Maturity Securities Equity Securities (In millions) Proceeds $ 59,327 $ 41,991 $ 156 $ 427 Gross investment gains $ 676 $ 490 $ 35 $ 87 Gross investment losses (408 ) (325 ) (10 ) (3 ) OTTI losses (20 ) (25 ) (9 ) (34 ) Net investment gains (losses) $ 248 $ 140 $ 16 $ 50
Rollforward of the Cumulative Credit Loss Component of OTTI income (loss)	The table below presents a rollforward of the cumulative credit loss component of OTTI loss recognized in earnings on fixed maturity securities still held for which a portion of the OTTI loss was recognized in other comprehensive income (loss) (“OCI”): Three Months Six Months 2015 2014 2015 2014 (In millions) Balance, beginning of period $ 357 $ 370 $ 357 $ 378 Additions: Initial impairments — credit loss OTTI on securities not previously impaired — — 2 — Additional impairments — credit loss OTTI on securities previously impaired 2 6 13 8 Reductions: Sales (maturities, pay downs or prepayments) of securities previously impaired as credit loss OTTI (78 ) (10 ) (91 ) (20 ) Securities impaired to net present value of expected future cash flows — (7 ) — (7 ) Increase in cash flows — accretion of previous credit loss OTTI (1 ) — (1 ) — Balance, end of period $ 280 $ 359 $ 280 $ 359
Variable Interest Entity, Primary Beneficiary [Member]
Variable Interest Entity [Line Items]
Schedule of Variable Interest Entities [Table Text Block]	The following table presents the total assets and total liabilities relating to VIEs for which the Company has concluded that it is the primary beneficiary and which are consolidated at June 30, 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. June 30, 2015 December 31, 2014 Total Assets Total Liabilities Total Assets Total Liabilities (In millions) MRSC (collateral financing arrangement (primarily securities)) (1) $ 3,469 $ — $ 3,471 $ — Operating joint venture (2) 2,466 2,076 2,405 1,999 CSEs (assets (primarily loans) and liabilities (primarily debt)) (3) 282 136 297 155 Investments: Other invested assets 58 — 59 — FVO and trading securities — — 45 — Other limited partnership interests 34 — 37 — Real estate joint ventures — — 9 15 Total $ 6,309 $ 2,212 $ 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 $126 million and $123 million at estimated fair value at June 30, 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 $2 million for the three months and six months ended June 30, 2015 , respectively, and $13 million and $31 million for the three months and six months ended June 30, 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: June 30, 2015 December 31, 2014 Carrying Amount Maximum Exposure to Loss (1) Carrying Amount Maximum Exposure to Loss (1) (In millions) Fixed maturity securities AFS: Structured securities (RMBS, CMBS and ABS) (2) $ 67,350 $ 67,350 $ 68,427 $ 68,427 U.S. and foreign corporate 3,420 3,420 3,829 3,829 Other limited partnership interests 6,208 8,156 6,250 8,402 Other invested assets 1,593 2,017 1,720 2,050 FVO and trading securities 628 628 565 565 Real estate joint ventures 76 100 100 125 Mortgage loans 33 33 51 51 Equity securities AFS: Non-redeemable preferred stock 40 40 41 41 Total $ 79,348 $ 81,744 $ 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 $197 million and $212 million at June 30, 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 Fair Value % of Total Debt Service Coverage Ratios % of Total > 1.20x 1.00x - 1.20x < 1.00x Total (In millions) (In millions) June 30, 2015 Loan-to-value ratios Less than 65% $ 35,710 $ 1,216 $ 658 $ 37,584 87.5 % $ 39,102 87.9 % 65% to 75% 3,911 349 63 4,323 10.1 4,345 9.8 76% to 80% 133 — 8 141 0.3 148 0.3 Greater than 80% 541 259 105 905 2.1 904 2.0 Total $ 40,295 $ 1,824 $ 834 $ 42,953 100.0 % $ 44,499 100.0 % December 31, 2014 Loan-to-value ratios Less than 65% $ 33,933 $ 1,105 $ 1,101 $ 36,139 88.0 % $ 38,166 88.4 % 65% to 75% 3,306 405 87 3,798 9.2 3,873 9.0 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 $ 41,088 100.0 % $ 43,179 100.0 %
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: June 30, 2015 December 31, 2014 Recorded Investment % of Total Recorded Investment % of Total (In millions) (In millions) Loan-to-value ratios Less than 65% $ 11,733 93.8 % $ 11,743 94.9 % 65% to 75% 625 5.0 533 4.3 76% to 80% 70 0.6 17 0.1 Greater than 80% 70 0.6 85 0.7 Total $ 12,498 100.0 % $ 12,378 100.0 %
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: June 30, 2015 December 31, 2014 Recorded Investment % of Total Recorded Investment % of Total (In millions) (In millions) Performance indicators Performing $ 7,752 93.7 % $ 6,196 97.3 % Nonperforming 521 6.3 173 2.7 Total $ 8,273 100.0 % $ 6,369 100.0 %

Derivatives (Tables)

Derivatives (Tables)	6 Months Ended
	Jun. 30, 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: June 30, 2015 December 31, 2014 Primary Underlying Risk Exposure Gross Notional Amount Estimated Fair Value Gross Notional Amount Estimated Fair Value Assets Liabilities Assets Liabilities (In millions) Derivatives Designated as Hedging Instruments Fair value hedges: Interest rate swaps Interest rate $ 5,914 $ 1,968 $ 18 $ 6,044 $ 2,064 $ 21 Foreign currency swaps Foreign currency exchange rate 3,077 125 225 2,708 65 100 Foreign currency forwards Foreign currency exchange rate 2,085 — 82 2,335 — 291 Subtotal 11,076 2,093 325 11,087 2,129 412 Cash flow hedges: Interest rate swaps Interest rate 2,835 386 13 2,560 528 — Interest rate forwards Interest rate 105 19 — 225 63 — Foreign currency swaps Foreign currency exchange rate 21,050 888 1,377 18,325 563 930 Subtotal 23,990 1,293 1,390 21,110 1,154 930 Foreign operations hedges: Foreign currency forwards Foreign currency exchange rate 4,059 130 4 4,097 295 11 Currency options Foreign currency exchange rate 6,769 312 12 6,419 415 — Subtotal 10,828 442 16 10,516 710 11 Total qualifying hedges 45,894 3,828 1,731 42,713 3,993 1,353 Derivatives Not Designated or Not Qualifying as Hedging Instruments Interest rate swaps Interest rate 92,199 3,993 1,829 93,266 4,570 2,051 Interest rate floors Interest rate 30,155 328 102 55,645 440 199 Interest rate caps Interest rate 52,874 85 1 49,128 145 1 Interest rate futures Interest rate 2,997 9 12 2,707 4 9 Interest rate options Interest rate 35,507 1,066 78 48,078 1,241 75 Synthetic GICs Interest rate 4,211 — — 4,298 — — Foreign currency swaps Foreign currency exchange rate 11,354 437 437 11,041 447 385 Foreign currency forwards Foreign currency exchange rate 12,612 114 534 13,206 127 791 Currency futures Foreign currency exchange rate 1,013 1 — 522 2 — Currency options Foreign currency exchange rate 9,920 608 319 8,324 585 340 Credit default swaps — purchased Credit 2,622 12 39 2,830 8 34 Credit default swaps — written Credit 10,594 163 5 10,527 181 6 Equity futures Equity market 6,333 47 15 6,073 65 2 Equity index options Equity market 42,856 1,440 1,104 39,345 1,426 1,036 Equity variance swaps Equity market 24,826 286 719 24,598 196 639 TRRs Equity market 3,558 77 3 3,297 22 101 Total non-designated or non-qualifying derivatives 343,631 8,666 5,197 372,885 9,459 5,669 Total $ 389,525 $ 12,494 $ 6,928 $ 415,598 $ 13,452 $ 7,022
Components of Net Derivatives Gains (Losses)	The components of net derivative gains (losses) were as follows: Three Months Six Months 2015 2014 2015 2014 (In millions) Derivatives and hedging gains (losses) (1) $ (1,733 ) $ 82 $ (885 ) $ 534 Embedded derivatives gains (losses) 821 229 794 120 Total net derivative gains (losses) $ (912 ) $ 311 $ (91 ) $ 654 __________________ (1) Includes foreign currency transaction gains (losses) on hedged items in cash flow and non-qualifying hedging relationships, which are not presented elsewhere in this note.
Earned Income On Derivatives And Income Statement Location	The following table presents earned income on derivatives: Three Months Six Months 2015 2014 2015 2014 (In millions) Qualifying hedges: Net investment income $ 45 $ 34 $ 103 $ 67 Interest credited to policyholder account balances 13 32 15 64 Other expenses 1 — (2 ) (1 ) Non-qualifying hedges: Net investment income (1 ) (1 ) (2 ) (2 ) Net derivative gains (losses) 240 149 501 368 Policyholder benefits and claims 4 (56 ) 8 (64 ) Total $ 302 $ 158 $ 623 $ 432
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 Derivative Gains (Losses) Net Investment Income (1) Policyholder Benefits and Claims (2) (In millions) Three Months Ended June 30, 2015 Interest rate derivatives $ (1,459 ) $ — $ (18 ) Foreign currency exchange rate derivatives (590 ) — — Credit derivatives — purchased 4 1 — Credit derivatives — written (34 ) — — Equity derivatives (186 ) (3 ) (27 ) Total $ (2,265 ) $ (2 ) $ (45 ) Three Months Ended June 30, 2014 Interest rate derivatives $ 305 $ — $ 10 Foreign currency exchange rate derivatives (81 ) — — Credit derivatives — purchased (7 ) (1 ) — Credit derivatives — written 22 — — Equity derivatives (425 ) (6 ) (119 ) Total $ (186 ) $ (7 ) $ (109 ) Six Months Ended June 30, 2015 Interest rate derivatives $ (907 ) $ — $ (7 ) Foreign currency exchange rate derivatives 79 — — Credit derivatives — purchased (7 ) — — Credit derivatives — written (31 ) 1 — Equity derivatives (648 ) (7 ) (126 ) Total $ (1,514 ) $ (6 ) $ (133 ) Six Months Ended June 30, 2014 Interest rate derivatives $ 603 $ — $ 22 Foreign currency exchange rate derivatives (12 ) — — Credit derivatives — purchased (6 ) — — Credit derivatives — written 13 — — Equity derivatives (606 ) (12 ) (157 ) Total $ (8 ) $ (12 ) $ (135 ) __________________ (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 Hedging Relationships Hedged Items in Fair Value Hedging Relationships Net Derivative Gains (Losses) Recognized for Derivatives Net Derivative Gains (Losses) Recognized for Hedged Items Ineffectiveness Recognized in Net Derivative Gains (Losses) (In millions) Three Months Ended June 30, 2015 Interest rate swaps: Fixed maturity securities $ 4 $ (2 ) $ 2 Policyholder liabilities (1) (366 ) 362 (4 ) Foreign currency swaps: Foreign-denominated fixed maturity securities (3 ) 5 2 Foreign-denominated policyholder account balances (2) 110 (112 ) (2 ) Foreign currency forwards: Foreign-denominated fixed maturity securities (81 ) 74 (7 ) Total $ (336 ) $ 327 $ (9 ) Three Months Ended June 30, 2014 Interest rate swaps: Fixed maturity securities $ (3 ) $ 2 $ (1 ) Policyholder liabilities (1) 137 (131 ) 6 Foreign currency swaps: Foreign-denominated fixed maturity securities (3 ) 3 — Foreign-denominated policyholder account balances (2) 1 (3 ) (2 ) Foreign currency forwards: Foreign-denominated fixed maturity securities 6 (5 ) 1 Total $ 138 $ (134 ) $ 4 Six Months Ended June 30, 2015 Interest rate swaps: Fixed maturity securities $ (1 ) $ 5 $ 4 Policyholder liabilities (1) (169 ) 164 (5 ) Foreign currency swaps: Foreign-denominated fixed maturity securities 7 (3 ) 4 Foreign-denominated policyholder account balances (2) (139 ) 133 (6 ) Foreign currency forwards: Foreign-denominated fixed maturity securities (98 ) 90 (8 ) Total $ (400 ) $ 389 $ (11 ) Six Months Ended June 30, 2014 Interest rate swaps: Fixed maturity securities $ (2 ) $ 3 $ 1 Policyholder liabilities (1) 346 (335 ) 11 Foreign currency swaps: Foreign-denominated fixed maturity securities (7 ) 7 — Foreign-denominated policyholder account balances (2) (26 ) 29 3 Foreign currency forwards: Foreign-denominated fixed maturity securities 16 (14 ) 2 Total $ 327 $ (310 ) $ 17 __________________ (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 June 30, 2015 Foreign currency forwards $ 45 Currency options (2 ) Total $ 43 Three Months Ended June 30, 2014 Foreign currency forwards $ (45 ) Currency options (124 ) Total $ (169 ) Six Months Ended June 30, 2015 Foreign currency forwards $ 156 Currency options (43 ) Total $ 113 Six Months Ended June 30, 2014 Foreign currency forwards $ (79 ) Currency options (238 ) Total $ (317 ) __________________ (1) During both the three months and six months ended June 30, 2015 , 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. In May 2014, the Company sold its interest in MAL (see Note 3 of the Notes to the Consolidated Financial Statements included in the 2014 Annual Report), which was a hedged item in a net investment hedging relationship. As a result, during both the three months and six months ended June 30, 2014 , the Company released losses of $77 million from AOCI into earnings upon the sale. (2) There was no ineffectiveness recognized for the Company’s hedges of net investments in foreign operations. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
Schedule of estimated fair value, maximum amount of future payments and weighted average years to maturity of written credit default swaps	The following table presents the estimated fair value, maximum amount of future payments and weighted average years to maturity of written credit default swaps at: June 30, 2015 December 31, 2014 Rating Agency Designation of Referenced Credit Obligations (1) Estimated Fair Value of Credit Default Swaps Maximum Amount of Future Payments under Credit Default Swaps (2) Weighted Average Years to Maturity (3) Estimated Fair Value of Credit Default Swaps Maximum Amount of Future Payments under Credit Default Swaps (2) Weighted Average Years to Maturity (3) (In millions) (In millions) Aaa/Aa/A Single name credit default swaps (corporate) $ 9 $ 707 2.5 $ 10 $ 677 2.4 Credit default swaps referencing indices 5 1,600 2.9 10 1,700 2.6 Subtotal 14 2,307 2.8 20 2,377 2.6 Baa Single name credit default swaps (corporate) 20 1,438 2.7 23 1,591 2.8 Credit default swaps referencing indices 81 5,990 4.7 94 5,774 4.7 Subtotal 101 7,428 4.3 117 7,365 4.3 Ba Single name credit default swaps (corporate) — 65 2.6 — 60 3.0 Credit default swaps referencing indices 1 100 1.5 (1 ) 100 2.0 Subtotal 1 165 1.9 (1 ) 160 2.4 B Single name credit default swaps (corporate) — — — — — — Credit default swaps referencing indices 42 694 4.9 39 625 4.9 Subtotal 42 694 4.9 39 625 4.9 Total $ 158 $ 10,594 4.0 $ 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: June 30, 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) $ 11,486 $ 5,961 $ 12,256 $ 6,017 OTC-cleared (1) 1,200 1,006 1,380 1,054 Exchange-traded 57 27 71 11 Total gross estimated fair value of derivatives (1) 12,743 6,994 13,707 7,082 Amounts offset on the consolidated balance sheets — — — — Estimated fair value of derivatives presented on the consolidated balance sheets (1) 12,743 6,994 13,707 7,082 Gross amounts not offset on the consolidated balance sheets: Gross estimated fair value of derivatives: (2) OTC-bilateral (4,434 ) (4,434 ) (4,082 ) (4,082 ) OTC-cleared (882 ) (882 ) (989 ) (989 ) Exchange-traded (11 ) (11 ) (5 ) (5 ) Cash collateral: (3), (4) OTC-bilateral (4,492 ) (11 ) (4,153 ) (133 ) OTC-cleared (306 ) (118 ) (386 ) (62 ) Exchange-traded — (13 ) — (4 ) Securities collateral: (5) OTC-bilateral (1,973 ) (1,356 ) (3,768 ) (1,700 ) OTC-cleared — (6 ) — (3 ) Exchange-traded — (3 ) — (2 ) Net amount after application of master netting agreements and collateral $ 645 $ 160 $ 324 $ 102 __________________ (1) At June 30, 2015 and December 31, 2014 , derivative assets included income or expense accruals reported in accrued investment income or in other liabilities of $249 million and $255 million , respectively, and derivative liabilities included income or expense accruals reported in accrued investment income or in other liabilities of $66 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 $0 and $263 million at June 30, 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 June 30, 2015 and December 31, 2014 , the Company received excess cash collateral of $86 million and $87 million (including $0 and $36 million off-balance sheet cash collateral held in separate custodial accounts), respectively, and provided excess cash collateral of $285 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 June 30, 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 June 30, 2015 and December 31, 2014 , the Company received excess securities collateral with an estimated fair value of $82 million and $395 million , respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At June 30, 2015 and December 31, 2014 , the Company provided excess securities collateral with an estimated fair value of $149 million and $117 million , respectively, for its OTC-bilateral derivatives, and $227 million and $199 million , respectively, for its OTC-cleared derivatives, and $84 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 Hedging Relationships Amount of Gains (Losses) Deferred in AOCI on Derivatives Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss) Amount and Location of Gains (Losses) Recognized in Income (Loss) on Derivatives (Effective Portion) (Effective Portion) (Ineffective Portion) Net Derivative Gains (Losses) Net Investment Income Other Expenses Net Derivative Gains (Losses) (In millions) Three Months Ended June 30, 2015 Interest rate swaps $ (269 ) $ 7 $ 3 $ — $ (1 ) Interest rate forwards (20 ) 1 1 — — Foreign currency swaps (106 ) 290 (1 ) 1 (2 ) Credit forwards — — 1 — — Total $ (395 ) $ 298 $ 4 $ 1 $ (3 ) Three Months Ended June 30, 2014 Interest rate swaps $ 134 $ 12 $ 2 $ — $ (5 ) Interest rate forwards 11 2 1 1 — Foreign currency swaps 30 62 — — (1 ) Credit forwards — — — — — Total $ 175 $ 76 $ 3 $ 1 $ (6 ) Six Months Ended June 30, 2015 Interest rate swaps $ (95 ) $ 12 $ 6 $ — $ 2 Interest rate forwards (5 ) 4 2 1 — Foreign currency swaps (108 ) (277 ) (1 ) 1 2 Credit forwards — — 1 — — Total $ (208 ) $ (261 ) $ 8 $ 2 $ 4 Six Months Ended June 30, 2014 Interest rate swaps $ 362 $ 27 $ 4 $ — $ — Interest rate forwards 52 2 2 1 1 Foreign currency swaps 82 98 (1 ) 1 (1 ) Credit forwards — — — — — Total $ 496 $ 127 $ 5 $ 2 $ —
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 Collateral Provided Fair Value of Incremental Collateral Provided Upon Estimated Fair Value of Derivatives in Net Liability Position (1) Fixed Maturity Securities Cash One Notch Downgrade in the Company’s Credit Rating Downgrade in the Company’s Credit Rating to a Level that Triggers Full Overnight Collateralization or Termination of the Derivative Position (In millions) June 30, 2015 Derivatives subject to credit-contingent provisions $ 1,425 $ 1,418 $ 8 $ 5 $ 7 Derivatives not subject to credit-contingent provisions 92 70 3 — — Total $ 1,517 $ 1,488 $ 11 $ 5 $ 7 December 31, 2014 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 Six Months 2015 2014 2015 2014 (In millions) Net derivative gains (losses) (1) $ 821 $ 229 $ 794 $ 120 Policyholder benefits and claims $ (43 ) $ 8 $ (19 ) $ 23 __________________ (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 ($100) million and ($31) million for the three months and six months ended June 30, 2015 , respectively, and ($51) million and ($8) million for the three months and six months ended June 30, 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 June 30, 2015 December 31, 2014 (In millions) Net embedded derivatives within asset host contracts: Ceded guaranteed minimum benefits Premiums, reinsurance and other receivables $ 303 $ 324 Funds withheld on assumed reinsurance Other invested assets 39 53 Options embedded in debt or equity securities Investments (262 ) (217 ) Net embedded derivatives within asset host contracts $ 80 $ 160 Net embedded derivatives within liability host contracts: Direct guaranteed minimum benefits Policyholder account balances and Future policy benefits $ (1,333 ) $ (1,126 ) Assumed guaranteed minimum benefits Policyholder account balances 773 973 Funds withheld on ceded reinsurance Other liabilities 42 83 Other Policyholder account balances 24 24 Net embedded derivatives within liability host contracts $ (494 ) $ (46 )

Fair Value (Tables)

Fair Value (Tables)	6 Months Ended
	Jun. 30, 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. June 30, 2015 Fair Value Hierarchy Level 1 Level 2 Level 3 Total Estimated Fair Value (In millions) Assets Fixed maturity securities: U.S. corporate $ — $ 94,013 $ 7,133 $ 101,146 Foreign corporate — 52,711 6,387 59,098 U.S. Treasury and agency 32,795 24,688 55 57,538 Foreign government — 49,721 1,336 51,057 RMBS 2,635 34,747 4,136 41,518 State and political subdivision — 15,109 55 15,164 CMBS — 11,113 729 11,842 ABS — 11,837 2,153 13,990 Total fixed maturity securities 35,430 293,939 21,984 351,353 Equity securities: Common stock 1,514 918 157 2,589 Non-redeemable preferred stock — 756 332 1,088 Total equity securities 1,514 1,674 489 3,677 FVO and trading securities: Actively Traded securities — 641 13 654 FVO general account securities 480 35 88 603 FVO contractholder-directed unit-linked investments 11,230 3,595 364 15,189 FVO securities held by CSEs — 4 10 14 Total FVO and trading securities 11,710 4,275 475 16,460 Short-term investments (1) 2,453 8,517 1,809 12,779 Mortgage loans: Residential mortgage loans — FVO — — 345 345 Commercial mortgage loans held by CSEs — FVO — 266 — 266 Total mortgage loans — 266 345 611 Other invested assets: Other investments 166 56 — 222 Derivative assets: (2) Interest rate 9 7,826 19 7,854 Foreign currency exchange rate 1 2,588 26 2,615 Credit — 165 10 175 Equity market 47 1,383 420 1,850 Total derivative assets 57 11,962 475 12,494 Total other invested assets 223 12,018 475 12,716 Net embedded derivatives within asset host contracts (3) — — 342 342 Separate account assets (4) 84,287 233,265 1,925 319,477 Total assets $ 135,617 $ 553,954 $ 27,844 $ 717,415 Liabilities Derivative liabilities: (2) Interest rate $ 12 $ 2,040 $ 1 $ 2,053 Foreign currency exchange rate — 2,888 102 2,990 Credit — 43 1 44 Equity market 15 1,083 743 1,841 Total derivative liabilities 27 6,054 847 6,928 Net embedded derivatives within liability host contracts (3) — 5 (499 ) (494 ) Long-term debt of CSEs — FVO — 122 12 134 Trading liabilities (5) 207 20 4 231 Total liabilities $ 234 $ 6,201 $ 364 $ 6,799 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 June 30, 2015 and December 31, 2014 , equity securities also included embedded derivatives of ($262) 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: June 30, 2015 December 31, 2014 Impact of Valuation Significant Range Weighted Range Weighted Fixed maturity securities (3) U.S. corporate and foreign corporate • Matrix pricing • Delta spread adjustments (4) (40) - 240 43 (40) - 240 46 Decrease • Market pricing • Quoted prices (5) 2 - 780 149 — - 750 151 Increase • Consensus pricing • Offered quotes (5) 31 - 133 98 31 - 126 99 Increase Foreign government • Market pricing • Quoted prices (5) 72 - 196 107 92 - 189 106 Increase RMBS • Market pricing • Quoted prices (5) 12 - 130 94 22 - 120 97 Increase (6) • Consensus pricing • Offered quotes (5) 33 - 113 94 1 - 118 93 Increase (6) ABS • Market pricing • Quoted prices (5) 15 - 110 101 15 - 110 100 Increase (6) • Consensus pricing • Offered quotes (5) 65 - 106 100 56 - 106 102 Increase (6) Derivatives Interest rate • Present value techniques • Swap yield (7) 322 - 333 278 - 297 Increase (12) Foreign currency exchange rate • Present value techniques • Swap yield (7) (2) - 329 62 - 2,430 Increase (12) • Correlation (8) 39% - 57% 40% - 55% Credit • Present value techniques • Credit spreads (9) 99 - 100 98 - 100 Decrease (9) • Consensus pricing • Offered quotes (10) Equity market • Present value techniques or option pricing models • Volatility (11) 15% - 35% 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% - 0.75% 0.04% - 0.88% Decrease (13) Ages 61 - 115 0.15% - 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 8.58% - 33% 7.30% - 33% Increase (17) • Nonperformance risk spread (0.19)% - 0.83% (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 June 30, 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: June 30, 2015 December 31, 2014 Impact of Valuation Significant Range Weighted Range Weighted Fixed maturity securities (3) U.S. corporate and foreign corporate • Matrix pricing • Delta spread adjustments (4) (40) - 240 43 (40) - 240 46 Decrease • Market pricing • Quoted prices (5) 2 - 780 149 — - 750 151 Increase • Consensus pricing • Offered quotes (5) 31 - 133 98 31 - 126 99 Increase Foreign government • Market pricing • Quoted prices (5) 72 - 196 107 92 - 189 106 Increase RMBS • Market pricing • Quoted prices (5) 12 - 130 94 22 - 120 97 Increase (6) • Consensus pricing • Offered quotes (5) 33 - 113 94 1 - 118 93 Increase (6) ABS • Market pricing • Quoted prices (5) 15 - 110 101 15 - 110 100 Increase (6) • Consensus pricing • Offered quotes (5) 65 - 106 100 56 - 106 102 Increase (6) Derivatives Interest rate • Present value techniques • Swap yield (7) 322 - 333 278 - 297 Increase (12) Foreign currency exchange rate • Present value techniques • Swap yield (7) (2) - 329 62 - 2,430 Increase (12) • Correlation (8) 39% - 57% 40% - 55% Credit • Present value techniques • Credit spreads (9) 99 - 100 98 - 100 Decrease (9) • Consensus pricing • Offered quotes (10) Equity market • Present value techniques or option pricing models • Volatility (11) 15% - 35% 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% - 0.75% 0.04% - 0.88% Decrease (13) Ages 61 - 115 0.15% - 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 8.58% - 33% 7.30% - 33% Increase (17) • Nonperformance risk spread (0.19)% - 0.83% (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 June 30, 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. Corporate Foreign Corporate U.S Treasury and Agency Foreign Government RMBS State and Political Subdivision CMBS ABS (In millions) Three Months Ended June 30, 2015 Balance, beginning of period $ 7,321 $ 6,408 $ — $ 1,384 $ 4,545 $ 2 $ 644 $ 2,453 Total realized/unrealized gains (losses) included in: Net income (loss): (1), (2) Net investment income 5 3 — 4 29 — — 2 Net investment gains (losses) 17 5 — — 12 — — — Net derivative gains (losses) — — — — — — — — Policyholder benefits and claims — — — — — — — — OCI (297 ) (110 ) — (27 ) 16 — 1 (4 ) Purchases (3) 336 271 55 88 453 55 84 681 Sales (3) (325 ) (213 ) — (20 ) (331 ) — (50 ) (67 ) Issuances (3) — — — — — — — — Settlements (3) — — — — — — — — Transfers into Level 3 (4) 166 86 — 10 6 — 58 89 Transfers out of Level 3 (4) (90 ) (63 ) — (103 ) (594 ) (2 ) (8 ) (1,001 ) Balance, end of period $ 7,133 $ 6,387 $ 55 $ 1,336 $ 4,136 $ 55 $ 729 $ 2,153 Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ 4 $ 3 $ — $ 4 $ 29 $ — $ — $ 2 Net investment gains (losses) $ — $ — $ — $ — $ (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 Held by CSEs Short-term Residential (In millions) Three Months Ended June 30, 2015 Balance, beginning of period $ 94 $ 244 $ 10 $ 89 $ 412 $ 10 $ 1,358 $ 329 Total realized/unrealized gains (losses) included in: Net income (loss): (1), (2) Net investment income — — — (1 ) (2 ) — 2 (2 ) Net investment gains (losses) 2 — — — — — — — Net derivative gains (losses) — — — — — — — — Policyholder benefits and claims — — — — — — — — OCI — (2 ) — — — — (1 ) — Purchases (3) 40 2 8 1 65 — 1,702 45 Sales (3) (5 ) (15 ) (4 ) (1 ) (121 ) — (975 ) (23 ) Issuances (3) — — — — — — — — Settlements (3) — — — — — — — (4 ) Transfers into Level 3 (4) 27 104 — — 52 — — — Transfers out of Level 3 (4) (1 ) (1 ) (1 ) — (42 ) — (277 ) — Balance, end of period $ 157 $ 332 $ 13 $ 88 $ 364 $ 10 $ 1,809 $ 345 Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ — $ — $ — $ (1 ) $ (5 ) $ — $ 1 $ (2 ) Net investment gains (losses) $ — $ — $ — $ — $ — $ — $ — $ — Net derivative gains (losses) $ — $ — $ — $ — $ — $ — $ — $ — Policyholder benefits and claims $ — $ — $ — $ — $ — $ — $ — $ — Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Net Derivatives (6) Interest Rate Foreign Currency Exchange Rate Credit Equity Market Net Embedded Derivatives (7) Separate Account Assets (8) Long-term Debt of CSEs — FVO Trading Liabilities (In millions) Three Months Ended June 30, 2015 Balance, beginning of period $ 69 $ (67 ) $ 10 $ (357 ) $ 278 $ 2,056 $ (12 ) $ — Total realized/unrealized gains (losses) included in: Net income (loss): (1), (2) Net investment income — — — — — — — — Net investment gains (losses) — — — — — (30 ) — — Net derivative gains (losses) (8 ) (15 ) (1 ) 22 780 — — — Policyholder benefits and claims — — — — (43 ) — — — OCI (20 ) (1 ) — — 21 — — — Purchases (3) — — — 4 — 153 — (4 ) Sales (3) — — — — — (83 ) — — Issuances (3) (1 ) — — — — — — — Settlements (3) (22 ) 7 — 8 (195 ) (1 ) — — Transfers into Level 3 (4) — — — — — — — — Transfers out of Level 3 (4) — — — — — (170 ) — — Balance, end of period $ 18 $ (76 ) $ 9 $ (323 ) $ 841 $ 1,925 $ (12 ) $ (4 ) Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ — $ — $ — $ — $ — $ — $ — $ — Net investment gains (losses) $ — $ — $ — $ — $ — $ — $ — $ — Net derivative gains (losses) $ — $ (13 ) $ (2 ) $ 22 $ 765 $ — $ — $ — Policyholder benefits and claims $ — $ — $ — $ — $ (42 ) $ — $ — $ — Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Fixed Maturity Securities U.S. Corporate Foreign Corporate U.S. Foreign Government RMBS State and Political Subdivision CMBS ABS (In millions) Three Months Ended June 30, 2014 Balance, beginning of period $ 7,378 $ 6,501 $ 45 $ 1,545 $ 3,439 $ 21 $ 682 $ 2,800 Total realized/unrealized gains (losses) included in: Net income (loss): (1), (2) Net investment income 4 (1 ) — 96 25 — — 1 Net investment gains (losses) 7 (3 ) — — — — — 2 Net derivative gains (losses) — — — — — — — — Policyholder benefits and claims — — — — — — — — OCI 108 339 — (91 ) 81 — (8 ) (3 ) Purchases (3) 487 394 301 118 802 2 15 1,616 Sales (3) (455 ) (323 ) (26 ) (96 ) (209 ) — (34 ) (259 ) Issuances (3) — — — — — — — — Settlements (3) — — — — — — — — Transfers into Level 3 (4) 253 223 — 284 — 12 — 121 Transfers out of Level 3 (4) (413 ) (518 ) — (184 ) (193 ) — (60 ) (492 ) Balance, end of period $ 7,369 $ 6,612 $ 320 $ 1,672 $ 3,945 $ 35 $ 595 $ 3,786 Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ 2 $ (2 ) $ — $ 1 $ 13 $ — $ — $ — Net investment gains (losses) $ — $ (2 ) $ — $ — $ — $ — $ — $ — Net derivative gains (losses) $ — $ — $ — $ — $ — $ — $ — $ — Policyholder benefits and claims $ — $ — $ — $ — $ — $ — $ — $ — Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Equity Securities FVO and Trading Securities Common Stock Non- redeemable Preferred Stock Actively Traded Securities FVO General Account Securities FVO Contractholder- directed Unit-linked Investments FVO Securities Held by CSEs Short-term Investments Residential Mortgage Loans - FVO (In millions) Three Months Ended June 30, 2014 Balance, beginning of period $ 203 $ 441 $ 11 $ 29 $ 624 $ 11 $ 1,032 $ 352 Total realized/unrealized gains (losses) included in: Net income (loss): (1), (2) Net investment income — — — 11 6 — 1 8 Net investment gains (losses) (2 ) (3 ) — — — — — — Net derivative gains (losses) — — — — — — — — Policyholder benefits and claims — — — — — — — — OCI 40 15 — — — — — — Purchases (3) 24 — 19 — 281 — 212 24 Sales (3) (2 ) — (2 ) — (270 ) — (461 ) (3 ) Issuances (3) — — — — — — — — Settlements (3) — — — — — — — (14 ) Transfers into Level 3 (4) 2 — — 69 37 — — — Transfers out of Level 3 (4) (79 ) (190 ) (8 ) — (107 ) — (538 ) — Balance, end of period $ 186 $ 263 $ 20 $ 109 $ 571 $ 11 $ 246 $ 367 Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ — $ — $ — $ 11 $ 15 $ — $ 1 $ 8 Net investment gains (losses) $ (2 ) $ (3 ) $ — $ — $ — $ — $ — $ — Net derivative gains (losses) $ — $ — $ — $ — $ — $ — $ — $ — Policyholder benefits and claims $ — $ — $ — $ — $ — $ — $ — $ — Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Net Derivatives (6) Interest Rate Foreign Currency Exchange Rate Credit Equity Market Net Embedded Derivatives (7) Separate Account Assets (8) Long-term Debt of CSEs — FVO Trading Liabilities (In millions) Three Months Ended June 30, 2014 Balance, beginning of period $ 56 $ (13 ) $ 20 $ (356 ) $ 980 $ 1,730 $ (15 ) $ — Total realized/unrealized gains (losses) included in: Net income (loss): (1), (2) Net investment income — — — — — — — — Net investment gains (losses) — — — — — 21 — — Net derivative gains (losses) 9 6 (2 ) (45 ) 255 — — — Policyholder benefits and claims — — — 2 8 — — — OCI 11 1 — — (18 ) — — — Purchases (3) — — — 4 — 131 — — Sales (3) — — — — — (104 ) — — Issuances (3) — — (1 ) — — 58 — — Settlements (3) (40 ) 3 — — (205 ) (27 ) — — Transfers into Level 3 (4) — — — — — 4 — — Transfers out of Level 3 (4) — — — — — (122 ) — — Balance, end of period $ 36 $ (3 ) $ 17 $ (395 ) $ 1,020 $ 1,691 $ (15 ) $ — Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ — $ — $ — $ — $ — $ — $ — $ — Net investment gains (losses) $ — $ — $ — $ — $ — $ — $ — $ — Net derivative gains (losses) $ (1 ) $ 4 $ (1 ) $ (46 ) $ 262 $ — $ — $ — Policyholder benefits and claims $ — $ — $ — $ 2 $ 8 $ — $ — $ — Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Fixed Maturity Securities U.S. Foreign U.S. Treasury and Agency Foreign RMBS State and CMBS ABS (In millions) Six Months Ended June 30, 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 8 13 — 7 57 — — (4 ) Net investment gains (losses) 17 5 — — 14 — — (3 ) Net derivative gains (losses) — — — — — — — — Policyholder benefits and claims — — — — — — — — OCI (235 ) (254 ) — (24 ) (4 ) — (7 ) (17 ) Purchases (3) 686 403 55 145 863 55 85 1,075 Sales (3) (437 ) (261 ) — (31 ) (533 ) — (103 ) (247 ) Issuances (3) — — — — — — — — Settlements (3) — — — — — — — — Transfers into Level 3 (4) 247 117 — 209 7 — 66 104 Transfers out of Level 3 (4) (95 ) (126 ) — (281 ) (651 ) — (77 ) (999 ) Balance, end of period $ 7,133 $ 6,387 $ 55 $ 1,336 $ 4,136 $ 55 $ 729 $ 2,153 Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ 6 $ 10 $ — $ 7 $ 56 $ — $ — $ (4 ) Net investment gains (losses) $ — $ — $ — $ — $ (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 Held by CSEs Short-term Residential (In millions) Six Months Ended June 30, 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 — — — (1 ) (25 ) — 2 20 Net investment gains (losses) — — — — — — — — Net derivative gains (losses) — — — — — — — — Policyholder benefits and claims — — — — — — — — OCI 4 (8 ) — — — — (1 ) — Purchases (3) 43 5 8 1 89 — 1,822 104 Sales (3) (8 ) (15 ) — (7 ) (196 ) (1 ) (60 ) (71 ) Issuances (3) — — — — — — — — Settlements (3) — — — — — — — (16 ) Transfers into Level 3 (4) 26 106 — — 53 — — — Transfers out of Level 3 (4) (3 ) (6 ) — — (12 ) (1 ) (290 ) — Balance, end of period $ 157 $ 332 $ 13 $ 88 $ 364 $ 10 $ 1,809 $ 345 Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ — $ — $ — $ (1 ) $ (18 ) $ — $ 1 $ 20 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 Rate Foreign Currency Exchange Rate Credit Equity Market Net Embedded Derivatives (7) Separate Account Assets (8) Long-term Debt of CSEs — FVO Trading Liabilities (In millions) Six Months Ended June 30, 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) — — — — — 5 — — Net derivative gains (losses) (8 ) (28 ) (3 ) (30 ) 808 — — — Policyholder benefits and claims — — — 1 (19 ) — — — OCI (5 ) 1 — — 19 — — — Purchases (3) — — — 4 — 310 — (4 ) Sales (3) — — — — — (201 ) — — Issuances (3) (1 ) — — — — 1 — — Settlements (3) (31 ) 19 — 9 (397 ) (2 ) 1 — Transfers into Level 3 (4) — — — — — — — — Transfers out of Level 3 (4) — — — — — (110 ) — — Balance, end of period $ 18 $ (76 ) $ 9 $ (323 ) $ 841 $ 1,925 $ (12 ) $ (4 ) Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ — $ — $ — $ — $ — $ — $ — $ — Net investment gains (losses) $ — $ — $ — $ — $ — $ — $ — $ — Net derivative gains (losses) $ — $ (44 ) $ (3 ) $ (30 ) $ 787 $ — $ — $ — Policyholder benefits and claims $ — $ — $ — $ 1 $ (17 ) $ — $ — $ — Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Fixed Maturity Securities U.S. Corporate Foreign Corporate U.S. Foreign Government RMBS State and Political Subdivision CMBS ABS (In millions) Six Months Ended June 30, 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 4 4 — 98 35 — — 5 Net investment gains (losses) — (1 ) — (4 ) 8 — — (38 ) Net derivative gains (losses) — — — — — — — — Policyholder benefits and claims — — — — — — — — OCI 268 298 — (77 ) 68 1 (32 ) 63 Purchases (3) 863 716 301 179 1,176 2 61 2,098 Sales (3) (562 ) (240 ) (1 ) (109 ) (377 ) — (172 ) (567 ) Issuances (3) — — — — — — — — Settlements (3) — — — — — — — — Transfers into Level 3 (4) 464 517 — 312 146 32 11 548 Transfers out of Level 3 (4) (816 ) (1,386 ) (42 ) (962 ) (68 ) (10 ) (245 ) (2,533 ) Balance, end of period $ 7,369 $ 6,612 $ 320 $ 1,672 $ 3,945 $ 35 $ 595 $ 3,786 Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ 2 $ 7 $ — $ 3 $ 24 $ — $ — $ — Net investment gains (losses) $ (7 ) $ (2 ) $ — $ — $ (1 ) $ — $ — $ — Net derivative gains (losses) $ — $ — $ — $ — $ — $ — $ — $ — Policyholder benefits and claims $ — $ — $ — $ — $ — $ — $ — $ — Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Equity Securities FVO and Trading Securities Common Stock Non- redeemable Preferred Stock Actively Traded Securities FVO General Account Securities FVO Contractholder- directed Unit-linked Investments FVO Securities Held by CSEs Short-term Investments Residential Mortgage Loans - FVO (In millions) Six Months Ended June 30, 2014 Balance, beginning of period $ 177 $ 395 $ 12 $ 29 $ 603 $ — $ 254 $ 338 Total realized/unrealized gains (losses) included in: Net income (loss): (1), (2) Net investment income — — — 11 12 — 1 11 Net investment gains (losses) (2 ) (3 ) — — — — — — Net derivative gains (losses) — — — — — — — — Policyholder benefits and claims — — — — — — — — OCI 43 14 — — — — (1 ) — Purchases (3) 21 — 20 — 318 — 192 51 Sales (3) (14 ) — (5 ) — (368 ) (1 ) (76 ) (8 ) Issuances (3) — — — — — — — — Settlements (3) — — — — — — — (25 ) Transfers into Level 3 (4) 40 — — 69 27 12 — — Transfers out of Level 3 (4) (79 ) (143 ) (7 ) — (21 ) — (124 ) — Balance, end of period $ 186 $ 263 $ 20 $ 109 $ 571 $ 11 $ 246 $ 367 Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ — $ — $ — $ 11 $ 14 $ — $ 1 $ 11 Net investment gains (losses) $ (2 ) $ (3 ) $ — $ — $ — $ (1 ) $ — $ — Net derivative gains (losses) $ — $ — $ — $ — $ — $ — $ — $ — Policyholder benefits and claims $ — $ — $ — $ — $ — $ — $ — $ — Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Net Derivatives (6) Interest Rate Foreign Currency Exchange Rate Credit Equity Market Net Embedded Derivatives (7) Separate Account Assets (8) Long-term Debt of CSEs — FVO Trading Liabilities (In millions) Six Months Ended June 30, 2014 Balance, beginning of period $ 13 $ (11 ) $ 29 $ (317 ) $ 1,258 $ 1,465 $ (28 ) $ — Total realized/unrealized gains (losses) included in: Net income (loss): (1), (2) Net investment income — — — — — — — — Net investment gains (losses) — — — — — 65 — — Net derivative gains (losses) 15 8 (9 ) (87 ) 160 — — — Policyholder benefits and claims — — — 6 23 — — — OCI 49 — — (1 ) (24 ) — — — Purchases (3) — — — 4 — 348 — — Sales (3) — — — — — (192 ) — — Issuances (3) — — (3 ) — — 82 — — Settlements (3) (41 ) — — — (397 ) (28 ) 13 — Transfers into Level 3 (4) — — — — — 2 — — Transfers out of Level 3 (4) — — — — — (51 ) — — Balance, end of period $ 36 $ (3 ) $ 17 $ (395 ) $ 1,020 $ 1,691 $ (15 ) $ — Changes in unrealized gains (losses) included in net income (loss): (5) Net investment income $ — $ — $ — $ — $ — $ — $ — $ — Net investment gains (losses) $ — $ — $ — $ — $ — $ — $ — $ — Net derivative gains (losses) $ — $ 7 $ (7 ) $ (87 ) $ 168 $ — $ — $ — Policyholder benefits and claims $ — $ — $ — $ 6 $ 24 $ — $ — $ — __________________ (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 Loans — FVO Certain Assets and Liabilities of CSEs — FVO (1) June 30, 2015 December 31, 2014 June 30, 2015 December 31, 2014 (In millions) Assets Unpaid principal balance $ 482 $ 436 $ 208 $ 223 Difference between estimated fair value and unpaid principal balance (137 ) (128 ) 58 57 Carrying value at estimated fair value $ 345 $ 308 $ 266 $ 280 Loans in non-accrual status $ 141 $ 125 $ — $ — Liabilities Contractual principal balance $ 141 $ 159 Difference between estimated fair value and contractual principal balance (7 ) (8 ) Carrying value at estimated fair value $ 134 $ 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 June 30, Three Months Six Months 2015 2014 2015 2014 2015 2014 Carrying Value After Measurement Gains (Losses) (In millions) Mortgage loans (1) $ 97 $ 146 $ — $ (1 ) $ 4 $ (2 ) Other limited partnership interests (2) $ 36 $ 69 $ (8 ) $ (35 ) $ (19 ) $ (37 ) __________________ (1) Estimated fair values for impaired mortgage loans are based on independent broker quotations or valuation models using unobservable inputs or, if the loans are in foreclosure or are otherwise determined to be collateral dependent, are based on the estimated fair value of the underlying collateral or the present value of the expected future cash flows. (2) For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include private equity and debt funds that typically invest primarily in various strategies including domestic and international leveraged buyout funds; power, energy, timber and infrastructure development funds; venture capital funds; and below investment grade debt and mezzanine debt funds. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next two to 10 years . Unfunded commitments for these investments at both June 30, 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: June 30, 2015 Fair Value Hierarchy Carrying Value Level 1 Level 2 Level 3 Total Estimated Fair Value (In millions) Assets Mortgage loans $ 63,399 $ — $ — $ 66,024 $ 66,024 Policy loans $ 11,575 $ — $ 1,661 $ 12,071 $ 13,732 Real estate joint ventures $ 47 $ — $ — $ 123 $ 123 Other limited partnership interests $ 603 $ — $ — $ 764 $ 764 Other invested assets $ 525 $ 161 $ 33 $ 331 $ 525 Premiums, reinsurance and other receivables $ 4,933 $ — $ 2,613 $ 2,364 $ 4,977 Other assets $ 334 $ — $ 268 $ 63 $ 331 Liabilities Policyholder account balances $ 128,707 $ — $ — $ 133,064 $ 133,064 Long-term debt $ 16,631 $ — $ 18,093 $ — $ 18,093 Collateral financing arrangements $ 4,164 $ — $ — $ 3,939 $ 3,939 Junior subordinated debt securities $ 3,193 $ — $ 4,106 $ — $ 4,106 Other liabilities $ 7,023 $ — $ 5,716 $ 1,308 $ 7,024 Separate account liabilities $ 118,341 $ — $ 118,341 $ — $ 118,341 December 31, 2014 Fair Value Hierarchy Carrying Value Level 1 Level 2 Level 3 Total 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)	6 Months Ended
	Jun. 30, 2015
Equity [Abstract]
Schedule of Stock by Class	Further information on MetLife, Inc.’s authorized, issued and outstanding preferred stock was as follows: June 30, 2015 December 31, 2014 Series Shares Authorized Shares Issued Shares Outstanding Shares Authorized Shares Issued Shares Outstanding Floating Rate Non-Cumulative Preferred Stock, Series A 27,600,000 24,000,000 24,000,000 27,600,000 24,000,000 24,000,000 6.50% Non-Cumulative Preferred Stock, Series B (1) 69,000,000 — — 69,000,000 60,000,000 60,000,000 5.25% Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series C 1,500,000 1,500,000 1,500,000 — — — Series A Junior Participating Preferred Stock 10,000,000 — — 10,000,000 — — Not designated 91,900,000 — — 93,400,000 — — Total 200,000,000 25,500,000 25,500,000 200,000,000 84,000,000 84,000,000 __________________ (1) As discussed further above, on July 1, 2015, MetLife, Inc. redeemed and canceled the remaining 22,807,587 Series B preferred shares not tendered in the tender offer.
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 Unrealized Investment Gains (Losses), Net of Related Offsets (1) Unrealized Gains (Losses) on Derivatives Foreign Currency Translation Adjustments Defined Benefit Plans Adjustment Total (In millions) Balance, beginning of period $ 16,206 $ 1,555 $ (3,986 ) $ (2,246 ) $ 11,529 OCI before reclassifications (6,511 ) (395 ) (237 ) 3 (7,140 ) Deferred income tax benefit (expense) 2,178 150 9 (1 ) 2,336 AOCI before reclassifications, net of income tax 11,873 1,310 (4,214 ) (2,244 ) 6,725 Amounts reclassified from AOCI (177 ) (303 ) — 57 (423 ) Deferred income tax benefit (expense) 65 95 — (19 ) 141 Amounts reclassified from AOCI, net of income tax (112 ) (208 ) — 38 (282 ) Sale of subsidiary — — — — — Deferred income tax benefit (expense) — — — — — Sale of subsidiary, net of income tax — — — — — Balance, end of period $ 11,761 $ 1,102 $ (4,214 ) $ (2,206 ) $ 6,443 Three Months Unrealized Investment Gains (Losses), Net of Related Offsets (1) Unrealized Gains (Losses) on Derivatives Foreign Currency Translation Adjustments Defined Benefit Plans Adjustment Total (In millions) Balance, beginning of period $ 11,276 $ 404 $ (1,843 ) $ (1,622 ) $ 8,215 OCI before reclassifications 4,330 175 (5 ) 6 4,506 Deferred income tax benefit (expense) (1,336 ) (48 ) 53 (2 ) (1,333 ) AOCI before reclassifications, net of income tax 14,270 531 (1,795 ) (1,618 ) 11,388 Amounts reclassified from AOCI (176 ) (80 ) 77 46 (133 ) Deferred income tax benefit (expense) 55 25 (27 ) (16 ) 37 Amounts reclassified from AOCI, net of income tax (121 ) (55 ) 50 30 (96 ) Sale of subsidiary (2) (320 ) — 6 — (314 ) Deferred income tax benefit (expense) 80 — — — 80 Sale of subsidiary, net of income tax (240 ) — 6 — (234 ) Balance, end of period $ 13,909 $ 476 $ (1,739 ) $ (1,588 ) $ 11,058 Six Months Unrealized Investment Gains (Losses), Net of Related Offsets (1) Unrealized Gains (Losses) on Derivatives Foreign Currency Translation Adjustments Defined Benefit Plans Adjustment Total (In millions) Balance, beginning of period $ 15,159 $ 1,076 $ (3,303 ) $ (2,283 ) $ 10,649 OCI before reclassifications (4,885 ) (208 ) (907 ) 3 (5,997 ) Deferred income tax benefit (expense) 1,677 84 (4 ) (1 ) 1,756 AOCI before reclassifications, net of income tax 11,951 952 (4,214 ) (2,281 ) 6,408 Amounts reclassified from AOCI (290 ) 251 — 114 75 Deferred income tax benefit (expense) 100 (101 ) — (39 ) (40 ) Amounts reclassified from AOCI, net of income tax (190 ) 150 — 75 35 Sale of subsidiary — — — — — Deferred income tax benefit (expense) — — — — — Sale of subsidiary, net of income tax — — — — — Balance, end of period $ 11,761 $ 1,102 $ (4,214 ) $ (2,206 ) $ 6,443 Six Months Unrealized Investment Gains (Losses), Net of Related Offsets (1) Unrealized Gains (Losses) on Derivatives Foreign Currency Translation Adjustments Defined Benefit Plans Adjustment Total (In millions) Balance, beginning of period $ 8,183 $ 231 $ (1,659 ) $ (1,651 ) $ 5,104 OCI before reclassifications 9,182 496 (222 ) 6 9,462 Deferred income tax benefit (expense) (2,981 ) (161 ) 86 (2 ) (3,058 ) AOCI before reclassifications, net of income tax 14,384 566 (1,795 ) (1,647 ) 11,508 Amounts reclassified from AOCI (349 ) (134 ) 77 91 (315 ) Deferred income tax benefit (expense) 114 44 (27 ) (32 ) 99 Amounts reclassified from AOCI, net of income tax (235 ) (90 ) 50 59 (216 ) Sale of subsidiary (2) (320 ) — 6 — (314 ) Deferred income tax benefit (expense) 80 — — — 80 Sale of subsidiary, net of income tax (240 ) — 6 — (234 ) Balance, end of period $ 13,909 $ 476 $ (1,739 ) $ (1,588 ) $ 11,058 __________________ (1) See Note 5 for information on offsets to investments related to future policy benefits, DAC, VOBA and DSI, and the policyholder dividend obligation. (2) See Note 3 of the Notes to the Consolidated Financial Statements included in the 2014 Annual Report.
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 Six Months 2015 2014 2015 2014 (In millions) Net unrealized investment gains (losses): Net unrealized investment gains (losses) $ 110 $ 80 $ 249 $ 192 Net investment gains (losses) Net unrealized investment gains (losses) 17 59 57 85 Net investment income Net unrealized investment gains (losses) 50 37 (16 ) 72 Net derivative gains (losses) Net unrealized investment gains (losses), before income tax 177 176 290 349 Income tax (expense) benefit (65 ) (55 ) (100 ) (114 ) Net unrealized investment gains (losses), net of income tax $ 112 $ 121 $ 190 $ 235 Unrealized gains (losses) on derivatives - cash flow hedges: Interest rate swaps $ 7 $ 12 $ 12 $ 27 Net derivative gains (losses) Interest rate swaps 3 2 6 4 Net investment income Interest rate forwards 1 2 4 2 Net derivative gains (losses) Interest rate forwards 1 1 2 2 Net investment income Interest rate forwards — 1 1 1 Other expenses Foreign currency swaps 290 62 (277 ) 98 Net derivative gains (losses) Foreign currency swaps (1 ) — (1 ) (1 ) Net investment income Foreign currency swaps 1 — 1 1 Other expenses Credit forwards 1 — 1 — Net investment income Gains (losses) on cash flow hedges, before income tax 303 80 (251 ) 134 Income tax (expense) benefit (95 ) (25 ) 101 (44 ) Gains (losses) on cash flow hedges, net of income tax $ 208 $ 55 $ (150 ) $ 90 Foreign translation adjustment — (77 ) — (77 ) Net investment gains (losses) Income tax (expense) benefit — 27 — 27 Foreign translation adjustment, net of income tax — (50 ) — (50 ) Defined benefit plans adjustment: (1) Amortization of net actuarial gains (losses) $ (58 ) $ (47 ) $ (116 ) $ (91 ) Amortization of prior service (costs) credit 1 1 2 — Amortization of defined benefit plan items, before income tax (57 ) (46 ) (114 ) (91 ) Income tax (expense) benefit 19 16 39 32 Amortization of defined benefit plan items, net of income tax $ (38 ) $ (30 ) $ (75 ) $ (59 ) Total reclassifications, net of income tax $ 282 $ 96 $ (35 ) $ 216 __________________ (1) These AOCI components are included in the computation of net periodic benefit costs. See Note 11 .

Other Expenses (Tables)

Other Expenses (Tables)	6 Months Ended
	Jun. 30, 2015
Other Income and Expenses [Abstract]
Other Expenses	Information on other expenses was as follows: Three Months Six Months 2015 2014 2015 2014 (In millions) Compensation $ 1,258 $ 1,210 $ 2,549 $ 2,415 Pension, postretirement and postemployment benefit costs 105 117 197 237 Commissions 1,122 1,302 2,279 2,590 Volume-related costs 255 211 497 412 Capitalization of DAC (927 ) (1,032 ) (1,895 ) (2,078 ) Amortization of DAC and VOBA 897 1,062 1,922 2,120 Amortization of negative VOBA (92 ) (111 ) (192 ) (226 ) Interest expense on debt 308 312 606 624 Premium taxes, licenses and fees 196 195 369 420 Professional services 383 366 713 687 Rent and related expenses, net of sublease income 84 93 167 178 Other 483 497 920 1,006 Total other expenses $ 4,072 $ 4,222 $ 8,132 $ 8,385

Employee Benefit Plans (Tables)

Employee Benefit Plans (Tables)	6 Months Ended
	Jun. 30, 2015
Compensation and Retirement Disclosure [Abstract]
Net periodic benefit costs	The components of net periodic benefit costs were as follows: Three Months 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 $ 1 $ 50 $ 14 $ 4 $ 1 Interest costs 101 6 22 — 109 4 23 — Expected return on plan assets (135 ) (1 ) (20 ) — (118 ) (2 ) (18 ) (1 ) Amortization of net actuarial (gains) losses 47 — 11 — 44 — 3 — Amortization of prior service costs (credit) — — (1 ) — — — (1 ) — Net periodic benefit costs (credit) $ 67 $ 20 $ 16 $ 1 $ 85 $ 16 $ 11 $ — Six Months 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 $ 108 $ 30 $ 8 $ 1 $ 100 $ 34 $ 7 $ 1 Interest costs 202 10 44 1 218 7 46 1 Expected return on plan assets (269 ) (3 ) (40 ) — (237 ) (4 ) (37 ) (1 ) Amortization of net actuarial (gains) losses 94 1 21 — 85 — 6 — Amortization of prior service costs (credit) — — (2 ) — 1 — (1 ) — Net periodic benefit costs (credit) $ 135 $ 38 $ 31 $ 2 $ 167 $ 37 $ 21 $ 1

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	6 Months Ended
	Jun. 30, 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 Six Months 2015 2014 2015 2014 (In millions, except share and per share data) Weighted Average Shares Weighted average common stock outstanding for basic earnings per common share 1,117,807,514 1,127,986,031 1,120,801,928 1,126,876,090 Incremental common shares from assumed: Stock purchase contracts underlying common equity units — 3,756,390 — 3,571,043 Exercise or issuance of stock-based awards 10,584,264 10,519,694 10,320,897 10,338,697 Weighted average common stock outstanding for diluted earnings per common share 1,128,391,778 1,142,262,115 1,131,122,825 1,140,785,830 Income (Loss) from Continuing Operations Income (loss) from continuing operations, net of income tax $ 1,119 $ 1,376 $ 3,282 $ 2,718 Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests 4 10 9 21 Less: Preferred stock dividends 31 31 61 61 Preferred stock repurchase premium 42 — 42 — Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders $ 1,042 $ 1,335 $ 3,170 $ 2,636 Basic $ 0.93 $ 1.18 $ 2.83 $ 2.34 Diluted $ 0.92 $ 1.17 $ 2.80 $ 2.31 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) $ 1,119 $ 1,376 $ 3,282 $ 2,715 Less: Net income (loss) attributable to noncontrolling interests 4 10 9 21 Less: Preferred stock dividends 31 31 61 61 Preferred stock repurchase premium 42 — 42 — Net income (loss) available to MetLife, Inc.’s common shareholders $ 1,042 $ 1,335 $ 3,170 $ 2,633 Basic $ 0.93 $ 1.18 $ 2.83 $ 2.34 Diluted $ 0.92 $ 1.17 $ 2.80 $ 2.31

Business, Basis of Presentati34

Business, Basis of Presentation and Summary of Significant Accounting Policies (Narrative) (Details)	6 Months Ended
	Jun. 30, 2015Segment
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Number of segments	6

Segment Information (Earnings)

Segment Information (Earnings) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Revenues
Premiums	$ 9,312	$ 9,873	$ 18,565	$ 19,092
Universal life and investment-type product policy fees	2,434	2,458	4,828	4,879
Net investment income	4,947	5,259	10,408	10,294
Other revenues	518	490	1,013	968
Net investment gains (losses)	(133)	(125)	153	(536)
Net derivative gains (losses)	(912)	311	(91)	654
Total revenues	16,166	18,266	34,876	35,351
Expenses
Policyholder benefits and claims and policyholder dividends	9,683	10,385	19,279	20,012
Interest credited to policyholder account balances	1,298	1,709	3,293	3,178
Capitalization of DAC	(927)	(1,032)	(1,895)	(2,078)
Amortization of DAC and VOBA	897	1,062	1,922	2,120
Amortization of negative VOBA	(92)	(111)	(192)	(226)
Interest expense on debt	308	312	606	624
Other expenses	3,886	3,991	7,691	7,945
Total expenses	15,053	16,316	30,704	31,575
Provision for income tax expense (benefit)	(6)	574	890	1,058
Income (loss) from continuing operations, net of income tax	1,119	1,376	3,282	2,718
Operating Segments
Revenues
Premiums	9,313	9,853	18,566	19,070
Universal life and investment-type product policy fees	2,335	2,360	4,629	4,683
Net investment income	5,185	5,095	10,167	10,180
Other revenues	527	493	1,030	984
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	17,360	17,801	34,392	34,917
Expenses
Policyholder benefits and claims and policyholder dividends	9,503	9,964	18,950	19,337
Interest credited to policyholder account balances	1,342	1,425	2,673	2,826
Capitalization of DAC	(927)	(1,031)	(1,895)	(2,077)
Amortization of DAC and VOBA	1,001	1,025	1,954	2,075
Amortization of negative VOBA	(83)	(99)	(173)	(202)
Interest expense on debt	307	299	604	593
Other expenses	3,882	3,979	7,682	7,930
Total expenses	15,025	15,562	29,795	30,482
Provision for income tax expense (benefit)	539	618	1,133	1,222
Operating earnings	1,796	1,621	3,464	3,213
Operating Segments | Americas
Revenues
Premiums	6,953	7,334	13,936	14,044
Universal life and investment-type product policy fees	1,795	1,809	3,567	3,601
Net investment income	4,293	4,126	8,399	8,255
Other revenues	461	453	906	880
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	13,502	13,722	26,808	26,780
Expenses
Policyholder benefits and claims and policyholder dividends	7,855	8,249	15,711	15,941
Interest credited to policyholder account balances	972	987	1,930	1,958
Capitalization of DAC	(397)	(404)	(797)	(780)
Amortization of DAC and VOBA	531	503	1,030	1,051
Amortization of negative VOBA	(1)	(1)	(1)	(1)
Interest expense on debt	1	2	1	4
Other expenses	2,450	2,384	4,839	4,705
Total expenses	11,411	11,720	22,713	22,878
Provision for income tax expense (benefit)	648	617	1,271	1,193
Operating earnings	1,443	1,385	2,824	2,709
Operating Segments | Retail
Revenues
Premiums	1,747	1,812	3,496	3,536
Universal life and investment-type product policy fees	1,252	1,256	2,488	2,503
Net investment income	2,003	1,947	3,983	3,941
Other revenues	263	265	514	510
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	5,265	5,280	10,481	10,490
Expenses
Policyholder benefits and claims and policyholder dividends	2,373	2,438	4,822	4,845
Interest credited to policyholder account balances	551	561	1,093	1,116
Capitalization of DAC	(257)	(249)	(504)	(483)
Amortization of DAC and VOBA	400	378	775	807
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	0	0	(1)	0
Other expenses	1,220	1,181	2,396	2,323
Total expenses	4,287	4,309	8,581	8,608
Provision for income tax expense (benefit)	288	294	557	569
Operating earnings	690	677	1,343	1,313
Operating Segments | Group, Voluntary & Worksite Benefits
Revenues
Premiums	4,104	4,038	8,221	8,040
Universal life and investment-type product policy fees	183	181	371	358
Net investment income	481	465	959	921
Other revenues	114	104	227	211
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	4,882	4,788	9,778	9,530
Expenses
Policyholder benefits and claims and policyholder dividends	3,805	3,789	7,640	7,570
Interest credited to policyholder account balances	38	39	75	79
Capitalization of DAC	(36)	(36)	(72)	(70)
Amortization of DAC and VOBA	39	35	80	71
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	0	0	0	0
Other expenses	681	638	1,345	1,266
Total expenses	4,527	4,465	9,068	8,916
Provision for income tax expense (benefit)	124	114	251	215
Operating earnings	231	209	459	399
Operating Segments | Corporate Benefit Funding
Revenues
Premiums	319	686	737	987
Universal life and investment-type product policy fees	59	55	113	112
Net investment income	1,526	1,413	2,956	2,795
Other revenues	77	75	148	143
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	1,981	2,229	3,954	4,037
Expenses
Policyholder benefits and claims and policyholder dividends	933	1,273	1,924	2,161
Interest credited to policyholder account balances	294	287	587	565
Capitalization of DAC	(4)	(18)	(10)	(19)
Amortization of DAC and VOBA	6	6	11	10
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	1	2	2	4
Other expenses	130	129	254	244
Total expenses	1,360	1,679	2,768	2,965
Provision for income tax expense (benefit)	215	187	411	369
Operating earnings	406	363	775	703
Operating Segments | Latin America
Revenues
Premiums	783	798	1,482	1,481
Universal life and investment-type product policy fees	301	317	595	628
Net investment income	283	301	501	598
Other revenues	7	9	17	16
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	1,374	1,425	2,595	2,723
Expenses
Policyholder benefits and claims and policyholder dividends	744	749	1,325	1,365
Interest credited to policyholder account balances	89	100	175	198
Capitalization of DAC	(100)	(101)	(211)	(208)
Amortization of DAC and VOBA	86	84	164	163
Amortization of negative VOBA	(1)	(1)	(1)	(1)
Interest expense on debt	0	0	0	0
Other expenses	419	436	844	872
Total expenses	1,237	1,267	2,296	2,389
Provision for income tax expense (benefit)	21	22	52	40
Operating earnings	116	136	247	294
Operating Segments | Asia
Revenues
Premiums	1,809	1,913	3,561	3,803
Universal life and investment-type product policy fees	400	400	797	789
Net investment income	679	724	1,363	1,424
Other revenues	28	24	56	51
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	2,916	3,061	5,777	6,067
Expenses
Policyholder benefits and claims and policyholder dividends	1,375	1,425	2,715	2,822
Interest credited to policyholder account balances	328	394	665	781
Capitalization of DAC	(398)	(457)	(833)	(951)
Amortization of DAC and VOBA	336	362	662	700
Amortization of negative VOBA	(78)	(92)	(164)	(186)
Interest expense on debt	0	0	0	0
Other expenses	869	977	1,773	1,968
Total expenses	2,432	2,609	4,818	5,134
Provision for income tax expense (benefit)	59	128	207	276
Operating earnings	425	324	752	657
Operating Segments | Europe, the Middle East and Africa
Revenues
Premiums	525	584	1,033	1,181
Universal life and investment-type product policy fees	114	117	216	226
Net investment income	84	112	167	219
Other revenues	19	11	29	27
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	742	824	1,445	1,653
Expenses
Policyholder benefits and claims and policyholder dividends	265	271	504	532
Interest credited to policyholder account balances	34	35	64	69
Capitalization of DAC	(132)	(170)	(265)	(346)
Amortization of DAC and VOBA	133	160	261	324
Amortization of negative VOBA	(4)	(6)	(8)	(15)
Interest expense on debt	0	0	0	0
Other expenses	389	456	751	920
Total expenses	685	746	1,307	1,484
Provision for income tax expense (benefit)	7	6	18	26
Operating earnings	50	72	120	143
Operating Segments | Corporate & Other
Revenues
Premiums	26	22	36	42
Universal life and investment-type product policy fees	26	34	49	67
Net investment income	129	133	238	282
Other revenues	19	5	39	26
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	200	194	362	417
Expenses
Policyholder benefits and claims and policyholder dividends	8	19	20	42
Interest credited to policyholder account balances	8	9	14	18
Capitalization of DAC	0	0	0	0
Amortization of DAC and VOBA	1	0	1	0
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	306	297	603	589
Other expenses	174	162	319	337
Total expenses	497	487	957	986
Provision for income tax expense (benefit)	(175)	(133)	(363)	(273)
Operating earnings	(122)	(160)	(232)	(296)
Significant Reconciling Items
Revenues
Premiums	(1)	20	(1)	22
Universal life and investment-type product policy fees	99	98	199	196
Net investment income	(238)	164	241	114
Other revenues	(9)	(3)	(17)	(16)
Net investment gains (losses)	(133)	(125)	153	(536)
Net derivative gains (losses)	(912)	311	(91)	654
Total revenues	(1,194)	465	484	434
Expenses
Policyholder benefits and claims and policyholder dividends	180	421	329	675
Interest credited to policyholder account balances	(44)	284	620	352
Capitalization of DAC	0	(1)	0	(1)
Amortization of DAC and VOBA	(104)	37	(32)	45
Amortization of negative VOBA	(9)	(12)	(19)	(24)
Interest expense on debt	1	13	2	31
Other expenses	4	12	9	15
Total expenses	28	754	909	1,093
Provision for income tax expense (benefit)	$ (545)	$ (44)	$ (243)	$ (164)

Segment Information (Total Asse

Segment Information (Total Assets) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Segment Reporting Information [Line Items]
Total assets	$ 898,409	$ 902,337
Retail
Segment Reporting Information [Line Items]
Total assets	357,228	359,188
Group, Voluntary & Worksite Benefits
Segment Reporting Information [Line Items]
Total assets	46,395	46,483
Corporate Benefit Funding
Segment Reporting Information [Line Items]
Total assets	231,739	228,543
Latin America
Segment Reporting Information [Line Items]
Total assets	70,541	72,259
Asia
Segment Reporting Information [Line Items]
Total assets	113,676	117,894
Europe, the Middle East and Africa
Segment Reporting Information [Line Items]
Total assets	28,472	29,217
Corporate & Other
Segment Reporting Information [Line Items]
Total assets	$ 50,358	$ 48,753

Segment Information (Narrative)

Segment Information (Narrative) (Details) $ in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2014USD ($)	Jun. 30, 2015Segment	Jun. 30, 2014USD ($)
Segment Reporting [Abstract]
Number of segments | Segment		6
Corporate Benefit Funding
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment	$ (11)		$ (26)
Prior Period Adjustment To Operating Earnings Tax Expense	(14)		(22)
Corporate & Other
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment	22		48
Prior Period Adjustment To Operating Earnings Tax Expense	80		153
Retail
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment	25		49
Prior Period Adjustment To Operating Earnings Tax Expense	(45)		(89)
Group, Voluntary & Worksite Benefits
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment	4		6
Prior Period Adjustment To Operating Earnings Tax Expense	3		4
Latin America
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment	(24)		(49)
Prior Period Adjustment To Operating Earnings Tax Expense	(14)		(30)
Asia
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment	5		10
Prior Period Adjustment To Operating Earnings Tax Expense	1		2
Europe, Middle East And Africa Segment
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment	(21)		(38)
Prior Period Adjustment To Operating Earnings Tax Expense	$ (11)		$ (18)

Insurance (Guarantees Related t

Insurance (Guarantees Related to Annuity Contracts) (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Variable Annuities | Guaranteed Death Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Account value	$ 193,102	$ 196,595
Separate account value	161,952	163,566
Net amount at risk	$ 5,107	$ 4,230
Average attained age of contractholders	66 years	65 years
Variable Annuities | Guaranteed Annuitization Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Account value	$ 97,772	$ 99,000
Separate account value	94,416	95,963
Net amount at risk	$ 1,821	$ 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	$ 958	$ 1,040
Net amount at risk	$ 281	$ 340
Average attained age of contractholders	51 years	50 years

Insurance (Guarantees Related39

Insurance (Guarantees Related to Universal and Variable Life Contracts) (Details) - Universal And Variable Life Contracts - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Secondary Guarantees
Net Amount at Risk by Product and Guarantee [Line Items]
Account value (general and separate account)	$ 17,273	$ 16,875
Net amount at risk	$ 177,498	$ 180,069
Average attained age of policyholders	57 years	56 years
Paid-Up Guarantees
Net Amount at Risk by Product and Guarantee [Line Items]
Account value (general and separate account)	$ 3,524	$ 3,587
Net amount at risk	$ 19,669	$ 20,344
Average attained age of policyholders	61 years	61 years

Closed Block (Liabilities and A

Closed Block (Liabilities and Assets) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Dec. 31, 2013
Closed Block Liabilities
Future policy benefits	$ 41,367	$ 41,667
Other policy-related balances	283	265
Policyholder dividends payable	485	461
Policyholder dividend obligation	2,328	3,155	$ 1,771
Current income tax payable	4	1
Other liabilities	570	646
Total closed block liabilities	45,037	46,195
Assets Designated to the Closed Block
Fixed maturity securities available-for-sale, at estimated fair value	27,799	29,199
Equity securities available-for-sale, at estimated fair value	120	91
Mortgage loans	6,202	6,076
Policy loans	4,645	4,646
Real estate and real estate joint ventures	649	666
Other invested assets	1,061	1,065
Total investments	40,476	41,743
Cash and cash equivalents	395	227
Accrued investment income	464	477
Premiums, reinsurance and other receivables	93	67
Deferred income tax assets	269	289
Total assets designated to the closed block	41,697	42,803
Excess of closed block liabilities over assets designated to the closed block	3,340	3,392
Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
Unrealized investment gains (losses), net of income tax	1,720	2,291
Unrealized gains (losses) on derivatives, net of income tax	45	28
Allocated to policyholder dividend obligation, net of income tax	(1,513)	(2,051)
Total amounts included in AOCI	252	268
Maximum future earnings to be recognized from closed block assets and liabilities	$ 3,592	$ 3,660

Closed Block (Policyholder Divi

Closed Block (Policyholder Dividend Obligation) (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 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)	(827)	1,384
Balance, end of period	$ 2,328	$ 3,155

Closed Block (Revenues and Expe

Closed Block (Revenues and Expenses) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Revenues
Premiums	$ 457	$ 473	$ 887	$ 919
Net investment income	498	522	1,013	1,052
Net investment gains (losses)	2	8	1	8
Net derivative gains (losses)	(13)	(3)	12	(4)
Total revenues	944	1,000	1,913	1,975
Expenses
Policyholder benefits and claims	643	645	1,251	1,269
Policyholder dividends	244	243	484	476
Other expenses	36	38	73	79
Total expenses	923	926	1,808	1,824
Revenues, net of expenses before provision for income tax expense (benefit)	21	74	105	151
Provision for income tax expense (benefit)	8	26	37	53
Revenues, net of expenses and provision for income tax expense (benefit)	$ 13	$ 48	$ 68	$ 98

Investments (Fixed Maturity and

Investments (Fixed Maturity and Equity Securities Available-For-Sale by Sector) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Dec. 31, 2013
Available-for-sale Securities [Abstract]
Amortized Cost	$ 328,833	$ 334,780
Cost or Amortized Cost	3,117	3,076
Gross Unrealized OTTI Loss	50	112	$ 218
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	351,353	365,425
Equity securities	3,677	3,631
Fixed Maturity Securities
Available-for-sale Securities [Abstract]
Amortized Cost	328,833	334,780
Gross Unrealized Gain	26,029	32,634
Gross Unrealized Temporary Loss	3,459	1,877
Gross Unrealized OTTI Loss	50	112
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	351,353	365,425
U.S. corporate
Available-for-sale Securities [Abstract]
Amortized Cost	94,375	96,235
Gross Unrealized Gain	7,977	10,343
Gross Unrealized Temporary Loss	1,206	624
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	101,146	105,954
Foreign corporate
Available-for-sale Securities [Abstract]
Amortized Cost	56,284	57,695
Gross Unrealized Gain	3,882	4,651
Gross Unrealized Temporary Loss	1,068	664
Gross Unrealized OTTI Loss	0	7
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	59,098	61,675
Foreign government
Available-for-sale Securities [Abstract]
Amortized Cost	46,004	47,327
Gross Unrealized Gain	5,206	5,500
Gross Unrealized Temporary Loss	153	161
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	51,057	52,666
RMBS
Available-for-sale Securities [Abstract]
Amortized Cost	40,188	38,064
Gross Unrealized Gain	1,719	2,102
Gross Unrealized Temporary Loss	345	214
Gross Unrealized OTTI Loss	44	106
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	41,518	39,846
U.S. Treasury and agency
Available-for-sale Securities [Abstract]
Amortized Cost	53,083	54,654
Gross Unrealized Gain	4,854	6,892
Gross Unrealized Temporary Loss	399	30
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	57,538	61,516
CMBS (1)
Available-for-sale Securities [Abstract]
Amortized Cost	11,472	13,762
Gross Unrealized Gain	453	615
Gross Unrealized Temporary Loss	84	46
Gross Unrealized OTTI Loss	(1)	(1)
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	11,842	14,332
ABS
Available-for-sale Securities [Abstract]
Amortized Cost	13,897	14,121
Gross Unrealized Gain	203	240
Gross Unrealized Temporary Loss	103	112
Gross Unrealized OTTI Loss	7	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	13,990	14,249
State and political subdivision
Available-for-sale Securities [Abstract]
Amortized Cost	13,530	12,922
Gross Unrealized Gain	1,735	2,291
Gross Unrealized Temporary Loss	101	26
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	15,164	15,187
Equity securities
Available-for-sale Securities [Abstract]
Cost or Amortized Cost	3,117	3,076
Gross Unrealized Gain	633	622
Gross Unrealized Temporary Loss	73	67
Gross Unrealized OTTI Loss	0	0
Equity securities	3,677	3,631
Common Stock
Available-for-sale Securities [Abstract]
Cost or Amortized Cost	2,058	1,990
Gross Unrealized Gain	558	554
Gross Unrealized Temporary Loss	27	28
Gross Unrealized OTTI Loss	0	0
Equity securities	2,589	2,516
Non-redeemable preferred stock
Available-for-sale Securities [Abstract]
Cost or Amortized Cost	1,059	1,086
Gross Unrealized Gain	75	68
Gross Unrealized Temporary Loss	46	39
Gross Unrealized OTTI Loss	0	0
Equity securities	$ 1,088	$ 1,115

Investments (Maturities of Fixe

Investments (Maturities of Fixed Maturity Securities) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Available-for-sale Securities, Debt Maturities [Abstract]
Amortized Cost, Due in one year or less	$ 12,889
Amortized Cost, Due after one year through five years	71,122
Amortized Cost, Due after five years through ten years	72,803
Amortized Cost, Due after ten years	106,462
Amortized Cost, RMBS, CMBS and ABS	65,557
Amortized Cost, Subtotal	328,833	$ 334,780
Estimated Fair Value, Due in one year or less	13,015
Estimated Fair Value, Due after one year through five years	74,685
Estimated Fair Value, Due after five years through ten years	77,611
Estimated Fair Value, Due after ten years	118,692
Estimated fair value, Mortgage-backed and asset-backed securities	67,350
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $328,833 and $334,780, respectively; includes $4,335 and $4,266, respectively, relating to variable interest entities)	$ 351,353	$ 365,425

Investments (Continuous Gross U

Investments (Continuous Gross Unrealized Losses for Fixed Maturity and Equity Securities Available-For-Sale) (Details) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2015USD ($)	Dec. 31, 2014USD ($)
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Total number of securities in an unrealized loss position less than 12 months	4,916	3,153
Total number of securities in an unrealized loss position equal to or greater than 12 months	1,060	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	$ 67,046	$ 40,798
Less than 12 Months Gross Unrealized Loss	2,707	1,101
Equal to or Greater than 12 Months Estimated Fair Value	8,559	13,881
Equal to or Greater than 12 Months Gross Unrealized Loss	802	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	19,772	11,389
Less than 12 Months Gross Unrealized Loss	944	331
Equal to or Greater than 12 Months Estimated Fair Value	2,353	4,658
Equal to or Greater than 12 Months Gross Unrealized Loss	262	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	12,921	9,410
Less than 12 Months Gross Unrealized Loss	871	505
Equal to or Greater than 12 Months Estimated Fair Value	1,726	2,074
Equal to or Greater than 12 Months Gross Unrealized Loss	197	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	9,657	8,927
Less than 12 Months Gross Unrealized Loss	395	12
Equal to or Greater than 12 Months Estimated Fair Value	301	1,314
Equal to or Greater than 12 Months Gross Unrealized Loss	4	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	3,025	1,085
Less than 12 Months Gross Unrealized Loss	91	80
Equal to or Greater than 12 Months Estimated Fair Value	435	630
Equal to or Greater than 12 Months Gross Unrealized Loss	62	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	12,298	4,180
Less than 12 Months Gross Unrealized Loss	199	92
Equal to or Greater than 12 Months Estimated Fair Value	1,767	2,534
Equal to or Greater than 12 Months Gross Unrealized Loss	190	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	1,752	83
Less than 12 Months Gross Unrealized Loss	78	1
Equal to or Greater than 12 Months Estimated Fair Value	101	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	2,553	1,268
Less than 12 Months Gross Unrealized Loss	61	23
Equal to or Greater than 12 Months Estimated Fair Value	413	934
Equal to or Greater than 12 Months Gross Unrealized Loss	22	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	5,068	4,456
Less than 12 Months Gross Unrealized Loss	68	57
Equal to or Greater than 12 Months Estimated Fair Value	1,463	1,440
Equal to or Greater than 12 Months Gross Unrealized Loss	42	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	275	178
Less than 12 Months Gross Unrealized Loss	30	30
Equal to or Greater than 12 Months Estimated Fair Value	188	193
Equal to or Greater than 12 Months Gross Unrealized Loss	43	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	191	111
Less than 12 Months Gross Unrealized Loss	27	28
Equal to or Greater than 12 Months Estimated Fair Value	3	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	84	67
Less than 12 Months Gross Unrealized Loss	3	2
Equal to or Greater than 12 Months Estimated Fair Value	185	192
Equal to or Greater than 12 Months Gross Unrealized Loss	$ 43	$ 37

Investments (Mortgage Loans by

Investments (Mortgage Loans by Portfolio Segment) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014	Dec. 31, 2013
Company-held mortgage loans held-for-investment, net
Commercial mortgage loans	$ 42,953	$ 41,088
Percentage of loans receivable on commercial mortgage loans	67.10%	68.30%
Agricultural mortgage loans	$ 12,498	$ 12,378
Percentage of loans receivable on agricultural mortgage loans	19.50%	20.60%
Residential mortgage loans	$ 8,273	$ 6,369
Percentage of loans receivable on residential mortgage loans	12.90%	10.60%
Subtotal	$ 63,724	$ 59,835
Percentage of loans receivable on subtotal	99.50%	99.50%
Valuation allowances	$ (325)	$ (305)	$ (294)	$ (322)
Percentage of loans receivable on valuation allowances	(0.50%)	(0.50%)
Subtotal mortgage loans, net	$ 63,399	$ 59,530
Percentage of loans receivable on subtotal mortgage loans held-for-investment, net	99.00%	99.00%
Percentage of residential mortgage loans - FVO	0.60%	0.50%
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	$ 64,010	$ 60,118
Percentage of loans held for sale on total mortgage loans, net	100.00%	100.00%
Residential mortgage loans — FVO
Mortgage loans held-for-sale
Total mortgage loans, net	$ 345	$ 308
Consolidated Securitization Entities
Mortgage loans held-for-sale
Total mortgage loans, net	$ 266	$ 280

Investments (Mortgage Loans and

Investments (Mortgage Loans and Valuation Allowance by Portfolio Segment) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	$ 121	$ 126
Recorded Investment	118	123
Valuation Allowances	21	26
Unpaid Principal Balance	190	155
Recorded Investment	182	150
Recorded Investment	63,424	59,562
Valuation Allowances	304	279
Carrying Value	279	247
Commercial
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	70	75
Recorded Investment	70	75
Valuation Allowances	18	24
Unpaid Principal Balance	83	101
Recorded Investment	83	100
Recorded Investment	42,800	40,913
Valuation Allowances	210	200
Carrying Value	135	151
Agricultural
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	51	51
Recorded Investment	48	48
Valuation Allowances	3	2
Unpaid Principal Balance	16	14
Recorded Investment	16	13
Recorded Investment	12,434	12,317
Valuation Allowances	38	37
Carrying Value	61	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	91	40
Recorded Investment	83	37
Recorded Investment	8,190	6,332
Valuation Allowances	56	42
Carrying Value	$ 83	$ 37

Investments (Valuation Allowanc

Investments (Valuation Allowance Rollforward by Portfolio Segment) (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	$ 305	$ 322
Provision (release)	29	(3)
Charge-offs, net of recoveries	(9)	(25)
Balance, end of period	325	294
Commercial
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	224	258
Provision (release)	4	(4)
Charge-offs, net of recoveries	0	(24)
Balance, end of period	228	230
Agricultural
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	39	44
Provision (release)	2	(2)
Charge-offs, net of recoveries	0	0
Balance, end of period	41	42
Residential
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	42	20
Provision (release)	23	3
Charge-offs, net of recoveries	(9)	(1)
Balance, end of period	$ 56	$ 22

Investments (Credit Quality of

Investments (Credit Quality of Commercial Mortgage Loans) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	$ 42,953	$ 41,088
% of Total	100.00%	100.00%
Estimated Fair Value	$ 44,499	$ 43,179
% of Total	100.00%	100.00%
Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	$ 37,584	$ 36,139
% of Total	87.50%	88.00%
Estimated Fair Value	$ 39,102	$ 38,166
% of Total	87.90%	88.40%
65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	$ 4,323	$ 3,798
% of Total	10.10%	9.20%
Estimated Fair Value	$ 4,345	$ 3,873
% of Total	9.80%	9.00%
76% to 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	$ 141	$ 145
% of Total	0.30%	0.40%
Estimated Fair Value	$ 148	$ 153
% of Total	0.30%	0.30%
Greater than 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	$ 905	$ 1,006
% of Total	2.10%	2.40%
Estimated Fair Value	$ 904	$ 987
% of Total	2.00%	2.30%
Greater than 1.20x [Member]
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	$ 40,295	$ 37,931
Greater than 1.20x [Member] | Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	35,710	33,933
Greater than 1.20x [Member] | 65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	3,911	3,306
Greater than 1.20x [Member] | 76% to 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	133	130
Greater than 1.20x [Member] | Greater than 80%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	541	562
1.00x - 1.20x
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	1,824	1,791
1.00x - 1.20x | Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	1,216	1,105
1.00x - 1.20x | 65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	349	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	259	281
Less than 1.00x [Member]
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	834	1,366
Less than 1.00x [Member] | Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	658	1,101
Less than 1.00x [Member] | 65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial mortgage loans	63	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	$ 105	$ 163

Investments (Credit Quality o50

Investments (Credit Quality of Agricultural and Residential Mortgage Loans) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	$ 12,498	$ 12,378
% of Total	100.00%	100.00%
Residential Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	$ 8,273	$ 6,369
% of Total	100.00%	100.00%
Less than 65%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	$ 11,733	$ 11,743
% of Total	93.80%	94.90%
65% to 75%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	$ 625	$ 533
% of Total	5.00%	4.30%
76% to 80%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	$ 70	$ 17
% of Total	0.60%	0.10%
Greater than 80%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	$ 70	$ 85
% of Total	0.60%	0.70%
Performing
Residential Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	$ 7,752	$ 6,196
% of Total	93.70%	97.30%
Nonperforming
Residential Mortgage Loans - by Credit Quality Indicator:
Recorded investment in Mortgage Loan	$ 521	$ 173
% of Total	6.30%	2.70%

Investments (Past Due and Inter

Investments (Past Due and Interest Accrual Status of Mortgage Loans) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Financing Receivable, Recorded Investment, Aging [Abstract]
Past Due Status of Mortgage Loans	$ 564	$ 184
Mortgage loans that were in non accrual status	628	279
Commercial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past Due Status of Mortgage Loans	10	10
Mortgage loans that were in non accrual status	70	75
Agricultural
Financing Receivable, Recorded Investment, Aging [Abstract]
Past Due Status of Mortgage Loans	33	1
Mortgage loans that were in non accrual status	46	41
Residential
Financing Receivable, Recorded Investment, Aging [Abstract]
Past Due Status of Mortgage Loans	521	173
Mortgage loans that were in non accrual status	$ 512	$ 163

Investments (Net Unrealized Inv

Investments (Net Unrealized Investment Gains Losses) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Dec. 31, 2013
Components of net unrealized investment gains (losses) included in accumulated other comprehensive loss
Fixed maturity securities	$ 22,167	$ 30,367
Fixed maturity securities with noncredit OTTI losses in AOCI	(50)	(112)	$ (218)
Total fixed maturity securities	22,117	30,255
Equity securities	620	608
Derivatives	1,804	1,761
Other	192	149
Subtotal	24,733	32,773
Future policy benefits	(1,309)	(2,886)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(4)	(4)
DAC, VOBA and DSI	(1,451)	(1,946)
Policyholder dividend obligation	(2,328)	(3,155)
Subtotal	(5,092)	(7,991)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	20	42
Deferred income tax benefit (expense)	(6,774)	(8,556)
Net unrealized investment gains (losses)	12,887	16,268
Net unrealized investment gains (losses) attributable to noncontrolling interests	(24)	(33)
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$ 12,863	$ 16,235

Investments (Changes in Fixed M

Investments (Changes in Fixed Maturity Securities with Noncredit OTTI Losses) (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 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	12	17
Securities sold with previous noncredit OTTI loss	88	53
Subsequent changes in estimated fair value	(38)	36
Balance, end of period	$ (50)	$ (112)

Investments (Changes in Net Unr

Investments (Changes in Net Unrealized Investment Gains Losses) (Details) $ in Millions	6 Months Ended
	Jun. 30, 2015USD ($)
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	62
Unrealized investment gains (losses) during the period	(8,102)
Unrealized investment gains (losses) relating to [Abstract]
Future policy benefits	1,577
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	0
DAC, VOBA and DSI	495
Policyholder dividend obligation	827
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(22)
Deferred income tax benefit (expense)	1,782
Net unrealized investment gains (losses)	12,854
Net unrealized investment gains (losses) attributable to noncontrolling interests	9
Balance, end of period	12,863
Change in net unrealized investment gains (losses)	(3,381)
Change in net unrealized investment gains (losses) attributable to noncontrolling interests	9
Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$ (3,372)

Investments (Securities Lending

Investments (Securities Lending) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties (2)	$ 30,511	$ 30,826
Security collateral on deposit from counterparties	99	83
Reinvestment portfolio — estimated fair value	30,799	31,314
Amortized cost
Securities Financing Transaction [Line Items]
Securities loaned	28,043	26,989
Estimated fair value
Securities Financing Transaction [Line Items]
Securities loaned	$ 29,853	$ 30,269

Investments (Securities Lendi56

Investments (Securities Lending Remaining Tenor) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 30,511	$ 30,826
Percentage of Remaining Contractual Tenor of Securities on Loan	100.00%	100.00%
U.S. Treasury and agency
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 27,069	$ 26,033
Percentage of Remaining Contractual Tenor of Securities on Loan	88.70%	84.50%
RMBS
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 1,930	$ 3,054
Percentage of Remaining Contractual Tenor of Securities on Loan	6.40%	9.90%
Foreign government
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 1,197	$ 1,145
Percentage of Remaining Contractual Tenor of Securities on Loan	3.90%	3.70%
U.S. corporate
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 276	$ 307
Percentage of Remaining Contractual Tenor of Securities on Loan	0.90%	1.00%
Foreign corporate
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 39	$ 287
Percentage of Remaining Contractual Tenor of Securities on Loan	0.10%	0.90%
Maturity Overnight [Member]
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 10,621	$ 10,701
Maturity Overnight [Member] | U.S. Treasury and agency
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	10,610	10,371
Maturity Overnight [Member] | RMBS
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	0	0
Maturity Overnight [Member] | Foreign government
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	5	30
Maturity Overnight [Member] | U.S. corporate
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	0	125
Maturity Overnight [Member] | Foreign corporate
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	6	175
Maturity Less than 30 Days [Member]
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	10,184	12,233
Maturity Less than 30 Days [Member] | U.S. Treasury and agency
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	8,731	10,423
Maturity Less than 30 Days [Member] | RMBS
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	170	482
Maturity Less than 30 Days [Member] | Foreign government
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	974	1,034
Maturity Less than 30 Days [Member] | U.S. corporate
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	276	182
Maturity Less than 30 Days [Member] | Foreign corporate
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	33	112
Maturity 30 to 90 Days [Member]
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	8,825	7,892
Maturity 30 to 90 Days [Member] | U.S. Treasury and agency
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	6,847	5,239
Maturity 30 to 90 Days [Member] | RMBS
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	1,760	2,572
Maturity 30 to 90 Days [Member] | Foreign government
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	218	81
Maturity 30 to 90 Days [Member] | U.S. corporate
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	0	0
Maturity 30 to 90 Days [Member] | Foreign corporate
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	0	0
Maturity Greater than 90 Days [Member]
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	881	0
Maturity Greater than 90 Days [Member] | U.S. Treasury and agency
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	881	0
Maturity Greater than 90 Days [Member] | RMBS
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	0	0
Maturity Greater than 90 Days [Member] | Foreign government
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	0	0
Maturity Greater than 90 Days [Member] | U.S. corporate
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	0	0
Maturity Greater than 90 Days [Member] | Foreign corporate
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 0	$ 0

Investments (Invested Assets on

Investments (Invested Assets on Deposit, Held In Trust and Pledged as Collateral) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Invested assets on deposit (regulatory deposits)	$ 9,036	$ 9,437
Invested assets held in trust (collateral financing arrangements and reinsurance agreements)	10,084	10,069
Invested assets pledged as collateral	25,831	25,996
Total invested assets on deposit, held in trust and pledged as collateral	$ 44,951	$ 45,502

Investments (Consolidated Varia

Investments (Consolidated Variable Interest Entities) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Variable Interest Entity [Line Items]
Total Assets	$ 6,309	$ 6,323
Total Liabilities	2,212	2,169
Consolidated Securitization Entities [Member]
Variable Interest Entity [Line Items]
Total Assets	282	297
Total Liabilities	136	155
MRSC collateral financing arrangement [Member]
Variable Interest Entity [Line Items]
Total Assets	3,469	3,471
Total Liabilities	0	0
Operating joint venture [Member]
Variable Interest Entity [Line Items]
Total Assets	2,466	2,405
Total Liabilities	2,076	1,999
Other limited partnership interests
Variable Interest Entity [Line Items]
Total Assets	34	37
Total Liabilities	0	0
Real estate joint ventures
Variable Interest Entity [Line Items]
Total Assets	0	9
Total Liabilities	0	15
Other invested assets
Variable Interest Entity [Line Items]
Total Assets	58	59
Total Liabilities	0	0
FVO and trading securities
Variable Interest Entity [Line Items]
Total Assets	0	45
Total Liabilities	$ 0	$ 0

Investments (Unconsolidated Var

Investments (Unconsolidated Variable Interest Entities) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Variable Interest Entity [Line Items]
Total Assets	$ 79,348	$ 80,983
Total Liabilities	81,744	83,490
Other limited partnership interests
Variable Interest Entity [Line Items]
Total Assets	6,208	6,250
Total Liabilities	8,156	8,402
Other invested assets
Variable Interest Entity [Line Items]
Total Assets	1,593	1,720
Total Liabilities	2,017	2,050
FVO and trading securities
Variable Interest Entity [Line Items]
Total Assets	628	565
Total Liabilities	628	565
Real estate joint ventures
Variable Interest Entity [Line Items]
Total Assets	76	100
Total Liabilities	100	125
Mortgage loans
Variable Interest Entity [Line Items]
Total Assets	33	51
Total Liabilities	33	51
Structured securities (RMBS, CMBS, and ABS) [Member]
Variable Interest Entity [Line Items]
Total Assets	67,350	68,427
Total Liabilities	67,350	68,427
U.S. corporate and foreign corporate securities
Variable Interest Entity [Line Items]
Total Assets	3,420	3,829
Total Liabilities	3,420	3,829
Non-redeemable preferred stock
Variable Interest Entity [Line Items]
Total Assets	40	41
Total Liabilities	$ 40	$ 41

Investments (Net Investment Inc

Investments (Net Investment Income) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Net Investment Income [Line Items]
Less: Investment expenses	$ 313	$ 299	$ 615	$ 575
Subtotal	4,947	5,259	10,408	10,294
Securities Investment
Net Investment Income [Line Items]
Subtotal	5,309	5,248	10,391	10,472
Subtotal	4,996	4,949	9,776	9,897
Debt Securities [Member]
Net Investment Income [Line Items]
Subtotal	3,672	3,758	7,213	7,411
Equity securities
Net Investment Income [Line Items]
Subtotal	35	37	66	67
Actively traded securities and FVO general account securities [Member]
Net Investment Income [Line Items]
Subtotal	2	44	39	81
Changes in estimated fair value included in net investment income	(38)	14	(40)	25
Mortgage loans
Net Investment Income [Line Items]
Subtotal	801	708	1,531	1,417
Policy loans
Net Investment Income [Line Items]
Subtotal	151	158	303	315
Real estate and real estate joint ventures
Net Investment Income [Line Items]
Subtotal	323	262	534	479
Other limited partnership interests
Net Investment Income [Line Items]
Subtotal	250	206	465	535
Cash, cash equivalents and short-term investments
Net Investment Income [Line Items]
Subtotal	37	41	72	88
Operating joint ventures
Net Investment Income [Line Items]
Subtotal	8	3	16	3
Other
Net Investment Income [Line Items]
Subtotal	30	31	152	76
Consolidated Securitization Entities And Fair Value Option Contractholder-Directed Unit-Linked [Member]
Net Investment Income [Line Items]
Subtotal	(49)	310	632	397
FVO contractholder-directed unit-linked investments
Net Investment Income [Line Items]
Subtotal	(55)	295	622	360
Changes in estimated fair value included in net investment income	(288)	138	261	81
Commercial Loan [Member] | Consolidated Securitization Entities
Net Investment Income [Line Items]
Subtotal	5	14	9	36
Securities | Consolidated Securitization Entities
Net Investment Income [Line Items]
Subtotal	$ 1	$ 1	$ 1	$ 1

Investments (Components of Net

Investments (Components of Net Investment Gains Losses) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Marketable Securities, Gain (Loss) [Abstract]
Fixed maturity securities — net gains (losses) on sales and disposals	$ 117	$ 69	$ 268	$ 165
Equity securities — net gains (losses) on sales and disposals	17	58	25	84
Other net investment gains (losses):
FVO and trading securities — FVO general account securities	0	(1)	0	8
Mortgage loans	(9)	16	(52)	5
Real estate and real estate joint ventures	(33)	(1)	(6)	64
Other limited partnership interests	(9)	(36)	7	(38)
Other investment portfolio gains (losses)	(27)	(2)	(4)	(6)
Subtotal — investment portfolio gains (losses)	45	55	209	223
FVO CSEs - changes in estimated fair value subsequent to consolidation:
Commercial mortgage loans	1	(16)	(2)	(15)
Long-term debt — related to commercial mortgage loans	1	17	2	18
Non-investment portfolio gains (losses)	(180)	(181)	(56)	(762)
Subtotal FVO CSEs and non-investment portfolio gains (losses)	(178)	(180)	(56)	(759)
Total net investment gains (losses)	(133)	(125)	153	(536)
Fixed Maturity Securities
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	(2)	(15)	(20)	(25)
Net investment gains (losses)	115	54	248	140
Consumer
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	0	(3)	(7)
Transportation
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	(2)	0	(2)
Industrial
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	0	(2)	0
Corporate fixed maturity securities
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	(2)	(5)	(9)
RMBS
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	(2)	(6)	(15)	(9)
ABS
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	(7)	0	(7)
Equity securities
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	(9)	(33)	(9)	(34)
Net investment gains (losses)	8	25	16	50
Non-redeemable preferred stock
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	(23)	0	(23)
Common Stock
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	$ (9)	$ (10)	$ (9)	$ (11)

Investments (Sales or Disposals

Investments (Sales or Disposals and Impairments of Fixed Maturity and Equity Securities) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Fixed Maturity Securities
Components of Sales or Disposals of Fixed Maturity and Equity Securities
Proceeds	$ 29,321	$ 19,700	$ 59,327	$ 41,991
Gross investment gains	338	176	676	490
Gross investment losses	(221)	(107)	(408)	(325)
Total OTTI losses recognized in earnings:
Total OTTI losses recognized in earnings	(2)	(15)	(20)	(25)
Net investment gains (losses)	115	54	248	140
Equity securities
Components of Sales or Disposals of Fixed Maturity and Equity Securities
Proceeds	103	326	156	427
Gross investment gains	20	60	35	87
Gross investment losses	(3)	(2)	(10)	(3)
Total OTTI losses recognized in earnings:
Total OTTI losses recognized in earnings	(9)	(33)	(9)	(34)
Net investment gains (losses)	$ 8	$ 25	$ 16	$ 50

Investments (Credit Loss Rollfo

Investments (Credit Loss Rollforward) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Balance, beginning of period	$ 357	$ 370	$ 357	$ 378
Additions:
Initial impairments — credit loss OTTI on securities not previously impaired	0	0	2	0
Additional impairments — credit loss OTTI on securities previously impaired	2	6	13	8
Reductions:
Sales (maturities, pay downs or prepayments) of securities previously impaired as credit loss OTTI	(78)	(10)	(91)	(20)
Securities impaired to net present value of expected future cash flows	0	(7)	0	(7)
Increase in cash flows — accretion of previous credit loss OTTI	(1)	0	(1)	0
Balance, end of period	$ 280	$ 359	$ 280	$ 359

Investments (Fixed Maturity a64

Investments (Fixed Maturity and Equity Securities Available-For-Sale - Narrative) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Dec. 31, 2013
Summary of Certain Fixed Maturity Securities
Gross Unrealized OTTI Loss	$ 50	$ 112	$ 218
Available-for-sale Securities, Debt Securities	351,353	365,425
CMBS (1)
Summary of Certain Fixed Maturity Securities
Gross Unrealized OTTI Loss	(1)	(1)
Available-for-sale Securities, Debt Securities	11,842	14,332
Gross Unrealized Gain	453	615
Non-income producing fixed maturity securities [Member]
Summary of Certain Fixed Maturity Securities
Available-for-sale Securities, Debt Securities	84	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) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2015USD ($)Contracts	Dec. 31, 2014USD ($)
Schedule of Available-for-sale Securities [Line Items]
Equity securities available-for-sale with gross unrealized loss of equal to or greater than stated percentage	20.00%
Fixed Maturity Securities
Schedule of Available-for-sale Securities [Line Items]
Change in Gross Unrealized Temporary Loss	$ 1,500
Gross Unrealized Temporary Loss	3,500
Gross Unrealized Temporary Loss	802	$ 888
Equity securities
Schedule of Available-for-sale Securities [Line Items]
Change in Gross Unrealized Temporary Loss	6
Gross Unrealized Temporary Loss	73
Gross Unrealized Temporary Loss	43	37
Non-redeemable preferred stock
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Temporary Loss	43	$ 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	$ 275
Number of Securities | Contracts	63
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	$ 216
Number of Securities | Contracts	35
Percentage of gross unrealized loss	79.00%
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	$ 59
Number of Securities | Contracts	28
Percentage of gross unrealized loss	21.00%
20% or more [Member] | Twelve months or greater [Member] | Equity securities
Schedule of Available-for-sale Securities [Line Items]
Number of Securities | Contracts	8
Gross Unrealized Temporary Loss	$ 30
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	57.00%

Investments (Mortgage Loans - N

Investments (Mortgage Loans - Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable, Significant Purchases	$ 785	$ 818	$ 2,200	$ 1,400
Percentage of Mortgage Loans Classified as Performing	99.00%		99.00%		99.00%
Commercial
Financing Receivable, Recorded Investment [Line Items]
Impaired Financing Receivable, Average Recorded Investment	$ 160	462	$ 165	476
Agricultural
Financing Receivable, Recorded Investment [Line Items]
Impaired Financing Receivable, Average Recorded Investment	64	88	63	92
Estimated fair value of mortgage loans held-for-investment	12,900		12,900		$ 12,800
Residential
Financing Receivable, Recorded Investment [Line Items]
Impaired Financing Receivable, Average Recorded Investment	70	$ 9	59	$ 12
Estimated fair value of mortgage loans held-for-investment	$ 8,600		$ 8,600		$ 6,600

Investments (Cash Equivalents -

Investments (Cash Equivalents - Narrative) (Details) - USD ($) $ in Billions	Jun. 30, 2015	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Cash equivalents	$ 2.7	$ 4.5

Investments (Concentrations of

Investments (Concentrations of Credit Risk - Narrative) (Details) - USD ($) $ in Billions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 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	$ 20.2		$ 20.3
Fixed maturity and equity securities [Member] | Japan [Member]
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Government and agency fixed maturity securities	$ 25.3		$ 25.5

Investments (Securities Lendi69

Investments (Securities Lending - Narrative) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Amortized cost
Securities Financing Transaction [Line Items]
Securities Loaned	$ 28,043	$ 26,989
Estimated fair value
Securities Financing Transaction [Line Items]
Percentage of Estimated Fair Value of Securities Loaned Based on Collateral Obtained	102.00%
Securities Loaned	$ 29,853	$ 30,269
Reserve for Off-balance Sheet Activities [Member] | Amortized cost
Securities Financing Transaction [Line Items]
Securities Loaned	217
Reserve for Off-balance Sheet Activities [Member] | Estimated fair value
Securities Financing Transaction [Line Items]
Securities Loaned	$ 217

Investments (Securities Lendi70

Investments (Securities Lending Remaining Tenor - Narrative) (Details) - Jun. 30, 2015 - Estimated fair value - USD ($) $ in Billions	Total
Securities Financing Transaction [Line Items]
Securities Loaned, Not Subject to Master Netting Arrangement	$ 10.3
U.S. Treasury and agency
Securities Financing Transaction [Line Items]
Percentage Of US Treasury And Agency Securities At Estimated Fair Value Of Securities On Loan Relating To Cash Collateral On Open	99.00%
Securities Investment
Securities Financing Transaction [Line Items]
Percentage of Reinvestment Portfolio in Fixed Maturity Securities	60.00%

Investments (Repurchase Agreeme

Investments (Repurchase Agreement - Narrative) (Details) - Jun. 30, 2015 - USD ($) $ in Millions	Total
Offsetting Assets [Line Items]
Fair Value of Securities Received as Collateral that Have Been Resold or Repledged	$ 217
Receivable Under Reverse Repurchase Agreements	499
Payable Under Repurchase Agreements	499
Amount Offset in Balance Sheet	499
Maximum
Offsetting Assets [Line Items]
Net Amount Assets (Liabilities) From Repurchase, Reverse Repurchase Agreements	$ 1
Fixed Maturity Securities
Offsetting Assets [Line Items]
Percentage of Estimated Fair Value of Securities Loaned at Inception Based on Collateral Obtained	95.00%
Percentage of Estimated Fair Value of Borrowed Securities at Inception Based on Pledged Cash Collateral	98.00%
Securities Loaned, Not Subject to Master Netting Arrangement	$ 518
Securities Borrowed, Not Subject to Master Netting Arrangement	506
Corporate fixed maturity securities
Offsetting Assets [Line Items]
Payable Under Repurchase Agreements	$ 499

Investments (Consolidated Var72

Investments (Consolidated Variable Interest Entities - Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 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	$ 197		$ 197		$ 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	126		$ 126		$ 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	$ 13	$ 2	$ 31

Investments (Net Investment Gai

Investments (Net Investment Gains Losses - Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Non-investment portfolio gains (losses)	$ 27	$ 2	$ 4	$ 6
Gains (losses) from foreign currency transactions	$ (243)	(112)	$ (82)	(107)
MetLife Assurance Limited
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Non-investment portfolio gains (losses)		$ 138		$ 633

Derivatives (Primary Risks) (De

Derivatives (Primary Risks) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Gross Notional Amount	$ 389,525	$ 415,598
Estimated Fair Value Assets	12,494	13,452
Estimated Fair Value Liabilities	6,928	7,022
Derivatives Designated as Hedging Instruments
Derivatives, Fair Value [Line Items]
Gross Notional Amount	45,894	42,713
Estimated Fair Value Assets	3,828	3,993
Estimated Fair Value Liabilities	1,731	1,353
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member]
Derivatives, Fair Value [Line Items]
Gross Notional Amount	11,076	11,087
Estimated Fair Value Assets	2,093	2,129
Estimated Fair Value Liabilities	325	412
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Interest rate swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	5,914	6,044
Estimated Fair Value Assets	1,968	2,064
Estimated Fair Value Liabilities	18	21
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	3,077	2,708
Estimated Fair Value Assets	125	65
Estimated Fair Value Liabilities	225	100
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,085	2,335
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	82	291
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Gross Notional Amount	23,990	21,110
Estimated Fair Value Assets	1,293	1,154
Estimated Fair Value Liabilities	1,390	930
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Interest rate swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,835	2,560
Estimated Fair Value Assets	386	528
Estimated Fair Value Liabilities	13	0
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Interest rate forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	105	225
Estimated Fair Value Assets	19	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	21,050	18,325
Estimated Fair Value Assets	888	563
Estimated Fair Value Liabilities	1,377	930
Derivatives Designated as Hedging Instruments | Foreign Operations Hedges [Member]
Derivatives, Fair Value [Line Items]
Gross Notional Amount	10,828	10,516
Estimated Fair Value Assets	442	710
Estimated Fair Value Liabilities	16	11
Derivatives Designated as Hedging Instruments | Foreign Operations Hedges [Member] | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	4,059	4,097
Estimated Fair Value Assets	130	295
Estimated Fair Value Liabilities	4	11
Derivatives Designated as Hedging Instruments | Foreign Operations Hedges [Member] | Currency options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	6,769	6,419
Estimated Fair Value Assets	312	415
Estimated Fair Value Liabilities	12	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments
Derivatives, Fair Value [Line Items]
Gross Notional Amount	343,631	372,885
Estimated Fair Value Assets	8,666	9,459
Estimated Fair Value Liabilities	5,197	5,669
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	92,199	93,266
Estimated Fair Value Assets	3,993	4,570
Estimated Fair Value Liabilities	1,829	2,051
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate floors
Derivatives, Fair Value [Line Items]
Gross Notional Amount	30,155	55,645
Estimated Fair Value Assets	328	440
Estimated Fair Value Liabilities	102	199
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate caps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	52,874	49,128
Estimated Fair Value Assets	85	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	2,997	2,707
Estimated Fair Value Assets	9	4
Estimated Fair Value Liabilities	12	9
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	35,507	48,078
Estimated Fair Value Assets	1,066	1,241
Estimated Fair Value Liabilities	78	75
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Synthetic GICs
Derivatives, Fair Value [Line Items]
Gross Notional Amount	4,211	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	11,354	11,041
Estimated Fair Value Assets	437	447
Estimated Fair Value Liabilities	437	385
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	12,612	13,206
Estimated Fair Value Assets	114	127
Estimated Fair Value Liabilities	534	791
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Currency futures
Derivatives, Fair Value [Line Items]
Gross Notional Amount	1,013	522
Estimated Fair Value Assets	1	2
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Currency options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	9,920	8,324
Estimated Fair Value Assets	608	585
Estimated Fair Value Liabilities	319	340
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Credit default swaps — purchased
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,622	2,830
Estimated Fair Value Assets	12	8
Estimated Fair Value Liabilities	39	34
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Credit default swaps — written
Derivatives, Fair Value [Line Items]
Gross Notional Amount	10,594	10,527
Estimated Fair Value Assets	163	181
Estimated Fair Value Liabilities	5	6
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity futures
Derivatives, Fair Value [Line Items]
Gross Notional Amount	6,333	6,073
Estimated Fair Value Assets	47	65
Estimated Fair Value Liabilities	15	2
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity index options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	42,856	39,345
Estimated Fair Value Assets	1,440	1,426
Estimated Fair Value Liabilities	1,104	1,036
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity variance swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	24,826	24,598
Estimated Fair Value Assets	286	196
Estimated Fair Value Liabilities	719	639
Derivatives Not Designated or Not Qualifying as Hedging Instruments | TRRs
Derivatives, Fair Value [Line Items]
Gross Notional Amount	3,558	3,297
Estimated Fair Value Assets	77	22
Estimated Fair Value Liabilities	$ 3	$ 101

Derivatives (Net Derivative Gai

Derivatives (Net Derivative Gains Losses) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Components of Net Derivatives Gains (Losses)
Derivatives and hedging gains (losses)	$ (1,733)	$ 82	$ (885)	$ 534
Embedded derivatives gains (losses)	821	229	794	120
Total net derivative gains (losses)	$ (912)	$ 311	$ (91)	$ 654

Derivatives (Earned Income On D

Derivatives (Earned Income On Derivatives) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	$ 302	$ 158	$ 623	$ 432
Derivatives Designated as Hedging Instruments | Net investment income
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	45	34	103	67
Derivatives Designated as Hedging Instruments | Interest credited to policyholder account balances
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	13	32	15	64
Derivatives Designated as Hedging Instruments | Other expenses
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	1	0	(2)	(1)
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net investment income
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	(1)	(1)	(2)	(2)
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses)
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	240	149	501	368
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder benefits and claims
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	$ 4	$ (56)	$ 8	$ (64)

Derivatives (Gains Losses Recog

Derivatives (Gains Losses Recognized in Income Not Designated or Qualifying) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ (336)	$ 138	$ (400)	$ 327
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	(2,265)	(186)	(1,514)	(8)
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	(1,459)	305	(907)	603
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	(590)	(81)	79	(12)
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	4	(7)	(7)	(6)
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	(34)	22	(31)	13
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	(186)	(425)	(648)	(606)
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net investment income
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(2)	(7)	(6)	(12)
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	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	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)	0	0
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	0	0	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	(3)	(6)	(7)	(12)
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	(45)	(109)	(133)	(135)
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	(18)	10	(7)	22
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	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	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	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	$ (27)	$ (119)	$ (126)	$ (157)

Derivatives (Fair Value Hedges)

Derivatives (Fair Value Hedges) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	$ (336)	$ 138	$ (400)	$ 327
Net Derivative Gains (Losses) Recognized for Hedged Items	327	(134)	389	(310)
Ineffectiveness Recognized in Net Derivative Gains (Losses)	(9)	4	(11)	17
Interest rate swaps | Fixed Maturity Securities
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	4	(3)	(1)	(2)
Net Derivative Gains (Losses) Recognized for Hedged Items	(2)	2	5	3
Ineffectiveness Recognized in Net Derivative Gains (Losses)	2	(1)	4	1
Interest rate swaps | Policyholder account balances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	(366)	137	(169)	346
Net Derivative Gains (Losses) Recognized for Hedged Items	362	(131)	164	(335)
Ineffectiveness Recognized in Net Derivative Gains (Losses)	(4)	6	(5)	11
Foreign currency swaps | Foreign-denominated fixed maturity securities
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	(3)	(3)	7	(7)
Net Derivative Gains (Losses) Recognized for Hedged Items	5	3	(3)	7
Ineffectiveness Recognized in Net Derivative Gains (Losses)	2	0	4	0
Foreign currency swaps | Foreign-denominated policyholder account balances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	110	1	(139)	(26)
Net Derivative Gains (Losses) Recognized for Hedged Items	(112)	(3)	133	29
Ineffectiveness Recognized in Net Derivative Gains (Losses)	(2)	(2)	(6)	3
Foreign currency forwards | Foreign-denominated fixed maturity securities
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	(81)	6	(98)	16
Net Derivative Gains (Losses) Recognized for Hedged Items	74	(5)	90	(14)
Ineffectiveness Recognized in Net Derivative Gains (Losses)	$ (7)	$ 1	$ (8)	$ 2

Derivatives (Cash Flow Hedges)

Derivatives (Cash Flow Hedges) (Details) - Cash Flow Hedges [Member] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	$ (395)	$ 175	$ (208)	$ 496
Interest rate swaps
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	(269)	134	(95)	362
Foreign currency swaps
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	(106)	30	(108)	82
Interest rate forwards
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	(20)	11	(5)	52
Credit forwards
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	0	0	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)	298	76	(261)	127
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	(3)	(6)	4	0
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)	7	12	12	27
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	(1)	(5)	2	0
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)	290	62	(277)	98
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	(2)	(1)	2	(1)
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)	1	2	4	2
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	0	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	0	0
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	0	0	0
Net Investment 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	3	8	5
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	6	4
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)	(1)	0	(1)	(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	2	2
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)	1	0	1	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	2	2
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	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)	1	0	1	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)	0	1	1	1
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	$ 0	$ 0

Derivatives (Hedges of Net Inve

Derivatives (Hedges of Net Investments in Foreign Operations) (Details) - Foreign Operations Hedges [Member] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	$ 43	$ (169)	$ 113	$ (317)
Foreign currency forwards
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	45	(45)	156	(79)
Currency options
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	$ (2)	$ (124)	$ (43)	$ (238)

Derivatives (Credit Derivatives

Derivatives (Credit Derivatives) (Details) - USD ($) $ in Millions	6 Months Ended		12 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 158		$ 175
Maximum Amount of Future Payments under Credit Default Swaps	$ 10,594		$ 10,527
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	$ 14		$ 20
Maximum Amount of Future Payments under Credit Default Swaps	$ 2,307		$ 2,377
Weighted Average Years to Maturity	2 years 10 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	$ 9		$ 10
Maximum Amount of Future Payments under Credit Default Swaps	$ 707		$ 677
Weighted Average Years to Maturity	2 years 6 months		2 years 5 months
Aaa/Aa/A | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 5		$ 10
Maximum Amount of Future Payments under Credit Default Swaps	$ 1,600		$ 1,700
Weighted Average Years to Maturity	2 years 11 months		2 years 7 months
Baa
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 101		$ 117
Maximum Amount of Future Payments under Credit Default Swaps	$ 7,428		$ 7,365
Weighted Average Years to Maturity	4 years 4 months		4 years 4 months
Baa | Single name credit default swaps (corporate)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 20		$ 23
Maximum Amount of Future Payments under Credit Default Swaps	$ 1,438		$ 1,591
Weighted Average Years to Maturity	2 years 8 months		2 years 10 months
Baa | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 81		$ 94
Maximum Amount of Future Payments under Credit Default Swaps	$ 5,990		$ 5,774
Weighted Average Years to Maturity	4 years 8 months		4 years 8 months
Ba
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 1		$ (1)
Maximum Amount of Future Payments under Credit Default Swaps	$ 165		$ 160
Weighted Average Years to Maturity	1 year 11 months		2 years 5 months
Ba | 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	$ 65		$ 60
Weighted Average Years to Maturity	2 years 7 months		3 years
Ba | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 1		$ (1)
Maximum Amount of Future Payments under Credit Default Swaps	$ 100		100
Weighted Average Years to Maturity	1 year 6 months	2 years
B
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 42		39
Maximum Amount of Future Payments under Credit Default Swaps	$ 694		$ 625
Weighted Average Years to Maturity	4 years 11 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
B | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 42		$ 39
Maximum Amount of Future Payments under Credit Default Swaps	$ 694		$ 625
Weighted Average Years to Maturity	4 years 11 months		4 years 11 months

Derivatives (Estimated Fair Val

Derivatives (Estimated Fair Value of Derivative Assets and Liabilities after Master Netting Agreements and Cash Collateral) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	$ 12,743	$ 13,707
Gross estimated fair value of derivative liabilities	6,994	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	12,743	13,707
Estimated fair value of derivative liabilities presented in the consolidated balance sheets	6,994	7,082
Net amount of derivative assets after application of master netting agreements and cash collateral	645	324
Net amount of derivative liabilities after application of master netting agreements and cash collateral	160	102
Over the Counter [Member]
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	11,486	12,256
Gross estimated fair value of derivative liabilities	5,961	6,017
Gross estimated fair value of derivative assets	(4,434)	(4,082)
Gross estimated fair value of derivative liabilities	(4,434)	(4,082)
Cash collateral on derivative assets	(4,492)	(4,153)
Cash collateral on derivative liabilities	(11)	(133)
Securities collateral on derivative assets	(1,973)	(3,768)
Securities collateral on derivative liabilities	(1,356)	(1,700)
Cleared [Member]
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	1,200	1,380
Gross estimated fair value of derivative liabilities	1,006	1,054
Gross estimated fair value of derivative assets	(882)	(989)
Gross estimated fair value of derivative liabilities	(882)	(989)
Cash collateral on derivative assets	(306)	(386)
Cash collateral on derivative liabilities	(118)	(62)
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	(6)	(3)
Exchange-traded
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	57	71
Gross estimated fair value of derivative liabilities	27	11
Gross estimated fair value of derivative assets	(11)	(5)
Gross estimated fair value of derivative liabilities	(11)	(5)
Cash collateral on derivative assets	0	0
Cash collateral on derivative liabilities	(13)	(4)
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	$ (3)	$ (2)

Derivatives (Credit Risk on Fre

Derivatives (Credit Risk on Freestanding Derivatives) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in Net Liability Position	$ 1,517	$ 1,916
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	5	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	7	7
Fixed Maturity Securities
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	1,488	1,815
Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	11	133
Derivatives subject to credit-contingent provisions
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in Net Liability Position	1,425	1,832
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	5	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	7	7
Derivatives subject to credit-contingent provisions | Fixed Maturity Securities
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	1,418	1,750
Derivatives subject to credit-contingent provisions | Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	8	131
Derivatives not subject to credit-contingent provisions
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in Net Liability Position	92	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	70	65
Derivatives not subject to credit-contingent provisions | Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	$ 3	$ 2

Derivatives (Embedded Derivativ

Derivatives (Embedded Derivatives) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within asset host contracts	$ 80	$ 160
Net embedded derivatives within liability host contracts	(494)	(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	303	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	(1,333)	(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	39	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	773	973
Funds withheld on ceded reinsurance | Other liabilities
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within liability host contracts	42	83
Other | Policyholder account balances [Member]
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Net embedded derivatives within liability host contracts	24	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	$ (262)	$ (217)

Derivatives (Changes in Estimat

Derivatives (Changes in Estimated Fair Value Related to Embedded Derivatives) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	$ 821	$ 229	$ 794	$ 120
Net derivative gains (losses)
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	821	229	794	120
Policyholder benefits and claims
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	$ (43)	$ 8	$ (19)	$ 23

Derivatives (Narrative) (Detail

Derivatives (Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Estimated Fair Value Assets	$ 12,494		$ 12,494		$ 13,452
Estimated Fair Value Liabilities	6,928		6,928		7,022
Maximum Amount of Future Payments under Credit Default Swaps	10,594		10,594		10,527
Estimated Fair Value of Credit Default Swaps	158		158		175
Excess securities collateral received on derivatives	86		86		$ 87
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	821	$ 229	$ 794	$ 120
Derivative, Average Remaining Maturity			4 years		3 years 11 months
Gain (Loss) on Investments	133	125	$ (153)	536
Derivative Instrument Detail [Abstract]
Net amounts reclassified into net derivatives gains (losses) on discontinued cash flow hedges	3	$ (2)	$ 3	$ (4)
Hedging exposure to variability in future cash flows for specific length of time			6 years		6 years
Accumulated Other Comprehensive Income Loss	1,800		$ 1,800		$ 1,800
Deferred net gains (losses) expected to be reclassified to earnings			9
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	$ 0		$ 0
Immateriality of cash flow effectiveness	0	0	0	0
Cumulative foreign currency translation gain (loss) recorded in accumulated other comprehensive income (loss) for net investment in foreign operations hedges	$ 1,100		$ 1,100		940
Potential future recoveries available to offset maximum amount of future payments under credit default swaps	195		195		75
Excess securities collateral provided on derivatives	285		285		192
Change in fair value of derivatives excluded from the assessment of hedge effectiveness	(3)	$ 2	(5)	$ 5
Securities collateral received which the company is permitted to sell or repledge, amount that has been sold or repledged	0		0
Over the Counter [Member]
Derivatives, Fair Value [Line Items]
Cash collateral on derivative assets	(4,492)		(4,492)		(4,153)
Excess securities collateral received on derivatives	(82)		(82)		(395)
Excess securities collateral provided on derivatives	(149)		(149)		(117)
Exchange-traded
Derivatives, Fair Value [Line Items]
Cash collateral on derivative assets	0		0		0
Excess securities collateral received on derivatives	(227)		(227)		(199)
Excess securities collateral provided on derivatives	(84)		(84)		(245)
Hedge Funds [Member]
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	104		104		15
Estimated Fair Value of Credit Default Swaps	4		4		1
Ba [Member]
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	165		165		160
Estimated Fair Value of Credit Default Swaps	1		$ 1		$ (1)
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity			1 year 11 months		2 years 5 months
Nonperformance Risk [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	(100)	(51)	$ (31)	(8)
B
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	694		694		$ 625
Estimated Fair Value of Credit Default Swaps	42		$ 42		$ 39
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity			4 years 11 months		4 years 11 months
Accrued Liabilities [Member]
Derivatives, Fair Value [Line Items]
Estimated Fair Value Assets	249		$ 249		$ 255
Estimated Fair Value Liabilities	66		66		60
Off-Balance Sheet [Member]
Derivatives, Fair Value [Line Items]
Excess securities collateral received on derivatives	0		0		36
Off-Balance Sheet [Member] | Over the Counter [Member]
Derivatives, Fair Value [Line Items]
Cash collateral on derivative assets	0		0		(263)
MetLife Assurance Limited | Accumulated Other Comprehensive Income (Loss) Foreign Currency Translation Adjustments [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Investments		$ (77)		$ (77)
Credit Index Product [Member] | Ba [Member]
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	100		100		100
Estimated Fair Value of Credit Default Swaps	1		$ 1		(1)
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity			1 year 6 months	2 years
Credit Index Product [Member] | B
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	694		$ 694		625
Estimated Fair Value of Credit Default Swaps	42		$ 42		$ 39
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity			4 years 11 months		4 years 11 months
Credit Default Swap [Member] | Ba [Member]
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	65		$ 65		$ 60
Estimated Fair Value of Credit Default Swaps	0		$ 0		$ 0
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity			2 years 7 months		3 years
Credit Default Swap [Member] | B
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	0		$ 0		$ 0
Estimated Fair Value of Credit Default Swaps	$ 0		$ 0		$ 0
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Average Remaining Maturity

Fair Value (Recurring Fair Valu

Fair Value (Recurring Fair Value Measurements) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Assets [Abstract]
Available-for-sale Securities, Debt Securities	$ 351,353	$ 365,425
Available-for-sale Securities, Equity Securities	3,677	3,631
Actively Traded securities	603	704
Fair Value Option And Trading Securities	16,460	16,689
Short-term investments	14,594	8,621
Mortgage loans at estimated fair value	64,010	60,118
Derivative assets	12,494	13,452
Net embedded derivatives within asset host contracts	80	160
Separate account assets	319,477	316,994
Liabilities [Abstract]
Derivative liabilities	6,928	7,022
Net embedded derivatives within liability host contracts	(494)	(46)
Long-term debt, at estimated fair value, relating to variable interest entities	16,770	16,286
Residential mortgage loans — FVO
Assets [Abstract]
Mortgage loans at estimated fair value	345	308
Consolidated Securitization Entities
Assets [Abstract]
Mortgage loans at estimated fair value	266	280
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	134	151
Recurring
Assets [Abstract]
Available-for-sale Securities, Debt Securities	351,353	365,425
Available-for-sale Securities, Equity Securities	3,677	3,631
Actively Traded securities	654	654
Fair Value Option And Trading Securities	16,460	16,689
Short-term investments	12,779	7,663
Mortgage loans at estimated fair value	611	588
Other investments	222	264
Derivative assets	12,494	13,452
Total other invested assets	12,716	13,716
Net embedded derivatives within asset host contracts	342	377
Separate account assets	319,477	316,994
Total assets	717,415	725,083
Liabilities [Abstract]
Derivative liabilities	6,928	7,022
Net embedded derivatives within liability host contracts	(494)	(46)
Trading liabilities	231	239
Total liabilities	6,799	7,366
Recurring | Interest rate contracts
Assets [Abstract]
Derivative assets	7,854	9,055
Liabilities [Abstract]
Derivative liabilities	2,053	2,356
Recurring | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	2,615	2,499
Liabilities [Abstract]
Derivative liabilities	2,990	2,848
Recurring | Credit contracts
Assets [Abstract]
Derivative assets	175	189
Liabilities [Abstract]
Derivative liabilities	44	40
Recurring | Equity market contracts
Assets [Abstract]
Derivative assets	1,850	1,709
Liabilities [Abstract]
Derivative liabilities	1,841	1,778
Recurring | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	603	704
Recurring | FVO contractholder-directed unit-linked investments
Assets [Abstract]
Fair Value Option And Trading Securities	15,189	15,316
Recurring | Residential mortgage loans — FVO
Assets [Abstract]
Mortgage loans at estimated fair value	345	308
Recurring | Consolidated Securitization Entities
Assets [Abstract]
Fair Value Option And Trading Securities	14	15
Mortgage loans at estimated fair value	266	280
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	134	151
Recurring | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	101,146	105,954
Recurring | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	59,098	61,675
Recurring | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	51,057	52,666
Recurring | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	57,538	61,516
Recurring | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	41,518	39,846
Recurring | CMBS (1)
Assets [Abstract]
Available-for-sale Securities, Debt Securities	11,842	14,332
Recurring | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	13,990	14,249
Recurring | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	15,164	15,187
Recurring | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	2,589	2,516
Recurring | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	1,088	1,115
Recurring | Level 1
Assets [Abstract]
Available-for-sale Securities, Debt Securities	35,430	36,879
Available-for-sale Securities, Equity Securities	1,514	1,558
Actively Traded securities	0	22
Fair Value Option And Trading Securities	11,710	11,638
Short-term investments	2,453	2,104
Mortgage loans at estimated fair value	0	0
Other investments	166	203
Derivative assets	57	71
Total other invested assets	223	274
Net embedded derivatives within asset host contracts	0	0
Separate account assets	84,287	83,533
Total assets	135,617	135,986
Liabilities [Abstract]
Derivative liabilities	27	11
Net embedded derivatives within liability host contracts	0	0
Trading liabilities	207	215
Total liabilities	234	226
Recurring | Level 1 | Interest rate contracts
Assets [Abstract]
Derivative assets	9	4
Liabilities [Abstract]
Derivative liabilities	12	9
Recurring | Level 1 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	1	2
Liabilities [Abstract]
Derivative liabilities	0	0
Recurring | Level 1 | Credit contracts
Assets [Abstract]
Derivative assets	0	0
Liabilities [Abstract]
Derivative liabilities	0	0
Recurring | Level 1 | Equity market contracts
Assets [Abstract]
Derivative assets	47	65
Liabilities [Abstract]
Derivative liabilities	15	2
Recurring | Level 1 | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	480	552
Recurring | Level 1 | FVO contractholder-directed unit-linked investments
Assets [Abstract]
Fair Value Option And Trading Securities	11,230	11,064
Recurring | Level 1 | Residential mortgage loans — FVO
Assets [Abstract]
Mortgage loans at estimated fair value	0	0
Recurring | 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 | Level 1 | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring | Level 1 | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring | Level 1 | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring | Level 1 | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	32,795	36,879
Recurring | Level 1 | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	2,635	0
Recurring | Level 1 | CMBS (1)
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring | Level 1 | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring | Level 1 | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring | Level 1 | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	1,514	1,558
Recurring | Level 1 | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	0	0
Recurring | Level 2
Assets [Abstract]
Available-for-sale Securities, Debt Securities	293,939	306,411
Available-for-sale Securities, Equity Securities	1,674	1,728
Actively Traded securities	641	627
Fair Value Option And Trading Securities	4,275	4,484
Short-term investments	8,517	5,223
Mortgage loans at estimated fair value	266	280
Other investments	56	61
Derivative assets	11,962	12,922
Total other invested assets	12,018	12,983
Net embedded derivatives within asset host contracts	0	0
Separate account assets	233,265	231,539
Total assets	553,954	562,648
Liabilities [Abstract]
Derivative liabilities	6,054	6,252
Net embedded derivatives within liability host contracts	5	7
Trading liabilities	20	24
Total liabilities	6,201	6,421
Recurring | Level 2 | Interest rate contracts
Assets [Abstract]
Derivative assets	7,826	8,988
Liabilities [Abstract]
Derivative liabilities	2,040	2,347
Recurring | Level 2 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	2,588	2,472
Liabilities [Abstract]
Derivative liabilities	2,888	2,755
Recurring | Level 2 | Credit contracts
Assets [Abstract]
Derivative assets	165	175
Liabilities [Abstract]
Derivative liabilities	43	38
Recurring | Level 2 | Equity market contracts
Assets [Abstract]
Derivative assets	1,383	1,287
Liabilities [Abstract]
Derivative liabilities	1,083	1,112
Recurring | Level 2 | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	35	57
Recurring | Level 2 | FVO contractholder-directed unit-linked investments
Assets [Abstract]
Fair Value Option And Trading Securities	3,595	3,797
Recurring | Level 2 | Residential mortgage loans — FVO
Assets [Abstract]
Mortgage loans at estimated fair value	0	0
Recurring | Level 2 | Consolidated Securitization Entities
Assets [Abstract]
Fair Value Option And Trading Securities	4	3
Mortgage loans at estimated fair value	266	280
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	122	138
Recurring | Level 2 | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	94,013	99,012
Recurring | Level 2 | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	52,711	55,185
Recurring | Level 2 | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	49,721	51,355
Recurring | Level 2 | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	24,688	24,637
Recurring | Level 2 | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	34,747	35,463
Recurring | Level 2 | CMBS (1)
Assets [Abstract]
Available-for-sale Securities, Debt Securities	11,113	13,567
Recurring | Level 2 | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	11,837	12,005
Recurring | Level 2 | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	15,109	15,187
Recurring | Level 2 | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	918	863
Recurring | Level 2 | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	756	865
Recurring | Level 3
Assets [Abstract]
Available-for-sale Securities, Debt Securities	21,984	22,135
Available-for-sale Securities, Equity Securities	489	345
Actively Traded securities	13	5
Fair Value Option And Trading Securities	475	567
Short-term investments	1,809	336
Mortgage loans at estimated fair value	345	308
Other investments	0	0
Derivative assets	475	459
Total other invested assets	475	459
Net embedded derivatives within asset host contracts	342	377
Separate account assets	1,925	1,922
Total assets	27,844	26,449
Liabilities [Abstract]
Derivative liabilities	847	759
Net embedded derivatives within liability host contracts	(499)	(53)
Trading liabilities	4	0
Total liabilities	364	719
Recurring | Level 3 | Interest rate contracts
Assets [Abstract]
Derivative assets	19	63
Liabilities [Abstract]
Derivative liabilities	1	0
Recurring | Level 3 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	26	25
Liabilities [Abstract]
Derivative liabilities	102	93
Recurring | Level 3 | Credit contracts
Assets [Abstract]
Derivative assets	10	14
Liabilities [Abstract]
Derivative liabilities	1	2
Recurring | Level 3 | Equity market contracts
Assets [Abstract]
Derivative assets	420	357
Liabilities [Abstract]
Derivative liabilities	743	664
Recurring | Level 3 | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	88	95
Recurring | Level 3 | FVO contractholder-directed unit-linked investments
Assets [Abstract]
Fair Value Option And Trading Securities	364	455
Recurring | Level 3 | Residential mortgage loans — FVO
Assets [Abstract]
Mortgage loans at estimated fair value	345	308
Recurring | 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 | Level 3 | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	7,133	6,942
Recurring | Level 3 | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	6,387	6,490
Recurring | Level 3 | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	1,336	1,311
Recurring | Level 3 | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	55	0
Recurring | Level 3 | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	4,136	4,383
Recurring | Level 3 | CMBS (1)
Assets [Abstract]
Available-for-sale Securities, Debt Securities	729	765
Recurring | Level 3 | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	2,153	2,244
Recurring | Level 3 | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	55	0
Recurring | Level 3 | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	157	95
Recurring | Level 3 | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	$ 332	$ 250

Fair Value (Quantitative Inform

Fair Value (Quantitative Information) (Details) - $ / shares	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Interest rate contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	3.22%	2.78%
Interest rate contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	3.33%	2.97%
Foreign currency exchange rate contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	(0.02%)	0.62%
Correlation	39.00%	40.00%
Foreign currency exchange rate contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	3.29%	24.30%
Correlation	57.00%	55.00%
Credit contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Credit spreads	0.99%	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	15.00%	15.00%
Equity market contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Correlation	70.00%	70.00%
Volatility	35.00%	27.00%
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	8.58%	7.30%
Nonperformance risk spread	(0.19%)	(0.35%)
Embedded derivatives direct and assumed guaranteed minimum benefits | Minimum | Income Approach Valuation Technique | Durations 1 - 10
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Lapse Rate	0.50%	0.50%
Embedded derivatives direct and assumed guaranteed minimum benefits | Minimum | Income Approach Valuation Technique | Durations 11 - 20
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Lapse Rate	2.00%	2.00%
Embedded derivatives direct and assumed guaranteed minimum benefits | Minimum | Income Approach Valuation Technique | Durations 21 - 116
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Lapse Rate	2.00%	2.00%
Embedded derivatives direct and assumed guaranteed minimum benefits | Minimum | Income Approach Valuation Technique | Ages 0 - 40
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Mortality Rate	0.00%	0.00%
Embedded derivatives direct and assumed guaranteed minimum benefits | Minimum | Income Approach Valuation Technique | Ages 41 - 60
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Mortality Rate	0.04%	0.04%
Embedded derivatives direct and assumed guaranteed minimum benefits | Minimum | Income Approach Valuation Technique | Ages 61 - 115
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Mortality Rate	0.15%	0.26%
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	0.83%	0.81%
Embedded derivatives direct and assumed guaranteed minimum benefits | Maximum | Income Approach Valuation Technique | Durations 1 - 10
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Lapse Rate	100.00%	100.00%
Embedded derivatives direct and assumed guaranteed minimum benefits | Maximum | Income Approach Valuation Technique | Durations 11 - 20
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Lapse Rate	100.00%	100.00%
Embedded derivatives direct and assumed guaranteed minimum benefits | Maximum | Income Approach Valuation Technique | Durations 21 - 116
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Lapse Rate	100.00%	100.00%
Embedded derivatives direct and assumed guaranteed minimum benefits | Maximum | Income Approach Valuation Technique | Ages 0 - 40
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Mortality Rate	0.28%	0.28%
Embedded derivatives direct and assumed guaranteed minimum benefits | Maximum | Income Approach Valuation Technique | Ages 41 - 60
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Mortality Rate	0.75%	0.88%
Embedded derivatives direct and assumed guaranteed minimum benefits | Maximum | Income Approach Valuation Technique | Ages 61 - 115
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Mortality Rate	100.00%	100.00%
U.S. corporate and foreign corporate securities | Minimum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Delta spread adjustments	(0.40%)	(0.40%)
Offered quotes	$ 31	$ 31
Quoted prices	$ 2	$ 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	$ 133	$ 126
Quoted prices	$ 780	$ 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	$ 98	$ 99
Quoted prices	149	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	196	189
Foreign government | Weighted Average | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Quoted prices	107	106
RMBS | Minimum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	33	1
Quoted prices	12	22
RMBS | Maximum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	113	118
Quoted prices	130	120
RMBS | Weighted Average | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	94	93
Quoted prices	94	97
ABS | Minimum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	65	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	100	102
Quoted prices	$ 101	$ 100

Fair Value (Unobservable Input

Fair Value (Unobservable Input Reconciliation) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Consolidated Securitization Entities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	$ 10	$ 11	$ 12	$ 0
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	(1)	(1)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	12
Transfers out of Level 3	0	0	(1)	0
Balance, end of period	10	11	10	11
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	(12)	(15)	(13)	(28)
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	1	13
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(12)	(15)	(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	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Consolidated Securitization Entities | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	(1)
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Consolidated Securitization Entities | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Consolidated Securitization Entities | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Interest rate contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	69	56	63	13
Other Comprehensive Income (Loss)	(20)	11	(5)	49
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	(1)	0	(1)	0
Settlements	(22)	(40)	(31)	(41)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	18	36	18	36
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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Interest rate contracts | 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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Interest rate contracts | 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)	0	(1)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	(8)	9	(8)	15
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	(1)	0	0
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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign currency exchange rate contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	(67)	(13)	(68)	(11)
Other Comprehensive Income (Loss)	(1)	1	1	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	7	3	19	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(76)	(3)	(76)	(3)
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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign currency exchange rate contracts | 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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign currency exchange rate contracts | 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)	(13)	4	(44)	7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	(15)	6	(28)	8
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	(13)	4	(44)	7
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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Credit contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	10	20	12	29
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	(1)	0	(3)
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	9	17	9	17
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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Credit contracts | 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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Credit contracts | 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)	(2)	(1)	(3)	(7)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	(1)	(2)	(3)	(9)
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	(2)	(1)	(3)	(7)
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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Equity market contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	(357)	(356)	(307)	(317)
Other Comprehensive Income (Loss)	0	0	0	(1)
Purchases	4	4	4	4
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	8	0	9	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(323)	(395)	(323)	(395)
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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Equity market contracts | 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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Equity market contracts | 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	(46)	(30)	(87)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	22	(45)	(30)	(87)
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	22	(46)	(30)	(87)
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)	0	2	1	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	2	1	6
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	2	1	6
Net Embedded Derivatives
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	278	980	430	1,258
Other Comprehensive Income (Loss)	21	(18)	19	(24)
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(195)	(205)	(397)	(397)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	841	1,020	841	1,020
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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Net Embedded Derivatives | 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	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Net Embedded Derivatives | 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)	765	262	787	168
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	780	255	808	160
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	765	262	787	168
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)	(42)	8	(17)	24
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	(43)	8	(19)	23
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	(42)	8	(17)	24
FVO general account securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	89	29	95	29
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	1	0	1	0
Sales	(1)	0	(7)	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	69	0	69
Transfers out of Level 3	0	0	0	0
Balance, end of period	88	109	88	109
FVO general account securities | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	(1)	11	(1)	11
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	(1)	11	(1)	11
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	(1)	11	(1)	11
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	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO general account securities | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO general account securities | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO contractholder-directed unit-linked investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	412	624	455	603
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	65	281	89	318
Sales	(121)	(270)	(196)	(368)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	52	37	53	27
Transfers out of Level 3	(42)	(107)	(12)	(21)
Balance, end of period	364	571	364	571
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)	(2)	6	(25)	12
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	(5)	15	(18)	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)	(5)	15	(18)	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	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO contractholder-directed unit-linked investments | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
FVO contractholder-directed unit-linked investments | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Residential Mortgage Loans — FVO
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	329	352	308	338
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	45	24	104	51
Sales	(23)	(3)	(71)	(8)
Issuances	0	0	0	0
Settlements	(4)	(14)	(16)	(25)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	345	367	345	367
Residential Mortgage Loans — FVO | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	(2)	8	20	11
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	(2)	8	20	11
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	(2)	8	20	11
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	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Residential Mortgage Loans — FVO | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Residential Mortgage Loans — FVO | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Trading liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	0	0	0	0
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	(4)	0	(4)	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(4)	0	(4)	0
Trading liabilities | Net investment income
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Trading liabilities | Net investment gains (losses)
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Trading liabilities | Net derivative gains (losses)
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Trading liabilities | Policyholder benefits and claims
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	7,321	7,378	6,942	7,148
Other Comprehensive Income (Loss)	(297)	108	(235)	268
Purchases	336	487	686	863
Sales	(325)	(455)	(437)	(562)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	166	253	247	464
Transfers out of Level 3	(90)	(413)	(95)	(816)
Balance, end of period	7,133	7,369	7,133	7,369
U.S. corporate | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	5	4	8	4
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	4	2	6	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	4	2	6	2
U.S. corporate | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	17	7	17	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	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	0	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	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. corporate | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	6,408	6,501	6,490	6,704
Other Comprehensive Income (Loss)	(110)	339	(254)	298
Purchases	271	394	403	716
Sales	(213)	(323)	(261)	(240)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	86	223	117	517
Transfers out of Level 3	(63)	(518)	(126)	(1,386)
Balance, end of period	6,387	6,612	6,387	6,612
Foreign corporate | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	3	(1)	13	4
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	3	(2)	10	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)	3	(2)	10	7
Foreign corporate | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	5	(3)	5	(1)
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	(2)	0	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	(2)	0	(2)
Foreign corporate | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign corporate | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign government
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	1,384	1,545	1,311	2,235
Other Comprehensive Income (Loss)	(27)	(91)	(24)	(77)
Purchases	88	118	145	179
Sales	(20)	(96)	(31)	(109)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	10	284	209	312
Transfers out of Level 3	(103)	(184)	(281)	(962)
Balance, end of period	1,336	1,672	1,336	1,672
Foreign government | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	4	96	7	98
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	4	1	7	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	4	1	7	3
Foreign government | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	(4)
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign government | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Foreign government | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. Treasury and agency
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	0	45	0	62
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	55	301	55	301
Sales	0	(26)	0	(1)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	(42)
Balance, end of period	55	320	55	320
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	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. Treasury and agency | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. Treasury and agency | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
U.S. Treasury and agency | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	4,545	3,439	4,383	2,957
Other Comprehensive Income (Loss)	16	81	(4)	68
Purchases	453	802	863	1,176
Sales	(331)	(209)	(533)	(377)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	6	0	7	146
Transfers out of Level 3	(594)	(193)	(651)	(68)
Balance, end of period	4,136	3,945	4,136	3,945
RMBS | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	29	25	57	35
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	29	13	56	24
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	29	13	56	24
RMBS | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	12	0	14	8
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	(1)	0	(1)	(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	(1)	0	(1)	(1)
RMBS | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
RMBS | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	644	682	765	972
Other Comprehensive Income (Loss)	1	(8)	(7)	(32)
Purchases	84	15	85	61
Sales	(50)	(34)	(103)	(172)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	58	0	66	11
Transfers out of Level 3	(8)	(60)	(77)	(245)
Balance, end of period	729	595	729	595
CMBS | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
CMBS | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
CMBS | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
CMBS | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
ABS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	2,453	2,800	2,244	4,210
Other Comprehensive Income (Loss)	(4)	(3)	(17)	63
Purchases	681	1,616	1,075	2,098
Sales	(67)	(259)	(247)	(567)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	89	121	104	548
Transfers out of Level 3	(1,001)	(492)	(999)	(2,533)
Balance, end of period	2,153	3,786	2,153	3,786
ABS | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	2	1	(4)	5
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	0	(4)	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	0	(4)	0
ABS | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	2	(3)	(38)
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
ABS | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
ABS | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
State and political subdivision
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	2	21	0	10
Other Comprehensive Income (Loss)	0	0	0	1
Purchases	55	2	55	2
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	12	0	32
Transfers out of Level 3	(2)	0	0	(10)
Balance, end of period	55	35	55	35
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	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
State and political subdivision | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
State and political subdivision | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
State and political subdivision | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Common stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	94	203	95	177
Other Comprehensive Income (Loss)	0	40	4	43
Purchases	40	24	43	21
Sales	(5)	(2)	(8)	(14)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	27	2	26	40
Transfers out of Level 3	(1)	(79)	(3)	(79)
Balance, end of period	157	186	157	186
Common stock | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Common stock | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	2	(2)	0	(2)
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	(2)	0	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	(2)	0	(2)
Common stock | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Common stock | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Non-redeemable preferred stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	244	441	250	395
Other Comprehensive Income (Loss)	(2)	15	(8)	14
Purchases	2	0	5	0
Sales	(15)	0	(15)	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	104	0	106	0
Transfers out of Level 3	(1)	(190)	(6)	(143)
Balance, end of period	332	263	332	263
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	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Non-redeemable preferred stock | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	(3)	0	(3)
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	(3)	0	(3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	(3)	0	(3)
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	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Non-redeemable preferred stock | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Actively Traded Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	10	11	5	12
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	8	19	8	20
Sales	(4)	(2)	0	(5)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(1)	(8)	0	(7)
Balance, end of period	13	20	13	20
Actively Traded Securities | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Actively Traded Securities | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Actively Traded Securities | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Actively Traded Securities | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Short-term Investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	1,358	1,032	336	254
Other Comprehensive Income (Loss)	(1)	0	(1)	(1)
Purchases	1,702	212	1,822	192
Sales	(975)	(461)	(60)	(76)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(277)	(538)	(290)	(124)
Balance, end of period	1,809	246	1,809	246
Short-term Investments | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	2	1	2	1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	1	1	1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	1	1	1
Short-term Investments | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Short-term Investments | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Short-term Investments | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Separate account assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	2,056	1,730	1,922	1,465
Other Comprehensive Income (Loss)	0	0	0	0
Purchases	153	131	310	348
Sales	(83)	(104)	(201)	(192)
Issuances	0	58	1	82
Settlements	(1)	(27)	(2)	(28)
Transfers into Level 3	0	4	0	2
Transfers out of Level 3	(170)	(122)	(110)	(51)
Balance, end of period	1,925	1,691	1,925	1,691
Separate account assets | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Separate account assets | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	(30)	21	5	65
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Separate account assets | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Separate account assets | Policyholder benefits and claims
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	0	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	$ 0	$ 0	$ 0	$ 0

Fair Value (Fair Value Option f

Fair Value (Fair Value Option for Certain Assets and Liabilities) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Fair Value, Option, Quantitative Disclosures [Line Items]
Carrying value at estimated fair value	$ 64,010	$ 60,118
Carrying value at estimated fair value	16,770	16,286
Consolidated Securitization Entities
Fair Value, Option, Quantitative Disclosures [Line Items]
Unpaid principal balance	208	223
Difference between estimated fair value and unpaid principal balance	58	57
Carrying value at estimated fair value	266	280
Loans in non-accrual status	0	0
Contractual principal balance	141	159
Difference between estimated fair value and contractual principal balance	(7)	(8)
Carrying value at estimated fair value	134	151
Residential mortgage loans — FVO
Fair Value, Option, Quantitative Disclosures [Line Items]
Unpaid principal balance	482	436
Difference between estimated fair value and unpaid principal balance	(137)	(128)
Carrying value at estimated fair value	345	308
Loans in non-accrual status	$ 141	$ 125

Fair Value (Nonrecurring Fair V

Fair Value (Nonrecurring Fair Value Measurements) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Level 3 | Mortgage loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Carrying Value After Measurement	$ 97	$ 146	$ 97	$ 146
Level 3 | Other limited partnership interests
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Carrying Value After Measurement	36	69	36	69
Nonrecurring | Mortgage loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Gains (Losses)	0	(1)	4	(2)
Nonrecurring | Other limited partnership interests
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Gains (Losses)	$ (8)	$ (35)	$ (19)	$ (37)

Fair Value (Financial Instrumen

Fair Value (Financial Instruments Carried at Other Than Fair Value) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Assets
Policy loans	$ 11,575	$ 11,618
Liabilities
Collateral financing arrangements	4,164	4,196
Junior subordinated debt securities	3,193	3,193
Separate account liabilities	319,477	316,994
Estimated Fair Value
Assets
Mortgage loans	66,024	62,554
Policy loans	13,732	13,934
Real estate joint ventures	123	139
Other limited partnership interests	764	906
Other invested assets	525	562
Premiums, reinsurance and other receivables	4,977	3,157
Other assets	331	243
Liabilities
Policyholder account balances	133,064	139,359
Long-term debt	18,093	18,357
Collateral financing arrangements	3,939	3,961
Junior subordinated debt securities	4,106	4,173
Other liabilities	7,024	2,546
Separate account liabilities	118,341	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	161	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	1,661	1,647
Real estate joint ventures	0	0
Other limited partnership interests	0	0
Other invested assets	33	70
Premiums, reinsurance and other receivables	2,613	713
Other assets	268	175
Liabilities
Policyholder account balances	0	0
Long-term debt	18,093	18,357
Collateral financing arrangements	0	0
Junior subordinated debt securities	4,106	4,173
Other liabilities	5,716	1,223
Separate account liabilities	118,341	116,665
Estimated Fair Value | Level 3
Assets
Mortgage loans	66,024	62,554
Policy loans	12,071	12,287
Real estate joint ventures	123	139
Other limited partnership interests	764	906
Other invested assets	331	320
Premiums, reinsurance and other receivables	2,364	2,444
Other assets	63	68
Liabilities
Policyholder account balances	133,064	139,359
Long-term debt	0	0
Collateral financing arrangements	3,939	3,961
Junior subordinated debt securities	0	0
Other liabilities	1,308	1,323
Separate account liabilities	0	0
Carrying Value
Assets
Mortgage loans	63,399	59,530
Policy loans	11,575	11,618
Real estate joint ventures	47	67
Other limited partnership interests	603	704
Other invested assets	525	562
Premiums, reinsurance and other receivables	4,933	3,070
Other assets	334	251
Liabilities
Policyholder account balances	128,707	134,219
Long-term debt	16,631	16,128
Collateral financing arrangements	4,164	4,196
Junior subordinated debt securities	3,193	3,193
Other liabilities	7,023	2,544
Separate account liabilities	$ 118,341	$ 116,665

Fair Value (Recurring Fair Va93

Fair Value (Recurring Fair Value Measurements) (Narrative) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Equity Securities	$ 3,677	$ 3,631
Net Embedded Derivatives
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Equity Securities	$ (262)	$ (217)

Fair Value (Transfers Between L

Fair Value (Transfers Between Levels) (Narrative) (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Fair Value Assets And Liabilities Transferred Between Levels 1 And Levels 2	$ 140	$ 160

Fair Value (Nonrecurring Fair95

Fair Value (Nonrecurring Fair Value Measurements) (Narrative) (Details) - Private Equity And Debt Funds	6 Months Ended
	Jun. 30, 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

Long-term Debt (Narrative) (Det

Long-term Debt (Narrative) (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 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	Mar. 1, 2025
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	Mar. 1, 2045
Debt Instrument, Interest Rate, Stated Percentage		4.05%

Equity (Preferred Stock) (Detai

Equity (Preferred Stock) (Details) - shares	Jun. 30, 2015	Jun. 12, 2015	Jun. 01, 2015	Dec. 31, 2014
Class of Stock [Line Items]
Preferred Stock, Shares Issued	25,500,000			84,000,000
Preferred Stock, Shares Outstanding	25,500,000			84,000,000
Preferred Stock, Shares Authorized	200,000,000			200,000,000
Series A Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Shares Issued	24,000,000			24,000,000
Preferred Stock, Shares Outstanding	24,000,000			24,000,000
Preferred Stock, Shares Authorized	27,600,000			27,600,000
Series B Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Shares Issued	0			60,000,000
Preferred Stock, Shares Outstanding	0	60,000,000		60,000,000
Preferred Stock, Shares Authorized	69,000,000			69,000,000
Series C Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Shares Issued	1,500,000		1,500,000	0
Preferred Stock, Shares Outstanding	1,500,000			0
Preferred Stock, Shares Authorized	1,500,000			0
Series A Junior Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Shares Issued	0			0
Preferred Stock, Shares Outstanding	0			0
Preferred Stock, Shares Authorized	10,000,000			10,000,000
Not Designated Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Shares Issued	0			0
Preferred Stock, Shares Outstanding	0			0
Preferred Stock, Shares Authorized	91,900,000			93,400,000

Equity (Components of Accumulat

Equity (Components of Accumulated Other Comprehensive Income (Loss)) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	$ 11,529	$ 8,215	$ 10,649	$ 5,104
OCI before reclassifications	(7,140)	4,506	(5,997)	9,462
Deferred income tax benefit (expense)	2,336	(1,333)	1,756	(3,058)
AOCI before reclassifications, net of income tax	6,725	11,388	6,408	11,508
Amounts reclassified from AOCI	(423)	(133)	75	(315)
Deferred income tax benefit (expense)	141	37	(40)	99
Amounts reclassified from AOCI, net of income tax	(282)	(96)	35	(216)
Balance, end of period	6,443	11,058	6,443	11,058
Unrealized Investment Gains (Losses), Net of Related Offsets
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	16,206	11,276	15,159	8,183
OCI before reclassifications	(6,511)	4,330	(4,885)	9,182
Deferred income tax benefit (expense)	2,178	(1,336)	1,677	(2,981)
AOCI before reclassifications, net of income tax	11,873	14,270	11,951	14,384
Amounts reclassified from AOCI	(177)	(176)	(290)	(349)
Deferred income tax benefit (expense)	65	55	100	114
Amounts reclassified from AOCI, net of income tax	(112)	(121)	(190)	(235)
Balance, end of period	11,761	13,909	11,761	13,909
Unrealized Gains (Losses) on Derivatives
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	1,555	404	1,076	231
OCI before reclassifications	(395)	175	(208)	496
Deferred income tax benefit (expense)	150	(48)	84	(161)
AOCI before reclassifications, net of income tax	1,310	531	952	566
Amounts reclassified from AOCI	(303)	(80)	251	(134)
Deferred income tax benefit (expense)	95	25	(101)	44
Amounts reclassified from AOCI, net of income tax	(208)	(55)	150	(90)
Balance, end of period	1,102	476	1,102	476
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	(3,986)	(1,843)	(3,303)	(1,659)
OCI before reclassifications	(237)	(5)	(907)	(222)
Deferred income tax benefit (expense)	9	53	(4)	86
AOCI before reclassifications, net of income tax	(4,214)	(1,795)	(4,214)	(1,795)
Amounts reclassified from AOCI	0	77	0	77
Deferred income tax benefit (expense)	0	(27)	0	(27)
Amounts reclassified from AOCI, net of income tax	0	50	0	50
Balance, end of period	(4,214)	(1,739)	(4,214)	(1,739)
Defined Benefit Plans Adjustment
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	(2,246)	(1,622)	(2,283)	(1,651)
OCI before reclassifications	3	6	3	6
Deferred income tax benefit (expense)	(1)	(2)	(1)	(2)
AOCI before reclassifications, net of income tax	(2,244)	(1,618)	(2,281)	(1,647)
Amounts reclassified from AOCI	57	46	114	91
Deferred income tax benefit (expense)	(19)	(16)	(39)	(32)
Amounts reclassified from AOCI, net of income tax	38	30	75	59
Balance, end of period	(2,206)	(1,588)	(2,206)	(1,588)
MetLife Assurance Limited
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI	0	(314)	0	(314)
Deferred income tax benefit (expense)	0	80	0	80
Amounts reclassified from AOCI, net of income tax	0	(234)	0	(234)
MetLife Assurance Limited | Unrealized Investment Gains (Losses), Net of Related Offsets
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI	0	(320)	0	(320)
Deferred income tax benefit (expense)	0	80	0	80
Amounts reclassified from AOCI, net of income tax	0	(240)	0	(240)
MetLife Assurance Limited | Unrealized Gains (Losses) on Derivatives
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI	0	0	0	0
Deferred income tax benefit (expense)	0	0	0	0
Amounts reclassified from AOCI, net of income tax	0	0	0	0
MetLife Assurance Limited | Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI	0	6	0	6
Deferred income tax benefit (expense)	0	0	0	0
Amounts reclassified from AOCI, net of income tax	0	6	0	6
MetLife Assurance Limited | Defined Benefit Plans Adjustment
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI	0	0	0	0
Deferred income tax benefit (expense)	0	0	0	0
Amounts reclassified from AOCI, net of income tax	$ 0	$ 0	$ 0	$ 0

Equity (Reclassifications Out o

Equity (Reclassifications Out of Accumulated Other Comprehensive Income (Loss)) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net investment gains (losses)	$ (133)	$ (125)	$ 153	$ (536)
Net derivative gains (losses)	(912)	311	(91)	654
Net investment income	4,947	5,259	10,408	10,294
Other expenses	(4,072)	(4,222)	(8,132)	(8,385)
Income (loss) from continuing operations before provision for income tax	1,113	1,950	4,172	3,776
Provision for income tax expense (benefit)	6	(574)	(890)	(1,058)
Net income (loss)	1,119	1,376	3,282	2,715
Reclassification out of Accumulated Other Comprehensive Income
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income (loss)	282	96	(35)	216
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)	110	80	249	192
Net derivative gains (losses)	50	37	(16)	72
Net investment income	17	59	57	85
Income (loss) from continuing operations before provision for income tax	177	176	290	349
Provision for income tax expense (benefit)	(65)	(55)	(100)	(114)
Net income (loss)	112	121	190	235
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	303	80	(251)	134
Provision for income tax expense (benefit)	(95)	(25)	101	(44)
Net income (loss)	208	55	(150)	90
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)	7	12	12	27
Net investment income	3	2	6	4
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)	1	2	4	2
Net investment income	1	1	2	2
Other expenses	0	1	1	1
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)	290	62	(277)	98
Net investment income	(1)	0	(1)	(1)
Other expenses	1	0	1	1
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Gains (Losses) on Derivatives | Credit forwards
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net investment income	1	0	1	0
Reclassification out of Accumulated Other Comprehensive Income | Foreign Currency Translation Adjustments
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net investment gains (losses)	0	(77)	0	(77)
Provision for income tax expense (benefit)	0	27	0	27
Net income (loss)	0	(50)	0	(50)
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)	(47)	(116)	(91)
Amortization of prior service (costs) credit	1	1	2	0
Income (loss) from continuing operations before provision for income tax	(57)	(46)	(114)	(91)
Provision for income tax expense (benefit)	19	16	39	32
Net income (loss)	$ (38)	$ (30)	$ (75)	$ (59)

Equity (Preferred Stock - Narra

Equity (Preferred Stock - Narrative) (Details) - USD ($) $ / shares in Units, $ in Millions	Jul. 01, 2015	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Jun. 12, 2015	Jun. 01, 2015	Dec. 31, 2014
Class of Stock [Line Items]
Preferred Stock, Shares Issued		25,500,000		25,500,000				84,000,000
Payments of Stock Issuance Costs				$ 17
Tender Offer Number Of Shares						59,850,000
Preferred Stock, Par or Stated Value Per Share		$ 0.01		$ 0.01				$ 0.01
Preferred Stock, Liquidation Preference Per Share		$ 2,100		$ 2,100				$ 2,100
Stock Redeemed or Called During Period, Shares				37,192,413
Proceeds from Issuance of Preferred Stock and Preference Stock				$ 1,485	$ 0
Preferred Stock, Shares Outstanding		25,500,000		25,500,000				84,000,000
Preferred Stock, Redemption Amount		$ 932		$ 932
Other liabilities relating to variable interest entities		27,741		27,741				$ 24,437
Preferred stock repurchase premium		$ 42	$ 0	$ 42	$ 0
Series B Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Shares Issued		0		0				60,000,000
Preferred Stock, Liquidation Preference Per Share						$ 25
Preferred Stock, Shares Outstanding		0		0		60,000,000		60,000,000
Preferred Stock, Dividend Rate, Percentage				6.50%
Series C Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Shares Issued		1,500,000		1,500,000			1,500,000	0
Preferred Stock, Dividend Payment Rate, Variable				5.25% Fixed-to-Floating Rate
Preferred Stock, Par or Stated Value Per Share							$ 0.01
Preferred Stock, Liquidation Preference Per Share							$ 1,000
Preferred Stock, Shares Outstanding		1,500,000		1,500,000				0
Preferred Stock Series B Redemption [Member]
Class of Stock [Line Items]
Other liabilities relating to variable interest entities		$ 570		$ 570
Junior Subordinated Debt Instrument One [Member]
Class of Stock [Line Items]
Debt Instrument, Interest Rate, Stated Percentage		10.75%		10.75%
Debt Instrument, Maturity Date				Aug. 1, 2069
Subsequent Event [Member]
Class of Stock [Line Items]
Stock Redeemed or Called During Period, Shares	22,807,587
Preferred Stock, Redemption Amount	$ 570
Fixed Rate [Member] | Series C Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Dividend Payment Rate, Variable				0.0525
Variable Rate [Member] | Series C Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Dividend Payment Rate, Variable				LIBOR plus 3.575%

Equity (Common Stock - Narrativ

Equity (Common Stock - Narrative) (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Equity [Abstract]
Treasury Stock, Shares, Acquired	20,176,185	80,662
Treasury Stock, Value, Acquired, Cost Method	$ 1,000	$ 4
Stock Repurchase Program, Remaining Authorized Repurchase Amount	$ 261

Equity (Stock-Based Compensatio

Equity (Stock-Based Compensation Plans - Narrative) (Details) - shares	6 Months Ended	12 Months Ended
	Jun. 30, 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 ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Other Income and Expenses [Abstract]
Compensation	$ 1,258	$ 1,210	$ 2,549	$ 2,415
Pension, postretirement and postemployment benefit costs	105	117	197	237
Commissions	1,122	1,302	2,279	2,590
Volume-related costs	255	211	497	412
Capitalization of DAC	(927)	(1,032)	(1,895)	(2,078)
Amortization of DAC and VOBA	897	1,062	1,922	2,120
Amortization of negative VOBA	(92)	(111)	(192)	(226)
Interest expense on debt	308	312	606	624
Premium taxes, licenses and fees	196	195	369	420
Professional services	383	366	713	687
Rent and related expenses, net of sublease income	84	93	167	178
Other	483	497	920	1,006
Total other expenses	$ 4,072	$ 4,222	$ 8,132	$ 8,385

Employee Benefit Plans (Net Per

Employee Benefit Plans (Net Periodic Benefit Costs) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Pension Benefits U.S. Plans
Components of net periodic benefit costs
Service costs	$ 54	$ 50	$ 108	$ 100
Interest costs	101	109	202	218
Expected return on plan assets	(135)	(118)	(269)	(237)
Amortization of net actuarial (gains) losses	47	44	94	85
Amortization of prior service costs (credit)	0	0	0	1
Net periodic benefit costs	67	85	135	167
Pension Benefits Non-U.S. Plans
Components of net periodic benefit costs
Service costs	15	14	30	34
Interest costs	6	4	10	7
Expected return on plan assets	(1)	(2)	(3)	(4)
Amortization of net actuarial (gains) losses	0	0	1	0
Amortization of prior service costs (credit)	0	0	0	0
Net periodic benefit costs	20	16	38	37
Other Postretirement Benefits U.S. Plans
Components of net periodic benefit costs
Service costs	4	4	8	7
Interest costs	22	23	44	46
Expected return on plan assets	(20)	(18)	(40)	(37)
Amortization of net actuarial (gains) losses	11	3	21	6
Amortization of prior service costs (credit)	(1)	(1)	(2)	(1)
Net periodic benefit costs	16	11	31	21
Other Postretirement Benefits Non-U.S. Plans
Components of net periodic benefit costs
Service costs	1	1	1	1
Interest costs	0	0	1	1
Expected return on plan assets	0	(1)	0	(1)
Amortization of net actuarial (gains) losses	0	0	0	0
Amortization of prior service costs (credit)	0	0	0	0
Net periodic benefit costs	$ 1	$ 0	$ 2	$ 1

Earnings Per Common Share (Earn

Earnings Per Common Share (Earnings Per Common Share) (Details) - USD ($) $ / shares in Units, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Weighted Average Shares
Weighted average common stock outstanding for basic earnings per common share	1,117,807,514	1,127,986,031	1,120,801,928	1,126,876,090
Incremental common shares from assumed:
Stock purchase contracts underlying common equity units	0	3,756,390	0	3,571,043
Exercise or issuance of stock-based awards	10,584,264	10,519,694	10,320,897	10,338,697
Weighted average common stock outstanding for diluted earnings per common share	1,128,391,778	1,142,262,115	1,131,122,825	1,140,785,830
Income (Loss) from Continuing Operations
Income (loss) from continuing operations, net of income tax	$ 1,119	$ 1,376	$ 3,282	$ 2,718
Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	4	10	9	21
Less: Preferred stock dividends	31	31	61	61
Preferred stock repurchase premium	42	0	42	0
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders	$ 1,042	$ 1,335	$ 3,170	$ 2,636
Basic	$ 0.93	$ 1.18	$ 2.83	$ 2.34
Diluted	$ 0.92	$ 1.17	$ 2.80	$ 2.31
Income (Loss) from Discontinued Operations
Income (loss) from discontinued operations, net of income tax	$ 0	$ 0	$ 0	$ (3)
Less: Income (loss) from discontinued operations, net of income tax, attributable to noncontrolling interests	0	0	0	0
Income (loss) from discontinued operations, net of income tax, available to MetLife, Inc.’s common shareholders	$ 0	$ 0	$ 0	$ (3)
Basic	$ 0	$ 0	$ 0	$ 0
Diluted	$ 0	$ 0	$ 0	$ 0
Net Income (Loss)
Net income (loss)	$ 1,119	$ 1,376	$ 3,282	$ 2,715
Less: Net income (loss) attributable to noncontrolling interests	4	10	9	21
Less: Preferred stock dividends	31	31	61	61
Preferred stock repurchase premium	42	0	42	0
Net income (loss) available to MetLife, Inc.’s common shareholders	$ 1,042	$ 1,335	$ 3,170	$ 2,633
Basic	$ 0.93	$ 1.18	$ 2.83	$ 2.34
Diluted	$ 0.92	$ 1.17	$ 2.80	$ 2.31

Contingencies, Commitments a106

Contingencies, Commitments and Guarantees (Contingencies - Narrative) (Details)	6 Months Ended		12 Months Ended
	Jun. 30, 2015USD ($)ClaimsPlaintiffs	Jun. 30, 2014Claims	Dec. 31, 2014Claims
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	$ 410,000,000
Superfund Site Settlement Agreements
Loss Contingencies
Number of regulatory matters and other claims | 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 | Plaintiffs	2
Asbestos Related Claims
Loss Contingencies
Asbestos-Related Claims | Claims	2,022	2,569	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 a107

Contingencies, Commitments and Guarantees (Commitments and Guarantees - Narrative) (Details) - USD ($) $ in Billions	Jun. 30, 2015	Dec. 31, 2014
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	$ 6.6	$ 5.3
Mortgage Loan Commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$ 4.5	$ 4

Subsequent Event (Details)

Subsequent Event (Details) - USD ($) $ / shares in Units, $ in Millions	Jul. 01, 2015	Sep. 30, 2015	Jun. 30, 2015
Subsequent Event [Line Items]
Stock Redeemed or Called During Period, Shares			37,192,413
Preferred Stock, Redemption Amount			$ 932
Subsequent Event [Member]
Subsequent Event [Line Items]
Approved dividend, amount per share		$ 0.375
Estimated aggregate dividend payment		$ 420
Stock Redeemed or Called During Period, Shares	22,807,587
Preferred Stock, Redemption Amount	$ 570