MetLife (MET) 10-Q 7 Aug 18 2018 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - USD ($) $ in Billions	6 Months Ended
	Jun. 30, 2018	Jul. 31, 2018	Jun. 30, 2017
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, 2018
Amendment Flag	false
Document Fiscal Year Focus	2,018
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			$ 52.1
Entity Common Stock, Shares Outstanding		994,837,941

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Investments:
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $292,257 and $286,069, respectively)	$ 306,331	$ 308,931
Equity securities, at estimated fair value	1,483	2,513
Contractholder-directed equity securities and fair value option securities, at estimated fair value (includes $5 and $6, respectively, relating to variable interest entities)	13,848	16,745
Mortgage loans (net of valuation allowances of $325 and $314, respectively; includes $405 and $520, respectively, under the fair value option)	70,852	68,731
Policy loans	9,702	9,669
Real estate and real estate joint ventures (includes $630 and $25, respectively, of real estate held-for-sale)	9,741	9,637
Other limited partnership interests	5,985	5,708
Short-term investments, principally at estimated fair value	3,853	4,870
Other invested assets (includes $453 and $125, respectively, relating to variable interest entities)	17,017	17,263
Total investments	438,812	444,067
Cash and cash equivalents, principally at estimated fair value (includes $11 and $12, respectively, relating to variable interest entities)	16,312	12,701
Accrued investment income	3,512	3,524
Premiums, reinsurance and other receivables (includes $2 and $3, respectively, relating to variable interest entities)	19,608	18,423
Deferred policy acquisition costs and value of business acquired	19,013	18,419
Goodwill	9,499	9,590
Other assets (includes $2 and $2, respectively, relating to variable interest entities)	8,230	8,167
Separate account assets	191,347	205,001
Total assets	706,333	719,892
Liabilities
Future policy benefits	184,461	177,974
Policyholder account balances	182,493	182,518
Other policy-related balances	15,908	15,515
Policyholder dividends payable	695	682
Policyholder dividend obligation	792	2,121
Payables for collateral under securities loaned and other transactions	27,030	25,723
Short-term debt	479	477
Long-term debt (includes $5 and $6, respectively, at estimated fair value, relating to variable interest entities)	14,536	15,686
Collateral financing arrangement	1,085	1,121
Junior subordinated debt securities	3,146	3,144
Current income tax payable	222	311
Deferred income tax liability	5,377	6,767
Other liabilities (includes $4 and $3, respectively, relating to variable interest entities)	24,930	23,982
Separate account liabilities	191,347	205,001
Total liabilities	652,501	661,022
Contingencies, Commitments and Guarantees (Note 15)
MetLife, Inc.’s stockholders’ equity:
Preferred stock, par value $0.01 per share; $3,405 and $2,100 aggregate liquidation preference, respectively	0	0
Common stock, par value $0.01 per share; 3,000,000,000 shares authorized; 1,170,816,195 and 1,168,710,101 shares issued, respectively; 1,000,153,999 and 1,043,588,396 shares outstanding, respectively	12	12
Additional paid-in capital	32,454	31,111
Retained earnings	26,870	26,527
Treasury stock, at cost; 170,662,196 and 125,121,705 shares, respectively	(8,557)	(6,401)
Accumulated other comprehensive income (loss)	2,854	7,427
Total MetLife, Inc.’s stockholders’ equity	53,633	58,676
Noncontrolling interests	199	194
Total equity	53,832	58,870
Total liabilities and equity	$ 706,333	$ 719,892

Consolidated Balance Sheets (U3

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Assets
Amortized cost of fixed maturity securities available-for-sale	$ 292,257	$ 286,069
Contractholder-directed equity securities and fair value option securities relating to variable interest entities	13,848	16,745
Mortgage loans valuation allowances	325	314
Mortgage Loans on Real Estate, Commercial and Consumer, Net	70,852	68,731
Real estate held-for-sale	630	25
Other invested assets relating to variable interest entities	17,017	17,263
Cash and cash equivalents relating to variable interest entities	16,312	12,701
Premiums, reinsurance and other receivables relating to variable interest entities	19,608	18,423
Other assets relating to variable interest entities	8,230	8,167
Liabilities
Long-term debt, at estimated fair value, relating to variable interest entities	14,536	15,686
Other liabilities relating to variable interest entities	$ 24,930	$ 23,982
MetLife, Inc.’s stockholders’ equity:
Preferred stock, par value	$ 0.01	$ 0.01
Preferred stock, aggregate liquidation preference	3,405	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	1,170,816,195	1,168,710,101
Common stock, shares outstanding	1,000,153,999	1,043,588,396
Treasury stock, shares	170,662,196	125,121,705
Residential mortgage loans - FVO
Assets
Mortgage Loans on Real Estate, Commercial and Consumer, Net	$ 405	$ 520
Variable interest entities
Assets
Contractholder-directed equity securities and fair value option securities relating to variable interest entities	5	6
Other invested assets relating to variable interest entities	453	125
Cash and cash equivalents relating to variable interest entities	11	12
Premiums, reinsurance and other receivables relating to variable interest entities	2	3
Other assets relating to variable interest entities	2	2
Liabilities
Long-term debt, at estimated fair value, relating to variable interest entities	5	6
Other liabilities relating to variable interest entities	$ 1	$ 3

Consolidated Statements of Oper

Consolidated Statements of Operations and Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Revenues
Premiums	$ 15,153	$ 9,580	$ 24,331	$ 18,545
Universal life and investment-type product policy fees	1,370	1,364	2,762	2,724
Net investment income	4,473	4,193	8,218	8,614
Other revenues	475	292	949	634
Net investment gains (losses)	(227)	104	(560)	192
Net derivative gains (losses)	(59)	(200)	290	(412)
Total revenues	21,185	15,333	35,990	30,297
Expenses
Policyholder benefits and claims	14,866	9,427	23,584	18,290
Interest credited to policyholder account balances	1,424	1,292	2,193	2,743
Policyholder dividends	309	313	606	623
Other expenses	3,485	3,283	6,850	6,551
Total expenses	20,084	14,315	33,233	28,207
Income (loss) from continuing operations before provision for income tax	1,101	1,018	2,757	2,090
Provision for income tax expense (benefit)	207	162	606	282
Income (loss) from continuing operations, net of income tax	894	856	2,151	1,808
Income (loss) from discontinued operations, net of income tax	0	58	0	(18)
Net income (loss)	894	914	2,151	1,790
Less: Net income (loss) attributable to noncontrolling interests	3	3	7	6
Net income (loss) attributable to MetLife, Inc.	891	911	2,144	1,784
Less: Preferred stock dividends	46	46	52	52
Net income (loss) available to MetLife, Inc.’s common shareholders	845	865	2,092	1,732
Comprehensive income (loss)	(1,885)	2,953	(3,333)	4,860
Less: Comprehensive income (loss) attributable to noncontrolling interests, net of income tax	4	2	8	6
Comprehensive income (loss) attributable to MetLife, Inc.	$ (1,889)	$ 2,951	$ (3,341)	$ 4,854
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc's common shareholders per common share:
Basic	$ 0.83	$ 0.76	$ 2.04	$ 1.62
Diluted	0.83	0.75	2.02	1.61
Net income (loss) available to MetLife, Inc.’s common shareholders per common share:
Basic	0.83	0.81	2.04	1.60
Diluted	0.83	0.80	2.02	1.59
Cash dividends declared per common share	$ 0.420	$ 0.400	$ 0.820	$ 0.800

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	Previously Reported	Previously ReportedPreferred Stock	Previously ReportedCommon Stock	Previously ReportedAdditional Paid-in Capital	Previously ReportedRetained Earnings	Previously ReportedTreasury Stock at Cost	Previously ReportedAccumulated Other Comprehensive Income (Loss)	Previously ReportedTotal MetLife, Inc.'s Stockholders' Equity	Previously ReportedNoncontrolling Interests	Restatement Adjustment	Restatement AdjustmentRetained Earnings	Restatement AdjustmentAccumulated Other Comprehensive Income (Loss)	Restatement AdjustmentTotal MetLife, Inc.'s Stockholders' Equity
Beginning Balance at Dec. 31, 2016	$ 67,702	$ 0	$ 12	$ 30,944	$ 34,683	$ (3,474)	$ 5,366	$ 67,531	$ 171	$ 67,480	$ 0	$ 12	$ 30,944	$ 34,480	$ (3,474)	$ 5,347	$ 67,309	$ 171	$ 222	$ 203	$ 19	$ 222
Treasury stock acquired in connection with share repurchases	(1,810)					(1,810)		(1,810)
Stock-based compensation	77			77				77
Dividends on preferred stock	(52)				(52)			(52)
Dividends on common stock	(868)				(868)			(868)
Change in equity of noncontrolling interests	37							0	37
Net income (loss)	1,790				1,784			1,784	6
Other comprehensive income (loss), net of income tax	3,070						3,070	3,070	0							3,089					$ (19)
Ending Balance at Jun. 30, 2017	69,946	0	12	31,021	35,547	(5,284)	8,436	69,732	214	69,669									$ 277
Cumulative effects of changes in accounting principles, net of income tax (Note 1)	7				(905)		912	7
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	58,877	0	12	31,111	25,622	(6,401)	8,339	58,683	194
Beginning Balance at Dec. 31, 2017	58,870									$ 58,870	$ 0	$ 12	$ 31,111	$ 26,527	$ (6,401)	$ 7,427	$ 58,676	$ 194
Preferred stock issuance	1,274			1,274				1,274
Treasury stock acquired in connection with share repurchases	(2,156)					(2,156)		(2,156)
Stock-based compensation	69			69				69
Dividends on preferred stock	(52)				(52)			(52)
Dividends on common stock	(844)				(844)			(844)
Change in equity of noncontrolling interests	(3)							0	(3)
Net income (loss)	2,151				2,144			2,144	7
Other comprehensive income (loss), net of income tax	(5,484)						(5,485)	(5,485)	1
Ending Balance at Jun. 30, 2018	$ 53,832	$ 0	$ 12	$ 32,454	$ 26,870	$ (8,557)	$ 2,854	$ 53,633	$ 199

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017
Statement of Cash Flows [Abstract]
Net cash provided by (used in) operating activities	$ 6,904	$ 5,499
Cash flows from investing activities
Sales, maturities and repayments of fixed maturity securities	54,497	47,120
Sales, maturities and repayments of equity securities	280	452
Sales, maturities and repayments of mortgage loans	4,341	4,354
Sales, maturities and repayments of real estate and real estate joint ventures	422	490
Sales, maturities and repayments of other limited partnership interests	337	689
Purchases of fixed maturity securities	(58,061)	(49,995)
Purchases of equity securities	(64)	(616)
Purchases of mortgage loans	(6,380)	(7,126)
Purchases of real estate and real estate joint ventures	(495)	(602)
Purchases of other limited partnership interests	(568)	(682)
Cash received in connection with freestanding derivatives	2,376	3,945
Cash paid in connection with freestanding derivatives	(2,638)	(5,698)
Net change in policy loans	(42)	6
Net change in short-term investments	1,055	914
Net change in other invested assets	164	(206)
Other, net	12	(194)
Net cash provided by (used in) investing activities	(4,764)	(7,149)
Cash flows from financing activities
Policyholder account balances: Deposits	46,858	44,854
Policyholder account balances: Withdrawals	(44,976)	(42,387)
Net change in payables for collateral under securities loaned and other transactions	1,633	1,205
Long-term debt issued	14	2,989
Long-term debt repaid	(200)	(9)
Collateral financing arrangements repaid	(36)	(2,836)
Financing element on certain derivative instruments and other derivative related transactions, net	12	(94)
Treasury stock acquired in connection with share repurchases	(2,156)	(1,810)
Preferred stock issued, net of issuance costs	1,274	0
Dividends on preferred stock	(52)	(52)
Dividends on common stock	(844)	(868)
Other, net	85	(186)
Net cash provided by (used in) financing activities	1,612	806
Effect of change in foreign currency exchange rates on cash and cash equivalents balances	(141)	286
Change in cash and cash equivalents	3,611	(558)
Cash and cash equivalents, beginning of period	12,701	17,877
Cash and cash equivalents, end of period	16,312	17,319
Cash and cash equivalents, of disposed subsidiary, beginning of period	0	5,226
Cash and cash equivalents, of disposed subsidiary, end of period	0	4,443
Cash and cash equivalents, from continuing operations, beginning of period	12,701	12,651
Cash and cash equivalents, from continuing operations, end of period	16,312	12,876
Supplemental disclosures of cash flow information:
Net cash paid for Interest	592	574
Net cash paid (received) for Income tax	577	505
Fixed maturity securities received in connection with pension risk transfer transaction	3,016	0
Reduction of long-term debt	944	0
Reduction of fair value option securities	$ 1,030	$ 0

Business, Basis of Presentation

Business, Basis of Presentation and Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 2018
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 one of the world’s leading financial services companies, providing insurance, annuities, employee benefits and asset management. MetLife is organized into five segments: U.S.; Asia; Latin America; Europe, the Middle East and Africa (“EMEA”); and MetLife Holdings. 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 on 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 these estimates. 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, 2017 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, 2017 (the “2017 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 2017 Annual Report. Consolidation The accompanying interim condensed consolidated financial statements include the accounts of MetLife, Inc. and its subsidiaries, as well as partnerships and joint ventures in which the Company has control, and variable interest entities (“VIEs”) for which the Company is the primary beneficiary. Intercompany accounts and transactions have been eliminated. The 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. 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. Subsequent to the adoption of guidance relating to the recognition and measurement of financial instruments on January 1, 2018, the Company accounts for interests in unconsolidated entities that are not accounted for under the equity method, at estimated fair value. Such investments were previously accounted for under the cost method of accounting. See “— Adoption of New Accounting Pronouncements.” Discontinued Operations The results of operations of a component of the Company that has either been disposed of or is classified as held-for-sale are reported in discontinued operations if certain criteria are met. A disposal of a component is reported in discontinued operations if the disposal represents a strategic shift that has or will have a major effect on the Company’s operations and financial results. On August 4, 2017, MetLife, Inc. completed the separation of Brighthouse Financial, Inc. and its subsidiaries (“Brighthouse”) through a distribution of 96,776,670 shares of Brighthouse Financial, Inc. common stock to the MetLife, Inc. common shareholders (the “Separation”). The results of Brighthouse are reflected in MetLife, Inc.’s interim condensed consolidated financial statements as discontinued operations and, therefore, are presented as income (loss) from discontinued operations on the consolidated statements of operations and comprehensive income (loss). Prior year periods’ results have been revised to reflect discontinued operations. Intercompany transactions between the Company and Brighthouse prior to the Separation have been eliminated. Transactions between the Company and Brighthouse after the Separation are reflected in continuing operations for the Company. See Note 3 for information on discontinued operations and transactions with Brighthouse. Reclassifications Certain amounts in the prior year periods’ interim condensed consolidated financial statements and related footnotes thereto have been reclassified to conform to the 2018 presentation as discussed throughout the Notes to the Interim Condensed Consolidated Financial Statements. Revisions As discussed in Note 1 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report, the Company made adjustments for group annuity reserves and assumed variable annuity guarantee reserves for which amounts previously reported have been immaterially restated. In addition, the Company has corrected other unrelated immaterial errors which were previously recorded in the periods the Company identified them. A summary of the revisions to prior year periods’ net income (loss) available to MetLife, Inc.’s common shareholders is shown in the table below: Three Months Six Months 2017 (In millions) Assumed variable annuity guarantee reserves $ 47 $ 61 Group annuity reserves (9 ) (18 ) Other revisions to continuing operations, net 3 66 Impact to income (loss) from continuing operations before provision for income tax 41 109 Provision for income tax expense (benefit) 14 38 Impact to income (loss) from continuing operations, net of income tax 27 71 Other revisions to discontinued operations, net of income tax — 3 Impact to net income (loss) available to MetLife, Inc.’s common shareholders $ 27 $ 74 The impact of the revisions is shown in the tables below: Three Months Six Months 2017 Interim Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) As Discontinued Operations Revisions As As Discontinued Operations (1) Revisions As (In millions, except per share data) Revenues Net investment gains (losses) $ 104 $ — $ — $ 104 $ 112 $ 55 $ 25 $ 192 Net derivatives gains (losses) $ (437 ) $ 190 $ 47 $ (200 ) $ (1,363 ) $ 890 $ 61 $ (412 ) Total revenues $ 17,245 $ (1,959 ) $ 47 $ 15,333 $ 33,514 $ (3,303 ) $ 86 $ 30,297 Expenses Policyholder benefits and claims $ 10,302 $ (881 ) $ 6 $ 9,427 $ 20,161 $ (1,883 ) $ 12 $ 18,290 Other expenses $ 4,059 $ (776 ) $ — $ 3,283 $ 7,623 $ (1,037 ) $ (35 ) $ 6,551 Total expenses $ 16,243 $ (1,934 ) $ 6 $ 14,315 $ 31,695 $ (3,465 ) $ (23 ) $ 28,207 Income (loss) from continuing operations before provision for income tax $ 1,002 $ (25 ) $ 41 $ 1,018 $ 1,819 $ 162 $ 109 $ 2,090 Provision for income tax expense (benefit) $ 115 $ 33 $ 14 $ 162 $ 103 $ 141 $ 38 $ 282 Income (loss) from continuing operations, net of income tax $ 887 $ (58 ) $ 27 $ 856 $ 1,716 $ 21 $ 71 $ 1,808 Income (loss) from discontinued operations, net of income tax $ — $ 58 $ — $ 58 $ — $ (21 ) $ 3 $ (18 ) Net income (loss) $ 887 $ — $ 27 $ 914 $ 1,716 $ — $ 74 $ 1,790 Net income (loss) attributable to MetLife, Inc. $ 884 $ — $ 27 $ 911 $ 1,710 $ — $ 74 $ 1,784 Net income (loss) available to MetLife, Inc.’s common shareholders $ 838 $ — $ 27 $ 865 $ 1,658 $ — $ 74 $ 1,732 Comprehensive income (loss) $ 2,926 $ — $ 27 $ 2,953 $ 4,805 $ — $ 55 $ 4,860 Comprehensive income (loss) attributable to MetLife, Inc. $ 2,924 $ — $ 27 $ 2,951 $ 4,799 $ — $ 55 $ 4,854 Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders: Basic $ 0.78 $ (0.05 ) $ 0.03 $ 0.76 $ 1.53 $ 0.02 $ 0.07 $ 1.62 Diluted $ 0.77 $ (0.05 ) $ 0.03 $ 0.75 $ 1.52 $ 0.02 $ 0.07 $ 1.61 Net income (loss) available to MetLife, Inc.’s common shareholders per common share: Basic $ 0.78 $ — $ 0.03 $ 0.81 $ 1.53 $ — $ 0.07 $ 1.60 Diluted $ 0.77 $ — $ 0.03 $ 0.80 $ 1.52 $ — $ 0.07 $ 1.59 __________________ (1) See Note 3 for additional information on discontinued operations. Revisions include $5 million and $2 million of net investment gains (losses) and provision for income tax expense (benefit), respectively, related to discontinued operations. Interim Condensed Consolidated Statements of Equity As Revisions As Revised (In millions) Retained Earnings Balance at December 31, 2016 $ 34,480 $ 203 $ 34,683 Net income (loss) $ 1,710 $ 74 $ 1,784 Balance at June 30, 2017 $ 35,270 $ 277 $ 35,547 Accumulated Other Comprehensive Income (Loss) Balance at December 31, 2016 $ 5,347 $ 19 $ 5,366 Other comprehensive income (loss), net of income tax $ 3,089 $ (19 ) $ 3,070 Balance at June 30, 2017 $ 8,436 $ — $ 8,436 Total MetLife, Inc.’s Stockholders’ Equity Balance at December 31, 2016 $ 67,309 $ 222 $ 67,531 Balance at June 30, 2017 $ 69,455 $ 277 $ 69,732 Total Equity Balance at December 31, 2016 $ 67,480 $ 222 $ 67,702 Balance at June 30, 2017 $ 69,669 $ 277 $ 69,946 Adoption of New Accounting Pronouncements Effective January 1, 2018, the Company early adopted guidance relating to income taxes. The new guidance was applied in the period of adoption. Current GAAP guidance requires that the effect of a change in tax laws or rates on deferred tax liabilities or assets to be included in income from continuing operations in the reporting period that includes the enactment date, even if the related income tax effects were originally charged or credited directly to accumulated other comprehensive income (“AOCI”). The Company’s accounting policy for the release of stranded tax effects in AOCI is on an aggregate portfolio basis. The new guidance allows a reclassification of AOCI to retained earnings for stranded tax effects resulting from the Tax Cuts and Jobs Act of 2017 (“U.S. Tax Reform”). Due to U.S. Tax Reform and the change in corporate tax rates, at December 22, 2017, the Company reported stranded tax effects in AOCI related to unrealized gains and losses on available-for-sale (“AFS”) securities, cumulative foreign translation adjustments and deferred costs on pension benefit plans. With the adoption of the guidance, the Company released these stranded tax effects in AOCI resulting in a decrease to retained earnings as of January 1, 2018 of $1.2 billion with a corresponding increase to AOCI. Effective January 1, 2018, the Company prospectively adopted guidance relating to stock compensation. The new guidance includes guidance on determining which changes to the terms and conditions of share-based payment awards require an entity to apply modification accounting under Accounting Standards Codification (“ASC”) Topic 718, Compensation - Stock Compensation . The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018 the Company retrospectively adopted guidance on the presentation of net periodic pension cost and net periodic postretirement benefit cost. The new guidance requires that an employer that offers to its employees defined benefit pension or other postretirement benefit plans report the service cost component in the same line item or items as other compensation costs. The other components of net periodic benefit cost are required to be presented in the income statement separately from the service cost component and outside a subtotal of income from operations, if one is presented. If a separate line item is not used, the line item used in the income statement to present the other components of net periodic benefit cost must be disclosed. In addition, the guidance allows only the service cost component to be eligible for capitalization when applicable. The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018, the Company adopted, using a modified retrospective approach, guidance relating to de-recognition of nonfinancial assets. The new guidance clarifies the scope and accounting of a financial asset that meets the definition of an “in-substance nonfinancial asset” and defines the term, “in-substance nonfinancial asset.” The new guidance also adds guidance for partial sales of nonfinancial assets. The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018, the Company retrospectively adopted guidance relating to restricted cash. The new guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. As a result, the new guidance requires that amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The new guidance does not provide a definition of restricted cash or restricted cash equivalents. The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018, the Company adopted, using a modified retrospective approach, guidance relating to tax accounting for intra-entity transfers of assets. Prior guidance prohibited the recognition of current and deferred income taxes for an intra-entity asset transfer until the asset has been sold to an outside party. The new guidance requires an entity to recognize the income tax consequences of an intra-entity transfer of an asset other than inventory when the transfer occurs. The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018, the Company retrospectively adopted guidance relating to cash flow statement presentation. The new guidance addresses diversity in how certain cash receipts and cash payments are presented and classified in the statement of cash flows. The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018, the Company adopted, using a modified retrospective approach, guidance relating to recognition and measurement of financial instruments. The guidance changes the current accounting guidance related to (i) the classification and measurement of certain equity investments, (ii) the presentation of changes in the fair value of financial liabilities measured under the fair value option (“FVO”) that are due to instrument-specific credit risk, and (iii) certain disclosures associated with the fair value of financial instruments. Effective January 1, 2018, there will no longer be a requirement to assess equity securities for impairment since such securities will be measured at fair value through net income. Additionally, there will no longer be a requirement to assess equity securities for embedded derivatives requiring bifurcation. The adoption of this guidance resulted in a $328 million , net of income tax, increase to retained earnings largely offset by a decrease to AOCI that was primarily attributable to $1.7 billion of equity securities previously classified and measured as equity securities AFS. At December 31, 2017, equity securities of $16.0 billion primarily associated with contractholder-directed investments are accounted for using the FVO and therefore were unaffected by the new guidance. The Company has included the required disclosures related to equity securities within Note 6 . Effective January 1, 2018, the Company adopted, using a modified retrospective approach, guidance relating to revenue recognition. The new guidance supersedes nearly all existing revenue recognition guidance under U.S. GAAP. However, it does not impact the accounting for insurance and investment contracts within the scope of ASC Topic 944, Financial Services - Insurance , leases, financial instruments and certain guarantees. For those contracts that are impacted, the new guidance requires 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 adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. For the three months and six months ended June 30, 2018, the Company identified $328 million and $ 650 million , respectively, of revenue streams within the scope of the guidance that are all included within other revenues on the interim condensed consolidated statements of operations and comprehensive income (loss). Such amounts primarily consisted of: (i) prepaid legal plans and administrative-only contracts within the U.S. segment of $126 million and $255 million , for the three months and six months ended June 30, 2018, respectively, (ii) distribution and administrative services fees within the MetLife Holdings segment of $56 million and $ 114 million for the three months and six months ended June 30, 2018, respectively, and (iii) fee-based investment management services within Corporate & Other of $74 million and $145 million for the three months and six months ended June 30, 2018, respectively. Substantially all of the revenue from these services is recognized over time as the applicable services are provided or are made available to the customers and control is transferred continuously. The consideration received for these services is variable and constrained to the amount not probable of a significant revenue reversal. Other Effective January 16, 2018, the London Clearing House (“LCH”) amended its rulebook, resulting in the characterization of variation margin transfers as settlement payments, as opposed to adjustments to collateral. These amendments impacted the accounting treatment of the Company’s centrally cleared derivatives, for which the LCH serves as the central clearing party. As of the effective date, the application of the amended rulebook reduced gross derivative assets by $369 million , gross derivative liabilities by $203 million , accrued investment income by $14 million , collateral receivables recorded within premiums, reinsurance and other receivables by $184 million , and collateral payables recorded within payables for collateral under securities loaned and other transactions by $365 million . The application of the amended rulebook increased accrued investment expense recorded within other liabilities by $1 million . Future Adoption of New Accounting Pronouncements In August 2017, the Financial Accounting Standards Board (“FASB”) issued new guidance on hedging activities (Accounting Standards Update (“ASU”) 2017-12, Derivatives and Hedging (Topic 815): Targeted Improvements to Accounting for Hedging Activities) . The new guidance is effective for fiscal years beginning after December 15, 2018 and interim periods within those fiscal years and should be applied on a modified retrospective basis through a cumulative-effect adjustment to retained earnings. Early adoption is permitted. The new guidance simplifies the application of hedge accounting in certain situations and amends the hedge accounting model to enable entities to better portray the economics of their risk management activities in their financial statements. The Company is currently evaluating the impact of the new guidance on its consolidated financial statements. In March 2017, the FASB issued new guidance on purchased callable debt securities (ASU 2017-08, Receivables -Nonrefundable Fees and Other Costs (Subtopic 310-20), Premium Amortization on Purchased Callable Debt Securities ). The new guidance is effective for fiscal years beginning after December 15, 2018 and interim periods within those fiscal years and should be applied on a modified retrospective basis through a cumulative-effect adjustment to retained earnings. Early adoption is permitted. The ASU shortens the amortization period for certain callable debt securities held at a premium and requires the premium to be amortized to the earliest call date. However, the new guidance does not require an accounting change for securities held at a discount whose discount continues to be amortized to maturity. The Company is currently evaluating the impact of the new guidance on its consolidated financial statements. In January 2017, the FASB issued new guidance on goodwill impairment (ASU 2017-04, Intangibles - Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment ). The new guidance is effective for fiscal years beginning after December 15, 2019 and interim periods within those fiscal years, and should be applied on a prospective basis. Early adoption is permitted for interim or annual goodwill impairment tests performed on testing dates after January 1, 2017. The new guidance simplifies the current two-step goodwill impairment test by eliminating Step 2 of the test. See Note 11 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report for a description of the two-step test. The new guidance requires a one-step impairment test in which an entity compares the fair value of a reporting unit with its carrying amount and recognizes an impairment charge for the amount by which the carrying amount exceeds the reporting unit’s fair value, if any. The Company expects the adoption of this new guidance will reduce the complexity involved with the evaluation of goodwill for impairment. The impact of the new guidance will depend on the outcomes of future goodwill impairment tests. In June 2016, the FASB issued new guidance on measurement of credit losses on financial instruments (ASU 2016-13, Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments ). The new guidance is effective for fiscal years beginning after December 15, 2019, including interim periods within those fiscal years. Early adoption is permitted for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2018. This ASU replaces the incurred loss impairment methodology with one that reflects expected credit losses. The measurement of expected credit losses should be based on historical loss information, current conditions, and reasonable and supportable forecasts. The new guidance requires that an other-than-temporary impairment (“ OTTI”) on a debt security will be recognized as an allowance going forward, such that improvements in expected future cash flows after an impairment will no longer be reflected as a prospective yield adjustment through net investment income, but rather a reversal of the previous impairment and recognized through realized investment gains and losses. The guidance also requires enhanced disclosures. The Company has assessed the asset classes impacted by the new guidance and is currently assessing the accounting and reporting system changes that will be required to comply with the new guidance. The Company believes that the most significant impact upon adoption will be to its mortgage loan investments. The Company is currently evaluating the impact of the new guidance on its consolidated financial statements. In February 2016, the FASB issued new guidance on leasing transactions (ASU 2016-02, Leases - Topic 842 ). The new guidance is effective for the fiscal years beginning after December 15, 2018, including interim periods within those fiscal years, and requires a modified retrospective transition approach (subject to optional practical expedients). Early adoption is permitted. The new guidance requires a lessee to recognize assets and liabilities for leases with lease terms of more than 12 months. Leases would be classified as finance or operating leases and both types of leases will be recognized on the balance sheet. Lessor accounting will remain largely unchanged from current guidance except for certain targeted changes. The new guidance will also require new qualitative and quantitative disclosures. In July 2018, the FASB issued ASU 2018-10, Codification Improvements to Topic 842, Leases, amending certain aspects of the new leases standard. The amendments include clarification on whether to recognize a transition adjustment to earnings rather than through equity when an entity initially applies the new guidance retrospectively to each prior reporting period. Also, in July 2018, the FASB issued ASU 2018-11, Leases (Topic 842): Targeted Improvements . The amendments in the new guidance provide entities with an additional transition method to adopt the new leases standard. Under this new transition method, an entity initially applies the new leases standard at the adoption date and recognizes a cumulative-effect adjustment to the opening balance of retained earnings in the period of adoption. Also, the amendments provide lessors with a practical expedient related to separating components of a contract. The Company’s implementation efforts have been primarily focused on the review of its existing lease contracts, identification of other contracts that may fall under the scope of the new guidance, and performing a gap analysis on the current state of lease-related activities compared with the future state of lease-related activities. The Company identified its significant leases by geography and by asset type that will be impacted by the new guidance and has begun implementation of a new software platform to facilitate compliance with the new guidance. The Company is currently evaluating the impact of the new guidance on its consolidated financial statements.

Segment Information

Segment Information	6 Months Ended
	Jun. 30, 2018
Segment Reporting [Abstract]
Segment Information	2. Segment Information MetLife is organized into five segments: U.S.; Asia; Latin America; EMEA; and MetLife Holdings. In addition, the Company reports certain of its results of operations in Corporate & Other. U.S. The U.S. segment offers a broad range of protection products and services aimed at serving the financial needs of customers throughout their lives. These products are sold to corporations and their respective employees, other institutions and their respective members, as well as individuals. The U.S. segment is organized into three businesses: Group Benefits, Retirement and Income Solutions and Property & Casualty. • The Group Benefits business offers insurance products and services which include life, dental, group short- and long-term disability, individual disability, accidental death and dismemberment, vision and accident & health coverages, as well as prepaid legal plans. This business also sells administrative services-only arrangements to some employers. • The Retirement and Income Solutions business offers a broad range of annuity and investment products, including stable value and pension risk transfer products, institutional income annuities, tort settlements, capital market investment products, as well as postretirement benefits and company-, bank- or trust-owned life insurance. • The Property & Casualty business offers personal and commercial lines of property and casualty insurance, including private passenger automobile, homeowners’ and personal excess liability insurance. In addition, Property & Casualty offers small business owners property, liability and business interruption insurance. 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 and term life, endowments, universal and variable life, accident & health insurance and fixed and variable annuities. 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, retirement and savings products, accident & health insurance and credit insurance. 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, retirement and savings products and credit insurance. MetLife Holdings The MetLife Holdings segment consists of operations relating to products and businesses no longer actively marketed by the Company in the United States, such as variable, universal, term and whole life insurance, variable, fixed and index-linked annuities, long-term care insurance, as well as the assumed variable annuity guarantees from the Company’s former operating joint venture in Japan. Corporate & Other Corporate & Other contains the excess capital, as well as certain charges and activities, not allocated to the segments, including external integration and disposition costs, internal resource costs for associates committed to acquisitions and dispositions, enterprise-wide strategic initiative restructuring charges and various start-up businesses (including the investment management business through which the Company offers fee-based investment management services to institutional clients). Additionally, Corporate & Other includes run-off businesses such as the direct to consumer portion of the U.S. Direct business. Corporate & Other also includes interest expense related to the majority of the Company’s outstanding debt, as well as expenses associated with certain legal proceedings and income tax audit issues. In addition, Corporate & Other includes the elimination of intersegment amounts, which generally relate to affiliated reinsurance and intersegment loans, which bear interest rates commensurate with related borrowings. Financial Measures and Segment Accounting Policies Adjusted earnings is used by management to evaluate performance and allocate resources. Consistent with GAAP guidance for segment reporting, adjusted earnings is also the Company’s GAAP measure of segment performance and is reported below. Adjusted earnings should not be viewed as a substitute for income (loss) from continuing operations, net of income tax. The Company believes the presentation of adjusted 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. Adjusted earnings is defined as adjusted revenues less adjusted expenses, net of income tax. The financial measures of adjusted revenues and adjusted expenses focus on the Company’s primary businesses principally by excluding the impact of market volatility, which could distort trends, and revenues and costs related to non-core products and certain entities required to be consolidated under GAAP. Also, these measures exclude results of discontinued operations under GAAP and other businesses that have been or will be sold or exited by MetLife but do not meet the discontinued operations criteria under GAAP and are referred to as divested businesses. Divested businesses also includes the net impact of transactions with exited businesses that have been eliminated in consolidation under GAAP and costs relating to businesses that have been or will be sold or exited by MetLife that do not meet the criteria to be included in results of discontinued operations under GAAP. Adjusted revenues also excludes net investment gains (losses) and net derivative gains (losses). Adjusted expenses also excludes goodwill impairments. The following additional adjustments are made to revenues, in the line items indicated, in calculating adjusted 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 earned income on derivatives 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) excludes post-tax adjusted earnings adjustments relating to insurance joint ventures accounted for under the equity method, (iii) excludes certain amounts related to contractholder-directed unit-linked investments, (iv) excludes certain amounts related to securitization entities that are VIEs consolidated under GAAP and (v) includes distributions of profits from certain other limited partnership interests that were previously accounted for under the cost method, but are now accounted for at estimated fair value, where the change in estimated fair value is recognized in net investment gains (losses) for GAAP; and • Other revenues is adjusted for settlements of foreign currency earnings hedges and excludes fees received in association with services provided under transition service agreements (“TSA fees”). The following additional adjustments are made to expenses, in the line items indicated, in calculating adjusted 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 earned income on derivatives 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, integration and other costs. Other expenses includes TSA fees. Adjusted 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. The tax impact of the adjustments mentioned above are calculated net of the U.S. or foreign statutory tax rate, which could differ from the Company’s effective tax rate. Additionally, the provision for income tax (expense) benefit also includes the impact related to the timing of certain tax credits, as well as certain tax reforms. 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, 2018 and 2017 . The segment accounting policies are the same as those used to prepare the Company’s consolidated financial statements, except for adjusted 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, income (loss) from continuing operations, net of income tax, or adjusted earnings. 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. Three Months Ended June 30, 2018 U.S. Asia Latin EMEA MetLife Corporate Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 11,302 $ 1,654 $ 688 $ 546 $ 957 $ 6 $ 15,153 $ — $ 15,153 Universal life and investment-type product policy fees 262 399 275 107 301 — 1,344 26 1,370 Net investment income 1,719 839 327 73 1,329 40 4,327 146 4,473 Other revenues 203 13 9 20 68 79 392 83 475 Net investment gains (losses) — — — — — — — (227 ) (227 ) Net derivative gains (losses) — — — — — — — (59 ) (59 ) Total revenues 13,486 2,905 1,299 746 2,655 125 21,216 (31 ) 21,185 Expenses Policyholder benefits and claims and policyholder dividends 11,233 1,237 660 286 1,706 3 15,125 50 15,175 Interest credited to policyholder account balances 439 362 95 26 235 — 1,157 267 1,424 Capitalization of DAC (114 ) (495 ) (91 ) (121 ) (10 ) (3 ) (834 ) — (834 ) Amortization of DAC and VOBA 114 313 71 108 101 1 708 (1 ) 707 Amortization of negative VOBA — (12 ) — (4 ) — — (16 ) — (16 ) Interest expense on debt 4 — 1 — 2 272 279 30 309 Other expenses 965 976 363 339 275 259 3,177 142 3,319 Total expenses 12,641 2,381 1,099 634 2,309 532 19,596 488 20,084 Provision for income tax expense (benefit) 174 161 55 26 66 (234 ) 248 (41 ) 207 Adjusted earnings $ 671 $ 363 $ 145 $ 86 $ 280 $ (173 ) 1,372 Adjustments to: Total revenues (31 ) Total expenses (488 ) Provision for income tax (expense) benefit 41 Income (loss) from continuing operations, net of income tax $ 894 $ 894 Three Months Ended June 30, 2017 U.S. Asia Latin EMEA MetLife Corporate Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 5,877 $ 1,659 $ 645 $ 505 $ 1,022 $ 8 $ 9,716 $ (136 ) $ 9,580 Universal life and investment-type product policy fees 251 375 275 92 345 — 1,338 26 1,364 Net investment income 1,575 729 289 78 1,401 41 4,113 80 4,193 Other revenues 199 11 8 28 37 61 344 (52 ) 292 Net investment gains (losses) — — — — — — — 104 104 Net derivative gains (losses) — — — — — — — (200 ) (200 ) Total revenues 7,902 2,774 1,217 703 2,805 110 15,511 (178 ) 15,333 Expenses Policyholder benefits and claims and policyholder dividends 5,887 1,247 596 270 1,717 1 9,718 22 9,740 Interest credited to policyholder account balances 359 333 94 25 255 — 1,066 226 1,292 Capitalization of DAC (116 ) (428 ) (88 ) (100 ) (23 ) (3 ) (758 ) 14 (744 ) Amortization of DAC and VOBA 114 290 68 95 139 1 707 (51 ) 656 Amortization of negative VOBA — (30 ) — (5 ) — — (35 ) (3 ) (38 ) Interest expense on debt 4 — 2 — 5 277 288 (4 ) 284 Other expenses 914 895 357 332 370 202 3,070 55 3,125 Total expenses 7,162 2,307 1,029 617 2,463 478 14,056 259 14,315 Provision for income tax expense (benefit) 247 157 34 14 105 (269 ) 288 (126 ) 162 Adjusted earnings $ 493 $ 310 $ 154 $ 72 $ 237 $ (99 ) 1,167 Adjustments to: Total revenues (178 ) Total expenses (259 ) Provision for income tax (expense) benefit 126 Income (loss) from continuing operations, net of income tax $ 856 $ 856 Six Months Ended June 30, 2018 U.S. Asia Latin EMEA MetLife Holdings Corporate & Other Total Adjustments Total (In millions) Revenues Premiums $ 16,519 $ 3,402 $ 1,387 $ 1,097 $ 1,907 $ 19 $ 24,331 $ — $ 24,331 Universal life and investment-type product policy fees 520 793 557 219 615 — 2,704 58 2,762 Net investment income 3,381 1,634 603 148 2,681 99 8,546 (328 ) 8,218 Other revenues 407 28 17 36 135 160 783 166 949 Net investment gains (losses) — — — — — — — (560 ) (560 ) Net derivative gains (losses) — — — — — — — 290 290 Total revenues 20,827 5,857 2,564 1,500 5,338 278 36,364 (374 ) 35,990 Expenses Policyholder benefits and claims and policyholder dividends 16,371 2,580 1,306 580 3,256 — 24,093 97 24,190 Interest credited to policyholder account balances 846 713 193 51 471 — 2,274 (81 ) 2,193 Capitalization of DAC (220 ) (960 ) (185 ) (239 ) (20 ) (5 ) (1,629 ) (1 ) (1,630 ) Amortization of DAC and VOBA 229 627 131 214 201 3 1,405 (5 ) 1,400 Amortization of negative VOBA — (27 ) — (10 ) — — (37 ) (1 ) (38 ) Interest expense on debt 6 — 3 — 4 552 565 30 595 Other expenses 1,926 1,928 701 690 551 491 6,287 236 6,523 Total expenses 19,158 4,861 2,149 1,286 4,463 1,041 32,958 275 33,233 Provision for income tax expense (benefit) 345 306 130 47 170 (393 ) 605 1 606 Adjusted earnings $ 1,324 $ 690 $ 285 $ 167 $ 705 $ (370 ) 2,801 Adjustments to: Total revenues (374 ) Total expenses (275 ) Provision for income tax (expense) benefit (1 ) Income (loss) from continuing operations, net of income tax $ 2,151 $ 2,151 Six Months Ended June 30, 2017 U.S. Asia Latin America EMEA MetLife Holdings Corporate & Other Total Adjustments Total (In millions) Revenues Premiums $ 11,062 $ 3,367 $ 1,292 $ 1,007 $ 2,081 $ 46 $ 18,855 $ (310 ) $ 18,545 Universal life and investment-type product policy fees 516 741 535 187 707 — 2,686 38 2,724 Net investment income 3,187 1,431 592 152 2,842 81 8,285 329 8,614 Other revenues 403 21 17 45 133 120 739 (105 ) 634 Net investment gains (losses) — — — — — — — 192 192 Net derivative gains (losses) — — — — — — — (412 ) (412 ) Total revenues 15,168 5,560 2,436 1,391 5,763 247 30,565 (268 ) 30,297 Expenses Policyholder benefits and claims and policyholder dividends 11,131 2,562 1,229 539 3,450 26 18,937 (24 ) 18,913 Interest credited to policyholder account balances 710 654 176 49 512 1 2,102 641 2,743 Capitalization of DAC (216 ) (848 ) (170 ) (192 ) (57 ) (4 ) (1,487 ) 30 (1,457 ) Amortization of DAC and VOBA 228 581 146 182 213 2 1,352 (33 ) 1,319 Amortization of negative VOBA — (67 ) — (8 ) — — (75 ) (6 ) (81 ) Interest expense on debt 6 — 3 — 20 554 583 (16 ) 567 Other expenses 1,823 1,770 683 648 710 377 6,011 192 6,203 Total expenses 13,682 4,652 2,067 1,218 4,848 956 27,423 784 28,207 Provision for income tax expense (benefit) 496 303 72 26 291 (540 ) 648 (366 ) 282 Adjusted earnings $ 990 $ 605 $ 297 $ 147 $ 624 $ (169 ) 2,494 Adjustments to: Total revenues (268 ) Total expenses (784 ) Provision for income tax (expense) benefit 366 Income (loss) from continuing operations, net of income tax $ 1,808 $ 1,808 The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at: June 30, 2018 December 31, 2017 (In millions) U.S. $ 256,668 $ 255,428 Asia 141,653 136,928 Latin America 73,214 79,670 EMEA 29,353 30,500 MetLife Holdings 174,470 183,160 Corporate & Other 30,975 34,206 Total $ 706,333 $ 719,892 Revenues derived from one U.S. segment customer were $6.0 billion for both the three months and six months ended June 30, 2018 , which represented 35% and 21% , respectively, of consolidated premiums, universal life and investment-type product policy fees and other revenues. The revenue was from a single premium received for a pension risk transfer. Revenues derived from any other customer did not exceed 10% of consolidated premiums, universal life and investment-type product policy fees and other revenues for the three months and six months ended June 30, 2018 and 2017 .

Dispositions

Dispositions	6 Months Ended
	Jun. 30, 2018
Discontinued Operations and Disposal Groups [Abstract]
Disposal Groups, Including Discontinued Operations, Disclosure	3. Dispositions 2018 Disposition On February 20, 2018, the Company completed the sale of MetLife Afore, S.A. de C.V., its pension fund management business in Mexico. See Note 3 of the Notes to the Consolidated Financial Statement included in the 2017 Annual Report for further information. 2017 Separation of Brighthouse On August 4, 2017, MetLife, Inc. completed the separation of Brighthouse. MetLife, Inc. retained the remaining ownership interest of 22,996,436 shares, or 19.2% , of Brighthouse Financial, Inc. common stock and recognized its investment in Brighthouse Financial, Inc. common stock based on the NASDAQ reported market price. The Company elected to record the investment under the FVO as an observable measure of estimated fair value that is aligned with the Company’s intent to divest of the retained shares as soon as practicable. Subsequent changes in estimated fair value of the investment were recorded to net investment gains (losses). The estimated fair value of the Brighthouse Financial, Inc. common stock held by the Company (“FVO Brighthouse Common Stock”) at December 31, 2017 was $1.3 billion reported within contractholder-directed equity securities and fair value option securities (“FVO Securities”) (collectively, “Unit-linked and FVO Securities”). The Company incurred pre-tax Separation-related transaction costs of $330 million and $407 million for the three months and six months ended June 30, 2017, respectively, primarily related to the terminations of financing agreements and third party staffing costs. For both the three months and six months ended June 30, 2017, the Company reported $294 million within discontinued operations for fees for the terminations of financing arrangements. All other Separation-related transaction costs are recorded in other expenses and reported within continuing operations. In June 2018, the Company sold FVO Brighthouse Common Stock in exchange for $944 million aggregate principal amount of MetLife, Inc. senior notes, which MetLife, Inc. canceled. The Company recorded $159 million and $327 million of mark-to-market and disposition losses on the FVO Brighthouse Common Stock to net investment gains (losses) for the three months and six months ended June 30, 2018, respectively. As of June 30, 2018, the Company no longer held any shares of Brighthouse Financial, Inc. for its own account; however, certain insurance company separate accounts managed by the Company held shares of Brighthouse Financial, Inc. See Note 9 for further information on this transaction. See Note 3 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report for further information regarding the Separation, including Separation-related agreements and ongoing transactions with Brighthouse. Agreements Tax Agreements Immediately prior to the Separation, MetLife entered into tax agreements with Brighthouse. In accordance with the tax separation agreement, at both June 30, 2018 and December 31, 2017, the Company’s current income tax receivable and corresponding payable to Brighthouse, reported in other liabilities, were $726 million . As part of the tax receivable agreement, MetLife Inc. has the right to receive future payments from Brighthouse for a tax asset that Brighthouse received as a result of restructuring prior to the Separation. Included in other assets at both June 30, 2018 and December 31, 2017, is a receivable from Brighthouse of $333 million related to these future payments. Ongoing Transactions with Brighthouse The Company considered all of its continuing involvement with Brighthouse in determining whether to deconsolidate and present Brighthouse results as discontinued operations, including the agreements entered into between MetLife and Brighthouse and the ongoing transactions described below. The Company entered into reinsurance, committed facility, structured settlement, and contract administrative services transactions with Brighthouse in the normal course of business and such transactions will continue based upon business needs. In addition, prior to and in connection with the Separation, the Company entered into various other agreements with Brighthouse for services necessary for both the Company and Brighthouse to conduct their activities. Intercompany transactions prior to the Separation between the Company and Brighthouse are eliminated and excluded from the interim condensed consolidated statements of operations and comprehensive income (loss). Transactions between the Company and Brighthouse that continue after the Separation are included on the Company’s interim condensed consolidated statements of operations and comprehensive income (loss) and interim condensed consolidated balance sheets. Reinsurance The Company entered into reinsurance transactions with Brighthouse in the normal course of business and such transactions will continue based upon business needs. Information regarding the significant effects of reinsurance transactions with Brighthouse was as follows: Included on Interim Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) Excluded from Interim Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) Included on Interim Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) Excluded from Interim Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) Three Months Six Months 2018 2017 2018 2017 (In millions) Premiums Reinsurance assumed $ 105 $ 115 $ 201 $ 212 Reinsurance ceded (3 ) (4 ) (6 ) (7 ) Net premiums $ 102 $ 111 $ 195 $ 205 Universal life and investment-type product policy fees Reinsurance assumed $ (3 ) $ (1 ) $ (2 ) $ (5 ) Reinsurance ceded (20 ) (22 ) (44 ) (46 ) Net universal life and investment-type product policy fees $ (23 ) $ (23 ) $ (46 ) $ (51 ) Policyholder benefits and claims Reinsurance assumed $ 84 $ 91 $ 162 $ 166 Reinsurance ceded — (6 ) (10 ) (12 ) Net policyholder benefits and claims $ 84 $ 85 $ 152 $ 154 Interest credited to policyholder account balances Reinsurance assumed $ 3 $ 4 $ 7 $ 8 Reinsurance ceded (17 ) (18 ) (35 ) (36 ) Net interest credited to policyholder account balances $ (14 ) $ (14 ) $ (28 ) $ (28 ) Other expenses Reinsurance assumed $ 31 $ 36 $ 65 $ 6 Reinsurance ceded (4 ) (4 ) (18 ) (25 ) Net other expenses $ 27 $ 32 $ 47 $ (19 ) Information regarding the significant effects of reinsurance transactions with Brighthouse included on the interim condensed consolidated balance sheets was as follows at: June 30, 2018 December 31, 2017 Assumed Ceded Assumed Ceded (In millions) Assets Premiums, reinsurance and other receivables $ 157 $ 1,788 $ 167 $ 1,793 Deferred policy acquisition costs and value of business acquired 381 (40 ) 384 (40 ) Total assets $ 538 $ 1,748 $ 551 $ 1,753 Liabilities Future policy benefits $ 1,842 $ — $ 1,734 $ — Other policy-related balances 120 22 119 28 Other liabilities 1,446 16 1,458 19 Total liabilities $ 3,408 $ 38 $ 3,311 $ 47 Investment Management In connection with the Separation, the Company entered into investment management services agreements with Brighthouse. During the three months and six months ended June 30, 2018, the Company recognized $32 million and $61 million , respectively, in other revenues for services provided under such investment management services agreements. Prior to the Separation, during the three months and six months ended June 30, 2017, the Company charged Brighthouse $24 million and $49 million , respectively, for services provided under the agreements, which were intercompany transactions and eliminated and excluded from the interim condensed consolidated statements of operations and comprehensive income (loss). MetLife Reinsurance Company of Vermont and MetLife, Inc. have a $2.9 billion committed facility which is used as collateral for certain affiliated reinsurance liabilities. At June 30, 2018 , Brighthouse was a beneficiary of $2.4 billion of letters of credit issued under this committed facility and, in consideration, Brighthouse reimbursed MetLife, Inc. for a portion of the letter of credit fees. Prior to the Separation, the Company entered into the committed facility with Brighthouse in the normal course of business and such transactions will continue based upon business needs. Transition Services In connection with the Separation, the Company entered into a transition services agreement with Brighthouse for services necessary for Brighthouse to conduct its activities. During the three months and six months ended June 30, 2018, the Company recognized $78 million and $157 million , respectively, as other revenue for transitional services provided under the agreement. Prior to the Separation, during the three months and six months ended June 30, 2017, the Company charged Brighthouse $83 million and $164 million , respectively, for services provided under the agreement, which were intercompany transactions and eliminated and excluded from the interim condensed consolidated statements of operations and comprehensive income (loss). Other The Company has existing assumed structured settlement claim obligations as an assignment company for Brighthouse. These liabilities are measured at the present value of the periodic claims to be provided and reported as other policy-related balances. The Company receives a fee for assuming these claim obligations and, as the assignee of the claim, is legally obligated to ensure periodic payments are made to the claimant. The Company purchased annuities from Brighthouse to fund these obligations and designates payments to be made directly to the claimant by Brighthouse as the annuity writer. The aggregate contract values of annuities funding structured settlement claims are recorded as an asset for which the Company has also recorded an unpaid claim obligation reported in other policy-related balances. Such aggregated contract values were $ 1.3 billion at both June 30, 2018 and December 31, 2017. The Company entered into these transactions with Brighthouse in the normal course of business and such transactions will continue based upon business needs. The Company provides services necessary for Brighthouse to conduct its business, which primarily include contract administrative services for certain Brighthouse investment-type products. During the three months and six months ended June 30, 2018, the Company recognized revenue of $31 million and $63 million , respectively, for administrative services provided to Brighthouse. Prior to the Separation, during the three months and six months ended June 30, 2017, the Company provided administrative services to Brighthouse for $31 million and $62 million , respectively, which were intercompany transactions and eliminated and excluded from the interim condensed consolidated statements of operations and comprehensive income (loss). The Company entered into these transactions with Brighthouse in the normal course of business and such transactions will continue based upon business needs. In connection with the Separation, the Company entered into an employee matters agreement with Brighthouse to allocate obligations and responsibilities relating to employee compensation and benefit plans and other related matters. The employee matters agreement provides that MetLife will reimburse Brighthouse for certain pension benefit payments, retiree health and life benefit payments and deferred compensation payments. Included in other liabilities at June 30, 2018 and December 31, 2017, are payables to Brighthouse of $179 million and $186 million , respectively, related to these future payments. At June 30, 2018 and December 31, 2017, the Company had receivables from Brighthouse of $ 111 million and $97 million , respectively, related to services provided. Discontinued Operations The following table presents the amounts related to the operations of Brighthouse that have been reflected in discontinued operations: Three Months Six Months 2017 (In millions) Revenues Premiums $ 355 $ 705 Universal life and investment-type product policy fees 938 1,880 Net investment income 766 1,541 Other revenues 90 122 Total net investment gains (losses) — (50 ) Net derivative gains (losses) (190 ) (890 ) Total revenues 1,959 3,308 Expenses Policyholder benefits and claims 881 1,883 Interest credited to policyholder account balances 270 531 Policyholder dividends 7 14 Other expenses 776 1,037 Total expenses 1,934 3,465 Income (loss) from discontinued operations before provision for income tax 25 (157 ) Provision for income tax expense (benefit) (33 ) (139 ) Income (loss) from discontinued operations, net of income tax $ 58 $ (18 ) In the interim condensed consolidated statements of cash flows, the cash flows from discontinued operations are not separately classified. The following table presents selected financial information regarding cash flows of the discontinued operations. Six Months (In millions) Net cash provided by (used in): Operating activities $ 1,310 Investing activities $ (2,288 ) Financing activities $ 195

Insurance

Insurance	6 Months Ended
	Jun. 30, 2018
Insurance [Abstract]
Insurance	4. Insurance Guarantees As discussed in Notes 1 and 4 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report, the Company issues directly and assumes through reinsurance variable annuity products with guaranteed minimum benefits. Guaranteed minimum accumulation benefits (“GMABs”) and 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 7 . The Company also issues other annuity contracts that apply a lower rate on funds deposited if the contractholder elects to surrender the contract for cash and a higher rate if the contractholder elects to annuitize. 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. Information regarding the Company’s guarantee exposure, which includes direct and assumed business, but excludes offsets from hedging or ceded reinsurance, if any, was as follows at: June 30, 2018 December 31, 2017 In the At In the At (Dollars in millions) Annuity Contracts: Variable Annuity Guarantees: Total account value (1), (2), (3) $ 63,195 $ 24,673 $ 66,724 $ 26,223 Separate account value (1) $ 42,991 $ 22,802 $ 45,431 $ 24,336 Net amount at risk (2) $ 1,599 (4 ) $ 510 (5 ) $ 1,238 (4 ) $ 525 (5 ) Average attained age of contractholders 66 years 66 years 65 years 65 years Other Annuity Guarantees: Total account value (1), (3) N/A $ 1,330 N/A $ 1,424 Net amount at risk N/A $ 517 (6 ) N/A $ 569 (6 ) Average attained age of contractholders N/A 50 years N/A 50 years June 30, 2018 December 31, 2017 Secondary Paid-Up Secondary Paid-Up (Dollars in millions) Universal and Variable Life Contracts: Total account value (1), (3) $ 9,089 $ 3,136 $ 9,036 $ 3,207 Net amount at risk (7) $ 65,541 $ 16,060 $ 66,956 $ 16,615 Average attained age of policyholders 57 years 64 years 56 years 63 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 interim condensed consolidated balance sheets, from assumed variable annuity guarantees from the Company’s former operating joint venture in Japan. (3) Includes the contractholder’s investments in the general account and separate account, if applicable. (4) Defined as the death benefit less the total 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. (5) Defined as the amount (if any) that would be required to be added to the total 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. (6) Defined as either the excess of the upper tier, adjusted for a profit margin, less the lower tier, as of the balance sheet date or the amount (if any) that would be required to be added to the total account value to purchase a lifetime income stream, based on current annuity rates, equal to the minimum amount provided under the guaranteed benefit. These amounts represent the Company’s potential economic exposure to such guarantees in the event all contractholders were to annuitize on the balance sheet date. (7) 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. Liabilities for Unpaid Claims and Claim Expenses Rollforward of Claims and Claim Adjustment Expenses Information regarding the liabilities for unpaid claims and claim adjustment expenses was as follows: Six Months 2018 2017 (1) (In millions) Balance, beginning of period $ 17,094 $ 16,157 Less: Reinsurance recoverables 2,198 1,968 Net balance, beginning of period 14,896 14,189 Incurred related to: Current period 12,257 12,747 Prior periods (2) 200 24 Total incurred 12,457 12,771 Paid related to: Current period (8,021 ) (8,709 ) Prior periods (4,146 ) (3,753 ) Total paid (12,167 ) (12,462 ) Net balance, end of period 15,186 14,498 Add: Reinsurance recoverables 2,289 2,227 Balance, end of period (included in future policy benefits and other policy-related balances) $ 17,475 $ 16,725 __________________ (1) As discussed in Note 4 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report, at December 31, 2016, the Net balance decreased and the Reinsurance recoverables increased from those amounts previously reported. Additionally, at June 30, 2017, the Net balance decreased by $150 million and the Reinsurance recoverables increased by $147 million from those amounts previously reported in MetLife, Inc.’s Quarterly Report on Form 10-Q for the quarterly period ended June 30, 2017. These adjustments to the Net balance and the Reinsurance recoverables, at both periods, are primarily to correct for improper classification of reinsurance recoverables. (2) During both the six months ended June 30, 2018 and 2017 , as a result of changes in estimates of insured events in the respective prior periods, the claims and claim adjustment expenses associated with prior periods increased due to unfavorable claims experience.

Closed Block

Closed Block	6 Months Ended
	Jun. 30, 2018
Closed Block Disclosure [Abstract]
Closed Block	5. Closed Block On April 7, 2000 (the “Demutualization Date”), Metropolitan Life Insurance Company (“MLIC”) converted from a mutual life insurance company to a stock life insurance company and became a wholly-owned subsidiary of MetLife, Inc. The conversion was pursuant to an order by the New York Superintendent of Insurance approving MLIC’s plan of reorganization, as amended (the “Plan 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, 2018 December 31, 2017 (In millions) Closed Block Liabilities Future policy benefits $ 40,180 $ 40,463 Other policy-related balances 204 222 Policyholder dividends payable 468 437 Policyholder dividend obligation 792 2,121 Other liabilities 371 212 Total closed block liabilities 42,015 43,455 Assets Designated to the Closed Block Investments: Fixed maturity securities available-for-sale, at estimated fair value 26,194 27,904 Equity securities, at estimated fair value 68 70 Mortgage loans 6,290 5,878 Policy loans 4,520 4,548 Real estate and real estate joint ventures 591 613 Other invested assets 694 731 Total investments 38,357 39,744 Accrued investment income 457 477 Premiums, reinsurance and other receivables; cash and cash equivalents 70 14 Current income tax recoverable 36 35 Deferred income tax assets 19 36 Total assets designated to the closed block 38,939 40,306 Excess of closed block liabilities over assets designated to the closed block 3,076 3,149 Amounts included in AOCI: Unrealized investment gains (losses), net of income tax 1,312 1,863 Unrealized gains (losses) on derivatives, net of income tax 16 (7 ) Allocated to policyholder dividend obligation, net of income tax (626 ) (1,379 ) Total amounts included in AOCI 702 477 Maximum future earnings to be recognized from closed block assets and liabilities $ 3,778 $ 3,626 See Note 1 for discussion of new accounting guidance related to U.S. Tax Reform. Information regarding the closed block policyholder dividend obligation was as follows: Six Months Year (In millions) Balance, beginning of period $ 2,121 $ 1,931 Change in unrealized investment and derivative gains (losses) (1,329 ) 190 Balance, end of period $ 792 $ 2,121 Information regarding the closed block revenues and expenses was as follows: Three Months Six Months 2018 2017 2018 2017 (In millions) Revenues Premiums $ 410 $ 432 $ 797 $ 834 Net investment income 431 452 875 918 Net investment gains (losses) (24 ) (2 ) (53 ) (10 ) Net derivative gains (losses) 13 (10 ) 10 (18 ) Total revenues 830 872 1,629 1,724 Expenses Policyholder benefits and claims 596 614 1,167 1,182 Policyholder dividends 238 247 482 497 Other expenses 30 32 59 64 Total expenses 864 893 1,708 1,743 Revenues, net of expenses before provision for income tax expense (benefit) (34 ) (21 ) (79 ) (19 ) Provision for income tax expense (benefit) (7 ) (8 ) (17 ) (8 ) Revenues, net of expenses and provision for income tax expense (benefit) $ (27 ) $ (13 ) $ (62 ) $ (11 ) MLIC charges the closed block with federal income taxes, state and local premium taxes and other 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, 2018
Investments, Debt and Equity Securities [Abstract]
Investments	6. Investments Fixed Maturity Securities Available-for-Sale Fixed Maturity Securities Available-for-Sale by Sector The following table presents the fixed maturity securities AFS by sector. Redeemable preferred stock is reported within U.S. corporate and foreign corporate fixed maturity securities. Included within fixed maturity securities AFS are structured securities including residential mortgage-backed securities (“RMBS”), asset-backed securities (“ABS”) and commercial mortgage-backed securities (“CMBS”) (collectively, “Structured Securities”). June 30, 2018 December 31, 2017 Amortized Gross Unrealized Estimated Amortized Gross Unrealized Estimated Temporary OTTI Temporary OTTI (In millions) Fixed maturity securities: U.S. corporate $ 81,382 $ 4,233 $ 1,589 $ — $ 84,026 $ 76,005 $ 7,007 $ 351 $ — $ 82,661 Foreign government 56,106 6,082 506 — 61,682 55,351 6,495 312 — 61,534 Foreign corporate 52,930 2,780 1,433 — 54,277 52,409 3,836 676 — 55,569 U.S. government and agency 42,701 3,229 543 — 45,387 43,446 4,227 279 — 47,394 RMBS 27,390 976 556 (35 ) 27,845 27,846 1,145 233 (42 ) 28,800 State and political subdivision 10,683 1,395 52 — 12,026 10,752 1,717 13 1 12,455 ABS 12,818 85 36 1 12,866 12,213 116 39 (1 ) 12,291 CMBS 8,247 92 117 — 8,222 8,047 222 42 — 8,227 Total fixed maturity securities $ 292,257 $ 18,872 $ 4,832 $ (34 ) $ 306,331 $ 286,069 $ 24,765 $ 1,945 $ (42 ) $ 308,931 __________________ (1) Noncredit OTTI losses included in AOCI in an unrealized gain position are 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 $24 million and $6 million , and unrealized gains (losses) of ($1) million and ($4) million , at June 30, 2018 and December 31, 2017 , 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, 2018 : Due in One Due After Due After Five Years Through Ten Years Due After Ten Years Structured Securities Total Fixed Maturity Securities (In millions) Amortized cost $ 13,437 $ 59,285 $ 61,369 $ 109,711 $ 48,455 $ 292,257 Estimated fair value $ 13,456 $ 60,971 $ 63,077 $ 119,894 $ 48,933 $ 306,331 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 are shown separately, as they are not due at a single maturity. Continuous Gross Unrealized Losses for Fixed Maturity Securities AFS by Sector The following table presents the estimated fair value and gross unrealized losses of fixed maturity 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 at: June 30, 2018 December 31, 2017 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 (Dollars in millions) Fixed maturity securities: U.S. corporate $ 29,888 $ 1,145 $ 4,227 $ 444 $ 5,604 $ 92 $ 4,115 $ 259 Foreign government 5,007 258 2,960 248 4,234 83 3,251 229 Foreign corporate 14,309 865 4,676 568 4,422 99 6,802 577 U.S. government and agency 18,165 217 3,300 326 18,273 93 3,560 186 RMBS 11,604 307 3,537 214 6,359 50 4,159 141 State and political subdivision 1,064 31 299 21 182 2 346 12 ABS 4,588 17 445 20 1,695 7 729 31 CMBS 4,276 74 421 43 1,174 9 413 33 Total fixed maturity securities $ 88,901 $ 2,914 $ 19,865 $ 1,884 $ 41,943 $ 435 $ 23,375 $ 1,468 Total number of securities in an unrealized loss position 6,572 1,881 2,598 1,955 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 2017 Annual Report, the Company performs a regular evaluation of all investment classes for impairment, including fixed maturity 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, 2018 . 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 $2.9 billion during the six months ended June 30, 2018 to $4.8 billion . The increase in gross unrealized losses for the six months ended June 30, 2018 was primarily attributable to widening credit spreads, increases in interest rates and to a lesser extent, the impact of weakening foreign currencies on non-functional currency denominated fixed maturity securities. At June 30, 2018 , $67 million of the total $4.8 billion of gross unrealized losses were from 32 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 $67 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, $15 million , or 22% , were related to gross unrealized losses on 10 investment grade fixed maturity securities. Unrealized losses on investment grade fixed maturity securities are principally related to widening credit spreads since purchase and, with respect to fixed-rate fixed maturity securities, rising interest rates since purchase. Below Investment Grade Fixed Maturity Securities Of the $67 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, $52 million , or 78% , were related to gross unrealized losses on 22 below investment grade fixed maturity securities. Unrealized losses on below investment grade fixed maturity securities are principally related to U.S. and foreign corporate securities (primarily industrial and utility securities) and CMBS and are the result of significantly wider credit spreads resulting from higher risk premiums since purchase, largely due to economic and market uncertainty. Management evaluates U.S. and foreign corporate securities based on factors such as expected cash flows and the financial condition and near-term and long-term prospects of the issuers and evaluates CMBS based on actual and projected cash flows after considering the quality of underlying collateral, expected prepayment speeds, current and forecasted loss severity, the payment terms of the underlying assets backing a particular security and the payment priority within the tranche structure of the security. Equity Securities Equity securities are summarized as follows at: June 30, 2018 December 31, 2017 Estimated Fair Value % of Total Estimated Fair Value % of Total (Dollars in millions) Equity securities: Common stock $ 1,062 71.6 % $ 2,035 81.0 % Non-redeemable preferred stock 421 28.4 478 19.0 Total equity securities $ 1,483 100.0 % $ 2,513 100.0 % In connection with the adoption of new guidance related to the recognition and measurement of financial instruments (see Note 1 ), effective January 1, 2018, the Company has reclassified its investment in common stock in regional banks of the Federal Home Loan Bank (“FHLB”) system from equity securities to other invested assets. These investments are carried at redemption value and are considered restricted investments until redeemed by the respective FHLB regional banks. The carrying value of these investments at December 31, 2017 was $791 million . Unit-linked and FVO Securities Unit-linked and FVO Securities are investments for which the FVO has been elected, or are otherwise required to be carried at estimated fair value, and include: • contractholder-directed investments supporting unit-linked variable annuity type liabilities (“Unit-linked investments”) which do not qualify for presentation and reporting as separate account summary total assets and liabilities. These investments are primarily equity securities (including mutual funds) and, to a lesser extent, fixed maturity securities, short-term investments and cash and cash equivalents. The investment returns on these investments inure to contractholders and are offset by a corresponding change in policyholder account balances through interest credited to policyholder account balances; • fixed maturity and equity securities held-for-investment by the general account to support asset and liability management strategies for certain insurance products and investments in certain separate accounts; and • securities held by consolidated securitization entities. At December 31, 2017, Unit-linked and FVO Securities also included FVO Brighthouse Common Stock (see Note 3 ). Mortgage Loans Mortgage Loans by Portfolio Segment Mortgage loans are summarized as follows at: June 30, 2018 December 31, 2017 Carrying Value % of Carrying Value % of (Dollars in millions) Mortgage loans: Commercial $ 46,075 65.0 % $ 44,375 64.6 % Agricultural 13,293 18.8 13,014 18.9 Residential 11,404 16.1 11,136 16.2 Subtotal (1) 70,772 99.9 68,525 99.7 Valuation allowances (325 ) (0.5 ) (314 ) (0.5 ) Subtotal mortgage loans, net 70,447 99.4 68,211 99.2 Residential — FVO 405 0.6 520 0.8 Total mortgage loans, net $ 70,852 100.0 % $ 68,731 100.0 % __________________ (1) Purchases of mortgage loans, primarily residential mortgage loans, were $666 million and $973 million for the three months and six months ended June 30, 2018 , respectively, and $742 million and $1.5 billion for the three months and six months ended June 30, 2017 , respectively. Information on commercial, agricultural and residential mortgage loans is presented in the tables below. Information on residential mortgage loans — FVO is presented in Note 8 . The Company elects the FVO for certain residential mortgage loans that are managed on a total return basis. The carrying value of foreclosed mortgage loans included in real estate and real estate joint ventures was $45 million and $48 million at June 30, 2018 and December 31, 2017, respectively. 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, 2018 Commercial $ — $ — $ — $ — $ — $ 46,075 $ 227 $ — Agricultural 13 13 2 112 111 13,169 39 122 Residential — — — 401 362 11,042 57 362 Total $ 13 $ 13 $ 2 $ 513 $ 473 $ 70,286 $ 323 $ 484 December 31, 2017 Commercial $ — $ — $ — $ — $ — $ 44,375 $ 214 $ — Agricultural 22 21 2 27 27 12,966 39 46 Residential — — — 358 324 10,812 59 324 Total $ 22 $ 21 $ 2 $ 385 $ 351 $ 68,153 $ 312 $ 370 The average recorded investment for impaired commercial, agricultural and residential mortgage loans was $0 , $122 million and $351 million , respectively, for the three months ended June 30, 2018 ; and $0 , $97 million and $342 million , respectively, for the six months ended June 30, 2018 ; The average recorded investment for impaired commercial, agricultural and residential mortgage loans was $6 million , $13 million and $278 million , respectively, for the three months ended June 30, 2017 ; and $8 million , $21 million and $266 million , respectively, for the six months ended June 30, 2017 . Valuation Allowance Rollforward by Portfolio Segment The changes in the valuation allowance, by portfolio segment, were as follows: Six Months 2018 2017 Commercial Agricultural Residential Total Commercial Agricultural Residential Total (In millions) Balance, beginning of period $ 214 $ 41 $ 59 $ 314 $ 202 $ 39 $ 63 $ 304 Provision (release) 13 — 2 15 6 — 9 15 Charge-offs, net of recoveries — — (4 ) (4 ) — — (7 ) (7 ) Balance, end of period $ 227 $ 41 $ 57 $ 325 $ 208 $ 39 $ 65 $ 312 Credit Quality of Commercial Mortgage Loans The credit quality of commercial mortgage loans was as follows at: Recorded Investment Estimated % of Total Debt Service Coverage Ratios % of Total > 1.20x 1.00x - 1.20x < 1.00x Total (Dollars in millions) June 30, 2018 Loan-to-value ratios: Less than 65% $ 39,229 $ 691 $ 202 $ 40,122 87.1 % $ 40,488 87.3 % 65% to 75% 3,931 264 433 4,628 10.0 4,628 10.0 76% to 80% 405 210 56 671 1.5 638 1.4 Greater than 80% 478 176 — 654 1.4 618 1.3 Total $ 44,043 $ 1,341 $ 691 $ 46,075 100.0 % $ 46,372 100.0 % December 31, 2017 Loan-to-value ratios: Less than 65% $ 37,073 $ 1,483 $ 201 $ 38,757 87.4 % $ 39,528 87.7 % 65% to 75% 4,183 98 119 4,400 9.9 4,408 9.8 76% to 80% 235 210 57 502 1.1 476 1.0 Greater than 80% 401 168 147 716 1.6 672 1.5 Total $ 41,892 $ 1,959 $ 524 $ 44,375 100.0 % $ 45,084 100.0 % Credit Quality of Agricultural Mortgage Loans The credit quality of agricultural mortgage loans was as follows at: June 30, 2018 December 31, 2017 Recorded % of Recorded % of (Dollars in millions) Loan-to-value ratios: Less than 65% $ 12,576 94.6 % $ 12,347 94.9 % 65% to 75% 676 5.1 618 4.7 76% to 80% 32 0.2 40 0.3 Greater than 80% 9 0.1 9 0.1 Total $ 13,293 100.0 % $ 13,014 100.0 % The estimated fair value of agricultural mortgage loans was $13.2 billion and $13.1 billion at June 30, 2018 and December 31, 2017 , respectively. Credit Quality of Residential Mortgage Loans The credit quality of residential mortgage loans was as follows at: June 30, 2018 December 31, 2017 Recorded % of Recorded % of (Dollars in millions) Performance indicators: Performing $ 10,945 96.0 % $ 10,622 95.4 % Nonperforming 459 4.0 514 4.6 Total $ 11,404 100.0 % $ 11,136 100.0 % The estimated fair value of residential mortgage loans was $11.7 billion and $11.6 billion at June 30, 2018 and December 31, 2017 , respectively. Past Due and Nonaccrual 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, 2018 and December 31, 2017 . 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 nonaccrual mortgage loans at recorded investment, prior to valuation allowances, by portfolio segment, were as follows at: Past Due Greater than 90 Days Past Due and Still Accruing Interest Nonaccrual June 30, 2018 December 31, 2017 June 30, 2018 December 31, 2017 June 30, 2018 December 31, 2017 (In millions) Commercial $ 1 $ — $ — $ — $ 176 $ — Agricultural 233 134 136 125 107 36 Residential 459 514 31 33 428 481 Total $ 693 $ 648 $ 167 $ 158 $ 711 $ 517 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 $9.4 billion and $6.2 billion at June 30, 2018 and December 31, 2017 , respectively. Net Unrealized Investment Gains (Losses) Unrealized investment gains (losses) on fixed maturity securities AFS and equity securities 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, 2018 December 31, 2017 (In millions) Fixed maturity securities $ 13,918 $ 22,645 Fixed maturity securities with noncredit OTTI losses included in AOCI 34 41 Total fixed maturity securities 13,952 22,686 Equity securities — 421 Derivatives 1,547 1,453 Other 112 46 Subtotal 15,611 24,606 Amounts allocated from: Future policy benefits (132 ) (77 ) DAC, VOBA and DSI (1,156 ) (1,768 ) Policyholder dividend obligation (792 ) (2,121 ) Subtotal (2,080 ) (3,966 ) Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI (5 ) (12 ) Deferred income tax benefit (expense) (3,814 ) (6,958 ) Net unrealized investment gains (losses) 9,712 13,670 Net unrealized investment gains (losses) attributable to noncontrolling interests (9 ) (8 ) Net unrealized investment gains (losses) attributable to MetLife, Inc. $ 9,703 $ 13,662 The changes in net unrealized investment gains (losses) were as follows: Six Months (In millions) Balance, beginning of period $ 13,662 Cumulative effects of changes in accounting principles, net of income tax (Note 1) 1,258 Fixed maturity securities on which noncredit OTTI losses have been recognized (7 ) Unrealized investment gains (losses) during the period (8,563 ) Unrealized investment gains (losses) relating to: Future policy benefits (55 ) DAC, VOBA and DSI 612 Policyholder dividend obligation 1,329 Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI 7 Deferred income tax benefit (expense) 1,461 Net unrealized investment gains (losses) 9,704 Net unrealized investment gains (losses) attributable to noncontrolling interests (1 ) Balance, end of period $ 9,703 Change in net unrealized investment gains (losses) $ (3,958 ) Change in net unrealized investment gains (losses) attributable to noncontrolling interests (1 ) Change in net unrealized investment gains (losses) attributable to MetLife, Inc. $ (3,959 ) 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 $29.7 billion and $27.5 billion at June 30, 2018 and December 31, 2017 , respectively, and in fixed income securities of the South Korean government and its agencies with an estimated fair value of $6.4 billion and $6.5 billion at June 30, 2018 and December 31, 2017 , respectively. Securities Lending Elements of the Company’s securities lending program are presented below at: June 30, 2018 December 31, 2017 (In millions) Securities on loan: (1) Amortized cost $ 18,052 $ 17,801 Estimated fair value $ 18,846 $ 19,028 Cash collateral received from counterparties (2) $ 19,244 $ 19,417 Security collateral received from counterparties (3) $ 47 $ 19 Reinvestment portfolio — estimated fair value $ 19,374 $ 19,508 __________________ (1) Included within fixed maturity securities and cash equivalents. (2) Included within payables for collateral under securities loaned and other transactions. (3) Security collateral received from counterparties may not be sold or re-pledged, unless the counterparty is in default, and is not reflected on the interim condensed consolidated financial statements. The cash collateral liability by loaned security type and remaining tenor of the agreements was as follows at: June 30, 2018 December 31, 2017 Remaining Tenor of Securities Lending Agreements Remaining Tenor of Securities Lending Agreements Open (1) 1 Month or Less Over 1 to 6 Months Total Open (1) 1 Month or Less Over 1 to 6 Months Total (In millions) Cash collateral liability by loaned security type: U.S. government and agency $ 4,042 $ 4,274 $ 9,891 $ 18,207 $ 3,753 $ 6,031 $ 8,607 $ 18,391 Foreign government — 245 717 962 — 192 834 1,026 Agency RMBS — 75 — 75 — — — — Total $ 4,042 $ 4,594 $ 10,608 $ 19,244 $ 3,753 $ 6,223 $ 9,441 $ 19,417 __________________ (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, 2018 was $4.0 billion , all of which were U.S. government 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. government and agency securities, and ABS), cash equivalents and short-term investments, with 62% invested in agency RMBS, U.S. government and agency securities, cash equivalents, short-term investments or held in cash. 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 Agreements Elements of the Company’s short-term repurchase agreements are presented below at: June 30, 2018 December 31, 2017 (In millions) Securities on loan: (1) Amortized cost $ 2,519 $ 994 Estimated fair value $ 2,622 $ 1,141 Cash collateral received from counterparties (2) $ 2,560 $ 1,102 Reinvestment portfolio — estimated fair value $ 2,568 $ 1,102 __________________ (1) Included within fixed maturity securities, cash equivalents and short-term investments. (2) Included within payables for collateral under securities loaned and other transactions and other liabilities. The cash collateral liability by loaned security type and remaining tenor of the agreements was as follows at: June 30, 2018 December 31, 2017 Remaining Tenor of Repurchase Agreements Remaining Tenor of Repurchase Agreements 1 Month or Less Over 1 to 6 Months Total 1 Month or Less Over 1 to 6 Months Total (In millions) Cash collateral liability by loaned security type: U.S. government and agency $ 2,465 $ — $ 2,465 $ 1,005 $ — $ 1,005 All other corporate and government 44 51 95 44 53 97 Total $ 2,509 $ 51 $ 2,560 $ 1,049 $ 53 $ 1,102 The reinvestment portfolio acquired with the cash collateral consisted principally of fixed maturity securities (including U.S. government and agency securities, agency RMBS, ABS and U.S. corporate securities) and cash equivalents, with 65% invested in U.S. government and agency securities, agency RMBS, cash equivalents, short-term investments, or held in cash. 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. FHLB of Boston Advance Agreements At June 30, 2018 and December 31, 2017 , a subsidiary of the Company had pledged fixed maturity securities with an estimated fair value of $1.3 billion and $564 million , respectively, as collateral and received $800 million and $300 million , respectively, in cash advances under short-term advance agreements with the FHLB of Boston. The liability to return the cash advances is included within payables for collateral under securities loaned and other transactions. The estimated fair value of the reinvestment portfolio acquired with the cash advances was $806 million and $300 million at June 30, 2018 and December 31, 2017 , respectively, and consisted primarily of U.S. government and agency fixed maturity securities and Structured Securities. The subsidiary is permitted to withdraw any portion of the pledged collateral over the minimum collateral requirement at any time, other than in the event of a default by the subsidiary. The cash advance liability by loaned security type and remaining tenor of the agreements was as follows at: June 30, 2018 December 31, 2017 Remaining Tenor of Advance Agreements Remaining Tenor of Advance Agreements 1 Month or Less Over 1 to 6 Months 6 Months to 1 Year Total 1 Month or Less Over 1 to 6 Months 6 Months to 1 Year Total (In millions) Cash advance liability by loaned security type: State and political subdivision $ 100 $ 625 $ 75 $ 800 $ — $ 300 $ — $ 300 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, 2018 December 31, 2017 (In millions) Invested assets on deposit (regulatory deposits) $ 1,804 $ 1,879 Invested assets held in trust (collateral financing arrangement and reinsurance agreements) 3,100 2,490 Invested assets pledged as collateral 24,808 24,174 Total invested assets on deposit, held in trust and pledged as collateral $ 29,712 $ 28,543 The Company has pledged invested assets in connection with various agreements and transactions, including funding agreements (see Note 4 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report) and derivative transactions (see Note 7 ). Amounts in the table above include invested assets and cash and cash equivalents. See “— Securities Lending” and “— Repurchase Agreements” for information regarding securities on loan, Note 5 for information regarding investments designated to the closed block and “— Equity Securities” for information on common stock holdings in regional banks of the FHLB system, which are considered restricted investments. Variable Interest Entities The Company has invested in legal entities 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. Consolidated VIEs 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. The following table presents the total assets and total liabilities relating to investment-related VIEs for which the Company has concluded that it is the primary beneficiary and which are consolidated at: June 30, 2018 December 31, 2017 Total Total Total Total (In millions) Renewable energy partnership (1) $ 109 $ — $ 116 $ 3 Investment fund (2) 333 1 — — Other investments 31 5 32 6 Total $ 473 $ 6 $ 148 $ 9 __________________ (1) Assets of the renewable energy partnership primarily consisted of other invested assets. (2) Assets of the investment fund primarily consisted of other invested assets. 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, 2018 December 31, 2017 Carrying Maximum Carrying Maximum (In millions) Fixed maturity securities AFS: Structured Securities (2) $ 46,531 $ 46,531 $ 47,614 $ 47,614 U.S. and foreign corporate 1,281 1,281 1,560 1,560 Other limited partnership interests 5,088 9,269 4,834 8,543 Other invested assets 1,866 2,080 2,291 2,625 Other investments 37 41 82 87 Total $ 54,803 $ 59,202 $ 56,381 $ 60,429 __________________ (1) The maximum exposure to loss relating to fixed maturity 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 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 $107 million and $117 million at June 30, 2018 and December 31, 2017 , respectively. Such a maximum loss would be expected to occur only upon bankruptcy of the issuer or investee. (2) For these variable interests, the Company’s involvement is limited to that of a passive investor in mortgage-backed or asset-backed securities issued by trusts that do not have substantial equity. As described in Note 15 , the Company makes commitments to fund partnership investments in the normal course of business. Excluding these commitments, the Company did not provide financial or other support to investees designated as VIEs during both the six months ended June 30, 2018 and 2017 . Net Investment Income The components of net investment income were as follows: Three Months Six Months 2018 2017 2018 2017 (In millions) Investment income: Fixed maturity securities $ 3,014 $ 2,839 $ 5,910 $ 5,664 Equity securities 15 31 31 62 FVO Securities (1) 8 16 14 45 Mortgage loans 815 758 1,607 1,494 Policy loans 127 129 251 256 Real estate and real estate joint ventures 195 169 363 322 Other limited partnership interests 120 194 327 434 Cash, cash equivalents and short-term investments 95 56 167 107 Operating joint ventures 19 5 32 7 Other 94 53 200 125 Subtotal 4,502 4,250 8,902 8,516 Less: Investment expenses 315 271 617 532 Subtotal, net 4,187 3,979 8,285 7,984 Unit-linked investments (1) 286 214 (67 ) 630 Net investment income $ 4,473 $ 4,193 $ 8,218 $ 8,614 __________________ (1) Changes in estimated fair value subsequent to purchase for investments still held as of the end of the respective periods included in net investment income were principally from Unit-linked investments, and were $165 million and ($174) million for the three months and six months ended June 30, 2018 , respectively, and $119 million and $449 million for the three months and six months ended June 30, 2017 , respectively. The Company invests in real estate joint ventures, other limited partnership interests and tax credit and renewable energy partnerships, and also does business through certain operating joint ventures, the majority of which are accounted for under the equity method. Net investment income from other limited partnership interests and operating joint ventures, accounted for under the equity method; and real estate joint ventures and tax credit and renewable energy partnerships, primarily accounted for under the equity method, totaled $97 million and $302 million for the three months and six months ended June 30, 2018 , respectively, and $121 million and $284 million for the three months and six months ended June 30, 2017 , respectively. Net Investment Gains (Losses) Components of Net Investment Gains (Losses) The components of net investment gains (losses) were as follows: Three Months Six Months 2018 2017 2018 2017 (In millions) Total gains (losses) on fixed maturity securities: Total OTTI losses recognized — by sector and industry: State and political subdivision $ — $ (3 ) $ — $ (3 ) OTTI losses on fixed maturity securities recognized in earnings — (3 ) — (3 ) Fixed maturity securities — net gains (losses) on sales and disposals (46 ) 45 (141 ) 43 Total gains (losses) on fixed maturi

Derivatives

Derivatives	6 Months Ended
	Jun. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	7. Derivatives Accounting for Derivatives Freestanding Derivatives Freestanding derivatives are carried on the Company’s balance sheet either as assets within other invested assets or as liabilities within other liabilities at estimated fair value. The Company does not offset the 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 derivative’s 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 • Derivatives held within 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). If the Company is unable to properly identify and measure an embedded derivative for separation from its host contract, the entire contract is carried on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income. Additionally, the Company may elect to carry an entire contract on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income if that contract contains an embedded derivative that requires bifurcation. At inception, the Company attributes to the embedded derivative a portion of the projected future guarantee fees to be collected from the policyholder equal to the present value of projected future guaranteed benefits. Any additional fees represent “excess” fees and are reported in universal life and investment-type product policy fees. See Note 8 for information about the fair value hierarchy for derivatives. Derivative Strategies The Company is exposed to various risks relating to its ongoing business operations, including interest rate, foreign currency exchange rate, credit and equity market. The Company uses a variety of strategies to manage these risks, including the use of derivatives. Derivatives are financial instruments 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 markets. 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, interest rate total return 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 nonqualifying 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. government and agency, or other fixed maturity security. Structured interest rate swaps are included in interest rate swaps and are not designated as hedging instruments. Interest rate total return swaps 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. These transactions are entered into pursuant to master agreements that provide for a single net payment to be made by the counterparty at each due date. Interest rate total return swaps are used by the Company to reduce market risks from changes in interest rates and to alter interest rate exposure arising from mismatches between assets and liabilities (duration mismatches). The Company utilizes interest rate total return swaps in nonqualifying hedging relationships. The Company purchases interest rate caps 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, and interest rate floors primarily to protect its minimum rate guarantee liabilities against declines in interest rates below a specified level. 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 nonqualifying 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, to post variation margin on a daily basis in an amount equal to the difference in the daily market values of those contracts and to pledge initial margin based on futures exchange requirements. 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 nonqualifying 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 nonqualifying 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 and nonqualifying hedging relationships. A synthetic guaranteed interest contract (“GIC”) is a contract that simulates the performance of a traditional GIC through the use of financial instruments. Under a synthetic GIC, the contractholder owns the underlying assets. The Company guarantees a rate of return on those assets for a premium. Synthetic GICs are not designated as hedging instruments. 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 nonqualifying 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 nonqualifying 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 nonqualifying 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 nonqualifying 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 and involuntary restructuring for corporate obligors, as well as repudiation, moratorium or governmental intervention for sovereign obligors. 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 nonqualifying 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. government and agency securities, or other fixed maturity securities. 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 equity total return swaps. 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 underlying 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 nonqualifying 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 nonqualifying 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, to post variation margin on a daily basis in an amount equal to the difference in the daily market values of those contracts and to pledge initial margin based on futures exchange requirements. 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 nonqualifying hedging relationships. In an equity total return swap, 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 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 equity total return swaps to hedge its equity market guarantees in certain of its insurance products. Equity total return swaps can be used as hedges or to synthetically create investments. The Company utilizes equity total return swaps in nonqualifying hedging relationships. Primary Risks Managed by Derivatives The following table presents the primary underlying risk exposure, gross notional amount, and estimated fair value of the Company’s derivatives, excluding embedded derivatives, held at: June 30, 2018 December 31, 2017 Primary Underlying Risk Exposure Gross Estimated Fair Value Gross Estimated Fair Value Assets Liabilities Assets Liabilities (In millions) Derivatives Designated as Hedging Instruments: Fair value hedges: Interest rate swaps Interest rate $ 2,485 $ 2,074 $ 1 $ 3,843 $ 2,289 $ 3 Foreign currency swaps Foreign currency exchange rate 665 25 — 1,116 50 18 Foreign currency forwards Foreign currency exchange rate 2,719 6 36 3,253 2 37 Subtotal 5,869 2,105 37 8,212 2,341 58 Cash flow hedges: Interest rate swaps Interest rate 3,490 136 17 3,584 235 4 Interest rate forwards Interest rate 3,073 — 221 3,332 — 128 Foreign currency swaps Foreign currency exchange rate 33,713 1,305 1,680 32,152 1,142 1,665 Subtotal 40,276 1,441 1,918 39,068 1,377 1,797 Foreign operations hedges: Foreign currency forwards Foreign currency exchange rate 1,413 39 18 332 2 5 Currency options Foreign currency exchange rate 8,059 28 237 9,408 44 163 Subtotal 9,472 67 255 9,740 46 168 Total qualifying hedges 55,617 3,613 2,210 57,020 3,764 2,023 Derivatives Not Designated or Not Qualifying as Hedging Instruments: Interest rate swaps Interest rate 53,532 1,547 239 60,485 2,203 576 Interest rate floors Interest rate 7,201 56 — 7,201 92 — Interest rate caps Interest rate 45,375 246 1 53,079 78 2 Interest rate futures Interest rate 2,715 1 5 4,366 2 4 Interest rate options Interest rate 23,998 489 — 12,009 656 11 Interest rate forwards Interest rate 175 — 37 217 — 42 Interest rate total return swaps Interest rate 1,048 26 — 1,048 8 2 Synthetic GICs Interest rate 17,184 — — 11,318 — — Foreign currency swaps Foreign currency exchange rate 12,333 832 435 9,902 693 506 Foreign currency forwards Foreign currency exchange rate 14,885 123 264 12,238 79 190 Currency futures Foreign currency exchange rate 869 — 6 846 2 — Currency options Foreign currency exchange rate 2,270 15 5 3,123 55 6 Credit default swaps — purchased Credit 1,948 18 40 2,020 7 43 Credit default swaps — written Credit 11,836 195 4 11,375 271 — Equity futures Equity market 3,272 3 4 4,005 18 4 Equity index options Equity market 23,207 638 667 19,886 569 690 Equity variance swaps Equity market 4,661 53 200 4,661 54 199 Equity total return swaps Equity market 1,014 13 18 1,117 — 41 Total non-designated or nonqualifying derivatives 227,523 4,255 1,925 218,896 4,787 2,316 Total $ 283,140 $ 7,868 $ 4,135 $ 275,916 $ 8,551 $ 4,339 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, 2018 and December 31, 2017 . 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 and interest rate swaps that are used to synthetically create investments and that do not qualify for hedge accounting because they do not involve a hedging relationship. For these nonqualified 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 2018 2017 2018 2017 (In millions) Freestanding derivatives and hedging gains (losses) (1) $ (210 ) $ (291 ) $ 102 $ (660 ) Embedded derivatives gains (losses) 151 91 188 248 Total net derivative gains (losses) $ (59 ) $ (200 ) $ 290 $ (412 ) __________________ (1) Includes foreign currency transaction gains (losses) on hedged items in cash flow and nonqualifying hedging relationships, which are not presented elsewhere in this note. The following table presents earned income on derivatives: Three Months Six Months 2018 2017 2018 2017 (In millions) Qualifying hedges: Net investment income $ 93 $ 70 $ 174 $ 145 Interest credited to policyholder account balances (28 ) (14 ) (51 ) (20 ) Other expenses (4 ) (2 ) (6 ) (5 ) Nonqualifying hedges: Net derivative gains (losses) 133 146 266 314 Policyholder benefits and claims 3 2 5 4 Total $ 197 $ 202 $ 388 $ 438 Nonqualifying 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 not qualifying as hedging instruments: Net Net Policyholder (In millions) Three Months Ended June 30, 2018 Interest rate derivatives $ (75 ) $ — $ (5 ) Foreign currency exchange rate derivatives (1 ) — (5 ) Credit derivatives — purchased 14 — — Credit derivatives — written (35 ) — — Equity derivatives (174 ) — (33 ) Total $ (271 ) $ — $ (43 ) Three Months Ended June 30, 2017 Interest rate derivatives $ 72 $ (2 ) $ (15 ) Foreign currency exchange rate derivatives (544 ) — 2 Credit derivatives — purchased (7 ) — — Credit derivatives — written 44 — — Equity derivatives (232 ) (1 ) (43 ) Total $ (667 ) $ (3 ) $ (56 ) Six Months Ended June 30, 2018 Interest rate derivatives $ (310 ) $ 4 $ (12 ) Foreign currency exchange rate derivatives 386 — (3 ) Credit derivatives — purchased 11 — — Credit derivatives — written (79 ) — — Equity derivatives (76 ) 1 (21 ) Total $ (68 ) $ 5 $ (36 ) Six Months Ended June 30, 2017 Interest rate derivatives $ (318 ) $ — $ (13 ) Foreign currency exchange rate derivatives (181 ) — 2 Credit derivatives — purchased (15 ) — — Credit derivatives — written 76 — — Equity derivatives (586 ) (4 ) (115 ) Total $ (1,024 ) $ (4 ) $ (126 ) __________________ (1) Changes in estimated fair value related to economic hedges of equity method investments in joint ventures and derivatives held within 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, 2018 Interest rate swaps: Fixed maturity securities $ — $ — $ — Policyholder liabilities (1) (68 ) 70 2 Foreign currency swaps: Foreign-denominated fixed maturity securities and mortgage loans 52 (53 ) (1 ) Foreign-denominated policyholder account balances (2) 5 (5 ) — Foreign currency forwards: Foreign-denominated fixed maturity securities (114 ) 109 (5 ) Total $ (125 ) $ 121 $ (4 ) Three Months Ended June 30, 2017 Interest rate swaps: Fixed maturity securities $ — $ (1 ) $ (1 ) Policyholder liabilities (1) 49 21 70 Foreign currency swaps: Foreign-denominated fixed maturity securities (2 ) 3 1 Foreign-denominated policyholder account balances (2) 45 (26 ) 19 Foreign currency forwards: Foreign-denominated fixed maturity securities (21 ) 19 (2 ) Total $ 71 $ 16 $ 87 Six Months Ended June 30, 2018 Interest rate swaps: Fixed maturity securities $ 3 $ (2 ) $ 1 Policyholder liabilities (1) (281 ) 282 1 Foreign currency swaps: Foreign-denominated fixed maturity securities and mortgage loans 25 (26 ) (1 ) Foreign-denominated policyholder account balances (2) 23 (23 ) — Foreign currency forwards: Foreign-denominated fixed maturity securities 65 (59 ) 6 Total $ (165 ) $ 172 $ 7 Six Months Ended June 30, 2017 Interest rate swaps: Fixed maturity securities $ 1 $ (2 ) $ (1 ) Policyholder liabilities (1) (2 ) 71 69 Foreign currency swaps: Foreign-denominated fixed maturity securities (5 ) 6 1 Foreign-denominated policyholder account balances (2) 46 (24 ) 22 Foreign currency forwards: Foreign-denominated fixed maturity securities 24 (22 ) 2 Total $ 64 $ 29 $ 93 __________________ (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, 2018 , the component of the change in estimated fair value of derivatives that was excluded from the assessment of hedge effectiveness was ($12) million and ($20) million , respectively. For the three months and six months ended June 30, 2017 , the component of the change in estimated fair value of derivatives that was excluded from the assessment of hedge effectiveness was ($17) million and ($24) million , respectively. Cash Flow Hedges The Company designates and accounts for the following as cash flow hedges when they have met the requirements of cash flow hedging: (i) interest rate swaps to convert floating rate assets and liabilities to fixed rate assets and liabilities; (ii) foreign currency swaps to hedge the foreign currency cash flow exposure of foreign currency denominated assets and liabilities; (iii) interest rate forwards and credit forwards to lock in the price to be paid for forward purchases of investments; (iv) interest rate swaps and interest rate forwards to hedge the forecasted purchases of fixed-rate investments; and (v) interest rate swaps and interest

Fair Value

Fair Value	6 Months Ended
	Jun. 30, 2018
Fair Value Disclosures [Abstract]
Fair Value	8. Fair Value When developing estimated fair values, 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 at: June 30, 2018 Fair Value Hierarchy Level 1 Level 2 Level 3 Total (In millions) Assets Fixed maturity securities: U.S. corporate $ — $ 79,872 $ 4,154 $ 84,026 Foreign government — 61,526 156 61,682 Foreign corporate — 47,810 6,467 54,277 U.S. government and agency 24,231 21,156 — 45,387 RMBS — 24,774 3,071 27,845 State and political subdivision — 12,018 8 12,026 ABS — 11,649 1,217 12,866 CMBS — 7,833 389 8,222 Total fixed maturity securities 24,231 266,638 15,462 306,331 Equity securities 936 139 408 1,483 Unit-linked and FVO Securities (1) 11,526 2,053 269 13,848 Other limited partnership interests — — 168 168 Short-term investments (2) 936 1,680 559 3,175 Residential mortgage loans — FVO — — 405 405 Other investments 85 100 — 185 Derivative assets: (3) Interest rate 1 4,548 26 4,575 Foreign currency exchange rate — 2,296 77 2,373 Credit — 179 34 213 Equity market 3 636 68 707 Total derivative assets 4 7,659 205 7,868 Embedded derivatives within asset host contracts (4) — — 153 153 Separate account assets (5) 84,346 105,856 1,145 191,347 Total assets $ 122,064 $ 384,125 $ 18,774 $ 524,963 Liabilities Derivative liabilities: (3) Interest rate $ 5 $ 295 $ 221 $ 521 Foreign currency exchange rate 6 2,624 51 2,681 Credit — 44 — 44 Equity market 4 685 200 889 Total derivative liabilities 15 3,648 472 4,135 Embedded derivatives within liability host contracts (4) — — 393 393 Separate account liabilities (5) 4 7 7 18 Total liabilities $ 19 $ 3,655 $ 872 $ 4,546 December 31, 2017 Fair Value Hierarchy Level 1 Level 2 Level 3 Total (In millions) Assets Fixed maturity securities: U.S. corporate $ — $ 78,171 $ 4,490 $ 82,661 Foreign government — 61,325 209 61,534 Foreign corporate — 48,840 6,729 55,569 U.S. government and agency 26,052 21,342 — 47,394 RMBS — 25,339 3,461 28,800 State and political subdivision — 12,455 — 12,455 ABS — 11,204 1,087 12,291 CMBS — 7,934 293 8,227 Total fixed maturity securities 26,052 266,610 16,269 308,931 Equity securities 1,104 981 428 2,513 Unit-linked and FVO Securities (1) 14,028 2,355 362 16,745 Short-term investments (2) 3,001 1,252 33 4,286 Residential mortgage loans — FVO — — 520 520 Other investments 81 84 — 165 Derivative assets: (3) Interest rate 2 5,553 8 5,563 Foreign currency exchange rate 2 1,954 113 2,069 Credit — 240 38 278 Equity market 18 548 75 641 Total derivative assets 22 8,295 234 8,551 Embedded derivatives within asset host contracts (4) — — 144 144 Separate account assets (5) 89,916 114,124 961 205,001 Total assets $ 134,204 $ 393,701 $ 18,951 $ 546,856 Liabilities Derivative liabilities: (3) Interest rate $ 4 $ 638 $ 130 $ 772 Foreign currency exchange rate — 2,553 37 2,590 Credit — 43 — 43 Equity market 4 731 199 934 Total derivative liabilities 8 3,965 366 4,339 Embedded derivatives within liability host contracts (4) — — 418 418 Separate account liabilities (5) — 7 2 9 Total liabilities $ 8 $ 3,972 $ 786 $ 4,766 __________________ (1) Unit-linked and FVO Securities were comprised of over 85% Unit-linked investments at both June 30, 2018 and December 31, 2017 . (2) 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. (3) Derivative assets are presented within other invested assets on the interim condensed consolidated balance sheets and derivative liabilities are presented within other liabilities on the interim condensed consolidated balance sheets. The amounts are presented gross in the tables above to reflect the presentation on the interim condensed consolidated balance sheets, but are presented net for purposes of the rollforward in the Fair Value Measurements Using Significant Unobservable Inputs (Level 3) tables. (4) Embedded derivatives within asset host contracts are presented within premiums, reinsurance and other receivables and other invested assets on the interim condensed consolidated balance sheets. Embedded derivatives within liability host contracts are presented within policyholder account balances and other liabilities on the interim condensed consolidated balance sheets. At June 30, 2018 and December 31, 2017 , debt and equity securities also included embedded derivatives of $0 and ($132) million , respectively. (5) Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders whose liability is reflected within separate account liabilities. Separate account liabilities are set equal to the estimated fair value of separate account assets. Separate account liabilities presented in the tables above represent derivative liabilities. 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 (“CFO”), 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 2% of the total estimated fair value of Level 3 fixed maturity securities at June 30, 2018 . 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 and Other Investments 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 Unit-linked and FVO Securities and other investments is determined on a basis consistent with the methodologies described herein for securities. Other Limited Partnership Interests The estimated fair values of other limited partnership interests are generally based on the Company’s share of the net asset value (“NAV”) of the other limited partnership interests as provided on the financial statements of the investee. In certain circumstances, management may adjust the NAV when it has sufficient evidence to support applying such adjustments. 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 Approaches: Principally the market and income approaches. Valuation Approaches: Principally the market approach. Key Inputs: Key Inputs: • quoted prices in markets that are not active • illiquidity premium • benchmark yields; spreads off benchmark yields; new issuances; issuer rating • delta spread adjustments to reflect specific credit-related issues • trades of identical or comparable securities; duration • credit spreads • Privately-placed securities are valued using the additional key inputs: • 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 • market yield curve; call provisions • observable prices and spreads for similar public or private securities that incorporate the credit quality and industry sector of the issuer • independent non-binding broker quotations • delta spread adjustments to reflect specific credit-related issues Foreign government, U.S. government and agency and State and political subdivision securities Valuation Approaches: Principally the market approach. Valuation Approaches: 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; broker-dealer quotes • credit spreads • comparable securities that are actively traded Structured Securities Valuation Approaches: Principally the market and income approaches. Valuation Approaches: 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; spreads off benchmark 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 • expected prepayment speeds and volumes • current and forecasted loss severity; ratings; geographic region • independent non-binding broker quotations • weighted average coupon and weighted average maturity • average delinquency rates; debt-service coverage ratios • issuance-specific information, including, but not limited to: • collateral type; structure of the security; vintage of the loans • payment terms of the underlying assets • payment priority within the tranche; deal performance Instrument Level 2 Observable Inputs Level 3 Unobservable Inputs Equity securities Valuation Approaches: Principally the market approach. Valuation Approaches: 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 Unit-linked and FVO Securities, Short-term investments, Other limited partnership interests and Other investments • Unit-linked and FVO 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. • Unit-linked and FVO Securities and short-term investments are of a similar nature and class to the fixed maturity and equity securities described above; accordingly, the valuation approaches and unobservable inputs used in their valuation are also similar to those described above. • All other investments are of a similar nature and class to the fixed maturity and equity securities described above; accordingly, the valuation approaches and observable inputs used in their valuation are also similar to those described above. • Valuation approaches for other limited partnership interests are discussed below. Residential mortgage loans — FVO • N/A Valuation Approaches: Principally the market approach. Valuation Techniques and Key Inputs: These investments are based primarily on matrix pricing or other similar techniques that utilize inputs from mortgage servicers that are unobservable or cannot be derived principally from, or corroborated by, observable market data. Separate account assets and Separate account liabilities (1) Mutual funds and hedge funds without readily determinable fair values as prices are not published publicly Key Input: • N/A • quoted prices or reported NAV provided by the fund managers Other limited partnership interests • N/A • Valued giving consideration to the underlying holdings of the partnerships and adjusting, if appropriate. Key Inputs: • liquidity; bid/ask spreads; 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 and Other Investments,” “— Other Limited Partnership Interests” and “— Derivatives — Freestanding Derivatives.” 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 Level 2 Valuation Approaches and Key Inputs: This level includes all types of derivatives utilized by the Company with the exception of exchange-traded derivatives included within Level 1 and those derivatives with unobservable inputs as described in Level 3. Level 3 Valuation Approaches and Key Inputs: 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 curves • swap yield curves • swap yield curves • swap yield curves • 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 curves (2) • swap yield curves (2) • swap yield curves (2) • dividend yield curves (2) • basis curves (2) • basis curves (2) • credit curves (2) • equity volatility (1), (2) • repurchase rates • 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 agreements. Embedded derivatives are recorded at estimated fair value with changes in estimated fair value reported in net income. The Company issues certain variable annuity products with guaranteed minimum benefits. GMWBs, GMABs and 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 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 as 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 described in “— Investments — Securities, Short-term Investments and Other Investments.” 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 Approaches 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 curves, 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 curves and implied volatilities, actuarial assumptions for policyholder behavior and mortality and the potential variability in policyholder behavior and mortality, nonperformance risk and cost of capital for purposes of calculating the risk margin. Reinsurance ceded on certain guaranteed minimum benefits These embedded derivatives are principally valued using the income approach. The valuation techniques and significant market standard unobservable inputs used in their valuation are similar to those described above in “— Direct and assumed guaranteed minimum benefits” and also include counterparty credit spreads. Transfers between Levels Overall, transfers between levels occur when there are changes in the observability of inputs and market activity. Transfers into or out of any level are assumed to occur at the beginning of the period. Transfers between Levels 1 and 2: There were no transfers between Levels 1 and 2 for assets and liabilities measured at estimated fair value and still held at June 30, 2018 and December 31, 2017 . Transfers into or out of Level 3: Assets and liabilities are transferred into Level 3 when a significant input cannot be corroborated with market observable data. This occurs when market activity decreases significantly and underlying inputs cannot be observed, current prices are not available, and/or when there are significant variances in quoted prices, thereby affecting transparency. Assets and liabilities are transferred out of Level 3 when circumstances change such that a significant input can be corroborated with market observable data. This may be due to a significant increase in market activity, a specific event, or one or more significant input(s) becoming observable. Assets and Liabilities Measured at Fair Value Using Significant Unobservable Inputs (Level 3)

Long-Term Debt Long-Term Debt (

Long-Term Debt Long-Term Debt (Notes)	6 Months Ended
	Jun. 30, 2018
Debt Disclosure [Abstract]
Debt Disclosure	9. Long-Term Debt Senior Notes In June 2018, MetLife, Inc. sold FVO Brighthouse Common Stock in exchange for $944 million aggregate principal amount of MetLife Inc.'s senior notes. MetLife, Inc. purchased and canceled $343 million of its $1,035 million aggregate principal amount 6.817% senior notes due August 2018; $469 million of its $1,035 million aggregate principal amount 7.717% senior notes due February 2019 and $132 million of its $1,000 million aggregate principal amount 4.750% senior notes due February 2021. In June 2018, MetLife, Inc. additionally purchased for cash and canceled $160 million of its $1,035 million aggregate principal amount 6.817% senior notes due August 2018. The Company recorded a premium of $30 million paid in excess of the debt principal and incurred $37 million of advisory and other fees related to the exchange transaction to other expenses for the three months and six months ended June 30, 2018. See Note 3 for additional information on the FVO Brighthouse Common Stock exchange transaction. See Note 16 for information on subsequent senior notes redemption.

Equity

Equity	6 Months Ended
	Jun. 30, 2018
Equity [Abstract]
Equity	10. Equity Preferred Stock In June 2018, MetLife, Inc. issued 32,200 shares of 5.625% Non-Cumulative Preferred Stock, Series E (the “Series E preferred stock”), with a $0.01 par value per share and a liquidation preference of $25,000 per share, for aggregate net proceeds of $780 million . MetLife, Inc. deposited the Series E preferred stock under a deposit agreement with a depositary, which issued interests in fractional shares of the Series E preferred stock in the form of depositary shares (“Depositary Shares”) evidenced by depositary receipts; each Depositary Share representing 1/1,000th interest in a share of the Series E preferred stock. In connection with the offering of the Depositary Shares, MetLife, Inc. incurred approximately $25 million of issuance costs which have been recorded as a reduction of additional paid-in capital. The Series E preferred stock ranks 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 Depositary 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 thereof on the Series E preferred stock. If dividends are declared on the Series E preferred stock for any dividend period, they will be calculated on a non-cumulative basis at a fixed rate per annum of 5.625% . Dividends for any dividend period will be payable, if declared, quarterly in arrears on the 15th day of March, June, September and December of each year, commencing on September 15, 2018. In March 2018, MetLife, Inc. issued 500,000 shares of 5.875% Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series D (the “Series D preferred stock”) with a $0.01 par value per share and a liquidation preference of $1,000 per share for aggregate net proceeds of $494 million . In connection with the offering of the Series D preferred stock, MetLife, Inc. incurred approximately $6 million of issuance costs which have been recorded as a reduction of additional paid-in capital. The Series D preferred stock ranks 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 D preferred stock 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 thereof. If dividends are declared on the Series D preferred stock for any dividend period, they will be calculated on a non-cumulative basis at a fixed rate per annum of 5.875% from the date of original issue to, but excluding, March 15, 2028 and at a floating rate per annum equal to three-month U.S. dollar LIBOR plus 2.959% on the related LIBOR determination date from and after March 15, 2028 . Dividends for any dividend period will be payable, if declared, semi-annually in arrears on the 15th day of March and September of each year commencing on September 15, 2018 and ending on March 15, 2028, and thereafter quarterly in arrears on the 15th day of June, September, December, and March of each year. Dividends on the Series D and Series E preferred stock will not be cumulative and will not be mandatory. Accordingly, if dividends are not declared on the Series D or Series E preferred stock 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 D or Series E preferred stock 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 D or Series E preferred stock) 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 shares of Series D and Series E preferred stock, and any parity stock, have been declared and paid or provided for. Holders of the Series D and Series E preferred stock 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 D and Series E preferred stock have certain voting rights with respect to members of the Board of Directors of MetLife, Inc. The Series D and Series E preferred stock 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 D preferred stock, (a) in whole but not in part, at any time prior to March 15, 2028, within 90 days after the occurrence of a “rating agency event,” at a redemption price equal to $1,020 per share of Series D preferred stock, plus an amount equal to any accrued and unpaid dividends per share that have accrued but not been declared and paid for the then-current dividend period to but excluding the redemption date and (b) (i) in whole but not in part, at any time prior to March 15, 2028, within 90 days after the occurrence of a “regulatory capital event” or (ii) in whole or in part, from time to time, on or after March 15, 2028, in each case, at a redemption price equal to $1,000 per share of Series D preferred stock, plus an amount equal to any accrued and unpaid dividends per share that have accrued but not been declared and paid for the then-current dividend period to, but excluding, such redemption date. MetLife, Inc. may, at its option, redeem the Series E preferred stock, (a) in whole but not in part, at any time prior to June 15, 2023, within 90 days after the occurrence of a “rating agency event,” at a redemption price equal to $25,500 per share of Series E preferred stock (equivalent to $25.50 per Depositary Share), plus an amount equal to any accrued and unpaid dividends per share that have accrued but not been declared and paid for the then-current dividend period to but excluding the redemption date and (b) (i) in whole but not in part, at any time prior to June 15, 2023, within 90 days after the occurrence of a “regulatory capital event” or (ii) in whole or in part, from time to time, on or after June 15, 2023, in each case, at a redemption price equal to $25,000 per share of Series E preferred stock, plus an amount equal to any accrued and unpaid 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 “rating agency event” means that any nationally recognized statistical rating organization that then publishes a rating for MetLife, Inc. amends, clarifies or changes the criteria it uses to assign equity credit to securities like the Series D or Series E preferred stock, which results in the lowering of the equity credit assigned to the Series D or Series E preferred stock, as applicable, or shortens the length of time that the Series D or Series E preferred stock, as applicable, is assigned a particular level of equity credit. 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) of any capital regulator, including but not limited to the Board of Governors of the Federal Reserve System (the “Federal Reserve Board”), the Federal Insurance Office, the National Association of Insurance Commissioners or any state insurance regulator, as may then have group-wide oversight of MetLife, Inc.’s regulatory capital, from rules (or the interpretation or application thereof) in effect as of March 22, 2018, in the case of the Series D preferred stock, or June 4, 2018, in the case of the Series E preferred stock, that would create a more than insubstantial risk, as determined by MetLife, Inc., that the Series D preferred stock or the Series E preferred stock, as applicable, would not be treated as “Tier 1 capital” or as capital with attributes similar to those of Tier 1 capital, except that a “regulatory capital event” will not include a change or proposed change (or the interpretation or application thereof) that would result in the adoption of any criterion substantially the same as the criteria in the capital adequacy rules of the Federal Reserve Board applicable to bank holding companies as of March 22, 2018, in the case of the Series D preferred stock, or June 4, 2018, in the case of the Series E preferred stock. Preferred stock authorized, issued and outstanding was as follows: June 30, 2018 December 31, 2017 Series Shares Shares Shares 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 5.25% Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series C 1,500,000 1,500,000 1,500,000 1,500,000 1,500,000 1,500,000 5.875% Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series D 500,000 500,000 500,000 — — — 5.625% Non-Cumulative Preferred Stock, Series E 32,200 32,200 32,200 — — — Series A Junior Participating Preferred Stock 10,000,000 — — 10,000,000 — — Not designated 160,367,800 — — 160,900,000 — — Total 200,000,000 26,032,200 26,032,200 200,000,000 25,500,000 25,500,000 Common Stock During the six months ended June 30, 2018 and 2017 , MetLife, Inc. repurchased 45,540,491 shares and 34,354,967 shares of its common stock through open market purchases for $2.2 billion and $1.8 billion , respectively. On November 1, 2017, MetLife, Inc. announced that its Board of Directors authorized $2.0 billion of common stock repurchases and, on May 22, 2018, MetLife, Inc. announced that its Board of Directors authorized additional common stock repurchases of $1.5 billion . In June 2018, MetLife, Inc. completed all common stock repurchases authorized under the November 2017 authorization. At June 30, 2018 , MetLife, Inc. had $1.1 billion of common stock repurchases remaining under the May 2018 authorization. Common stock repurchases are 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. See Note 16 for information on subsequent common stock repurchases. Stock-Based Compensation Plans Performance Shares and Performance Units Final Performance Shares are paid in shares of MetLife, Inc. common stock. 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, 2015 – December 31, 2017 performance period was 46.3% , which was determined within a possible range from 0% to 175% . This factor has been applied to the 1,194,283 Performance Shares and 186,085 Performance Units associated with that performance period that vested on December 31, 2017 . As a result, in the first quarter of 2018 , MetLife, Inc. issued 552,953 shares of its common stock (less withholding for taxes and other items, as applicable), excluding shares that payees choose to defer, and MetLife, Inc. or its affiliates paid the cash value of 86,157 Performance Units (less withholding for taxes and other items, as applicable). Dividend Restrictions Insurance Operations The table below sets forth the dividends permitted to be paid in 2018 by MetLife, Inc.’s primary insurance subsidiaries without insurance regulatory approval and the respective dividends paid during the six months ended June 30, 2018 : Company Paid (1) Permitted Without (In millions) Metropolitan Life Insurance Company $ 1,705 (3 ) $ 3,075 American Life Insurance Company $ 1,500 (4 ) $ — Metropolitan Property and Casualty Insurance Company $ — $ 125 Metropolitan Tower Life Insurance Company (5) $ — $ 73 General American Life Insurance Company (5) $ — N/A __________________ (1) Reflects all amounts paid, including those requiring regulatory approval. (2) Reflects dividend amounts that may be paid during 2018 without prior regulatory approval. However, because dividend tests may be based on dividends previously paid over rolling 12-month periods, if paid before a specified date during 2018, some or all of such dividends may require regulatory approval. (3) Represents an ordinary dividend of $1.0 billion and an extraordinary dividend of $705 million that was paid with regulatory approval. The extraordinary dividend was paid in cash with proceeds from the sale to an affiliate of certain property, equipment, leasehold improvements and computer software that were non-admitted by Metropolitan Life Insurance Company for statutory accounting purposes. The affiliate received a capital contribution in cash from MetLife, Inc. to fund the purchase. (4) Represents an extraordinary dividend. (5) In April 2018, Metropolitan Tower Life Insurance Company (“MTL”) merged with General American Life Insurance Company (“GALIC”). The surviving entity of the merger was MTL, which re-domesticated from Delaware to Nebraska immediately prior to the merger. Effective as of the date of re-domestication, MTL is subject to the dividend restrictions under Nebraska law. Under the Nebraska Insurance Code, MTL is permitted, without prior insurance regulatory clearance, to pay a stockholder dividend to MetLife, Inc. as long as the amount of the dividend, when aggregated with all other dividends in the preceding 12 months, does not exceed the greater of: (i) 10% of its surplus to policyholders as of the end of the immediately preceding calendar year, or (ii) its net statutory gain from operations for the immediately preceding calendar year (excluding realized capital gains), not including pro rata distributions of each insurer's own securities. MTL will be permitted to pay a dividend to MetLife, Inc. in excess of the greater of such two amounts only if it files notice of the declaration of such a dividend and the amount thereof with the Director of the Nebraska Department of Insurance (the “Nebraska Director”) and the Nebraska Director either approves the distribution of the dividend or does not disapprove the distribution within 30 days of its filing. In addition, any dividend that exceeds earned surplus (defined as “unassigned funds (surplus)”), excluding unrealized capital gains) as of the immediately preceding calendar year requires insurance regulatory approval. Under the Nebraska Insurance Code, the Nebraska Director has broad discretion in determining whether the financial condition of a stock life insurance company would support the payment of such dividends to its stockholders. See Note 15 of the Notes to Consolidated Financial Statements included in the 2017 Annual Report for additional information on dividend restrictions. 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 $ 10,864 $ 683 $ (3,707 ) $ (2,206 ) $ 5,634 OCI before reclassifications (3,096 ) 141 (969 ) 3 (3,921 ) Deferred income tax benefit (expense) 706 41 6 (1 ) 752 AOCI before reclassifications, net of income tax 8,474 865 (4,670 ) (2,204 ) 2,465 Amounts reclassified from AOCI 83 470 — 31 584 Deferred income tax benefit (expense) (19 ) (170 ) — (6 ) (195 ) Amounts reclassified from AOCI, net of income tax 64 300 — 25 389 Balance, end of period $ 8,538 $ 1,165 $ (4,670 ) $ (2,179 ) $ 2,854 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 $ 11,336 $ 1,853 $ (4,842 ) $ (1,951 ) $ 6,396 OCI before reclassifications 3,290 (7 ) 169 1 3,453 Deferred income tax benefit (expense) (1,132 ) 3 (6 ) 3 (1,132 ) AOCI before reclassifications, net of income tax 13,494 1,849 (4,679 ) (1,947 ) 8,717 Amounts reclassified from AOCI (47 ) (429 ) — 41 (435 ) Deferred income tax benefit (expense) 22 149 — (17 ) 154 Amounts reclassified from AOCI, net of income tax (25 ) (280 ) — 24 (281 ) Balance, end of period $ 13,469 $ 1,569 $ (4,679 ) $ (1,923 ) $ 8,436 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 $ 12,757 $ 905 $ (4,390 ) $ (1,845 ) $ 7,427 OCI before reclassifications (6,907 ) (211 ) (417 ) (1 ) (7,536 ) Deferred income tax benefit (expense) 1,541 99 9 — 1,649 AOCI before reclassifications, net of income tax 7,391 793 (4,798 ) (1,846 ) 1,540 Amounts reclassified from AOCI 128 305 — 62 495 Deferred income tax benefit (expense) (29 ) (143 ) — (13 ) (185 ) Amounts reclassified from AOCI, net of income tax 99 162 — 49 310 Cumulative effects of changes in accounting principles (425 ) — — — (425 ) Deferred income tax benefit (expense), cumulative effects of changes in accounting principles 1,473 210 36 (382 ) 1,337 Cumulative effects of changes in accounting principles, net of income tax (2) 1,048 210 36 (382 ) 912 Sale of subsidiary (3) — — 92 — 92 Balance, end of period $ 8,538 $ 1,165 $ (4,670 ) $ (2,179 ) $ 2,854 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 $ 10,785 $ 1,865 $ (5,312 ) $ (1,972 ) $ 5,366 OCI before reclassifications 3,993 203 517 (19 ) 4,694 Deferred income tax benefit (expense) (1,405 ) (70 ) 116 5 (1,354 ) AOCI before reclassifications, net of income tax 13,373 1,998 (4,679 ) (1,986 ) 8,706 Amounts reclassified from AOCI 149 (658 ) — 85 (424 ) Deferred income tax benefit (expense) (53 ) 229 — (22 ) 154 Amounts reclassified from AOCI, net of income tax 96 (429 ) — 63 (270 ) Balance, end of period $ 13,469 $ 1,569 $ (4,679 ) $ (1,923 ) $ 8,436 __________________ (1) See Note 6 for information on offsets to investments related to future policy benefits, DAC, VOBA and DSI, and the policyholder dividend obligation. (2) See Note 1 for further information on adoption of new accounting pronouncements. (3) See Note 3 for further information on the 2018 disposition. Information regarding amounts reclassified out of each component of AOCI was as follows: AOCI Components Amounts Reclassified from AOCI Consolidated Statements of Operations and Comprehensive Income (Loss) Locations Three Months Six Months 2018 2017 2018 2017 (In millions) Net unrealized investment gains (losses): Net unrealized investment gains (losses) $ (36 ) $ 44 $ (137 ) $ 84 Net investment gains (losses) Net unrealized investment gains (losses) (3 ) (5 ) — 1 Net investment income Net unrealized investment gains (losses) (44 ) 6 9 (145 ) Net derivative gains (losses) Net unrealized investment gains (losses) — 2 — (89 ) Discontinued operations Net unrealized investment gains (losses), before income tax (83 ) 47 (128 ) (149 ) Income tax (expense) benefit 19 (22 ) 29 53 Net unrealized investment gains (losses), net of income tax (64 ) 25 (99 ) (96 ) Unrealized gains (losses) on derivatives - cash flow hedges: Interest rate swaps 1 6 17 14 Net derivative gains (losses) Interest rate swaps 6 3 9 7 Net investment income Interest rate swaps — 1 — 2 Discontinued operations Interest rate forwards (2 ) — 3 (4 ) Net derivative gains (losses) Interest rate forwards — 2 1 2 Net investment income Interest rate forwards 1 1 1 1 Other expenses Interest rate forwards — 2 — 3 Discontinued operations Foreign currency swaps (475 ) 413 (336 ) 621 Net derivative gains (losses) Foreign currency swaps (1 ) (1 ) (1 ) (1 ) Net investment income Foreign currency swaps — — 1 1 Other expenses Foreign currency swaps — 1 — 11 Discontinued operations Credit forwards — 1 — 1 Net derivative gains (losses) Gains (losses) on cash flow hedges, before income tax (470 ) 429 (305 ) 658 Income tax (expense) benefit 170 (149 ) 143 (229 ) Gains (losses) on cash flow hedges, net of income tax (300 ) 280 (162 ) 429 Defined benefit plans adjustment: (1) Amortization of net actuarial gains (losses) (35 ) (48 ) (71 ) (97 ) Amortization of prior service (costs) credit 4 7 9 12 Amortization of defined benefit plan items, before income tax (31 ) (41 ) (62 ) (85 ) Income tax (expense) benefit 6 17 13 22 Amortization of defined benefit plan items, net of income tax (25 ) (24 ) (49 ) (63 ) Total reclassifications, net of income tax $ (389 ) $ 281 $ (310 ) $ 270 __________________ (1) These AOCI components are included in the computation of net periodic benefit costs. See Note 12 .

Other Expenses

Other Expenses	6 Months Ended
	Jun. 30, 2018
Other Income and Expenses [Abstract]
Other Expenses	11. Other Expenses Information on other expenses was as follows: Three Months Six Months 2018 2017 2018 2017 (In millions) Employee related costs $ 894 $ 879 $ 1,831 $ 1,816 Third party staffing costs 402 398 782 760 General and administrative expenses 351 318 594 539 Pension, postretirement and postemployment benefit costs 47 76 96 155 Premium taxes, other taxes, and licenses & fees 187 148 366 323 Commissions and other variable expenses 1,438 1,306 2,854 2,610 Capitalization of DAC (834 ) (744 ) (1,630 ) (1,457 ) Amortization of DAC and VOBA 707 656 1,400 1,319 Amortization of negative VOBA (16 ) (38 ) (38 ) (81 ) Interest expense on debt 309 284 595 567 Total other expenses $ 3,485 $ 3,283 $ 6,850 $ 6,551 Certain prior year amounts have been reclassified to conform to the current year presentation, which has been revised to align the expense categories with the Company’s businesses. The reclassifications did not result in a change to total other expenses. See Note 3 for further information on Separation-related transaction costs. Restructuring Charges The Company commenced in 2016 a unit cost improvement program related to the Company’s refreshed enterprise strategy. This global strategy focuses on transforming the Company to become more digital, driving efficiencies and innovation to achieve competitive advantage, and simplified, decreasing the costs and risks associated with the Company’s highly complex industry to customers and shareholders. Restructuring charges related to this program are included in other expenses. As the expenses relate to an enterprise-wide initiative, they are reported in Corporate & Other. Such restructuring charges were as follows: Three Months Six Months 2018 2017 2018 2017 Severance (In millions) Balance, beginning of period $ 19 $ 38 $ 22 $ 35 Restructuring charges 9 11 18 22 Cash payments (8 ) (32 ) (20 ) (40 ) Balance, end of period $ 20 $ 17 $ 20 $ 17 Total restructuring charges incurred since inception of initiative $ 91 $ 57 $ 91 $ 57 Management anticipates further restructuring charges through the year ending December 31, 2019. However, such restructuring plans were not sufficiently developed to enable management to make an estimate of such restructuring charges at June 30, 2018 .

Employee Benefit Plans

Employee Benefit Plans	6 Months Ended
	Jun. 30, 2018
Retirement Benefits [Abstract]
Employee Benefit Plans	12. Employee Benefit Plans Pension and Other Postretirement Benefit Plans Certain subsidiaries of MetLife, Inc. sponsor and/or administer various U.S. qualified and nonqualified defined benefit pension plans and other postretirement employee benefit plans covering employees who meet specified eligibility requirements. These subsidiaries also provide certain postemployment benefits and certain postretirement medical and life insurance benefits for U.S. retired employees. The components of net periodic benefit costs, reported in other expenses, were as follows: Three Months 2018 2017 Pension Benefits Other Postretirement Benefits Pension Benefits Other Postretirement Benefits (In millions) Service costs $ 58 $ 2 $ 61 $ 2 Interest costs 96 15 106 19 Expected return on plan assets (134 ) (18 ) (128 ) (18 ) Amortization of net actuarial (gains) losses 44 (9 ) 48 — Amortization of prior service costs (credit) — (4 ) (1 ) (6 ) Net periodic benefit costs (credit) $ 64 $ (14 ) $ 86 $ (3 ) Six Months 2018 2017 Pension Benefits Other Postretirement Benefits Pension Benefits Other Postretirement Benefits (In millions) Service costs $ 118 $ 3 $ 122 $ 3 Interest costs 192 26 212 38 Expected return on plan assets (267 ) (36 ) (258 ) (36 ) Amortization of net actuarial (gains) losses 88 (17 ) 97 — Amortization of prior service costs (credit) — (9 ) (1 ) (11 ) Net periodic benefit costs (credit) $ 131 $ (33 ) $ 172 $ (6 )

Income Tax

Income Tax	6 Months Ended
	Jun. 30, 2018
Income Tax Disclosure [Abstract]
Income Tax	13. Income Tax On December 22, 2017, President Trump signed into law U.S. Tax Reform. U.S. Tax Reform includes numerous changes in tax law, including a permanent reduction in the U.S. federal corporate income tax rate from 35% to 21% , which took effect for taxable years beginning on or after January 1, 2018. U.S. Tax Reform moves the United States from a worldwide tax system to a participation exemption system by providing corporations a 100% dividends received deduction for dividends distributed by a controlled foreign corporation. To transition to that new system, U.S. Tax Reform imposed a one-time deemed repatriation tax on unremitted earnings and profits at a rate of 8.0% for illiquid assets and 15.5% for cash and cash equivalents. In accordance with Staff Accounting Bulletin 118 issued by the U.S. Securities and Exchange Commission (“SEC”) in December 2017, the Company recorded provisional amounts for certain items for which the income tax accounting is not complete. For these items, the Company recorded a reasonable estimate of the tax effects of U.S. Tax Reform. The estimates will be reported as provisional amounts during the measurement period, which will not exceed one year from the date of enactment of U.S. Tax Reform. The Company may reflect adjustments to its provisional amounts upon obtaining, preparing, or analyzing additional information about facts and circumstances that existed as of the enactment date that, if known, would have affected the income tax effects initially reported as provisional amounts. See Note 18 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report for further information. As of June 30, 2018, no updates were made to the provisional amounts.

Earnings Per Common Share

Earnings Per Common Share	6 Months Ended
	Jun. 30, 2018
Earnings Per Share [Abstract]
Earnings Per Common Share	14. Earnings Per Common Share The following table presents the weighted average shares, basic earnings per common share and diluted earnings per common share for each income category presented: Three Months Six Months 2018 2017 2018 2017 (In millions, except per share data) Weighted Average Shares: Weighted average common stock outstanding for basic earnings per common share 1,015.6 1,074.0 1,025.7 1,082.1 Incremental common shares from assumed exercise or issuance of stock-based awards 8.2 8.1 8.3 8.3 Weighted average common stock outstanding for diluted earnings per common share 1,023.8 1,082.1 1,034.0 1,090.4 Income (Loss) from Continuing Operations: Income (loss) from continuing operations, net of income tax $ 894 $ 856 $ 2,151 $ 1,808 Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests 3 3 7 6 Less: Preferred stock dividends 46 46 52 52 Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders $ 845 $ 807 $ 2,092 $ 1,750 Basic $ 0.83 $ 0.76 $ 2.04 $ 1.62 Diluted $ 0.83 $ 0.75 $ 2.02 $ 1.61 Income (Loss) from Discontinued Operations: Income (loss) from discontinued operations, net of income tax $ — $ 58 $ — $ (18 ) 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 $ — $ 58 $ — $ (18 ) Basic $ — $ 0.05 $ — $ (0.02 ) Diluted $ — $ 0.05 $ — $ (0.02 ) Net Income (Loss): Net income (loss) $ 894 $ 914 $ 2,151 $ 1,790 Less: Net income (loss) attributable to noncontrolling interests 3 3 7 6 Less: Preferred stock dividends 46 46 52 52 Net income (loss) available to MetLife, Inc.’s common shareholders $ 845 $ 865 $ 2,092 $ 1,732 Basic $ 0.83 $ 0.81 $ 2.04 $ 1.60 Diluted $ 0.83 $ 0.80 $ 2.02 $ 1.59

Contingencies, Commitments and

Contingencies, Commitments and Guarantees	6 Months Ended
	Jun. 30, 2018
Commitments and Contingencies Disclosure [Abstract]
Contingencies, Commitments and Guarantees	15. Contingencies, Commitments and Guarantees Contingencies Litigation The Company is a defendant in a large number of litigation matters. In some of the matters, very large and/or indeterminate amounts, including punitive and treble damages, are sought. Modern pleading practice in the U.S. permits considerable variation in the assertion of monetary damages or other relief. Jurisdictions may permit claimants not to specify the monetary damages sought or may permit claimants to state only that the amount sought is sufficient to invoke the jurisdiction of the trial court. In addition, jurisdictions may permit plaintiffs to allege monetary damages in amounts well exceeding reasonably possible verdicts in the jurisdiction for similar matters. This variability in pleadings, together with the actual experience of the Company in litigating or resolving through settlement numerous claims over an extended period of time, demonstrates to management that the monetary relief which may be specified in a lawsuit or claim bears little relevance to its merits or disposition value. Due to the vagaries of litigation, the outcome of a litigation matter and the amount or range of potential loss at particular points in time may normally be difficult to ascertain. Uncertainties can include how fact finders will evaluate documentary evidence and the credibility and effectiveness of witness testimony, and how trial and appellate courts will apply the law in the context of the pleadings or evidence presented, whether by motion practice, at trial or on appeal. Disposition valuations are also subject to the uncertainty of how opposing parties and their counsel will 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 reasonably estimated at June 30, 2018 . 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, the Company has not made an accrual. As of June 30, 2018 , the Company estimates the aggregate range of reasonably possible losses in excess of amounts accrued for these matters to be $0 to $700 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 2017 Annual Report, MLIC received approximately 3,514 asbestos-related claims in 2017 . During the six months ended June 30, 2018 and 2017 , MLIC received approximately 1,754 and 1,896 new asbestos-related claims, respectively. See Note 20 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report for historical information concerning asbestos claims and MLIC’s increase in its recorded liability at December 31, 2017. 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 regular reevaluation of its exposure from asbestos litigation, MLIC has updated its liability analysis for asbestos-related claims through June 30, 2018 . Regulatory Matters The Company receives and responds to subpoenas or other inquiries seeking a broad range of information 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 jurisdictions outside the United States where MetLife conducts business. The issues involved in information requests and regulatory matters vary widely. The Company cooperates in these inquiries. 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. In September 2012, the EPA, MLIC and the third party executed an Administrative Order on Consent under which MLIC and the third party agreed to be responsible for certain environmental testing at the Chemform Site. The EPA may seek additional costs if the environmental testing identifies issues. The EPA and MLIC have reached a settlement in principal on the EPA’s claim for past costs. The Company estimates that the aggregate cost to resolve this matter, including the settlement for claims of past costs and the costs of environmental testing, will not exceed $300 thousand . Sales Practices Regulatory Matters Regulatory authorities in a 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 and GALIC (which merged into MTL in April of 2018), as well as former subsidiaries of the Company that are part of Brighthouse as a result of the Separation, and a former broker-dealer subsidiary. 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 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 alleges that MetLife, Inc. and several current and former directors and executive officers of MetLife, Inc. violated the Securities Act of 1933, as well as the Securities Exchange Act of 1934 (“Exchange Act”) and Rule 10b-5 promulgated thereunder by issuing, or causing MetLife, Inc. to issue, materially false and misleading statements concerning MetLife, Inc.’s potential liability for millions of dollars in insurance benefits that should have been paid to beneficiaries or escheated to the states. Plaintiff seeks unspecified compensatory damages and other relief. On September 22, 2017, the Court granted plaintiff’s motion to certify its proposed class of persons who purchased or acquired MetLife, Inc. common stock in the Company’s August 3, 2010 offering or the Company’s March 4, 2011 offering. The defendants intend to defend this action vigorously. Total Asset Recovery Services, LLC. v. MetLife, Inc., et al. (Supreme Court of the State of New York, County of New York, filed November 17, 2017) Alleging that MetLife, Inc., MLIC, and several other insurance companies violated the New York False Claims Act (the “Act”) by filing false unclaimed property reports from 1986 to 2017 with New York to avoid having to escheat the proceeds of more than 25,000 life insurance policies, including policies for which the defendants escheated funds as part of their demutualizations in the late 1990s, Total Asset Recovery Services (“The Relator”) has brought an action under the qui tam provision of the Act on behalf of itself and New York. The Relator originally filed this action under seal in 2010, and the complaint was unsealed on December 19, 2017. The Relator seeks treble damages and other relief. The Company intends to defend this action vigorously. Total Control Accounts Litigation MLIC is a defendant in a lawsuit related to its use of retained asset accounts, known as Total Control Accounts (“TCA”), as a settlement option for death benefits. Owens v. Metropolitan Life Insurance Company (N.D. Ga., filed April 17, 2014) Plaintiff filed this class action lawsuit on behalf of all persons for whom MLIC established a TCA to pay death benefits under an Employee Retirement Income Security Act of 1974 (“ERISA”) plan. The action 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 ERISA. As damages, plaintiff seeks disgorgement of profits that MLIC realized on accounts owned by members of the class. In addition, plaintiff, on behalf of a subgroup of the class, seeks interest under Georgia’s delayed settlement interest statute, alleging that the use of the TCA as the settlement option did not constitute payment. On September 27, 2016, the court denied MLIC’s summary judgment motion in full and granted plaintiff’s partial summary judgment motion. On September 29, 2017, the court certified a nationwide class. The court also certified a Georgia subclass. The Company intends to defend this action vigorously. Diversified Lending Group Litigation Hartshorne v. MetLife, Inc., et al. (Los Angeles County Superior Court, filed March 25, 2015) Plaintiffs named MetLife, Inc., MetLife Securities, Inc., and New England Life Insurance Company in 12 related lawsuits in California state court alleging various causes of action including multiple negligence and statutory claims relating to a Ponzi scheme involving the Diversified Lending Group. The Company settled with the last remaining plaintiff on or about May 2, 2018. This Court dismissed this case with prejudice on May 22, 2018. Inquiries into Pension Benefits and Assumed Variable Annuity Guarantee Reserves and Related Litigation The Company informed its primary state regulator, the New York Department of Financial Services (“NYDFS”), about its practices in connection with the payment of certain pension benefits to annuitants and related matters. The NYDFS is examining the issue. The Division of Enforcement of the SEC is also investigating this matter and several additional regulators have made inquiries into these practices, including as to related disclosures. It is possible that other jurisdictions may pursue similar investigations or inquiries. On January 29, 2018, the Company announced that in connection with a review of practices and procedures used to estimate reserves related to certain Retirement Income Solutions (“RIS”) group annuitants who have been unresponsive or missing over time, the Company had identified a material weakness in its internal control over financial reporting related to certain RIS group annuity reserves. In conjunction with the material weakness, the Company increased reserves by $510 million pre-tax to reinstate reserves previously released, and to reflect accrued interest and other related liabilities. See Note 1 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report. The Company informed the SEC that as a result of its review of the calculation of reserves associated with certain variable annuity guarantees assumed from the former operating joint venture in Japan, the Company had identified a material weakness in its internal control over financial reporting related to these reserves. In conjunction with the material weakness, the Company decreased these reserves by $896 million pre-tax at December 31, 2017. See Note 1 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report. The Division of Enforcement of the SEC is investigating this matter and the Company has informed other regulators. It is possible that other regulators may pursue similar investigations or inquiries. The Company is exposed to lawsuits and regulatory investigations, and could be exposed to additional legal actions relating to these matters. These may result in payments, including damages, fines, penalties, interest and other amounts assessed or awarded by courts or regulatory authorities under applicable escheat, tax, securities, ERISA, or other laws or regulations. The Company could incur significant costs in connection with these actions. The Company’s increase in reserves does not reflect, and the Company has not recorded an accrual for, any such potential amounts. An estimate of the possible loss or range of loss cannot be made at this time. Parchmann v. MetLife, Inc., et al. (E.D.N.Y., filed February 5, 2018) Seeking to represent a class of persons who purchased MetLife, Inc. common stock from February 27, 2013 through January 29, 2018, the plaintiff alleges that MetLife, Inc., its Chief Executive Officer and Chairman of the Board, and its CFO violated Section 10(b) of the Exchange Act and Rule 10b-5 promulgated thereunder by issuing materially false and/or misleading statements because the defendants failed to disclose that MetLife’s practices and procedures used to estimate its reserves set aside for annuity and pension payments were inadequate, and that MetLife had inadequate internal control over financial reporting. The plaintiff seeks unspecified compensatory damages and other relief. The defendants intend to defend this action vigorously. Roycroft v. MetLife, Inc., et al. (S.D.N.Y., filed June 18, 2018) Plaintiff filed this putative class action on behalf of all persons due benefits under group annuity contracts and whose annuity benefits were released from reserves. Plaintiff asserts claims for conversion, unjust enrichment, constructive trust and accounting based on allegations that the Company held and profited from monies owed to beneficiaries of group annuity contracts by releasing reserves after failing to locate the beneficiaries. Plaintiff seeks declaratory and injunctive relief, as well as unspecified compensatory and punitive damages, and other relief. The Company intends to defend this action vigorously. In the Matter of MetLife, Inc. (Mass. Sec. Div., filed June 25, 2018) The Enforcement Section of the Massachusetts Securities Division of the Office of the Secretary of the Commonwealth (the “MSD”) filed an administrative complaint in order to commence an adjudicatory proceeding against the Company for alleged violations of Section 101 of the Massachusetts Uniform Securities Act and regulations promulgated thereunder, alleging that the Company made materially misleading statements regarding the sufficiency of its reserves related to group annuity contracts and the effectiveness of its internal control over financial reporting. The MSD seeks injunctive relief, as well as an unspecified administrative fine and other relief. The Company intends to defend this action vigorously. Demands The MetLife, Inc. Board of Directors has received three letters, dated March 28, 2018, May 11, 2018, and July 16, 2018 written on behalf of individual stockholders, demanding that MetLife, Inc. take action against current and former directors and officers for alleged breaches of fiduciary duty and/or investigate, remediate, and recover damages allegedly suffered by the Company as a result of (i) the Company’s allegedly inadequate practices and procedures used to estimate reserves for annuity and pension payments, (ii) the Company’s allegedly inadequate internal controls over financial reporting and corporate governance practices and procedures, and (iii) the alleged dissemination of false or misleading information related to these issues. The MetLife, Inc. Board of Directors has appointed a special committee to investigate the allegations set forth in these three letters. Other Litigation 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 that were subsequently transferred to Sun Life. 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 agreed to 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 alleging sales practices claims regarding the policies sold by MLIC and transferred to Sun Life. On August 30, 2011, Sun Life notified MLIC that another purported class action lawsuit was filed against Sun Life in Vancouver, BC 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. Voshall v. Metropolitan Life Insurance Company (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. Martin v. Metropolitan Life Insurance Company, (Superior Court of the State of California, County of Contra Costa, filed December 17, 2015) Plaintiffs filed this putative class action lawsuit on behalf of themselves and all California persons who have been charged compound interest by MLIC in life insurance policy and/or premium loan balances within the last four years. Plaintiffs allege that MLIC has engaged in a pattern and practice of charging compound interest on life insurance policy and premium loans without the borrower authorizing such compounding, and that this constitutes an unlawful business practice under California law. Plaintiffs assert causes of action for declaratory relief, violation of California’s Unfair Competition Law and Usury Law, and unjust enrichment. Plaintiffs seek declaratory and injunctive relief, restitution of interest, and damages in an unspecified amount. On April 12, 2016, the court granted MLIC’s motion to dismiss. Plaintiffs have appealed this ruling to the United States Court of Appeals for the Ninth Circuit. The Company intends to defend this action vigorously. Newman v. Metropolitan Life Insurance Company (N.D. Ill., filed March 23, 2016) Plaintiff filed this putative class action alleging causes of action for breach of contract, fraud, and violations of the Illinois Consumer Fraud and Deceptive Business Practices Act, based on MLIC’s class-wide increase in premiums charged for long-term care insurance policies. Plaintiff alleges a class consisting of herself and all persons over age 65 who selected a Reduced Pay at Age 65 payment feature and whose premium rates were increased after age 65. Plaintiff asserts that premiums could not be increased for these class members and/or that marketing material was misleading as to MLIC’s right to increase premiums. Plaintiff seeks unspecified compensatory, statutory and punitive damages, as well as recessionary and injunctive relief. On April 12, 2017, the court granted MLIC’s motion, dismissing the action with prejudice. Plaintiff appealed this ruling to the United States Court of Appeals for the Seventh Circuit (the “Seventh Circuit”) and on February 6, 2018, the Seventh Circuit reversed and remanded for further proceedings, ruling that Plaintiff is entitled to relief on her contract claim. Following MLIC’s petition for rehearing, the Seventh Circuit issued an amended opinion on March 22, 2018, holding that plaintiff’s claim survived MLIC’s motion to dismiss but finding that the policy is ambiguous as to MLIC’s right to raise plaintiff’s premiums. The Seventh Circuit held that on remand to the district court, the parties may introduce evidence to try to resolve this ambiguity. Miller, et al. v. MetLife, Inc., et al. (C.D. Cal., filed April 7, 2017) Plaintiff filed this putative class action against MetLife, Inc. and MLIC in the U.S. District Court for the Central District of California, purporting to assert claims on behalf of all persons who replaced their MetLife Optional Term Life or Group Universal Life policy with a Group Variable Universal Life policy wherein MetLife allegedly charged smoker rates for certain non-smokers. Plaintiff seeks unspecified compensatory and punitive damages, as well as other relief. On September 25, 2017, plaintiff dismissed the action and refiled the complaint in U.S. District Court for the Southern District of New York. On November 9, 2017, plaintiff dismissed MetLife, Inc. without prejudice from the action. MLIC intends to defend this action vigorously. Julian & McKinney v. Metropolitan Life Insurance Company (S.D.N.Y., filed February 9, 2017) Plaintiffs filed this putative class and collective action on behalf of themselves and all current and former long-term disability (“LTD”) claims specialists between February 2011 and the present for alleged wage and hour violations under the Fair Labor Standards Act, the New York Labor Law, and the Connecticut Minimum Wage Act. The suit alleges that MetLife improperly reclassified the plaintiffs and similarly situated LTD claims specialists from non-exempt to exempt from overtime pay in November 2013. As a result, they and members of the putative class were no longer eligible for overtime pay even though they allege they continued to work more than 40 hours per week. On March 22, 2018, the Court conditionally certified the case as a collective action, requiring that notice be mailed to LTD claims specialists who worked for the Company from February 8, 2014 to the present. 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, other products or the misuse of client assets. Some of the current cases seek substantial damages, including punitive and treble damages and attorneys’ fees. The Company continues to defend vigorously against the claims in these matters. The Company believes adequate provision has been made in its consolidated financial statements for all probable and reasonably estimable losses for sales practices matters. Summary Putative or certified class action litigation and other litigation and claims and assessments against the Company, in addition to those discussed previously and those otherwise provided for in the Company’s consolidated financial statements, have arisen in the course of the Company’s business, including, but not limited to, in connection with its activities as an insurer, mortgage lending bank, employer, investor, investment advisor and taxpayer. Further, state insurance regulatory authorities and other federal and state authorities regularly make inquiries and conduct investigations concerning the Company’s compliance with applicable insurance and other laws and regulations. It is not possible to predict the ultimate outcome of all pending investigations and legal proceedings. In some of the matters referred to previously, very large and/or indeterminate amounts, including punitive and treble damages, are sought. Although in light of these considerations it is possible that an adverse outcome in certain cases could have a material effect upon the Company’s financial position, based on information currently known by the Company’s management, in its opinion, the outcomes of such pending investigations and legal proceedings are not likely to have such an effect. However, given the large and/or indeterminate amounts sought in certain of these matters and the inherent unpredictability of litigation, it is possible that an adverse outcome in certain matters could, from time to time, have a material effect on the Company’s consolidated net income or cash flows in particular quarterly or annual periods. Commitmen

Subsequent Events

Subsequent Events	6 Months Ended
	Jun. 30, 2018
Subsequent Events [Abstract]
Subsequent Event	16. Subsequent Events Senior Notes Redemption On July 16, 2018, MetLife, Inc. issued a notice of redemption to the holders of the remaining $566 million aggregate principal amount of its 7.717% senior notes due February 2019, pursuant to which the Company will redeem these senior notes on August 15, 2018. Common Stock Repurchases In the third quarter of 2018 through July 31, 2018 , MetLife, Inc. repurchased 5,332,323 shares of its common stock in the open market for $236 million . Common Stock Dividend On July 6, 2018, the MetLife, Inc. Board of Directors declared a third quarter 2018 common stock dividend of $0.42 per share payable on September 13, 2018 to shareholders of record as of August 6, 2018. The Company estimates that the aggregate dividend payment will be $419 million .

Business, Basis of Presentati23

Business, Basis of Presentation and Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2018
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 on 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 these 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, 2017 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, 2017 (the “2017 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 2017 Annual Report. Consolidation The accompanying interim condensed consolidated financial statements include the accounts of MetLife, Inc. and its subsidiaries, as well as partnerships and joint ventures in which the Company has control, and variable interest entities (“VIEs”) for which the Company is the primary beneficiary. Intercompany accounts and transactions have been eliminated. The 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. 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. Subsequent to the adoption of guidance relating to the recognition and measurement of financial instruments on January 1, 2018, the Company accounts for interests in unconsolidated entities that are not accounted for under the equity method, at estimated fair value. Such investments were previously accounted for under the cost method of accounting. See “— Adoption of New Accounting Pronouncements.” 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.
Reclassification	Reclassifications Certain amounts in the prior year periods’ interim condensed consolidated financial statements and related footnotes thereto have been reclassified to conform to the 2018 presentation as discussed throughout the Notes to the Interim Condensed Consolidated Financial Statements.
New Accounting Pronouncements	Adoption of New Accounting Pronouncements Effective January 1, 2018, the Company early adopted guidance relating to income taxes. The new guidance was applied in the period of adoption. Current GAAP guidance requires that the effect of a change in tax laws or rates on deferred tax liabilities or assets to be included in income from continuing operations in the reporting period that includes the enactment date, even if the related income tax effects were originally charged or credited directly to accumulated other comprehensive income (“AOCI”). The Company’s accounting policy for the release of stranded tax effects in AOCI is on an aggregate portfolio basis. The new guidance allows a reclassification of AOCI to retained earnings for stranded tax effects resulting from the Tax Cuts and Jobs Act of 2017 (“U.S. Tax Reform”). Due to U.S. Tax Reform and the change in corporate tax rates, at December 22, 2017, the Company reported stranded tax effects in AOCI related to unrealized gains and losses on available-for-sale (“AFS”) securities, cumulative foreign translation adjustments and deferred costs on pension benefit plans. With the adoption of the guidance, the Company released these stranded tax effects in AOCI resulting in a decrease to retained earnings as of January 1, 2018 of $1.2 billion with a corresponding increase to AOCI. Effective January 1, 2018, the Company prospectively adopted guidance relating to stock compensation. The new guidance includes guidance on determining which changes to the terms and conditions of share-based payment awards require an entity to apply modification accounting under Accounting Standards Codification (“ASC”) Topic 718, Compensation - Stock Compensation . The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018 the Company retrospectively adopted guidance on the presentation of net periodic pension cost and net periodic postretirement benefit cost. The new guidance requires that an employer that offers to its employees defined benefit pension or other postretirement benefit plans report the service cost component in the same line item or items as other compensation costs. The other components of net periodic benefit cost are required to be presented in the income statement separately from the service cost component and outside a subtotal of income from operations, if one is presented. If a separate line item is not used, the line item used in the income statement to present the other components of net periodic benefit cost must be disclosed. In addition, the guidance allows only the service cost component to be eligible for capitalization when applicable. The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018, the Company adopted, using a modified retrospective approach, guidance relating to de-recognition of nonfinancial assets. The new guidance clarifies the scope and accounting of a financial asset that meets the definition of an “in-substance nonfinancial asset” and defines the term, “in-substance nonfinancial asset.” The new guidance also adds guidance for partial sales of nonfinancial assets. The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018, the Company retrospectively adopted guidance relating to restricted cash. The new guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. As a result, the new guidance requires that amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The new guidance does not provide a definition of restricted cash or restricted cash equivalents. The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018, the Company adopted, using a modified retrospective approach, guidance relating to tax accounting for intra-entity transfers of assets. Prior guidance prohibited the recognition of current and deferred income taxes for an intra-entity asset transfer until the asset has been sold to an outside party. The new guidance requires an entity to recognize the income tax consequences of an intra-entity transfer of an asset other than inventory when the transfer occurs. The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018, the Company retrospectively adopted guidance relating to cash flow statement presentation. The new guidance addresses diversity in how certain cash receipts and cash payments are presented and classified in the statement of cash flows. The adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. Effective January 1, 2018, the Company adopted, using a modified retrospective approach, guidance relating to recognition and measurement of financial instruments. The guidance changes the current accounting guidance related to (i) the classification and measurement of certain equity investments, (ii) the presentation of changes in the fair value of financial liabilities measured under the fair value option (“FVO”) that are due to instrument-specific credit risk, and (iii) certain disclosures associated with the fair value of financial instruments. Effective January 1, 2018, there will no longer be a requirement to assess equity securities for impairment since such securities will be measured at fair value through net income. Additionally, there will no longer be a requirement to assess equity securities for embedded derivatives requiring bifurcation. The adoption of this guidance resulted in a $328 million , net of income tax, increase to retained earnings largely offset by a decrease to AOCI that was primarily attributable to $1.7 billion of equity securities previously classified and measured as equity securities AFS. At December 31, 2017, equity securities of $16.0 billion primarily associated with contractholder-directed investments are accounted for using the FVO and therefore were unaffected by the new guidance. The Company has included the required disclosures related to equity securities within Note 6 . Effective January 1, 2018, the Company adopted, using a modified retrospective approach, guidance relating to revenue recognition. The new guidance supersedes nearly all existing revenue recognition guidance under U.S. GAAP. However, it does not impact the accounting for insurance and investment contracts within the scope of ASC Topic 944, Financial Services - Insurance , leases, financial instruments and certain guarantees. For those contracts that are impacted, the new guidance requires 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 adoption of the guidance did not have a material impact on the Company’s consolidated financial statements. For the three months and six months ended June 30, 2018, the Company identified $328 million and $ 650 million , respectively, of revenue streams within the scope of the guidance that are all included within other revenues on the interim condensed consolidated statements of operations and comprehensive income (loss). Such amounts primarily consisted of: (i) prepaid legal plans and administrative-only contracts within the U.S. segment of $126 million and $255 million , for the three months and six months ended June 30, 2018, respectively, (ii) distribution and administrative services fees within the MetLife Holdings segment of $56 million and $ 114 million for the three months and six months ended June 30, 2018, respectively, and (iii) fee-based investment management services within Corporate & Other of $74 million and $145 million for the three months and six months ended June 30, 2018, respectively.
Other Revenues	Substantially all of the revenue from these services is recognized over time as the applicable services are provided or are made available to the customers and control is transferred continuously. The consideration received for these services is variable and constrained to the amount not probable of a significant revenue reversal.
Discontinued Operations	Discontinued Operations The results of operations of a component of the Company that has either been disposed of or is classified as held-for-sale are reported in discontinued operations if certain criteria are met. A disposal of a component is reported in discontinued operations if the disposal represents a strategic shift that has or will have a major effect on the Company’s operations and financial results. On August 4, 2017, MetLife, Inc. completed the separation of Brighthouse Financial, Inc. and its subsidiaries (“Brighthouse”) through a distribution of 96,776,670 shares of Brighthouse Financial, Inc. common stock to the MetLife, Inc. common shareholders (the “Separation”). The results of Brighthouse are reflected in MetLife, Inc.’s interim condensed consolidated financial statements as discontinued operations and, therefore, are presented as income (loss) from discontinued operations on the consolidated statements of operations and comprehensive income (loss). Prior year periods’ results have been revised to reflect discontinued operations. Intercompany transactions between the Company and Brighthouse prior to the Separation have been eliminated. Transactions between the Company and Brighthouse after the Separation are reflected in continuing operations for the Company. See Note 3 for information on discontinued operations and transactions with Brighthouse.
Investments	Maturities of Fixed Maturity Securities 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 are shown separately, as they are not due at a single maturity. Past Due and Nonaccrual Mortgage Loans The Company defines delinquency consistent with industry practice, when mortgage loans are past due as follows: commercial and residential mortgage loans — 60 days and agricultural mortgage loans — 90 days. Variable Interest Entities The Company has invested in legal entities 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.
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 derivative’s 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 • Derivatives held within 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). 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. 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 markets. 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 its counterparties to derivatives. Generally, the current credit exposure of the Company’s derivatives is limited to the net positive estimated fair value of derivatives at the reporting date after taking into consideration the existence of master netting or similar agreements and any collateral received pursuant to such agreements. The Company manages its credit risk related to derivatives by entering into transactions with creditworthy counterparties and establishing and monitoring exposure limits. The Company’s OTC-bilateral derivative transactions are governed by ISDA Master Agreements which provide for legally enforceable set-off and close-out netting of exposures to specific counterparties in the event of early termination of a transaction, which includes, but is not limited to, events of default and bankruptcy. In the event of an early termination, the Company is permitted to set off receivables from the counterparty against payables to the same counterparty arising out of all included transactions. Substantially all of the Company’s ISDA Master Agreements also include Credit Support Annex provisions which require both the pledging and accepting of collateral in connection with its OTC-bilateral derivatives. The Company’s OTC-cleared derivatives are effected through central clearing counterparties and its exchange-traded derivatives are effected through regulated exchanges. Such positions are marked to market and margined on a daily basis (both initial margin and variation margin), and the Company has minimal exposure to credit-related losses in the event of nonperformance by counterparties to such derivatives. See Note 8 for a description of the impact of credit risk on the valuation of derivatives.
Employee Benefit Plans	Certain subsidiaries of MetLife, Inc. sponsor and/or administer various U.S. qualified and nonqualified defined benefit pension plans and other postretirement employee benefit plans covering employees who meet specified eligibility requirements. These subsidiaries also provide certain postemployment benefits and certain postretirement medical and life insurance benefits for U.S. 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.

Business, Basis of Presentati24

Business, Basis of Presentation and Summary of Significant Accounting Policies (Tables)	6 Months Ended
	Jun. 30, 2018
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Prior Period Adjustments [Table Text Block]	A summary of the revisions to prior year periods’ net income (loss) available to MetLife, Inc.’s common shareholders is shown in the table below: Three Months Six Months 2017 (In millions) Assumed variable annuity guarantee reserves $ 47 $ 61 Group annuity reserves (9 ) (18 ) Other revisions to continuing operations, net 3 66 Impact to income (loss) from continuing operations before provision for income tax 41 109 Provision for income tax expense (benefit) 14 38 Impact to income (loss) from continuing operations, net of income tax 27 71 Other revisions to discontinued operations, net of income tax — 3 Impact to net income (loss) available to MetLife, Inc.’s common shareholders $ 27 $ 74 The impact of the revisions is shown in the tables below: Three Months Six Months 2017 Interim Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) As Discontinued Operations Revisions As As Discontinued Operations (1) Revisions As (In millions, except per share data) Revenues Net investment gains (losses) $ 104 $ — $ — $ 104 $ 112 $ 55 $ 25 $ 192 Net derivatives gains (losses) $ (437 ) $ 190 $ 47 $ (200 ) $ (1,363 ) $ 890 $ 61 $ (412 ) Total revenues $ 17,245 $ (1,959 ) $ 47 $ 15,333 $ 33,514 $ (3,303 ) $ 86 $ 30,297 Expenses Policyholder benefits and claims $ 10,302 $ (881 ) $ 6 $ 9,427 $ 20,161 $ (1,883 ) $ 12 $ 18,290 Other expenses $ 4,059 $ (776 ) $ — $ 3,283 $ 7,623 $ (1,037 ) $ (35 ) $ 6,551 Total expenses $ 16,243 $ (1,934 ) $ 6 $ 14,315 $ 31,695 $ (3,465 ) $ (23 ) $ 28,207 Income (loss) from continuing operations before provision for income tax $ 1,002 $ (25 ) $ 41 $ 1,018 $ 1,819 $ 162 $ 109 $ 2,090 Provision for income tax expense (benefit) $ 115 $ 33 $ 14 $ 162 $ 103 $ 141 $ 38 $ 282 Income (loss) from continuing operations, net of income tax $ 887 $ (58 ) $ 27 $ 856 $ 1,716 $ 21 $ 71 $ 1,808 Income (loss) from discontinued operations, net of income tax $ — $ 58 $ — $ 58 $ — $ (21 ) $ 3 $ (18 ) Net income (loss) $ 887 $ — $ 27 $ 914 $ 1,716 $ — $ 74 $ 1,790 Net income (loss) attributable to MetLife, Inc. $ 884 $ — $ 27 $ 911 $ 1,710 $ — $ 74 $ 1,784 Net income (loss) available to MetLife, Inc.’s common shareholders $ 838 $ — $ 27 $ 865 $ 1,658 $ — $ 74 $ 1,732 Comprehensive income (loss) $ 2,926 $ — $ 27 $ 2,953 $ 4,805 $ — $ 55 $ 4,860 Comprehensive income (loss) attributable to MetLife, Inc. $ 2,924 $ — $ 27 $ 2,951 $ 4,799 $ — $ 55 $ 4,854 Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders: Basic $ 0.78 $ (0.05 ) $ 0.03 $ 0.76 $ 1.53 $ 0.02 $ 0.07 $ 1.62 Diluted $ 0.77 $ (0.05 ) $ 0.03 $ 0.75 $ 1.52 $ 0.02 $ 0.07 $ 1.61 Net income (loss) available to MetLife, Inc.’s common shareholders per common share: Basic $ 0.78 $ — $ 0.03 $ 0.81 $ 1.53 $ — $ 0.07 $ 1.60 Diluted $ 0.77 $ — $ 0.03 $ 0.80 $ 1.52 $ — $ 0.07 $ 1.59 __________________ (1) See Note 3 for additional information on discontinued operations. Revisions include $5 million and $2 million of net investment gains (losses) and provision for income tax expense (benefit), respectively, related to discontinued operations. Interim Condensed Consolidated Statements of Equity As Revisions As Revised (In millions) Retained Earnings Balance at December 31, 2016 $ 34,480 $ 203 $ 34,683 Net income (loss) $ 1,710 $ 74 $ 1,784 Balance at June 30, 2017 $ 35,270 $ 277 $ 35,547 Accumulated Other Comprehensive Income (Loss) Balance at December 31, 2016 $ 5,347 $ 19 $ 5,366 Other comprehensive income (loss), net of income tax $ 3,089 $ (19 ) $ 3,070 Balance at June 30, 2017 $ 8,436 $ — $ 8,436 Total MetLife, Inc.’s Stockholders’ Equity Balance at December 31, 2016 $ 67,309 $ 222 $ 67,531 Balance at June 30, 2017 $ 69,455 $ 277 $ 69,732 Total Equity Balance at December 31, 2016 $ 67,480 $ 222 $ 67,702 Balance at June 30, 2017 $ 69,669 $ 277 $ 69,946

Segment Information (Tables)

Segment Information (Tables)	6 Months Ended
	Jun. 30, 2018
Segment Reporting [Abstract]
Segment Reporting Information, by Segment	Three Months Ended June 30, 2018 U.S. Asia Latin EMEA MetLife Corporate Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 11,302 $ 1,654 $ 688 $ 546 $ 957 $ 6 $ 15,153 $ — $ 15,153 Universal life and investment-type product policy fees 262 399 275 107 301 — 1,344 26 1,370 Net investment income 1,719 839 327 73 1,329 40 4,327 146 4,473 Other revenues 203 13 9 20 68 79 392 83 475 Net investment gains (losses) — — — — — — — (227 ) (227 ) Net derivative gains (losses) — — — — — — — (59 ) (59 ) Total revenues 13,486 2,905 1,299 746 2,655 125 21,216 (31 ) 21,185 Expenses Policyholder benefits and claims and policyholder dividends 11,233 1,237 660 286 1,706 3 15,125 50 15,175 Interest credited to policyholder account balances 439 362 95 26 235 — 1,157 267 1,424 Capitalization of DAC (114 ) (495 ) (91 ) (121 ) (10 ) (3 ) (834 ) — (834 ) Amortization of DAC and VOBA 114 313 71 108 101 1 708 (1 ) 707 Amortization of negative VOBA — (12 ) — (4 ) — — (16 ) — (16 ) Interest expense on debt 4 — 1 — 2 272 279 30 309 Other expenses 965 976 363 339 275 259 3,177 142 3,319 Total expenses 12,641 2,381 1,099 634 2,309 532 19,596 488 20,084 Provision for income tax expense (benefit) 174 161 55 26 66 (234 ) 248 (41 ) 207 Adjusted earnings $ 671 $ 363 $ 145 $ 86 $ 280 $ (173 ) 1,372 Adjustments to: Total revenues (31 ) Total expenses (488 ) Provision for income tax (expense) benefit 41 Income (loss) from continuing operations, net of income tax $ 894 $ 894 Three Months Ended June 30, 2017 U.S. Asia Latin EMEA MetLife Corporate Total Adjustments Total Consolidated (In millions) Revenues Premiums $ 5,877 $ 1,659 $ 645 $ 505 $ 1,022 $ 8 $ 9,716 $ (136 ) $ 9,580 Universal life and investment-type product policy fees 251 375 275 92 345 — 1,338 26 1,364 Net investment income 1,575 729 289 78 1,401 41 4,113 80 4,193 Other revenues 199 11 8 28 37 61 344 (52 ) 292 Net investment gains (losses) — — — — — — — 104 104 Net derivative gains (losses) — — — — — — — (200 ) (200 ) Total revenues 7,902 2,774 1,217 703 2,805 110 15,511 (178 ) 15,333 Expenses Policyholder benefits and claims and policyholder dividends 5,887 1,247 596 270 1,717 1 9,718 22 9,740 Interest credited to policyholder account balances 359 333 94 25 255 — 1,066 226 1,292 Capitalization of DAC (116 ) (428 ) (88 ) (100 ) (23 ) (3 ) (758 ) 14 (744 ) Amortization of DAC and VOBA 114 290 68 95 139 1 707 (51 ) 656 Amortization of negative VOBA — (30 ) — (5 ) — — (35 ) (3 ) (38 ) Interest expense on debt 4 — 2 — 5 277 288 (4 ) 284 Other expenses 914 895 357 332 370 202 3,070 55 3,125 Total expenses 7,162 2,307 1,029 617 2,463 478 14,056 259 14,315 Provision for income tax expense (benefit) 247 157 34 14 105 (269 ) 288 (126 ) 162 Adjusted earnings $ 493 $ 310 $ 154 $ 72 $ 237 $ (99 ) 1,167 Adjustments to: Total revenues (178 ) Total expenses (259 ) Provision for income tax (expense) benefit 126 Income (loss) from continuing operations, net of income tax $ 856 $ 856 Six Months Ended June 30, 2018 U.S. Asia Latin EMEA MetLife Holdings Corporate & Other Total Adjustments Total (In millions) Revenues Premiums $ 16,519 $ 3,402 $ 1,387 $ 1,097 $ 1,907 $ 19 $ 24,331 $ — $ 24,331 Universal life and investment-type product policy fees 520 793 557 219 615 — 2,704 58 2,762 Net investment income 3,381 1,634 603 148 2,681 99 8,546 (328 ) 8,218 Other revenues 407 28 17 36 135 160 783 166 949 Net investment gains (losses) — — — — — — — (560 ) (560 ) Net derivative gains (losses) — — — — — — — 290 290 Total revenues 20,827 5,857 2,564 1,500 5,338 278 36,364 (374 ) 35,990 Expenses Policyholder benefits and claims and policyholder dividends 16,371 2,580 1,306 580 3,256 — 24,093 97 24,190 Interest credited to policyholder account balances 846 713 193 51 471 — 2,274 (81 ) 2,193 Capitalization of DAC (220 ) (960 ) (185 ) (239 ) (20 ) (5 ) (1,629 ) (1 ) (1,630 ) Amortization of DAC and VOBA 229 627 131 214 201 3 1,405 (5 ) 1,400 Amortization of negative VOBA — (27 ) — (10 ) — — (37 ) (1 ) (38 ) Interest expense on debt 6 — 3 — 4 552 565 30 595 Other expenses 1,926 1,928 701 690 551 491 6,287 236 6,523 Total expenses 19,158 4,861 2,149 1,286 4,463 1,041 32,958 275 33,233 Provision for income tax expense (benefit) 345 306 130 47 170 (393 ) 605 1 606 Adjusted earnings $ 1,324 $ 690 $ 285 $ 167 $ 705 $ (370 ) 2,801 Adjustments to: Total revenues (374 ) Total expenses (275 ) Provision for income tax (expense) benefit (1 ) Income (loss) from continuing operations, net of income tax $ 2,151 $ 2,151 Six Months Ended June 30, 2017 U.S. Asia Latin America EMEA MetLife Holdings Corporate & Other Total Adjustments Total (In millions) Revenues Premiums $ 11,062 $ 3,367 $ 1,292 $ 1,007 $ 2,081 $ 46 $ 18,855 $ (310 ) $ 18,545 Universal life and investment-type product policy fees 516 741 535 187 707 — 2,686 38 2,724 Net investment income 3,187 1,431 592 152 2,842 81 8,285 329 8,614 Other revenues 403 21 17 45 133 120 739 (105 ) 634 Net investment gains (losses) — — — — — — — 192 192 Net derivative gains (losses) — — — — — — — (412 ) (412 ) Total revenues 15,168 5,560 2,436 1,391 5,763 247 30,565 (268 ) 30,297 Expenses Policyholder benefits and claims and policyholder dividends 11,131 2,562 1,229 539 3,450 26 18,937 (24 ) 18,913 Interest credited to policyholder account balances 710 654 176 49 512 1 2,102 641 2,743 Capitalization of DAC (216 ) (848 ) (170 ) (192 ) (57 ) (4 ) (1,487 ) 30 (1,457 ) Amortization of DAC and VOBA 228 581 146 182 213 2 1,352 (33 ) 1,319 Amortization of negative VOBA — (67 ) — (8 ) — — (75 ) (6 ) (81 ) Interest expense on debt 6 — 3 — 20 554 583 (16 ) 567 Other expenses 1,823 1,770 683 648 710 377 6,011 192 6,203 Total expenses 13,682 4,652 2,067 1,218 4,848 956 27,423 784 28,207 Provision for income tax expense (benefit) 496 303 72 26 291 (540 ) 648 (366 ) 282 Adjusted earnings $ 990 $ 605 $ 297 $ 147 $ 624 $ (169 ) 2,494 Adjustments to: Total revenues (268 ) Total expenses (784 ) Provision for income tax (expense) benefit 366 Income (loss) from continuing operations, net of income tax $ 1,808 $ 1,808 The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at: June 30, 2018 December 31, 2017 (In millions) U.S. $ 256,668 $ 255,428 Asia 141,653 136,928 Latin America 73,214 79,670 EMEA 29,353 30,500 MetLife Holdings 174,470 183,160 Corporate & Other 30,975 34,206 Total $ 706,333 $ 719,892

Dispositions (Tables)

Dispositions (Tables)	6 Months Ended
	Jun. 30, 2018
Discontinued Operations and Disposal Groups [Abstract]
Effects of Reinsurance [Table Text Block]	Information regarding the significant effects of reinsurance transactions with Brighthouse was as follows: Included on Interim Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) Excluded from Interim Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) Included on Interim Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) Excluded from Interim Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) Three Months Six Months 2018 2017 2018 2017 (In millions) Premiums Reinsurance assumed $ 105 $ 115 $ 201 $ 212 Reinsurance ceded (3 ) (4 ) (6 ) (7 ) Net premiums $ 102 $ 111 $ 195 $ 205 Universal life and investment-type product policy fees Reinsurance assumed $ (3 ) $ (1 ) $ (2 ) $ (5 ) Reinsurance ceded (20 ) (22 ) (44 ) (46 ) Net universal life and investment-type product policy fees $ (23 ) $ (23 ) $ (46 ) $ (51 ) Policyholder benefits and claims Reinsurance assumed $ 84 $ 91 $ 162 $ 166 Reinsurance ceded — (6 ) (10 ) (12 ) Net policyholder benefits and claims $ 84 $ 85 $ 152 $ 154 Interest credited to policyholder account balances Reinsurance assumed $ 3 $ 4 $ 7 $ 8 Reinsurance ceded (17 ) (18 ) (35 ) (36 ) Net interest credited to policyholder account balances $ (14 ) $ (14 ) $ (28 ) $ (28 ) Other expenses Reinsurance assumed $ 31 $ 36 $ 65 $ 6 Reinsurance ceded (4 ) (4 ) (18 ) (25 ) Net other expenses $ 27 $ 32 $ 47 $ (19 ) Information regarding the significant effects of reinsurance transactions with Brighthouse included on the interim condensed consolidated balance sheets was as follows at: June 30, 2018 December 31, 2017 Assumed Ceded Assumed Ceded (In millions) Assets Premiums, reinsurance and other receivables $ 157 $ 1,788 $ 167 $ 1,793 Deferred policy acquisition costs and value of business acquired 381 (40 ) 384 (40 ) Total assets $ 538 $ 1,748 $ 551 $ 1,753 Liabilities Future policy benefits $ 1,842 $ — $ 1,734 $ — Other policy-related balances 120 22 119 28 Other liabilities 1,446 16 1,458 19 Total liabilities $ 3,408 $ 38 $ 3,311 $ 47
Disposal Groups, Including Discontinued Operations [Table Text Block]	The following table presents the amounts related to the operations of Brighthouse that have been reflected in discontinued operations: Three Months Six Months 2017 (In millions) Revenues Premiums $ 355 $ 705 Universal life and investment-type product policy fees 938 1,880 Net investment income 766 1,541 Other revenues 90 122 Total net investment gains (losses) — (50 ) Net derivative gains (losses) (190 ) (890 ) Total revenues 1,959 3,308 Expenses Policyholder benefits and claims 881 1,883 Interest credited to policyholder account balances 270 531 Policyholder dividends 7 14 Other expenses 776 1,037 Total expenses 1,934 3,465 Income (loss) from discontinued operations before provision for income tax 25 (157 ) Provision for income tax expense (benefit) (33 ) (139 ) Income (loss) from discontinued operations, net of income tax $ 58 $ (18 ) In the interim condensed consolidated statements of cash flows, the cash flows from discontinued operations are not separately classified. The following table presents selected financial information regarding cash flows of the discontinued operations. Six Months (In millions) Net cash provided by (used in): Operating activities $ 1,310 Investing activities $ (2,288 ) Financing activities $ 195

Insurance (Tables)

Insurance (Tables)	6 Months Ended
	Jun. 30, 2018
Insurance [Abstract]
Guarantees related to Annuity, Universal and Variable Life Contracts	Information regarding the Company’s guarantee exposure, which includes direct and assumed business, but excludes offsets from hedging or ceded reinsurance, if any, was as follows at: June 30, 2018 December 31, 2017 In the At In the At (Dollars in millions) Annuity Contracts: Variable Annuity Guarantees: Total account value (1), (2), (3) $ 63,195 $ 24,673 $ 66,724 $ 26,223 Separate account value (1) $ 42,991 $ 22,802 $ 45,431 $ 24,336 Net amount at risk (2) $ 1,599 (4 ) $ 510 (5 ) $ 1,238 (4 ) $ 525 (5 ) Average attained age of contractholders 66 years 66 years 65 years 65 years Other Annuity Guarantees: Total account value (1), (3) N/A $ 1,330 N/A $ 1,424 Net amount at risk N/A $ 517 (6 ) N/A $ 569 (6 ) Average attained age of contractholders N/A 50 years N/A 50 years June 30, 2018 December 31, 2017 Secondary Paid-Up Secondary Paid-Up (Dollars in millions) Universal and Variable Life Contracts: Total account value (1), (3) $ 9,089 $ 3,136 $ 9,036 $ 3,207 Net amount at risk (7) $ 65,541 $ 16,060 $ 66,956 $ 16,615 Average attained age of policyholders 57 years 64 years 56 years 63 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 interim condensed consolidated balance sheets, from assumed variable annuity guarantees from the Company’s former operating joint venture in Japan. (3) Includes the contractholder’s investments in the general account and separate account, if applicable. (4) Defined as the death benefit less the total 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. (5) Defined as the amount (if any) that would be required to be added to the total 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. (6) Defined as either the excess of the upper tier, adjusted for a profit margin, less the lower tier, as of the balance sheet date or the amount (if any) that would be required to be added to the total account value to purchase a lifetime income stream, based on current annuity rates, equal to the minimum amount provided under the guaranteed benefit. These amounts represent the Company’s potential economic exposure to such guarantees in the event all contractholders were to annuitize on the balance sheet date. (7) 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.
Liabilities for Unpaid Claims and Claim Expenses	Rollforward of Claims and Claim Adjustment Expenses Information regarding the liabilities for unpaid claims and claim adjustment expenses was as follows: Six Months 2018 2017 (1) (In millions) Balance, beginning of period $ 17,094 $ 16,157 Less: Reinsurance recoverables 2,198 1,968 Net balance, beginning of period 14,896 14,189 Incurred related to: Current period 12,257 12,747 Prior periods (2) 200 24 Total incurred 12,457 12,771 Paid related to: Current period (8,021 ) (8,709 ) Prior periods (4,146 ) (3,753 ) Total paid (12,167 ) (12,462 ) Net balance, end of period 15,186 14,498 Add: Reinsurance recoverables 2,289 2,227 Balance, end of period (included in future policy benefits and other policy-related balances) $ 17,475 $ 16,725 __________________ (1) As discussed in Note 4 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report, at December 31, 2016, the Net balance decreased and the Reinsurance recoverables increased from those amounts previously reported. Additionally, at June 30, 2017, the Net balance decreased by $150 million and the Reinsurance recoverables increased by $147 million from those amounts previously reported in MetLife, Inc.’s Quarterly Report on Form 10-Q for the quarterly period ended June 30, 2017. These adjustments to the Net balance and the Reinsurance recoverables, at both periods, are primarily to correct for improper classification of reinsurance recoverables. (2) During both the six months ended June 30, 2018 and 2017 , as a result of changes in estimates of insured events in the respective prior periods, the claims and claim adjustment expenses associated with prior periods increased due to unfavorable claims experience.

Closed Block (Tables)

Closed Block (Tables)	6 Months Ended
	Jun. 30, 2018
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, 2018 December 31, 2017 (In millions) Closed Block Liabilities Future policy benefits $ 40,180 $ 40,463 Other policy-related balances 204 222 Policyholder dividends payable 468 437 Policyholder dividend obligation 792 2,121 Other liabilities 371 212 Total closed block liabilities 42,015 43,455 Assets Designated to the Closed Block Investments: Fixed maturity securities available-for-sale, at estimated fair value 26,194 27,904 Equity securities, at estimated fair value 68 70 Mortgage loans 6,290 5,878 Policy loans 4,520 4,548 Real estate and real estate joint ventures 591 613 Other invested assets 694 731 Total investments 38,357 39,744 Accrued investment income 457 477 Premiums, reinsurance and other receivables; cash and cash equivalents 70 14 Current income tax recoverable 36 35 Deferred income tax assets 19 36 Total assets designated to the closed block 38,939 40,306 Excess of closed block liabilities over assets designated to the closed block 3,076 3,149 Amounts included in AOCI: Unrealized investment gains (losses), net of income tax 1,312 1,863 Unrealized gains (losses) on derivatives, net of income tax 16 (7 ) Allocated to policyholder dividend obligation, net of income tax (626 ) (1,379 ) Total amounts included in AOCI 702 477 Maximum future earnings to be recognized from closed block assets and liabilities $ 3,778 $ 3,626
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 $ 2,121 $ 1,931 Change in unrealized investment and derivative gains (losses) (1,329 ) 190 Balance, end of period $ 792 $ 2,121
Closed block revenues and expenses	Information regarding the closed block revenues and expenses was as follows: Three Months Six Months 2018 2017 2018 2017 (In millions) Revenues Premiums $ 410 $ 432 $ 797 $ 834 Net investment income 431 452 875 918 Net investment gains (losses) (24 ) (2 ) (53 ) (10 ) Net derivative gains (losses) 13 (10 ) 10 (18 ) Total revenues 830 872 1,629 1,724 Expenses Policyholder benefits and claims 596 614 1,167 1,182 Policyholder dividends 238 247 482 497 Other expenses 30 32 59 64 Total expenses 864 893 1,708 1,743 Revenues, net of expenses before provision for income tax expense (benefit) (34 ) (21 ) (79 ) (19 ) Provision for income tax expense (benefit) (7 ) (8 ) (17 ) (8 ) Revenues, net of expenses and provision for income tax expense (benefit) $ (27 ) $ (13 ) $ (62 ) $ (11 )

Investments (Tables)

Investments (Tables)	6 Months Ended
	Jun. 30, 2018
Investments, Debt and Equity Securities [Abstract]
Fixed Maturity and Equity Securities Available-for-Sale	Equity securities are summarized as follows at: June 30, 2018 December 31, 2017 Estimated Fair Value % of Total Estimated Fair Value % of Total (Dollars in millions) Equity securities: Common stock $ 1,062 71.6 % $ 2,035 81.0 % Non-redeemable preferred stock 421 28.4 478 19.0 Total equity securities $ 1,483 100.0 % $ 2,513 100.0 % The following table presents the fixed maturity securities AFS by sector. Redeemable preferred stock is reported within U.S. corporate and foreign corporate fixed maturity securities. Included within fixed maturity securities AFS are structured securities including residential mortgage-backed securities (“RMBS”), asset-backed securities (“ABS”) and commercial mortgage-backed securities (“CMBS”) (collectively, “Structured Securities”). June 30, 2018 December 31, 2017 Amortized Gross Unrealized Estimated Amortized Gross Unrealized Estimated Temporary OTTI Temporary OTTI (In millions) Fixed maturity securities: U.S. corporate $ 81,382 $ 4,233 $ 1,589 $ — $ 84,026 $ 76,005 $ 7,007 $ 351 $ — $ 82,661 Foreign government 56,106 6,082 506 — 61,682 55,351 6,495 312 — 61,534 Foreign corporate 52,930 2,780 1,433 — 54,277 52,409 3,836 676 — 55,569 U.S. government and agency 42,701 3,229 543 — 45,387 43,446 4,227 279 — 47,394 RMBS 27,390 976 556 (35 ) 27,845 27,846 1,145 233 (42 ) 28,800 State and political subdivision 10,683 1,395 52 — 12,026 10,752 1,717 13 1 12,455 ABS 12,818 85 36 1 12,866 12,213 116 39 (1 ) 12,291 CMBS 8,247 92 117 — 8,222 8,047 222 42 — 8,227 Total fixed maturity securities $ 292,257 $ 18,872 $ 4,832 $ (34 ) $ 306,331 $ 286,069 $ 24,765 $ 1,945 $ (42 ) $ 308,931 __________________ (1) Noncredit OTTI losses included in AOCI in an unrealized gain position are 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, 2018 : Due in One Due After Due After Five Years Through Ten Years Due After Ten Years Structured Securities Total Fixed Maturity Securities (In millions) Amortized cost $ 13,437 $ 59,285 $ 61,369 $ 109,711 $ 48,455 $ 292,257 Estimated fair value $ 13,456 $ 60,971 $ 63,077 $ 119,894 $ 48,933 $ 306,331
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 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 at: June 30, 2018 December 31, 2017 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 (Dollars in millions) Fixed maturity securities: U.S. corporate $ 29,888 $ 1,145 $ 4,227 $ 444 $ 5,604 $ 92 $ 4,115 $ 259 Foreign government 5,007 258 2,960 248 4,234 83 3,251 229 Foreign corporate 14,309 865 4,676 568 4,422 99 6,802 577 U.S. government and agency 18,165 217 3,300 326 18,273 93 3,560 186 RMBS 11,604 307 3,537 214 6,359 50 4,159 141 State and political subdivision 1,064 31 299 21 182 2 346 12 ABS 4,588 17 445 20 1,695 7 729 31 CMBS 4,276 74 421 43 1,174 9 413 33 Total fixed maturity securities $ 88,901 $ 2,914 $ 19,865 $ 1,884 $ 41,943 $ 435 $ 23,375 $ 1,468 Total number of securities in an unrealized loss position 6,572 1,881 2,598 1,955
Disclosure of Mortgage Loans Net of Valuation Allowance	Mortgage loans are summarized as follows at: June 30, 2018 December 31, 2017 Carrying Value % of Carrying Value % of (Dollars in millions) Mortgage loans: Commercial $ 46,075 65.0 % $ 44,375 64.6 % Agricultural 13,293 18.8 13,014 18.9 Residential 11,404 16.1 11,136 16.2 Subtotal (1) 70,772 99.9 68,525 99.7 Valuation allowances (325 ) (0.5 ) (314 ) (0.5 ) Subtotal mortgage loans, net 70,447 99.4 68,211 99.2 Residential — FVO 405 0.6 520 0.8 Total mortgage loans, net $ 70,852 100.0 % $ 68,731 100.0 % __________________ (1) Purchases of mortgage loans, primarily residential mortgage loans, were $666 million and $973 million for the three months and six months ended June 30, 2018 , respectively, and $742 million and $1.5 billion for the three months and six months ended June 30, 2017 , 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, 2018 Commercial $ — $ — $ — $ — $ — $ 46,075 $ 227 $ — Agricultural 13 13 2 112 111 13,169 39 122 Residential — — — 401 362 11,042 57 362 Total $ 13 $ 13 $ 2 $ 513 $ 473 $ 70,286 $ 323 $ 484 December 31, 2017 Commercial $ — $ — $ — $ — $ — $ 44,375 $ 214 $ — Agricultural 22 21 2 27 27 12,966 39 46 Residential — — — 358 324 10,812 59 324 Total $ 22 $ 21 $ 2 $ 385 $ 351 $ 68,153 $ 312 $ 370
Allowance for Loan and Lease Losses, Provision for Loss, Net	The changes in the valuation allowance, by portfolio segment, were as follows: Six Months 2018 2017 Commercial Agricultural Residential Total Commercial Agricultural Residential Total (In millions) Balance, beginning of period $ 214 $ 41 $ 59 $ 314 $ 202 $ 39 $ 63 $ 304 Provision (release) 13 — 2 15 6 — 9 15 Charge-offs, net of recoveries — — (4 ) (4 ) — — (7 ) (7 ) Balance, end of period $ 227 $ 41 $ 57 $ 325 $ 208 $ 39 $ 65 $ 312
Schedule of Financing Receivables, Non Accrual Status	The past due and nonaccrual mortgage loans at recorded investment, prior to valuation allowances, by portfolio segment, were as follows at: Past Due Greater than 90 Days Past Due and Still Accruing Interest Nonaccrual June 30, 2018 December 31, 2017 June 30, 2018 December 31, 2017 June 30, 2018 December 31, 2017 (In millions) Commercial $ 1 $ — $ — $ — $ 176 $ — Agricultural 233 134 136 125 107 36 Residential 459 514 31 33 428 481 Total $ 693 $ 648 $ 167 $ 158 $ 711 $ 517
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, 2018 December 31, 2017 (In millions) Fixed maturity securities $ 13,918 $ 22,645 Fixed maturity securities with noncredit OTTI losses included in AOCI 34 41 Total fixed maturity securities 13,952 22,686 Equity securities — 421 Derivatives 1,547 1,453 Other 112 46 Subtotal 15,611 24,606 Amounts allocated from: Future policy benefits (132 ) (77 ) DAC, VOBA and DSI (1,156 ) (1,768 ) Policyholder dividend obligation (792 ) (2,121 ) Subtotal (2,080 ) (3,966 ) Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI (5 ) (12 ) Deferred income tax benefit (expense) (3,814 ) (6,958 ) Net unrealized investment gains (losses) 9,712 13,670 Net unrealized investment gains (losses) attributable to noncontrolling interests (9 ) (8 ) Net unrealized investment gains (losses) attributable to MetLife, Inc. $ 9,703 $ 13,662 The changes in net unrealized investment gains (losses) were as follows: Six Months (In millions) Balance, beginning of period $ 13,662 Cumulative effects of changes in accounting principles, net of income tax (Note 1) 1,258 Fixed maturity securities on which noncredit OTTI losses have been recognized (7 ) Unrealized investment gains (losses) during the period (8,563 ) Unrealized investment gains (losses) relating to: Future policy benefits (55 ) DAC, VOBA and DSI 612 Policyholder dividend obligation 1,329 Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI 7 Deferred income tax benefit (expense) 1,461 Net unrealized investment gains (losses) 9,704 Net unrealized investment gains (losses) attributable to noncontrolling interests (1 ) Balance, end of period $ 9,703 Change in net unrealized investment gains (losses) $ (3,958 ) Change in net unrealized investment gains (losses) attributable to noncontrolling interests (1 ) Change in net unrealized investment gains (losses) attributable to MetLife, Inc. $ (3,959 )
Securities Lending	Elements of the Company’s securities lending program are presented below at: June 30, 2018 December 31, 2017 (In millions) Securities on loan: (1) Amortized cost $ 18,052 $ 17,801 Estimated fair value $ 18,846 $ 19,028 Cash collateral received from counterparties (2) $ 19,244 $ 19,417 Security collateral received from counterparties (3) $ 47 $ 19 Reinvestment portfolio — estimated fair value $ 19,374 $ 19,508 __________________ (1) Included within fixed maturity securities and cash equivalents. (2) Included within payables for collateral under securities loaned and other transactions. (3) Security collateral received from counterparties may not be sold or re-pledged, unless the counterparty is in default, and is not reflected on the interim condensed consolidated financial statements. The cash collateral liability by loaned security type and remaining tenor of the agreements was as follows at: June 30, 2018 December 31, 2017 Remaining Tenor of Securities Lending Agreements Remaining Tenor of Securities Lending Agreements Open (1) 1 Month or Less Over 1 to 6 Months Total Open (1) 1 Month or Less Over 1 to 6 Months Total (In millions) Cash collateral liability by loaned security type: U.S. government and agency $ 4,042 $ 4,274 $ 9,891 $ 18,207 $ 3,753 $ 6,031 $ 8,607 $ 18,391 Foreign government — 245 717 962 — 192 834 1,026 Agency RMBS — 75 — 75 — — — — Total $ 4,042 $ 4,594 $ 10,608 $ 19,244 $ 3,753 $ 6,223 $ 9,441 $ 19,417 __________________ (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.
Repurchase Agreements	Elements of the Company’s short-term repurchase agreements are presented below at: June 30, 2018 December 31, 2017 (In millions) Securities on loan: (1) Amortized cost $ 2,519 $ 994 Estimated fair value $ 2,622 $ 1,141 Cash collateral received from counterparties (2) $ 2,560 $ 1,102 Reinvestment portfolio — estimated fair value $ 2,568 $ 1,102 __________________ (1) Included within fixed maturity securities, cash equivalents and short-term investments. (2) Included within payables for collateral under securities loaned and other transactions and other liabilities. The cash collateral liability by loaned security type and remaining tenor of the agreements was as follows at: June 30, 2018 December 31, 2017 Remaining Tenor of Repurchase Agreements Remaining Tenor of Repurchase Agreements 1 Month or Less Over 1 to 6 Months Total 1 Month or Less Over 1 to 6 Months Total (In millions) Cash collateral liability by loaned security type: U.S. government and agency $ 2,465 $ — $ 2,465 $ 1,005 $ — $ 1,005 All other corporate and government 44 51 95 44 53 97 Total $ 2,509 $ 51 $ 2,560 $ 1,049 $ 53 $ 1,102
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, 2018 December 31, 2017 (In millions) Invested assets on deposit (regulatory deposits) $ 1,804 $ 1,879 Invested assets held in trust (collateral financing arrangement and reinsurance agreements) 3,100 2,490 Invested assets pledged as collateral 24,808 24,174 Total invested assets on deposit, held in trust and pledged as collateral $ 29,712 $ 28,543 The Company has pledged invested assets in connection with various agreements and transactions, including funding agreements (see Note 4 of the Notes to the Consolidated Financial Statements included in the 2017 Annual Report) and derivative transactions (see Note 7 ).
The Components of Net Investment Income	The components of net investment income were as follows: Three Months Six Months 2018 2017 2018 2017 (In millions) Investment income: Fixed maturity securities $ 3,014 $ 2,839 $ 5,910 $ 5,664 Equity securities 15 31 31 62 FVO Securities (1) 8 16 14 45 Mortgage loans 815 758 1,607 1,494 Policy loans 127 129 251 256 Real estate and real estate joint ventures 195 169 363 322 Other limited partnership interests 120 194 327 434 Cash, cash equivalents and short-term investments 95 56 167 107 Operating joint ventures 19 5 32 7 Other 94 53 200 125 Subtotal 4,502 4,250 8,902 8,516 Less: Investment expenses 315 271 617 532 Subtotal, net 4,187 3,979 8,285 7,984 Unit-linked investments (1) 286 214 (67 ) 630 Net investment income $ 4,473 $ 4,193 $ 8,218 $ 8,614 __________________ (1) Changes in estimated fair value subsequent to purchase for investments still held as of the end of the respective periods included in net investment income were principally from Unit-linked investments, and were $165 million and ($174) million for the three months and six months ended June 30, 2018 , respectively, and $119 million and $449 million for the three months and six months ended June 30, 2017 , respectively.
The components of net investment gains (losses)	The components of net investment gains (losses) were as follows: Three Months Six Months 2018 2017 2018 2017 (In millions) Total gains (losses) on fixed maturity securities: Total OTTI losses recognized — by sector and industry: State and political subdivision $ — $ (3 ) $ — $ (3 ) OTTI losses on fixed maturity securities recognized in earnings — (3 ) — (3 ) Fixed maturity securities — net gains (losses) on sales and disposals (46 ) 45 (141 ) 43 Total gains (losses) on fixed maturity securities (46 ) 42 (141 ) 40 Total gains (losses) on equity securities: OTTI losses recognized — by security type: Common stock — (5 ) — (12 ) Non-redeemable preferred stock — — — (1 ) Total OTTI losses on equity securities recognized in earnings — (5 ) — (13 ) Equity securities — net gains (losses) on sales and disposals 14 5 116 48 Change in estimated fair value of equity securities (1) 20 — (113 ) — Total gains (losses) on equity securities 34 — 3 35 Mortgage loans (15 ) (14 ) (36 ) (26 ) Real estate and real estate joint ventures 89 270 114 267 Other limited partnership interests 8 (11 ) 8 (18 ) Other (58 ) (70 ) (188 ) (96 ) Subtotal 12 217 (240 ) 202 Change in estimated fair value of other limited partnership interests and real estate joint ventures (1 ) — (6 ) — Non-investment portfolio gains (losses) (2) (238 ) (113 ) (314 ) (10 ) Total net investment gains (losses) $ (227 ) $ 104 $ (560 ) $ 192 __________________ (1) Changes in estimated fair value subsequent to purchase for equity securities still held as of the end of the period included in net investment gains (losses) were $31 million and ($5) million for the three months and six months ended June 30, 2018 , respectively. See Note 1 . (2) Non-investment portfolio gains (losses) for the three months and six months ended June 30, 2018 includes a loss of $159 million and $327 million , respectively, which represents both the change in estimated fair value of FVO Brighthouse Common Stock held by the Company through date of disposal and the loss on disposal. See Note 3 .
Proceeds from sales or disposals of fixed maturity and equity securities and the components of fixed maturity and equity securities net investment gains and losses	Proceeds from sales or disposals of fixed maturity securities AFS and the components of fixed maturity securities AFS net investment gains (losses) were as shown in the table below: Three Months Six Months 2018 2017 2018 2017 (In millions) Proceeds $ 20,183 $ 12,486 $ 39,253 $ 26,947 Gross investment gains $ 149 $ 117 $ 255 $ 259 Gross investment losses (195 ) (72 ) (396 ) (216 ) OTTI losses — (3 ) — (3 ) Net investment gains (losses) $ (46 ) $ 42 $ (141 ) $ 40
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 2018 2017 2018 2017 (In millions) Balance, beginning of period $ 128 $ 170 $ 138 $ 187 Sales (maturities, pay downs or prepayments) of securities previously impaired as credit loss OTTI (17 ) (5 ) (26 ) (22 ) Increase in cash flows — accretion of previous credit loss OTTI — — (1 ) — Balance, end of period $ 111 $ 165 $ 111 $ 165
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 investment-related VIEs for which the Company has concluded that it is the primary beneficiary and which are consolidated at: June 30, 2018 December 31, 2017 Total Total Total Total (In millions) Renewable energy partnership (1) $ 109 $ — $ 116 $ 3 Investment fund (2) 333 1 — — Other investments 31 5 32 6 Total $ 473 $ 6 $ 148 $ 9 __________________ (1) Assets of the renewable energy partnership primarily consisted of other invested assets. (2) Assets of the investment fund primarily consisted of other invested assets.
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, 2018 December 31, 2017 Carrying Maximum Carrying Maximum (In millions) Fixed maturity securities AFS: Structured Securities (2) $ 46,531 $ 46,531 $ 47,614 $ 47,614 U.S. and foreign corporate 1,281 1,281 1,560 1,560 Other limited partnership interests 5,088 9,269 4,834 8,543 Other invested assets 1,866 2,080 2,291 2,625 Other investments 37 41 82 87 Total $ 54,803 $ 59,202 $ 56,381 $ 60,429 __________________ (1) The maximum exposure to loss relating to fixed maturity 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 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 $107 million and $117 million at June 30, 2018 and December 31, 2017 , 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 Portfolio Segment [Member]
Variable Interest Entity [Line Items]
Disclosure of the mortgage loans portfolio segment by the recorded investment, prior to valuation allowances, by credit quality indicator categories	The credit quality of commercial mortgage loans was as follows at: Recorded Investment Estimated % of Total Debt Service Coverage Ratios % of Total > 1.20x 1.00x - 1.20x < 1.00x Total (Dollars in millions) June 30, 2018 Loan-to-value ratios: Less than 65% $ 39,229 $ 691 $ 202 $ 40,122 87.1 % $ 40,488 87.3 % 65% to 75% 3,931 264 433 4,628 10.0 4,628 10.0 76% to 80% 405 210 56 671 1.5 638 1.4 Greater than 80% 478 176 — 654 1.4 618 1.3 Total $ 44,043 $ 1,341 $ 691 $ 46,075 100.0 % $ 46,372 100.0 % December 31, 2017 Loan-to-value ratios: Less than 65% $ 37,073 $ 1,483 $ 201 $ 38,757 87.4 % $ 39,528 87.7 % 65% to 75% 4,183 98 119 4,400 9.9 4,408 9.8 76% to 80% 235 210 57 502 1.1 476 1.0 Greater than 80% 401 168 147 716 1.6 672 1.5 Total $ 41,892 $ 1,959 $ 524 $ 44,375 100.0 % $ 45,084 100.0 %
Agricultural Portfolio Segment [Member]
Variable Interest Entity [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, 2018 December 31, 2017 Recorded % of Recorded % of (Dollars in millions) Loan-to-value ratios: Less than 65% $ 12,576 94.6 % $ 12,347 94.9 % 65% to 75% 676 5.1 618 4.7 76% to 80% 32 0.2 40 0.3 Greater than 80% 9 0.1 9 0.1 Total $ 13,293 100.0 % $ 13,014 100.0 %
Residential Portfolio Segment [Member]
Variable Interest Entity [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, 2018 December 31, 2017 Recorded % of Recorded % of (Dollars in millions) Performance indicators: Performing $ 10,945 96.0 % $ 10,622 95.4 % Nonperforming 459 4.0 514 4.6 Total $ 11,404 100.0 % $ 11,136 100.0 %

Derivatives (Tables)

Derivatives (Tables)	6 Months Ended
	Jun. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location	The following table presents the primary underlying risk exposure, gross notional amount, and estimated fair value of the Company’s derivatives, excluding embedded derivatives, held at: June 30, 2018 December 31, 2017 Primary Underlying Risk Exposure Gross Estimated Fair Value Gross Estimated Fair Value Assets Liabilities Assets Liabilities (In millions) Derivatives Designated as Hedging Instruments: Fair value hedges: Interest rate swaps Interest rate $ 2,485 $ 2,074 $ 1 $ 3,843 $ 2,289 $ 3 Foreign currency swaps Foreign currency exchange rate 665 25 — 1,116 50 18 Foreign currency forwards Foreign currency exchange rate 2,719 6 36 3,253 2 37 Subtotal 5,869 2,105 37 8,212 2,341 58 Cash flow hedges: Interest rate swaps Interest rate 3,490 136 17 3,584 235 4 Interest rate forwards Interest rate 3,073 — 221 3,332 — 128 Foreign currency swaps Foreign currency exchange rate 33,713 1,305 1,680 32,152 1,142 1,665 Subtotal 40,276 1,441 1,918 39,068 1,377 1,797 Foreign operations hedges: Foreign currency forwards Foreign currency exchange rate 1,413 39 18 332 2 5 Currency options Foreign currency exchange rate 8,059 28 237 9,408 44 163 Subtotal 9,472 67 255 9,740 46 168 Total qualifying hedges 55,617 3,613 2,210 57,020 3,764 2,023 Derivatives Not Designated or Not Qualifying as Hedging Instruments: Interest rate swaps Interest rate 53,532 1,547 239 60,485 2,203 576 Interest rate floors Interest rate 7,201 56 — 7,201 92 — Interest rate caps Interest rate 45,375 246 1 53,079 78 2 Interest rate futures Interest rate 2,715 1 5 4,366 2 4 Interest rate options Interest rate 23,998 489 — 12,009 656 11 Interest rate forwards Interest rate 175 — 37 217 — 42 Interest rate total return swaps Interest rate 1,048 26 — 1,048 8 2 Synthetic GICs Interest rate 17,184 — — 11,318 — — Foreign currency swaps Foreign currency exchange rate 12,333 832 435 9,902 693 506 Foreign currency forwards Foreign currency exchange rate 14,885 123 264 12,238 79 190 Currency futures Foreign currency exchange rate 869 — 6 846 2 — Currency options Foreign currency exchange rate 2,270 15 5 3,123 55 6 Credit default swaps — purchased Credit 1,948 18 40 2,020 7 43 Credit default swaps — written Credit 11,836 195 4 11,375 271 — Equity futures Equity market 3,272 3 4 4,005 18 4 Equity index options Equity market 23,207 638 667 19,886 569 690 Equity variance swaps Equity market 4,661 53 200 4,661 54 199 Equity total return swaps Equity market 1,014 13 18 1,117 — 41 Total non-designated or nonqualifying derivatives 227,523 4,255 1,925 218,896 4,787 2,316 Total $ 283,140 $ 7,868 $ 4,135 $ 275,916 $ 8,551 $ 4,339 The following table presents earned income on derivatives: Three Months Six Months 2018 2017 2018 2017 (In millions) Qualifying hedges: Net investment income $ 93 $ 70 $ 174 $ 145 Interest credited to policyholder account balances (28 ) (14 ) (51 ) (20 ) Other expenses (4 ) (2 ) (6 ) (5 ) Nonqualifying hedges: Net derivative gains (losses) 133 146 266 314 Policyholder benefits and claims 3 2 5 4 Total $ 197 $ 202 $ 388 $ 438
Components of Net Derivatives Gains (Losses)	The components of net derivative gains (losses) were as follows: Three Months Six Months 2018 2017 2018 2017 (In millions) Freestanding derivatives and hedging gains (losses) (1) $ (210 ) $ (291 ) $ 102 $ (660 ) Embedded derivatives gains (losses) 151 91 188 248 Total net derivative gains (losses) $ (59 ) $ (200 ) $ 290 $ (412 ) __________________ (1) Includes foreign currency transaction gains (losses) on hedged items in cash flow and nonqualifying hedging relationships, which are not presented elsewhere in this note.
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 not qualifying as hedging instruments: Net Net Policyholder (In millions) Three Months Ended June 30, 2018 Interest rate derivatives $ (75 ) $ — $ (5 ) Foreign currency exchange rate derivatives (1 ) — (5 ) Credit derivatives — purchased 14 — — Credit derivatives — written (35 ) — — Equity derivatives (174 ) — (33 ) Total $ (271 ) $ — $ (43 ) Three Months Ended June 30, 2017 Interest rate derivatives $ 72 $ (2 ) $ (15 ) Foreign currency exchange rate derivatives (544 ) — 2 Credit derivatives — purchased (7 ) — — Credit derivatives — written 44 — — Equity derivatives (232 ) (1 ) (43 ) Total $ (667 ) $ (3 ) $ (56 ) Six Months Ended June 30, 2018 Interest rate derivatives $ (310 ) $ 4 $ (12 ) Foreign currency exchange rate derivatives 386 — (3 ) Credit derivatives — purchased 11 — — Credit derivatives — written (79 ) — — Equity derivatives (76 ) 1 (21 ) Total $ (68 ) $ 5 $ (36 ) Six Months Ended June 30, 2017 Interest rate derivatives $ (318 ) $ — $ (13 ) Foreign currency exchange rate derivatives (181 ) — 2 Credit derivatives — purchased (15 ) — — Credit derivatives — written 76 — — Equity derivatives (586 ) (4 ) (115 ) Total $ (1,024 ) $ (4 ) $ (126 ) __________________ (1) Changes in estimated fair value related to economic hedges of equity method investments in joint ventures and derivatives held within 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, 2018 Interest rate swaps: Fixed maturity securities $ — $ — $ — Policyholder liabilities (1) (68 ) 70 2 Foreign currency swaps: Foreign-denominated fixed maturity securities and mortgage loans 52 (53 ) (1 ) Foreign-denominated policyholder account balances (2) 5 (5 ) — Foreign currency forwards: Foreign-denominated fixed maturity securities (114 ) 109 (5 ) Total $ (125 ) $ 121 $ (4 ) Three Months Ended June 30, 2017 Interest rate swaps: Fixed maturity securities $ — $ (1 ) $ (1 ) Policyholder liabilities (1) 49 21 70 Foreign currency swaps: Foreign-denominated fixed maturity securities (2 ) 3 1 Foreign-denominated policyholder account balances (2) 45 (26 ) 19 Foreign currency forwards: Foreign-denominated fixed maturity securities (21 ) 19 (2 ) Total $ 71 $ 16 $ 87 Six Months Ended June 30, 2018 Interest rate swaps: Fixed maturity securities $ 3 $ (2 ) $ 1 Policyholder liabilities (1) (281 ) 282 1 Foreign currency swaps: Foreign-denominated fixed maturity securities and mortgage loans 25 (26 ) (1 ) Foreign-denominated policyholder account balances (2) 23 (23 ) — Foreign currency forwards: Foreign-denominated fixed maturity securities 65 (59 ) 6 Total $ (165 ) $ 172 $ 7 Six Months Ended June 30, 2017 Interest rate swaps: Fixed maturity securities $ 1 $ (2 ) $ (1 ) Policyholder liabilities (1) (2 ) 71 69 Foreign currency swaps: Foreign-denominated fixed maturity securities (5 ) 6 1 Foreign-denominated policyholder account balances (2) 46 (24 ) 22 Foreign currency forwards: Foreign-denominated fixed maturity securities 24 (22 ) 2 Total $ 64 $ 29 $ 93 __________________ (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 interim condensed consolidated statements of operations and comprehensive income (loss) and the interim condensed consolidated statements of equity: Derivatives in Net Investment Hedging Relationships (1) Amount of Gains (Losses) Deferred in AOCI (In millions) Three Months Ended June 30, 2018 Foreign currency forwards $ 43 Currency options 38 Total $ 81 Three Months Ended June 30, 2017 Foreign currency forwards $ (31 ) Currency options (2 ) Total $ (33 ) Six Months Ended June 30, 2018 Foreign currency forwards $ 35 Currency options (111 ) Total $ (76 ) Six Months Ended June 30, 2017 Foreign currency forwards $ (126 ) Currency options (233 ) Total $ (359 ) __________________ (1) 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, 2018 December 31, 2017 Rating Agency Designation of Referenced Credit Obligations (1) Estimated Fair Value of Credit Default Swaps Maximum Weighted Estimated Fair Value of Credit Default Swaps Maximum Weighted (Dollars in millions) Aaa/Aa/A Single name credit default swaps (3) $ 6 $ 383 2.1 $ 7 $ 375 2.6 Credit default swaps referencing indices 38 2,459 2.4 44 2,268 2.7 Subtotal 44 2,842 2.4 51 2,643 2.7 Baa Single name credit default swaps (3) 4 507 1.9 7 605 1.8 Credit default swaps referencing indices 102 7,747 5.0 183 7,662 5.0 Subtotal 106 8,254 4.8 190 8,267 4.8 Ba Single name credit default swaps (3) — 10 2.0 1 115 3.4 Credit default swaps referencing indices — — — — — — Subtotal — 10 2.0 1 115 3.4 B Single name credit default swaps (3) — — — 2 20 3.5 Credit default swaps referencing indices 41 730 5.0 27 330 5.0 Subtotal 41 730 5.0 29 350 4.9 Total $ 191 $ 11,836 4.2 $ 271 $ 11,375 4.3 __________________ (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 Global Ratings (“S&P”) and Fitch Ratings. If no rating is available from a rating agency, then an internally developed rating is used. (2) The weighted average years to maturity of the credit default swaps is calculated based on weighted average gross notional amounts. (3) Single name credit default swaps may be referenced to the credit of corporations, foreign governments, or state and political subdivisions.
Estimated Fair Value of Derivative Assets and Liabilities after Master Netting Agreements and Cash Collateral	Credit Risk on Freestanding Derivatives The Company may be exposed to credit-related losses in the event of nonperformance by its counterparties to derivatives. Generally, the current credit exposure of the Company’s derivatives is limited to the net positive estimated fair value of derivatives at the reporting date after taking into consideration the existence of master netting or similar agreements and any collateral received pursuant to such agreements. The Company manages its credit risk related to derivatives by entering into transactions with creditworthy counterparties and establishing and monitoring exposure limits. The Company’s OTC-bilateral derivative transactions are governed by ISDA Master Agreements which provide for legally enforceable set-off and close-out netting of exposures to specific counterparties in the event of early termination of a transaction, which includes, but is not limited to, events of default and bankruptcy. In the event of an early termination, the Company is permitted to set off receivables from the counterparty against payables to the same counterparty arising out of all included transactions. Substantially all of the Company’s ISDA Master Agreements also include Credit Support Annex provisions which require both the pledging and accepting of collateral in connection with its OTC-bilateral derivatives. The Company’s OTC-cleared derivatives are effected through central clearing counterparties and its exchange-traded derivatives are effected through regulated exchanges. Such positions are marked to market and margined on a daily basis (both initial margin and variation margin), and the Company has minimal exposure to credit-related losses in the event of nonperformance by counterparties to such derivatives. See Note 8 for a description of the impact of credit risk on the valuation of derivatives. The estimated fair values of the Company’s net derivative assets and net derivative liabilities after the application of master netting agreements and collateral were as follows at: June 30, 2018 December 31, 2017 Derivatives Subject to a Master Netting Arrangement or a Similar Arrangement Assets Liabilities Assets Liabilities (In millions) Gross estimated fair value of derivatives: OTC-bilateral (1) $ 7,713 $ 4,027 $ 7,955 $ 4,059 OTC-cleared (1) (6) 237 46 649 223 Exchange-traded 4 15 22 8 Total gross estimated fair value of derivatives (1) 7,954 4,088 8,626 4,290 Amounts offset on the interim condensed consolidated balance sheets — — — — Estimated fair value of derivatives presented on the interim condensed consolidated balance sheets (1) (6) 7,954 4,088 8,626 4,290 Gross amounts not offset on the interim condensed consolidated balance sheets: Gross estimated fair value of derivatives: (2) OTC-bilateral (2,606 ) (2,606 ) (2,528 ) (2,528 ) OTC-cleared (17 ) (17 ) (35 ) (35 ) Exchange-traded — — (1 ) (1 ) Cash collateral: (3), (4) OTC-bilateral (4,075 ) (90 ) (4,169 ) — OTC-cleared (202 ) (10 ) (584 ) (179 ) Exchange-traded — (7 ) — (5 ) Securities collateral: (5) OTC-bilateral (908 ) (1,260 ) (1,004 ) (1,474 ) OTC-cleared — (15 ) — (9 ) Exchange-traded — (7 ) — (2 ) Net amount after application of master netting agreements and collateral $ 146 $ 76 $ 305 $ 57 __________________ (1) At June 30, 2018 and December 31, 2017 , derivative assets included income or (expense) accruals reported in accrued investment income or in other liabilities of $86 million and $75 million , respectively, and derivative liabilities included (income) or expense accruals reported in accrued investment income or in other liabilities of ($47) million and ($49) 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. (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, 2018 and December 31, 2017 , the Company received excess cash collateral of $249 million and $253 million , respectively, and provided excess cash collateral of $253 million and $272 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, 2018 , 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, 2018 and December 31, 2017 , the Company received excess securities collateral with an estimated fair value of $77 million and $108 million , respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At June 30, 2018 and December 31, 2017 , the Company provided excess securities collateral with an estimated fair value of $177 million and $305 million , respectively, for its OTC-bilateral derivatives, and $546 million and $522 million , respectively, for its OTC-cleared derivatives, and $82 million and $89 million , respectively, for its exchange-traded derivatives, which are not included in the table above due to the foregoing limitation. (6) Effective January 16, 2018, the LCH amended its rulebook, resulting in the characterization of variation margin transfers as settlement payments, as opposed to adjustments to collateral. See Note 1 for further information on the LCH amendments.
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, 2018 December 31, 2017 Derivatives Subject to a Master Netting Arrangement or a Similar Arrangement Assets Liabilities Assets Liabilities (In millions) Gross estimated fair value of derivatives: OTC-bilateral (1) $ 7,713 $ 4,027 $ 7,955 $ 4,059 OTC-cleared (1) (6) 237 46 649 223 Exchange-traded 4 15 22 8 Total gross estimated fair value of derivatives (1) 7,954 4,088 8,626 4,290 Amounts offset on the interim condensed consolidated balance sheets — — — — Estimated fair value of derivatives presented on the interim condensed consolidated balance sheets (1) (6) 7,954 4,088 8,626 4,290 Gross amounts not offset on the interim condensed consolidated balance sheets: Gross estimated fair value of derivatives: (2) OTC-bilateral (2,606 ) (2,606 ) (2,528 ) (2,528 ) OTC-cleared (17 ) (17 ) (35 ) (35 ) Exchange-traded — — (1 ) (1 ) Cash collateral: (3), (4) OTC-bilateral (4,075 ) (90 ) (4,169 ) — OTC-cleared (202 ) (10 ) (584 ) (179 ) Exchange-traded — (7 ) — (5 ) Securities collateral: (5) OTC-bilateral (908 ) (1,260 ) (1,004 ) (1,474 ) OTC-cleared — (15 ) — (9 ) Exchange-traded — (7 ) — (2 ) Net amount after application of master netting agreements and collateral $ 146 $ 76 $ 305 $ 57 __________________ (1) At June 30, 2018 and December 31, 2017 , derivative assets included income or (expense) accruals reported in accrued investment income or in other liabilities of $86 million and $75 million , respectively, and derivative liabilities included (income) or expense accruals reported in accrued investment income or in other liabilities of ($47) million and ($49) 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. (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, 2018 and December 31, 2017 , the Company received excess cash collateral of $249 million and $253 million , respectively, and provided excess cash collateral of $253 million and $272 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, 2018 , 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, 2018 and December 31, 2017 , the Company received excess securities collateral with an estimated fair value of $77 million and $108 million , respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At June 30, 2018 and December 31, 2017 , the Company provided excess securities collateral with an estimated fair value of $177 million and $305 million , respectively, for its OTC-bilateral derivatives, and $546 million and $522 million , respectively, for its OTC-cleared derivatives, and $82 million and $89 million , respectively, for its exchange-traded derivatives, which are not included in the table above due to the foregoing limitation. (6) Effective January 16, 2018, the LCH amended its rulebook, resulting in the characterization of variation margin transfers as settlement payments, as opposed to adjustments to collateral. See Note 1 for further information on the LCH amendments.
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 interim condensed consolidated statements of operations and comprehensive income (loss) and the interim condensed consolidated statements of equity. The table excludes the effects of Brighthouse derivatives prior to the Separation. Derivatives in Cash Flow Amount of Gains Amount and Location Amount and Location (Effective Portion) (Effective Portion) (Ineffective Portion) Net Derivative Net Investment Other Net Derivative (In millions) Three Months Ended June 30, 2018 Interest rate swaps $ (48 ) $ 1 $ 6 $ — $ 4 Interest rate forwards (9 ) (2 ) — 1 (1 ) Foreign currency swaps 198 (475 ) (1 ) — 6 Credit forwards — — — — — Total $ 141 $ (476 ) $ 5 $ 1 $ 9 Three Months Ended June 30, 2017 Interest rate swaps $ 72 $ 6 $ 3 $ — $ 6 Interest rate forwards 93 — 2 1 (1 ) Foreign currency swaps (139 ) 413 (1 ) — (1 ) Credit forwards — 1 — — — Total $ 26 $ 420 $ 4 $ 1 $ 4 Six Months Ended June 30, 2018 Interest rate swaps $ (221 ) $ 17 $ 9 $ — $ 2 Interest rate forwards (113 ) 3 1 1 (1 ) Foreign currency swaps 123 (336 ) (1 ) 1 7 Credit forwards — — — — — Total $ (211 ) $ (316 ) $ 9 $ 2 $ 8 Six Months Ended June 30, 2017 Interest rate swaps $ 77 $ 14 $ 7 $ — $ 7 Interest rate forwards 137 (4 ) 2 1 (1 ) Foreign currency swaps 41 621 (1 ) 1 1 Credit forwards — 1 — — — Total $ 255 $ 632 $ 8 $ 2 $ 7
Schedule of Derivative Instruments	The following table presents the estimated fair value of the Company’s OTC-bilateral derivatives that were 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 MetLife, Inc. would be required to provide if there was a one-notch downgrade in MetLife, Inc.’s senior unsecured debt rating at the reporting date or if the Company’s credit or financial strength rating, as applicable, at the reporting date sustained a downgrade to a level that triggered full overnight collateralization or termination of the derivative position. OTC-bilateral derivatives that are not subject to collateral agreements are excluded from this table. June 30, 2018 December 31, 2017 Derivatives Derivatives Total Derivatives Subject to Credit- Contingent Provisions Derivatives Total (In millions) Estimated Fair Value of Derivatives in a Net Liability Position (1) $ 1,379 $ 43 $ 1,422 $ 1,508 $ 24 $ 1,532 Estimated Fair Value of Collateral Provided: Fixed maturity securities $ 1,362 $ 36 $ 1,398 $ 1,675 $ 26 $ 1,701 Cash $ 90 $ — $ 90 $ — $ — $ — Estimated Fair Value of Incremental Collateral Provided Upon: One-notch downgrade in the Company’s credit or financial strength rating, as applicable $ 11 $ — $ 11 $ 15 $ — $ 15 Downgrade in the Company’s credit or financial strength rating, as applicable, to a level that triggers full overnight collateralization or termination of the derivative position $ 11 $ — $ 11 $ 20 $ — $ 20 __________________ (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 2018 2017 2018 2017 (In millions) Net derivative gains (losses) (1) $ 151 $ 91 $ 188 $ 248 __________________ (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 ($25) million and ($5) million for the three months and six months ended June 30, 2018 , respectively, and ($89) million and ($141) million for the three months and six months ended June 30, 2017 , 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, 2018 December 31, 2017 (In millions) Embedded derivatives within asset host contracts: Ceded guaranteed minimum benefits Premiums, reinsurance and other receivables $ 153 $ 144 Options embedded in debt or equity securities (1) Investments — (132 ) Embedded derivatives within asset host contracts $ 153 $ 12 Embedded derivatives within liability host contracts: Direct guaranteed minimum benefits Policyholder account balances $ (19 ) $ 32 Assumed guaranteed minimum benefits Policyholder account balances 340 291 Funds withheld on ceded reinsurance Other liabilities (7 ) 25 Fixed annuities with equity indexed returns Policyholder account balances 79 70 Embedded derivatives within liability host contracts $ 393 $ 418

Fair Value (Tables)

Fair Value (Tables)	6 Months Ended
	Jun. 30, 2018
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 at: June 30, 2018 Fair Value Hierarchy Level 1 Level 2 Level 3 Total (In millions) Assets Fixed maturity securities: U.S. corporate $ — $ 79,872 $ 4,154 $ 84,026 Foreign government — 61,526 156 61,682 Foreign corporate — 47,810 6,467 54,277 U.S. government and agency 24,231 21,156 — 45,387 RMBS — 24,774 3,071 27,845 State and political subdivision — 12,018 8 12,026 ABS — 11,649 1,217 12,866 CMBS — 7,833 389 8,222 Total fixed maturity securities 24,231 266,638 15,462 306,331 Equity securities 936 139 408 1,483 Unit-linked and FVO Securities (1) 11,526 2,053 269 13,848 Other limited partnership interests — — 168 168 Short-term investments (2) 936 1,680 559 3,175 Residential mortgage loans — FVO — — 405 405 Other investments 85 100 — 185 Derivative assets: (3) Interest rate 1 4,548 26 4,575 Foreign currency exchange rate — 2,296 77 2,373 Credit — 179 34 213 Equity market 3 636 68 707 Total derivative assets 4 7,659 205 7,868 Embedded derivatives within asset host contracts (4) — — 153 153 Separate account assets (5) 84,346 105,856 1,145 191,347 Total assets $ 122,064 $ 384,125 $ 18,774 $ 524,963 Liabilities Derivative liabilities: (3) Interest rate $ 5 $ 295 $ 221 $ 521 Foreign currency exchange rate 6 2,624 51 2,681 Credit — 44 — 44 Equity market 4 685 200 889 Total derivative liabilities 15 3,648 472 4,135 Embedded derivatives within liability host contracts (4) — — 393 393 Separate account liabilities (5) 4 7 7 18 Total liabilities $ 19 $ 3,655 $ 872 $ 4,546 December 31, 2017 Fair Value Hierarchy Level 1 Level 2 Level 3 Total (In millions) Assets Fixed maturity securities: U.S. corporate $ — $ 78,171 $ 4,490 $ 82,661 Foreign government — 61,325 209 61,534 Foreign corporate — 48,840 6,729 55,569 U.S. government and agency 26,052 21,342 — 47,394 RMBS — 25,339 3,461 28,800 State and political subdivision — 12,455 — 12,455 ABS — 11,204 1,087 12,291 CMBS — 7,934 293 8,227 Total fixed maturity securities 26,052 266,610 16,269 308,931 Equity securities 1,104 981 428 2,513 Unit-linked and FVO Securities (1) 14,028 2,355 362 16,745 Short-term investments (2) 3,001 1,252 33 4,286 Residential mortgage loans — FVO — — 520 520 Other investments 81 84 — 165 Derivative assets: (3) Interest rate 2 5,553 8 5,563 Foreign currency exchange rate 2 1,954 113 2,069 Credit — 240 38 278 Equity market 18 548 75 641 Total derivative assets 22 8,295 234 8,551 Embedded derivatives within asset host contracts (4) — — 144 144 Separate account assets (5) 89,916 114,124 961 205,001 Total assets $ 134,204 $ 393,701 $ 18,951 $ 546,856 Liabilities Derivative liabilities: (3) Interest rate $ 4 $ 638 $ 130 $ 772 Foreign currency exchange rate — 2,553 37 2,590 Credit — 43 — 43 Equity market 4 731 199 934 Total derivative liabilities 8 3,965 366 4,339 Embedded derivatives within liability host contracts (4) — — 418 418 Separate account liabilities (5) — 7 2 9 Total liabilities $ 8 $ 3,972 $ 786 $ 4,766 __________________ (1) Unit-linked and FVO Securities were comprised of over 85% Unit-linked investments at both June 30, 2018 and December 31, 2017 . (2) 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. (3) Derivative assets are presented within other invested assets on the interim condensed consolidated balance sheets and derivative liabilities are presented within other liabilities on the interim condensed consolidated balance sheets. The amounts are presented gross in the tables above to reflect the presentation on the interim condensed consolidated balance sheets, but are presented net for purposes of the rollforward in the Fair Value Measurements Using Significant Unobservable Inputs (Level 3) tables. (4) Embedded derivatives within asset host contracts are presented within premiums, reinsurance and other receivables and other invested assets on the interim condensed consolidated balance sheets. Embedded derivatives within liability host contracts are presented within policyholder account balances and other liabilities on the interim condensed consolidated balance sheets. At June 30, 2018 and December 31, 2017 , debt and equity securities also included embedded derivatives of $0 and ($132) million , respectively. (5) Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders whose liability is reflected within separate account liabilities. Separate account liabilities are set equal to the estimated fair value of separate account assets. Separate account liabilities presented in the tables above represent derivative liabilities.
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, 2018 December 31, 2017 Impact of Valuation Significant Range Weighted Range Weighted Fixed maturity securities (3) U.S. corporate and foreign corporate • Matrix pricing • Offered quotes (4) 87 - 137 106 83 - 142 110 Increase • Market pricing • Quoted prices (4) 37 - 770 126 10 - 443 121 Increase • Consensus pricing • Offered quotes (4) 96 - 104 101 97 - 104 101 Increase RMBS • Market pricing • Quoted prices (4) — - 109 95 — - 126 94 Increase (5) ABS • Market pricing • Quoted prices (4) 3 - 117 100 5 - 117 100 Increase (5) • Consensus pricing • Offered quotes (4) 100 - 103 101 100 - 103 100 Increase (5) Derivatives Interest rate • Present value techniques • Swap yield (6) 287 - 311 200 - 300 Increase (7) • Repurchase rates (8) 1 - 52 (5) - 5 Decrease (7) Foreign currency exchange rate • Present value techniques • Swap yield (6) (27) - 309 (14) - 309 Increase (7) Credit • Present value techniques • Credit spreads (9) 97 - 100 — - — Decrease (7) • Consensus pricing • Offered quotes (10) Equity market • Present value techniques or option pricing models • Volatility (11) 17% - 30% 11% - 31% Increase (7) • Correlation (12) 10% - 30% 10% - 30% Embedded derivatives Direct, assumed and ceded guaranteed minimum benefits • Option pricing techniques • Mortality rates: Ages 0 - 40 0% - 0.21% 0% - 0.21% Decrease (13) Ages 41 - 60 0.03% - 0.75% 0.03% - 0.75% Decrease (13) Ages 61 - 115 0% - 100% 0.15% - 100% Decrease (13) • Lapse rates: Durations 1 - 10 0.25% - 100% 0.25% - 100% Decrease (14) Durations 11 - 20 2% - 100% 2% - 100% Decrease (14) Durations 21 - 116 1.25% - 100% 1.25% - 100% Decrease (14) • Utilization rates 0% - 25% 0% - 25% Increase (15) • Withdrawal rates 0% - 20% 0% - 20% (16) • Long-term equity volatilities 8.47% - 33% 8.25% - 33% Increase (17) • Nonperformance risk spread 0.03% - 1.46% 0.02% - 1.32% 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 estimated fair value. For embedded derivatives, changes to direct and assumed guaranteed minimum benefits are based on liability positions; changes to ceded guaranteed minimum benefits are based on asset 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 accordance with the market convention for fixed maturity securities of dollars per hundred dollars of par. (5) Changes in the assumptions used for the probability of default are 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. (6) Ranges represent the rates across different yield curves and are presented in basis points. The swap yield curves are 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. (7) Changes in estimated fair value are based on long U.S. dollar net asset positions and will be inversely impacted for short U.S. dollar net asset positions. (8) Ranges represent different repurchase rates utilized as components within the valuation methodology and are presented in basis points. (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, 2018 and December 31, 2017 , 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) 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. (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 contractholders 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 (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 Corporate (1) Foreign Structured Securities State and Equity Securities Unit-linked and FVO Securities (In millions) Three Months Ended June 30, 2018 Balance, beginning of period $ 10,810 $ 179 $ 4,582 $ — $ 422 $ 286 Total realized/unrealized gains (losses) included in net income (loss) (2) (3) 1 1 21 — (5 ) (11 ) Total realized/unrealized gains (losses) included in AOCI (369 ) (9 ) (12 ) — — — Purchases (4) 806 — 998 8 7 84 Sales (4) (512 ) (14 ) (275 ) — (16 ) (81 ) Issuances (4) — — — — — — Settlements (4) — — — — — — Transfers into Level 3 (5) 1 — 2 — — — Transfers out of Level 3 (5) (116 ) (1 ) (639 ) — — (9 ) Balance, end of period $ 10,621 $ 156 $ 4,677 $ 8 $ 408 $ 269 Three Months Ended June 30, 2017 Balance, beginning of period $ 10,968 $ 289 $ 5,705 $ — $ 480 $ 335 Total realized/unrealized gains (losses) included in net income (loss) (2) (3) 9 1 35 — (4 ) 9 Total realized/unrealized gains (losses) included in AOCI 216 (1 ) 33 — 13 — Purchases (4) 1,523 5 543 — 5 150 Sales (4) (1,086 ) (5 ) (589 ) — (26 ) (109 ) Issuances (4) — — — — — — Settlements (4) — — — — — — Transfers into Level 3 (5) 227 — 65 — — 3 Transfers out of Level 3 (5) (225 ) (81 ) (853 ) — — (76 ) Balance, end of period $ 11,632 $ 208 $ 4,939 $ — $ 468 $ 312 Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at June 30, 2018 (6) $ 1 $ — $ 19 $ — $ — $ (10 ) Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at June 30, 2017 (6) $ 7 $ 1 $ 33 $ — $ (4 ) $ 9 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Other Limited Partnership Interests Short-term Investments Residential Mortgage Net Derivatives (7) Net Embedded Derivatives (8) Separate (In millions) Three Months Ended June 30, 2018 Balance, beginning of period $ 194 $ 615 $ 438 $ (182 ) $ (328 ) $ 1,224 Total realized/unrealized gains (losses) included in net income (loss) (2) (3) — — 1 (106 ) 152 (1 ) Total realized/unrealized gains (losses) included in AOCI 2 (3 ) — (19 ) 13 — Purchases (4) — 4 — 4 — 270 Sales (4) (28 ) (33 ) (17 ) — — (323 ) Issuances (4) — — — — — (2 ) Settlements (4) — — (17 ) 36 (77 ) 2 Transfers into Level 3 (5) — — — — — 71 Transfers out of Level 3 (5) — (24 ) — — — (103 ) Balance, end of period $ 168 $ 559 $ 405 $ (267 ) $ (240 ) $ 1,138 Three Months Ended June 30, 2017 Balance, beginning of period $ — $ 779 $ 639 $ (397 ) $ (695 ) $ 1,184 Total realized/unrealized gains (losses) included in net income (loss) (2) (3) — 1 6 4 114 2 Total realized/unrealized gains (losses) included in AOCI — (1 ) — 96 13 — Purchases (4) — 99 42 — — 131 Sales (4) — (1 ) (47 ) — — (81 ) Issuances (4) — — — — — — Settlements (4) — — (25 ) 9 (78 ) (16 ) Transfers into Level 3 (5) — — — — — 16 Transfers out of Level 3 (5) — (55 ) — — — (277 ) Balance, end of period $ — $ 822 $ 615 $ (288 ) $ (646 ) $ 959 Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at June 30, 2018 (6) $ — $ — $ (1 ) $ (86 ) $ 153 $ — Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at June 30, 2017 (6) $ — $ 1 $ 6 $ (12 ) $ 112 $ — Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Fixed Maturity Securities Corporate (1) Foreign Structured Securities State and Equity Securities Unit-linked and FVO Securities (In millions) Six Months Ended June 30, 2018 Balance, beginning of period $ 11,219 $ 209 $ 4,841 $ — $ 428 $ 362 Total realized/unrealized gains (losses) included in net income (loss) (2) (3) 9 2 43 — (10 ) (6 ) Total realized/unrealized gains (losses) included in AOCI (433 ) (12 ) 12 — — — Purchases (4) 1,321 1 1,022 8 5 104 Sales (4) (1,221 ) (16 ) (539 ) — (15 ) (141 ) Issuances (4) — — — — — — Settlements (4) — — — — — — Transfers into Level 3 (5) 140 — 51 — — — Transfers out of Level 3 (5) (414 ) (28 ) (753 ) — — (50 ) Balance, end of period $ 10,621 $ 156 $ 4,677 $ 8 $ 408 $ 269 Six Months Ended June 30, 2017 Balance, beginning of period $ 11,537 $ 289 $ 5,215 $ 10 $ 468 $ 287 Total realized/unrealized gains (losses) included in net income (loss) (2) (3) 4 3 66 — (14 ) 16 Total realized/unrealized gains (losses) included in AOCI 458 5 80 — 35 — Purchases (4) 2,320 12 735 — 6 207 Sales (4) (1,357 ) (87 ) (918 ) — (27 ) (109 ) Issuances (4) — — — — — — Settlements (4) — — — — — — Transfers into Level 3 (5) 135 4 78 — — 8 Transfers out of Level 3 (5) (1,465 ) (18 ) (317 ) (10 ) — (97 ) Balance, end of period $ 11,632 $ 208 $ 4,939 $ — $ 468 $ 312 Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at June 30, 2018 (6) $ 2 $ 1 $ 39 $ — $ — $ (7 ) Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at June 30, 2017 (6) $ 3 $ 1 $ 57 $ — $ (10 ) $ 14 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Other Limited Partnership Interests Short-term Investments Residential Mortgage Net Derivatives (7) Net Embedded Derivatives (8) Separate (In millions) Six Months Ended June 30, 2018 Balance, beginning of period $ — $ 33 $ 520 $ (132 ) $ (274 ) $ 959 Total realized/unrealized gains (losses) included in net income (loss) (2) (3) (5 ) — 3 (94 ) 188 1 Total realized/unrealized gains (losses) included in AOCI 4 (3 ) — (123 ) (3 ) — Purchases (4) — 560 — 4 — 307 Sales (4) (47 ) (11 ) (81 ) — — (147 ) Issuances (4) — — — — — (3 ) Settlements (4) — — (37 ) 78 (151 ) 1 Transfers into Level 3 (5) 216 — — — — 99 Transfers out of Level 3 (5) — (20 ) — — — (79 ) Balance, end of period $ 168 $ 559 $ 405 $ (267 ) $ (240 ) $ 1,138 Six Months Ended June 30, 2017 Balance, beginning of period $ — $ 46 $ 566 $ (562 ) $ (729 ) $ 1,141 Total realized/unrealized gains (losses) included in net income (loss) (2) (3) — 1 3 30 283 (17 ) Total realized/unrealized gains (losses) included in AOCI — (1 ) — 135 (46 ) — Purchases (4) — 822 174 — — 171 Sales (4) — (17 ) (79 ) — — (54 ) Issuances (4) — — — (7 ) — 1 Settlements (4) — — (49 ) 116 (154 ) (50 ) Transfers into Level 3 (5) — — — — — 12 Transfers out of Level 3 (5) — (29 ) — — — (245 ) Balance, end of period $ — $ 822 $ 615 $ (288 ) $ (646 ) $ 959 Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at June 30, 2018 (6) $ (5 ) $ — $ (8 ) $ (18 ) $ 184 $ — Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at June 30, 2017 (6) $ — $ 1 $ 3 $ 9 $ 279 $ — __________________ (1) Comprised of U.S. and foreign corporate securities. (2) 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). Substantially all realized/unrealized gains (losses) included in net income (loss) for net derivatives and net embedded derivatives are reported in net derivative gains (losses). (3) Interest and dividend accruals, as well as cash interest coupons and dividends received, are excluded from the rollforward. (4) 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. (5) 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. (6) Changes in unrealized gains (losses) included in net income (loss) relate to assets and liabilities still held at the end of the respective periods. Substantially all changes in unrealized gains (losses) included in net income (loss) for net derivatives and net embedded derivatives are reported in net derivative gains (losses). (7) Freestanding derivative assets and liabilities are presented net for purposes of the rollforward. (8) Embedded derivative assets and liabilities are presented net for purposes of the rollforward. (9) 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 (loss). For the purpose of this disclosure, these changes are presented within net investment gains (losses). Separate account assets and liabilities are presented net for the purposes of the rollforward.
Fair Value Option	Fair Value Option The Company elects the FVO for certain residential mortgage loans that are managed on a total return basis. The following table presents information for residential mortgage loans, which are accounted for under the FVO and were initially measured at fair value. June 30, 2018 December 31, 2017 (In millions) Unpaid principal balance $ 496 $ 650 Difference between estimated fair value and unpaid principal balance (91 ) (130 ) Carrying value at estimated fair value $ 405 $ 520 Loans in nonaccrual status $ 129 $ 198 Loans more than 90 days past due $ 64 $ 94 Loans in nonaccrual status or more than 90 days past due, or both — difference between aggregate estimated fair value and unpaid principal balance $ (66 ) $ (102 )
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, 2018 Fair Value Hierarchy Carrying Level 1 Level 2 Level 3 Total (In millions) Assets Mortgage loans $ 70,447 $ — $ — $ 71,330 $ 71,330 Policy loans $ 9,702 $ — $ 341 $ 10,977 $ 11,318 Other invested assets $ 1,204 $ — $ 793 $ 411 $ 1,204 Premiums, reinsurance and other receivables $ 4,121 $ — $ 1,230 $ 3,030 $ 4,260 Other assets $ 327 $ — $ 142 $ 185 $ 327 Liabilities Policyholder account balances $ 114,519 $ — $ — $ 115,292 $ 115,292 Long-term debt $ 14,526 $ — $ 15,392 $ — $ 15,392 Collateral financing arrangement $ 1,085 $ — $ — $ 882 $ 882 Junior subordinated debt securities $ 3,146 $ — $ 3,995 $ — $ 3,995 Other liabilities $ 3,870 $ — $ 2,205 $ 2,223 $ 4,428 Separate account liabilities $ 112,708 $ — $ 112,708 $ — $ 112,708 December 31, 2017 Fair Value Hierarchy Carrying Level 1 Level 2 Level 3 Total (In millions) Assets Mortgage loans $ 68,211 $ — $ — $ 69,797 $ 69,797 Policy loans $ 9,669 $ — $ 336 $ 11,176 $ 11,512 Other limited partnership interests $ 219 $ — $ — $ 216 $ 216 Other invested assets $ 443 $ — $ — $ 443 $ 443 Premiums, reinsurance and other receivables $ 4,155 $ — $ 1,283 $ 3,056 $ 4,339 Other assets $ 285 $ — $ 189 $ 139 $ 328 Liabilities Policyholder account balances $ 114,355 $ — $ — $ 116,534 $ 116,534 Long-term debt $ 15,675 $ — $ 17,773 $ — $ 17,773 Collateral financing arrangement $ 1,121 $ — $ — $ 894 $ 894 Junior subordinated debt securities $ 3,144 $ — $ 4,319 $ — $ 4,319 Other liabilities $ 3,208 $ — $ 1,496 $ 2,345 $ 3,841 Separate account liabilities $ 124,011 $ — $ 124,011 $ — $ 124,011

Equity (Tables)

Equity (Tables)	6 Months Ended
	Jun. 30, 2018
Equity [Abstract]
Schedule of Stock by Class	Preferred stock authorized, issued and outstanding was as follows: June 30, 2018 December 31, 2017 Series Shares Shares Shares 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 5.25% Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series C 1,500,000 1,500,000 1,500,000 1,500,000 1,500,000 1,500,000 5.875% Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series D 500,000 500,000 500,000 — — — 5.625% Non-Cumulative Preferred Stock, Series E 32,200 32,200 32,200 — — — Series A Junior Participating Preferred Stock 10,000,000 — — 10,000,000 — — Not designated 160,367,800 — — 160,900,000 — — Total 200,000,000 26,032,200 26,032,200 200,000,000 25,500,000 25,500,000
Dividend Payment Restrictions	The table below sets forth the dividends permitted to be paid in 2018 by MetLife, Inc.’s primary insurance subsidiaries without insurance regulatory approval and the respective dividends paid during the six months ended June 30, 2018 : Company Paid (1) Permitted Without (In millions) Metropolitan Life Insurance Company $ 1,705 (3 ) $ 3,075 American Life Insurance Company $ 1,500 (4 ) $ — Metropolitan Property and Casualty Insurance Company $ — $ 125 Metropolitan Tower Life Insurance Company (5) $ — $ 73 General American Life Insurance Company (5) $ — N/A __________________ (1) Reflects all amounts paid, including those requiring regulatory approval. (2) Reflects dividend amounts that may be paid during 2018 without prior regulatory approval. However, because dividend tests may be based on dividends previously paid over rolling 12-month periods, if paid before a specified date during 2018, some or all of such dividends may require regulatory approval. (3) Represents an ordinary dividend of $1.0 billion and an extraordinary dividend of $705 million that was paid with regulatory approval. The extraordinary dividend was paid in cash with proceeds from the sale to an affiliate of certain property, equipment, leasehold improvements and computer software that were non-admitted by Metropolitan Life Insurance Company for statutory accounting purposes. The affiliate received a capital contribution in cash from MetLife, Inc. to fund the purchase. (4) Represents an extraordinary dividend. (5) In April 2018, Metropolitan Tower Life Insurance Company (“MTL”) merged with General American Life Insurance Company (“GALIC”). The surviving entity of the merger was MTL, which re-domesticated from Delaware to Nebraska immediately prior to the merger. Effective as of the date of re-domestication, MTL is subject to the dividend restrictions under Nebraska law.
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 $ 10,864 $ 683 $ (3,707 ) $ (2,206 ) $ 5,634 OCI before reclassifications (3,096 ) 141 (969 ) 3 (3,921 ) Deferred income tax benefit (expense) 706 41 6 (1 ) 752 AOCI before reclassifications, net of income tax 8,474 865 (4,670 ) (2,204 ) 2,465 Amounts reclassified from AOCI 83 470 — 31 584 Deferred income tax benefit (expense) (19 ) (170 ) — (6 ) (195 ) Amounts reclassified from AOCI, net of income tax 64 300 — 25 389 Balance, end of period $ 8,538 $ 1,165 $ (4,670 ) $ (2,179 ) $ 2,854 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 $ 11,336 $ 1,853 $ (4,842 ) $ (1,951 ) $ 6,396 OCI before reclassifications 3,290 (7 ) 169 1 3,453 Deferred income tax benefit (expense) (1,132 ) 3 (6 ) 3 (1,132 ) AOCI before reclassifications, net of income tax 13,494 1,849 (4,679 ) (1,947 ) 8,717 Amounts reclassified from AOCI (47 ) (429 ) — 41 (435 ) Deferred income tax benefit (expense) 22 149 — (17 ) 154 Amounts reclassified from AOCI, net of income tax (25 ) (280 ) — 24 (281 ) Balance, end of period $ 13,469 $ 1,569 $ (4,679 ) $ (1,923 ) $ 8,436 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 $ 12,757 $ 905 $ (4,390 ) $ (1,845 ) $ 7,427 OCI before reclassifications (6,907 ) (211 ) (417 ) (1 ) (7,536 ) Deferred income tax benefit (expense) 1,541 99 9 — 1,649 AOCI before reclassifications, net of income tax 7,391 793 (4,798 ) (1,846 ) 1,540 Amounts reclassified from AOCI 128 305 — 62 495 Deferred income tax benefit (expense) (29 ) (143 ) — (13 ) (185 ) Amounts reclassified from AOCI, net of income tax 99 162 — 49 310 Cumulative effects of changes in accounting principles (425 ) — — — (425 ) Deferred income tax benefit (expense), cumulative effects of changes in accounting principles 1,473 210 36 (382 ) 1,337 Cumulative effects of changes in accounting principles, net of income tax (2) 1,048 210 36 (382 ) 912 Sale of subsidiary (3) — — 92 — 92 Balance, end of period $ 8,538 $ 1,165 $ (4,670 ) $ (2,179 ) $ 2,854 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 $ 10,785 $ 1,865 $ (5,312 ) $ (1,972 ) $ 5,366 OCI before reclassifications 3,993 203 517 (19 ) 4,694 Deferred income tax benefit (expense) (1,405 ) (70 ) 116 5 (1,354 ) AOCI before reclassifications, net of income tax 13,373 1,998 (4,679 ) (1,986 ) 8,706 Amounts reclassified from AOCI 149 (658 ) — 85 (424 ) Deferred income tax benefit (expense) (53 ) 229 — (22 ) 154 Amounts reclassified from AOCI, net of income tax 96 (429 ) — 63 (270 ) Balance, end of period $ 13,469 $ 1,569 $ (4,679 ) $ (1,923 ) $ 8,436 __________________ (1) See Note 6 for information on offsets to investments related to future policy benefits, DAC, VOBA and DSI, and the policyholder dividend obligation. (2) See Note 1 for further information on adoption of new accounting pronouncements. (3) See Note 3 for further information on the 2018 disposition.
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 Statements of Operations and Comprehensive Income (Loss) Locations Three Months Six Months 2018 2017 2018 2017 (In millions) Net unrealized investment gains (losses): Net unrealized investment gains (losses) $ (36 ) $ 44 $ (137 ) $ 84 Net investment gains (losses) Net unrealized investment gains (losses) (3 ) (5 ) — 1 Net investment income Net unrealized investment gains (losses) (44 ) 6 9 (145 ) Net derivative gains (losses) Net unrealized investment gains (losses) — 2 — (89 ) Discontinued operations Net unrealized investment gains (losses), before income tax (83 ) 47 (128 ) (149 ) Income tax (expense) benefit 19 (22 ) 29 53 Net unrealized investment gains (losses), net of income tax (64 ) 25 (99 ) (96 ) Unrealized gains (losses) on derivatives - cash flow hedges: Interest rate swaps 1 6 17 14 Net derivative gains (losses) Interest rate swaps 6 3 9 7 Net investment income Interest rate swaps — 1 — 2 Discontinued operations Interest rate forwards (2 ) — 3 (4 ) Net derivative gains (losses) Interest rate forwards — 2 1 2 Net investment income Interest rate forwards 1 1 1 1 Other expenses Interest rate forwards — 2 — 3 Discontinued operations Foreign currency swaps (475 ) 413 (336 ) 621 Net derivative gains (losses) Foreign currency swaps (1 ) (1 ) (1 ) (1 ) Net investment income Foreign currency swaps — — 1 1 Other expenses Foreign currency swaps — 1 — 11 Discontinued operations Credit forwards — 1 — 1 Net derivative gains (losses) Gains (losses) on cash flow hedges, before income tax (470 ) 429 (305 ) 658 Income tax (expense) benefit 170 (149 ) 143 (229 ) Gains (losses) on cash flow hedges, net of income tax (300 ) 280 (162 ) 429 Defined benefit plans adjustment: (1) Amortization of net actuarial gains (losses) (35 ) (48 ) (71 ) (97 ) Amortization of prior service (costs) credit 4 7 9 12 Amortization of defined benefit plan items, before income tax (31 ) (41 ) (62 ) (85 ) Income tax (expense) benefit 6 17 13 22 Amortization of defined benefit plan items, net of income tax (25 ) (24 ) (49 ) (63 ) Total reclassifications, net of income tax $ (389 ) $ 281 $ (310 ) $ 270 __________________ (1) These AOCI components are included in the computation of net periodic benefit costs. See Note 12 .

Other Expenses (Tables)

Other Expenses (Tables)	6 Months Ended
	Jun. 30, 2018
Other Income and Expenses [Abstract]
Other Expenses	Information on other expenses was as follows: Three Months Six Months 2018 2017 2018 2017 (In millions) Employee related costs $ 894 $ 879 $ 1,831 $ 1,816 Third party staffing costs 402 398 782 760 General and administrative expenses 351 318 594 539 Pension, postretirement and postemployment benefit costs 47 76 96 155 Premium taxes, other taxes, and licenses & fees 187 148 366 323 Commissions and other variable expenses 1,438 1,306 2,854 2,610 Capitalization of DAC (834 ) (744 ) (1,630 ) (1,457 ) Amortization of DAC and VOBA 707 656 1,400 1,319 Amortization of negative VOBA (16 ) (38 ) (38 ) (81 ) Interest expense on debt 309 284 595 567 Total other expenses $ 3,485 $ 3,283 $ 6,850 $ 6,551 Certain prior year amounts have been reclassified to conform to the current year presentation, which has been revised to align the expense categories with the Company’s businesses. The reclassifications did not result in a change to total other expenses. See Note 3 for further information on Separation-related transaction costs.
Restructuring charges	The Company commenced in 2016 a unit cost improvement program related to the Company’s refreshed enterprise strategy. This global strategy focuses on transforming the Company to become more digital, driving efficiencies and innovation to achieve competitive advantage, and simplified, decreasing the costs and risks associated with the Company’s highly complex industry to customers and shareholders. Restructuring charges related to this program are included in other expenses. As the expenses relate to an enterprise-wide initiative, they are reported in Corporate & Other. Such restructuring charges were as follows: Three Months Six Months 2018 2017 2018 2017 Severance (In millions) Balance, beginning of period $ 19 $ 38 $ 22 $ 35 Restructuring charges 9 11 18 22 Cash payments (8 ) (32 ) (20 ) (40 ) Balance, end of period $ 20 $ 17 $ 20 $ 17 Total restructuring charges incurred since inception of initiative $ 91 $ 57 $ 91 $ 57

Employee Benefit Plans (Tables)

Employee Benefit Plans (Tables)	6 Months Ended
	Jun. 30, 2018
Retirement Benefits [Abstract]
Net periodic benefit costs	The components of net periodic benefit costs, reported in other expenses, were as follows: Three Months 2018 2017 Pension Benefits Other Postretirement Benefits Pension Benefits Other Postretirement Benefits (In millions) Service costs $ 58 $ 2 $ 61 $ 2 Interest costs 96 15 106 19 Expected return on plan assets (134 ) (18 ) (128 ) (18 ) Amortization of net actuarial (gains) losses 44 (9 ) 48 — Amortization of prior service costs (credit) — (4 ) (1 ) (6 ) Net periodic benefit costs (credit) $ 64 $ (14 ) $ 86 $ (3 ) Six Months 2018 2017 Pension Benefits Other Postretirement Benefits Pension Benefits Other Postretirement Benefits (In millions) Service costs $ 118 $ 3 $ 122 $ 3 Interest costs 192 26 212 38 Expected return on plan assets (267 ) (36 ) (258 ) (36 ) Amortization of net actuarial (gains) losses 88 (17 ) 97 — Amortization of prior service costs (credit) — (9 ) (1 ) (11 ) Net periodic benefit costs (credit) $ 131 $ (33 ) $ 172 $ (6 )

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	6 Months Ended
	Jun. 30, 2018
Earnings Per Share [Abstract]
Earnings Per Common Share	The following table presents the weighted average shares, basic earnings per common share and diluted earnings per common share for each income category presented: Three Months Six Months 2018 2017 2018 2017 (In millions, except per share data) Weighted Average Shares: Weighted average common stock outstanding for basic earnings per common share 1,015.6 1,074.0 1,025.7 1,082.1 Incremental common shares from assumed exercise or issuance of stock-based awards 8.2 8.1 8.3 8.3 Weighted average common stock outstanding for diluted earnings per common share 1,023.8 1,082.1 1,034.0 1,090.4 Income (Loss) from Continuing Operations: Income (loss) from continuing operations, net of income tax $ 894 $ 856 $ 2,151 $ 1,808 Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests 3 3 7 6 Less: Preferred stock dividends 46 46 52 52 Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.’s common shareholders $ 845 $ 807 $ 2,092 $ 1,750 Basic $ 0.83 $ 0.76 $ 2.04 $ 1.62 Diluted $ 0.83 $ 0.75 $ 2.02 $ 1.61 Income (Loss) from Discontinued Operations: Income (loss) from discontinued operations, net of income tax $ — $ 58 $ — $ (18 ) 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 $ — $ 58 $ — $ (18 ) Basic $ — $ 0.05 $ — $ (0.02 ) Diluted $ — $ 0.05 $ — $ (0.02 ) Net Income (Loss): Net income (loss) $ 894 $ 914 $ 2,151 $ 1,790 Less: Net income (loss) attributable to noncontrolling interests 3 3 7 6 Less: Preferred stock dividends 46 46 52 52 Net income (loss) available to MetLife, Inc.’s common shareholders $ 845 $ 865 $ 2,092 $ 1,732 Basic $ 0.83 $ 0.81 $ 2.04 $ 1.60 Diluted $ 0.83 $ 0.80 $ 2.02 $ 1.59

Business, Basis of Presentati36

Business, Basis of Presentation and Summary of Significant Accounting Policies (Narrative) (Details)	6 Months Ended
	Jun. 30, 2018Segment	Aug. 04, 2017shares
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Number of segments | Segment	5
Brighthouse Financial, Inc | Impact of Separation
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Common Stock, Shares, Issued | shares		96,776,670

Business, Basis of Presentati37

Business, Basis of Presentation and Summary of Significant Accounting Policies (Restatement Adjustments) (Details) - USD ($) $ / shares in Units, $ in Millions	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2016
Error Corrections and Prior Period Adjustments Restatement [Line Items]
Assumed variable annuity guarantee reserves					$ 896
Reserves for Group Annuity products					510
Income Statement Related Disclosures [Abstract]
Net investment gains (losses)	$ (227)	$ 104	$ (560)	$ 192
Net derivative gains (losses)	(59)	(200)	290	(412)
Revenues	21,185	15,333	35,990	30,297
Policyholder benefits and claims	14,866	9,427	23,584	18,290
Other expenses	3,485	3,283	6,850	6,551
Total expenses	20,084	14,315	33,233	28,207
Income (loss) from continuing operations before provision for income tax	1,101	1,018	2,757	2,090
Provision for income tax expense (benefit)	207	162	606	282
Income (loss) from continuing operations, net of income tax	894	856	2,151	1,808
Income (loss) from discontinued operations, net of income tax	0	58	0	(18)
Net income (loss)	894	914	2,151	1,790
Net income (loss) attributable to MetLife, Inc.	891	911	2,144	1,784
Net Income (Loss) Available to Common Stockholders, Basic	845	865	2,092	1,732
Comprehensive Income (Loss), Net of Tax, Including Portion Attributable to Noncontrolling Interest	(1,885)	2,953	(3,333)	4,860
Comprehensive Income (Loss), Net of Tax, Attributable to Parent	$ (1,889)	$ 2,951	$ (3,341)	$ 4,854
Income (loss) from continuing operations, net of tax - Basic	$ 0.83	$ 0.76	$ 2.04	$ 1.62
Income (loss) from continuing operations, net of tax - Diluted	0.83	0.75	2.02	1.61
Income (loss) per common share - Basic	0.83	0.81	2.04	1.60
Income (loss) per common share - Diluted	$ 0.83	$ 0.80	$ 2.02	$ 1.59
Statement of Stockholders' Equity [Abstract]
Retained Earnings (Accumulated Deficit)	$ 26,870	$ 35,547	$ 26,870	$ 35,547	26,527			$ 34,683
Net income (loss)	891	911	2,144	1,784
Accumulated Other Comprehensive Income (Loss), Net of Tax	2,854	8,436	2,854	8,436	7,427	$ 5,634	$ 6,396	5,366
Other Comprehensive Income (Loss), Net of Tax			(5,484)	3,070
Stockholders' Equity Attributable to Parent	53,633	69,732	53,633	69,732	58,676			67,531
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	53,832	69,946	53,832	69,946	58,870			67,702
Discontinued Operations
Income Statement Related Disclosures [Abstract]
Net investment gains (losses)				5
Provision for income tax expense (benefit)				2
AOCI Attributable to Parent
Statement of Stockholders' Equity [Abstract]
Accumulated Other Comprehensive Income (Loss), Net of Tax		8,436		8,436				5,366
Other Comprehensive Income (Loss), Net of Tax			(5,485)	3,070
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	$ 2,854	8,436	$ 2,854	8,436				5,366
Restatement impact in Net Income (loss)
Error Corrections and Prior Period Adjustments Restatement [Line Items]
Assumed variable annuity guarantee reserves		47		61
Reserves for Group Annuity products		(9)		(18)
Other revisions to continuing operations, net		3		66
Income Statement Related Disclosures [Abstract]
Income (loss) from continuing operations before provision for income tax		41		109
Provision for income tax expense (benefit)		14		38
Income (loss) from continuing operations, net of income tax		27		71
Income (loss) from discontinued operations, net of income tax		0		3
Net Income (Loss) Available to Common Stockholders, Basic		27		74
Previously Reported
Income Statement Related Disclosures [Abstract]
Net investment gains (losses)		104		112
Net derivative gains (losses)		(437)		(1,363)
Revenues		17,245		33,514
Policyholder benefits and claims		10,302		20,161
Other expenses		4,059		7,623
Total expenses		16,243		31,695
Income (loss) from continuing operations before provision for income tax		1,002		1,819
Provision for income tax expense (benefit)		115		103
Income (loss) from continuing operations, net of income tax		887		1,716
Income (loss) from discontinued operations, net of income tax		0		0
Net income (loss)		887		1,716
Net income (loss) attributable to MetLife, Inc.		884		1,710
Net Income (Loss) Available to Common Stockholders, Basic		838		1,658
Comprehensive Income (Loss), Net of Tax, Including Portion Attributable to Noncontrolling Interest		2,926		4,805
Comprehensive Income (Loss), Net of Tax, Attributable to Parent		$ 2,924		$ 4,799
Income (loss) from continuing operations, net of tax - Basic		$ 0.78		$ 1.53
Income (loss) from continuing operations, net of tax - Diluted		0.77		1.52
Income (loss) per common share - Basic		0.78		1.53
Income (loss) per common share - Diluted		$ 0.77		$ 1.52
Statement of Stockholders' Equity [Abstract]
Retained Earnings (Accumulated Deficit)		$ 35,270		$ 35,270				34,480
Net income (loss)		884		1,710
Stockholders' Equity Attributable to Parent		69,455		69,455				67,309
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest		69,669		69,669	58,870			67,480
Previously Reported | AOCI Attributable to Parent
Statement of Stockholders' Equity [Abstract]
Accumulated Other Comprehensive Income (Loss), Net of Tax		8,436		8,436				5,347
Other Comprehensive Income (Loss), Net of Tax				3,089
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest					$ 7,427			5,347
Restatement Adjustment
Income Statement Related Disclosures [Abstract]
Net investment gains (losses)		0		25
Net derivative gains (losses)		47		61
Revenues		47		86
Policyholder benefits and claims		6		12
Other expenses		0		(35)
Total expenses		6		(23)
Income (loss) from continuing operations before provision for income tax		41		109
Provision for income tax expense (benefit)		14		38
Income (loss) from continuing operations, net of income tax		27		71
Income (loss) from discontinued operations, net of income tax		0		3
Net income (loss)		27		74
Net income (loss) attributable to MetLife, Inc.		27		74
Net Income (Loss) Available to Common Stockholders, Basic		27		74
Comprehensive Income (Loss), Net of Tax, Including Portion Attributable to Noncontrolling Interest		27		55
Comprehensive Income (Loss), Net of Tax, Attributable to Parent		$ 27		$ 55
Income (loss) from continuing operations, net of tax - Basic		$ 0.03		$ 0.07
Income (loss) from continuing operations, net of tax - Diluted		0.03		0.07
Income (loss) per common share - Basic		0.03		0.07
Income (loss) per common share - Diluted		$ 0.03		$ 0.07
Statement of Stockholders' Equity [Abstract]
Retained Earnings (Accumulated Deficit)		$ 277		$ 277				203
Net income (loss)		27		74
Stockholders' Equity Attributable to Parent		277		277				222
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest		277		277				222
Restatement Adjustment | Discontinued Operations
Income Statement Related Disclosures [Abstract]
Net investment gains (losses)		0		55
Net derivative gains (losses)		190		890
Revenues		(1,959)		(3,303)
Policyholder benefits and claims		(881)		(1,883)
Other expenses		(776)		(1,037)
Total expenses		(1,934)		(3,465)
Income (loss) from continuing operations before provision for income tax		(25)		162
Provision for income tax expense (benefit)		33		141
Income (loss) from continuing operations, net of income tax		(58)		21
Income (loss) from discontinued operations, net of income tax		58		(21)
Net income (loss)		0		0
Net income (loss) attributable to MetLife, Inc.		0		0
Net Income (Loss) Available to Common Stockholders, Basic		0		0
Comprehensive Income (Loss), Net of Tax, Including Portion Attributable to Noncontrolling Interest		0		0
Comprehensive Income (Loss), Net of Tax, Attributable to Parent		$ 0		$ 0
Income (loss) from continuing operations, net of tax - Basic		$ (0.05)		$ 0.02
Income (loss) from continuing operations, net of tax - Diluted		(0.05)		0.02
Income (loss) per common share - Basic		0		0
Income (loss) per common share - Diluted		$ 0		$ 0
Statement of Stockholders' Equity [Abstract]
Net income (loss)		$ 0		$ 0
Restatement Adjustment | AOCI Attributable to Parent
Statement of Stockholders' Equity [Abstract]
Accumulated Other Comprehensive Income (Loss), Net of Tax		$ 0		0				19
Other Comprehensive Income (Loss), Net of Tax				$ (19)
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest								$ 19

Business, Basis of Presentati38

Business, Basis of Presentation and Summary of Significant Accounting Policies (New Accounting Pronouncements) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Mar. 31, 2018	Jan. 01, 2018	Dec. 31, 2017	Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Retained Earnings (Accumulated Deficit)	$ 26,870			$ 26,527	$ 35,547		$ 34,683
Accumulated Other Comprehensive Income (Loss), Net of Tax	2,854	$ 5,634		7,427	$ 8,436	$ 6,396	$ 5,366
Equity securities	1,483			2,513
Debt Securities, Trading, and Equity Securities, FV-NI	13,848			16,745
Derivative assets	7,868			8,551
Derivative liabilities	4,135			4,339
Accrued Investment Income Receivable	3,512			3,524
Premiums and Other Receivables, Net	19,608			18,423
Payables For Collateral Under Securities Loaned And Other Transactions	27,030			25,723
Other Liabilities	$ 24,930			23,982
Adjustments for New Accounting Pronouncement
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Retained Earnings (Accumulated Deficit)			$ (1,200)
Accumulated Other Comprehensive Income (Loss), Net of Tax			1,200
Accounting Standards Update 2016-01
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Retained Earnings (Accumulated Deficit)			328
Equity securities			$ 1,700
Debt Securities, Trading, and Equity Securities, FV-NI				$ 16,000
LCH update impact
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Derivative assets		(369)
Derivative liabilities		(203)
Accrued Investment Income Receivable		(14)
Premiums and Other Receivables, Net		(184)
Payables For Collateral Under Securities Loaned And Other Transactions		(365)
Other Liabilities		$ 1

Business, Basis of Presentati39

Business, Basis of Presentation and Summary of Significant Accounting Policies (Other Revenues) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Disaggregation of Revenue [Line Items]
Other revenues	$ 475	$ 292	$ 949	$ 634
Accounting Standards Update 2014-09
Disaggregation of Revenue [Line Items]
Other revenues	328		650
Corporate and Other | Accounting Standards Update 2014-09
Disaggregation of Revenue [Line Items]
Fee based investment management service revenue	74		145
U.S. | Accounting Standards Update 2014-09
Disaggregation of Revenue [Line Items]
Prepaid legal plans and administrative-only contracts	126		255
MetLife Holdings | Accounting Standards Update 2014-09
Disaggregation of Revenue [Line Items]
Distribution and Administrative Services fees	$ 56		$ 114

Segment Information (Earnings)

Segment Information (Earnings) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Revenues
Premiums	$ 15,153	$ 9,580	$ 24,331	$ 18,545
Universal life and investment-type product policy fees	1,370	1,364	2,762	2,724
Net investment income	4,473	4,193	8,218	8,614
Other revenues	475	292	949	634
Net investment gains (losses)	(227)	104	(560)	192
Net derivative gains (losses)	(59)	(200)	290	(412)
Total revenues	21,185	15,333	35,990	30,297
Expenses
Policyholder benefits and claims and policyholder dividends	15,175	9,740	24,190	18,913
Interest credited to policyholder account balances	1,424	1,292	2,193	2,743
Capitalization of DAC	(834)	(744)	(1,630)	(1,457)
Amortization of DAC and VOBA	707	656	1,400	1,319
Amortization of negative VOBA	(16)	(38)	(38)	(81)
Interest expense on debt	309	284	595	567
Other expenses	3,319	3,125	6,523	6,203
Total expenses	20,084	14,315	33,233	28,207
Provision for income tax expense (benefit)	207	162	606	282
Income (loss) from continuing operations, net of income tax	894	856	2,151	1,808
Operating Segments
Revenues
Premiums	15,153	9,716	24,331	18,855
Universal life and investment-type product policy fees	1,344	1,338	2,704	2,686
Net investment income	4,327	4,113	8,546	8,285
Other revenues	392	344	783	739
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	21,216	15,511	36,364	30,565
Expenses
Policyholder benefits and claims and policyholder dividends	15,125	9,718	24,093	18,937
Interest credited to policyholder account balances	1,157	1,066	2,274	2,102
Capitalization of DAC	(834)	(758)	(1,629)	(1,487)
Amortization of DAC and VOBA	708	707	1,405	1,352
Amortization of negative VOBA	(16)	(35)	(37)	(75)
Interest expense on debt	279	288	565	583
Other expenses	3,177	3,070	6,287	6,011
Total expenses	19,596	14,056	32,958	27,423
Provision for income tax expense (benefit)	248	288	605	648
Adjusted earnings	1,372	1,167	2,801	2,494
Operating Segments | U.S.
Revenues
Premiums	11,302	5,877	16,519	11,062
Universal life and investment-type product policy fees	262	251	520	516
Net investment income	1,719	1,575	3,381	3,187
Other revenues	203	199	407	403
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	13,486	7,902	20,827	15,168
Expenses
Policyholder benefits and claims and policyholder dividends	11,233	5,887	16,371	11,131
Interest credited to policyholder account balances	439	359	846	710
Capitalization of DAC	(114)	(116)	(220)	(216)
Amortization of DAC and VOBA	114	114	229	228
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	4	4	6	6
Other expenses	965	914	1,926	1,823
Total expenses	12,641	7,162	19,158	13,682
Provision for income tax expense (benefit)	174	247	345	496
Adjusted earnings	671	493	1,324	990
Operating Segments | Asia
Revenues
Premiums	1,654	1,659	3,402	3,367
Universal life and investment-type product policy fees	399	375	793	741
Net investment income	839	729	1,634	1,431
Other revenues	13	11	28	21
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	2,905	2,774	5,857	5,560
Expenses
Policyholder benefits and claims and policyholder dividends	1,237	1,247	2,580	2,562
Interest credited to policyholder account balances	362	333	713	654
Capitalization of DAC	(495)	(428)	(960)	(848)
Amortization of DAC and VOBA	313	290	627	581
Amortization of negative VOBA	(12)	(30)	(27)	(67)
Interest expense on debt	0	0	0	0
Other expenses	976	895	1,928	1,770
Total expenses	2,381	2,307	4,861	4,652
Provision for income tax expense (benefit)	161	157	306	303
Adjusted earnings	363	310	690	605
Operating Segments | Latin America
Revenues
Premiums	688	645	1,387	1,292
Universal life and investment-type product policy fees	275	275	557	535
Net investment income	327	289	603	592
Other revenues	9	8	17	17
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	1,299	1,217	2,564	2,436
Expenses
Policyholder benefits and claims and policyholder dividends	660	596	1,306	1,229
Interest credited to policyholder account balances	95	94	193	176
Capitalization of DAC	(91)	(88)	(185)	(170)
Amortization of DAC and VOBA	71	68	131	146
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	1	2	3	3
Other expenses	363	357	701	683
Total expenses	1,099	1,029	2,149	2,067
Provision for income tax expense (benefit)	55	34	130	72
Adjusted earnings	145	154	285	297
Operating Segments | EMEA
Revenues
Premiums	546	505	1,097	1,007
Universal life and investment-type product policy fees	107	92	219	187
Net investment income	73	78	148	152
Other revenues	20	28	36	45
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	746	703	1,500	1,391
Expenses
Policyholder benefits and claims and policyholder dividends	286	270	580	539
Interest credited to policyholder account balances	26	25	51	49
Capitalization of DAC	(121)	(100)	(239)	(192)
Amortization of DAC and VOBA	108	95	214	182
Amortization of negative VOBA	(4)	(5)	(10)	(8)
Interest expense on debt	0	0	0	0
Other expenses	339	332	690	648
Total expenses	634	617	1,286	1,218
Provision for income tax expense (benefit)	26	14	47	26
Adjusted earnings	86	72	167	147
Operating Segments | MetLife Holdings
Revenues
Premiums	957	1,022	1,907	2,081
Universal life and investment-type product policy fees	301	345	615	707
Net investment income	1,329	1,401	2,681	2,842
Other revenues	68	37	135	133
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	2,655	2,805	5,338	5,763
Expenses
Policyholder benefits and claims and policyholder dividends	1,706	1,717	3,256	3,450
Interest credited to policyholder account balances	235	255	471	512
Capitalization of DAC	(10)	(23)	(20)	(57)
Amortization of DAC and VOBA	101	139	201	213
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	2	5	4	20
Other expenses	275	370	551	710
Total expenses	2,309	2,463	4,463	4,848
Provision for income tax expense (benefit)	66	105	170	291
Adjusted earnings	280	237	705	624
Operating Segments | Corporate & Other
Revenues
Premiums	6	8	19	46
Universal life and investment-type product policy fees	0	0	0	0
Net investment income	40	41	99	81
Other revenues	79	61	160	120
Net investment gains (losses)	0	0	0	0
Net derivative gains (losses)	0	0	0	0
Total revenues	125	110	278	247
Expenses
Policyholder benefits and claims and policyholder dividends	3	1	0	26
Interest credited to policyholder account balances	0	0	0	1
Capitalization of DAC	(3)	(3)	(5)	(4)
Amortization of DAC and VOBA	1	1	3	2
Amortization of negative VOBA	0	0	0	0
Interest expense on debt	272	277	552	554
Other expenses	259	202	491	377
Total expenses	532	478	1,041	956
Provision for income tax expense (benefit)	(234)	(269)	(393)	(540)
Adjusted earnings	(173)	(99)	(370)	(169)
Significant Reconciling Items
Revenues
Premiums	0	(136)	0	(310)
Universal life and investment-type product policy fees	26	26	58	38
Net investment income	146	80	(328)	329
Other revenues	83	(52)	166	(105)
Net investment gains (losses)	(227)	104	(560)	192
Net derivative gains (losses)	(59)	(200)	290	(412)
Total revenues	(31)	(178)	(374)	(268)
Expenses
Policyholder benefits and claims and policyholder dividends	50	22	97	(24)
Interest credited to policyholder account balances	267	226	(81)	641
Capitalization of DAC	0	14	(1)	30
Amortization of DAC and VOBA	(1)	(51)	(5)	(33)
Amortization of negative VOBA	0	(3)	(1)	(6)
Interest expense on debt	30	(4)	30	(16)
Other expenses	142	55	236	192
Total expenses	488	259	275	784
Provision for income tax expense (benefit)	$ (41)	$ (126)	$ 1	$ (366)

Segment Information (Total Asse

Segment Information (Total Assets) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Segment Reporting Information [Line Items]
Total assets	$ 706,333	$ 719,892
U.S.
Segment Reporting Information [Line Items]
Total assets	256,668	255,428
Asia
Segment Reporting Information [Line Items]
Total assets	141,653	136,928
Latin America
Segment Reporting Information [Line Items]
Total assets	73,214	79,670
EMEA
Segment Reporting Information [Line Items]
Total assets	29,353	30,500
MetLife Holdings
Segment Reporting Information [Line Items]
Total assets	174,470	183,160
Corporate & Other
Segment Reporting Information [Line Items]
Total assets	$ 30,975	$ 34,206

Segment Information (Narrative)

Segment Information (Narrative) (Details) $ in Millions	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2018USD ($)	Jun. 30, 2017USD ($)	Jun. 30, 2018USD ($)Segment	Jun. 30, 2017USD ($)	Dec. 31, 2017
Segment Reporting [Abstract]
Number of segments | Segment			5
Segment Reporting Information [Line Items]
Total revenues	$ 21,185	$ 15,333	$ 35,990	$ 30,297
Concentration Risk, Percentage			10.00%		10.00%
U.S. | One U.S. Customer
Segment Reporting Information [Line Items]
Total revenues	$ 6,000
Premiums, universal life and investment-type product policy fees and other revenues | U.S. | One U.S. Customer
Segment Reporting Information [Line Items]
Concentration Risk, Percentage	35.00%		21.00%

Separation of Brighthouse (Deta

Separation of Brighthouse (Details) - USD ($) $ in Millions	Aug. 04, 2017	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Reduction of long-term debt				$ 944	$ 0
Non-investment portfolio gains (losses) (2)		$ (238)	$ (113)	(314)	(10)
Brighthouse Financial, Inc
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Common Stock, Shares, Owned by MetLife, INC.	22,996,436
Discontinued Operation, Equity Method Investment Retained after Disposal, Ownership Interest after Disposal	19.20%
Equity Method Investment, Quoted Market Value						$ 1,300
Discontinued Operation, Separation Costs			330		407
Discontinued Operation, Other fees and cost required			$ 294		$ 294
Reduction of long-term debt				944
FVO Common Stock | Brighthouse Financial, Inc
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Non-investment portfolio gains (losses) (2)		$ (159)		$ (327)

Separation of Brighthouse (Agre

Separation of Brighthouse (Agreements) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Related Party Transaction [Line Items]
Other Assets	$ 8,230	$ 8,167
Brighthouse Financial, Inc
Related Party Transaction [Line Items]
Income Taxes Receivable	726	726
Payable to Brighthouse	(726)	(726)
Other Assets	$ 333	$ 333

Separation of Brighthouse (Effe

Separation of Brighthouse (Effects of Affiliated Reinsurance on Statements of Operations) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Premiums Earned, Net [Abstract]
Premiums Earned, Net	$ 15,153	$ 9,580	$ 24,331	$ 18,545
Insurance Services Revenue [Abstract]
Insurance Commissions and Fees	1,370	1,364	2,762	2,724
Policyholder Benefits and Claims Incurred, Net [Abstract]
Policyholder benefits and claims	14,866	9,427	23,584	18,290
Interest Credited To Policyholder Account Balances [Abstract]
Interest Credited to Policyholders Account Balances	1,424	1,292	2,193	2,743
Other Expenses
Operating Expenses	3,485	3,283	6,850	6,551
Brighthouse Financial, Inc | Assumed Reinsurance [Member]
Premiums Earned, Net [Abstract]
Assumed Premiums Earned	105	115	201	212
Insurance Services Revenue [Abstract]
Assumed Insurance Commissions And Fees	(3)	(1)	(2)	(5)
Policyholder Benefits and Claims Incurred, Net [Abstract]
Policyholder Benefits and Claims Incurred, Assumed	84	91	162	166
Interest Credited To Policyholder Account Balances [Abstract]
Assumed Interest Credited To Policyholders Account Balances	3	4	7	8
Other Expenses
Assumed Operating Expenses	31	36	65	6
Brighthouse Financial, Inc | Ceded Reinsurance [Member]
Premiums Earned, Net [Abstract]
Ceded Premiums Earned	(3)	(4)	(6)	(7)
Insurance Services Revenue [Abstract]
Ceded Insurance Commissions And Fees	(20)	(22)	(44)	(46)
Policyholder Benefits and Claims Incurred, Net [Abstract]
Policyholder Benefits and Claims Incurred, Ceded	0	(6)	(10)	(12)
Interest Credited To Policyholder Account Balances [Abstract]
Ceded Interest Credited To Policyholders Account Balances	(17)	(18)	(35)	(36)
Other Expenses
Ceded Operating Expenses	(4)	(4)	(18)	(25)
Brighthouse Financial, Inc | Reinsurance [Member]
Premiums Earned, Net [Abstract]
Premiums Earned, Net	102	111	195	205
Insurance Services Revenue [Abstract]
Insurance Commissions and Fees	(23)	(23)	(46)	(51)
Policyholder Benefits and Claims Incurred, Net [Abstract]
Policyholder benefits and claims	84	85	152	154
Interest Credited To Policyholder Account Balances [Abstract]
Interest Credited to Policyholders Account Balances	(14)	(14)	(28)	(28)
Other Expenses
Operating Expenses	$ 27	$ 32	$ 47	$ (19)

Separation of Brighthouse (Ef46

Separation of Brighthouse (Effects of Affiliated Reinsurance on Balance Sheets) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Assets [Abstract]
Premiums, reinsurance and other receivables relating to variable interest entities	$ 19,608	$ 18,423
Deferred Policy Acquisition Costs and Present Value of Future Insurance Profits, Net	19,013	18,419
Liabilities [Abstract]
Liability for Future Policy Benefits	184,461	177,974
Other Policy-Related Balances	15,908	15,515
Other Liabilities	24,930	23,982
Assumed Reinsurance [Member] | Affiliated Entity [Member]
Assets [Abstract]
Premiums, reinsurance and other receivables relating to variable interest entities	157	167
Deferred Policy Acquisition Costs and Present Value of Future Insurance Profits, Net	381	384
Reinsurance Assets	538	551
Liabilities [Abstract]
Liability for Future Policy Benefits	1,842	1,734
Other Policy-Related Balances	120	119
Other Liabilities	1,446	1,458
Reinsurance Liabilities	3,408	3,311
Ceded Reinsurance [Member] | Affiliated Entity [Member]
Assets [Abstract]
Premiums, reinsurance and other receivables relating to variable interest entities	1,788	1,793
Deferred Policy Acquisition Costs and Present Value of Future Insurance Profits, Net	(40)	(40)
Reinsurance Assets	1,748	1,753
Liabilities [Abstract]
Liability for Future Policy Benefits	0	0
Other Policy-Related Balances	22	28
Other Liabilities	16	19
Reinsurance Liabilities	$ 38	$ 47

Separation of Brighthouse (Addi

Separation of Brighthouse (Additional Trans with Brighthouse - Investment and Debt) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Line of Credit Facility [Line Items]
Discontinued Operation after Disposal, Revenue	$ 32		$ 61
Brighthouse Financial, Inc
Line of Credit Facility [Line Items]
Revenue from Related Parties		$ 24		$ 49
Brighthouse Financial, Inc | Committed Credit Facility Six [Member]
Line of Credit Facility [Line Items]
Line of Credit Facility, Maximum Borrowing Capacity	2,900		2,900
Letters of Credit Outstanding, Amount	$ 2,400		$ 2,400

Separation of Brighthouse (Serv

Separation of Brighthouse (Service Agreements and Other) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Related Party Transaction [Line Items]
Discontinued Operation after Disposal, Revenue	$ 32		$ 61
Other Policy-Related Balances	15,908		15,908		$ 15,515
Insurance Commissions and Fees	1,370	$ 1,364	2,762	$ 2,724
Brighthouse Financial, Inc
Related Party Transaction [Line Items]
Discontinued Operation after Disposal, Revenue	78		157
Revenue from Related Parties		83		164
Other Policy-Related Balances	1,300		1,300		1,300
Insurance Commissions and Fees	31	$ 31	63	$ 62
Employee matters agreement, impact of Separation	179		179		186
Related Party Transaction, Due from (to) Related Party	$ 111		$ 111		$ 97

Separation of Brighthouse (Inco

Separation of Brighthouse (Income Statement) (Details) - Brighthouse Financial, Inc - USD ($) $ in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2017
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Disposal Group, Including Discontinued Operation, Other Income	$ 90	$ 122
Disposal Group, Including Discontinued Operation, Revenue	1,959	3,308
Disposal Group, Including Discontinued Operation, Other Expense	776	1,037
Disposal Group, Including Discontinued Operation, Operating Expenses	1,934	3,465
Discontinued Operation, Income (Loss) from Discontinued Operation, before Income Tax	25	(157)
Discontinued Operation, Tax Effect of Discontinued Operation	(33)	(139)
Income (loss) from discontinued operations before loss on disposal of discontinued operations, net of income tax	58	(18)
Premiums
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Disposal Group, Including Discontinued Operation, Revenue	355	705
Universal life and investment-type product policy fees
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Disposal Group, Including Discontinued Operation, Revenue	938	1,880
Net investment income
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Disposal Group, Including Discontinued Operation, Revenue	766	1,541
Gain (Loss) on Investments
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Disposal Group, Including Discontinued Operation, Revenue	0	(50)
Gain (Loss) on Derivative Instruments
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Disposal Group, Including Discontinued Operation, Revenue	(190)	(890)
Policyholder benefits and claims
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Disposal Group, Including Discontinued Operation, Operating Expenses	881	1,883
Interest credited to policyholder account balances
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Disposal Group, Including Discontinued Operation, Operating Expenses	270	531
Policyholder dividend expense
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Disposal Group, Including Discontinued Operation, Operating Expenses	$ 7	$ 14

Separation of Brighthouse (Cash

Separation of Brighthouse (Cash flows) (Details) - Brighthouse Financial, Inc $ in Millions	6 Months Ended
	Jun. 30, 2017USD ($)
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Operating activities	$ 1,310
Investing activities	(2,288)
Financing activities	$ 195

Insurance (Guarantees Related t

Insurance (Guarantees Related to Annuity Contracts) (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Variable Annuity Guarantees: | Guaranteed Death Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Total account value	$ 63,195	$ 66,724
Separate account value (1)	42,991	45,431
Net amount at risk	$ 1,599	$ 1,238
Average attained age of contractholders	66 years	65 years
Variable Annuity Guarantees: | Guaranteed Annuitization Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Total account value	$ 24,673	$ 26,223
Separate account value (1)	22,802	24,336
Net amount at risk	$ 510	$ 525
Average attained age of contractholders	66 years	65 years
Other Annuity Guarantees: | Guaranteed Annuitization Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Total account value	$ 1,330	$ 1,424
Net amount at risk	$ 517	$ 569
Average attained age of contractholders	50 years	50 years

Insurance (Guarantees Related52

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, 2018	Dec. 31, 2017
Secondary Guarantees
Net Amount at Risk by Product and Guarantee [Line Items]
Total account value (1), (3)	$ 9,089	$ 9,036
Net amount at risk (7)	$ 65,541	$ 66,956
Average attained age of policyholders	57 years	56 years
Paid-Up Guarantees
Net Amount at Risk by Product and Guarantee [Line Items]
Total account value (1), (3)	$ 3,136	$ 3,207
Net amount at risk (7)	$ 16,060	$ 16,615
Average attained age of policyholders	64 years	63 years

Insurance (Rollforward of Unpai

Insurance (Rollforward of Unpaid Claims) (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017
Liability for Claims and Claims Adjustment Expense [Line Items]
Balance, beginning of period	$ 17,094	$ 16,157
Less: Reinsurance recoverables	2,198	1,968
Net balance, beginning of period	14,896	14,189
Incurred related to:
Current period	12,257	12,747
Prior periods (2)	200	24
Total incurred	12,457	12,771
Paid related to:
Current period	(8,021)	(8,709)
Prior periods	(4,146)	(3,753)
Total paid	(12,167)	(12,462)
Net balance, end of period	15,186	14,498
Add: Reinsurance recoverables	2,289	2,227
Balance, end of period (included in future policy benefits and other policy-related balances)	$ 17,475	16,725
Restatement Adjustment
Paid related to:
Net balance, end of period		(150)
Add: Reinsurance recoverables		$ 147

Closed Block (Liabilities and A

Closed Block (Liabilities and Assets) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017	Dec. 31, 2016
Closed Block Liabilities
Future policy benefits	$ 40,180	$ 40,463
Other policy-related balances	204	222
Policyholder dividends payable	468	437
Policyholder dividend obligation	792	2,121	$ 1,931
Other liabilities	371	212
Total closed block liabilities	42,015	43,455
Assets Designated to the Closed Block
Fixed maturity securities available-for-sale, at estimated fair value	26,194	27,904
Equity securities, at estimated fair value	68	70
Mortgage loans	6,290	5,878
Policy loans	4,520	4,548
Real estate and real estate joint ventures	591	613
Other invested assets	694	731
Total investments	38,357	39,744
Accrued investment income	457	477
Premiums, reinsurance and other receivables; cash and cash equivalents designated to the closed block	70	14
Current income tax recoverable	36	35
Deferred income tax assets	19	36
Total assets designated to the closed block	38,939	40,306
Excess of closed block liabilities over assets designated to the closed block	3,076	3,149
Amounts included in AOCI:
Unrealized investment gains (losses), net of income tax	1,312	1,863
Unrealized gains (losses) on derivatives, net of income tax	16	(7)
Allocated to policyholder dividend obligation, net of income tax	(626)	(1,379)
Total amounts included in AOCI	702	477
Maximum future earnings to be recognized from closed block assets and liabilities	$ 3,778	$ 3,626

Closed Block (Policyholder Divi

Closed Block (Policyholder Dividend Obligation) (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Closed block policyholder dividend obligation
Balance, beginning of period	$ 2,121	$ 1,931
Change in unrealized investment and derivative gains (losses)	(1,329)	190
Balance, end of period	$ 792	$ 2,121

Closed Block (Revenues and Expe

Closed Block (Revenues and Expenses) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Revenues
Premiums	$ 410	$ 432	$ 797	$ 834
Net investment income	431	452	875	918
Net investment gains (losses)	(24)	(2)	(53)	(10)
Net derivative gains (losses)	13	(10)	10	(18)
Total revenues	830	872	1,629	1,724
Expenses
Policyholder benefits and claims	596	614	1,167	1,182
Policyholder dividends	238	247	482	497
Other expenses	30	32	59	64
Total expenses	864	893	1,708	1,743
Revenues, net of expenses before provision for income tax expense (benefit)	(34)	(21)	(79)	(19)
Provision for income tax expense (benefit)	(7)	(8)	(17)	(8)
Revenues, net of expenses and provision for income tax expense (benefit)	$ (27)	$ (13)	$ (62)	$ (11)

Investments (Fixed Maturity and

Investments (Fixed Maturity and Equity Securities Available-For-Sale by Sector) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Debt Securities, Available-for-sale [Abstract]
Cost or Amortized Cost	$ 292,257	$ 286,069
Gross Unrealized OTTI Loss	34	41
Debt Securities, Available-for-sale	306,331	308,931
Equity securities	$ 1,483	$ 2,513
Percentage of Available-for-sale Equity Securities	100.00%	100.00%
Fixed Maturity Securities
Debt Securities, Available-for-sale [Abstract]
Gross Unrealized Gain	$ 18,872	$ 24,765
Gross Unrealized Temporary Loss	4,832	1,945
Gross Unrealized OTTI Loss	(34)	(42)
U.S. corporate
Debt Securities, Available-for-sale [Abstract]
Cost or Amortized Cost	81,382	76,005
Gross Unrealized Gain	4,233	7,007
Gross Unrealized Temporary Loss	1,589	351
Gross Unrealized OTTI Loss	0	0
Debt Securities, Available-for-sale	84,026	82,661
U.S. government and agency
Debt Securities, Available-for-sale [Abstract]
Cost or Amortized Cost	42,701	43,446
Gross Unrealized Gain	3,229	4,227
Gross Unrealized Temporary Loss	543	279
Gross Unrealized OTTI Loss	0	0
Debt Securities, Available-for-sale	45,387	47,394
Foreign government
Debt Securities, Available-for-sale [Abstract]
Cost or Amortized Cost	56,106	55,351
Gross Unrealized Gain	6,082	6,495
Gross Unrealized Temporary Loss	506	312
Gross Unrealized OTTI Loss	0	0
Debt Securities, Available-for-sale	61,682	61,534
Foreign corporate
Debt Securities, Available-for-sale [Abstract]
Cost or Amortized Cost	52,930	52,409
Gross Unrealized Gain	2,780	3,836
Gross Unrealized Temporary Loss	1,433	676
Gross Unrealized OTTI Loss	0	0
Debt Securities, Available-for-sale	54,277	55,569
RMBS
Debt Securities, Available-for-sale [Abstract]
Cost or Amortized Cost	27,390	27,846
Gross Unrealized Gain	976	1,145
Gross Unrealized Temporary Loss	556	233
Gross Unrealized OTTI Loss	(35)	(42)
Debt Securities, Available-for-sale	27,845	28,800
State and political subdivision
Debt Securities, Available-for-sale [Abstract]
Cost or Amortized Cost	10,683	10,752
Gross Unrealized Gain	1,395	1,717
Gross Unrealized Temporary Loss	52	13
Gross Unrealized OTTI Loss	0	1
Debt Securities, Available-for-sale	12,026	12,455
ABS
Debt Securities, Available-for-sale [Abstract]
Cost or Amortized Cost	12,818	12,213
Gross Unrealized Gain	85	116
Gross Unrealized Temporary Loss	36	39
Gross Unrealized OTTI Loss	1	(1)
Debt Securities, Available-for-sale	12,866	12,291
CMBS
Debt Securities, Available-for-sale [Abstract]
Cost or Amortized Cost	8,247	8,047
Gross Unrealized Gain	92	222
Gross Unrealized Temporary Loss	117	42
Gross Unrealized OTTI Loss	0	0
Debt Securities, Available-for-sale	8,222	8,227
Equity Securities
Debt Securities, Available-for-sale [Abstract]
Equity securities	1,483	2,513
Common Stock
Debt Securities, Available-for-sale [Abstract]
Equity securities	$ 1,062	$ 2,035
Percentage of Available-for-sale Equity Securities	71.60%	81.00%
Non-redeemable preferred stock
Debt Securities, Available-for-sale [Abstract]
Equity securities	$ 421	$ 478
Percentage of Available-for-sale Equity Securities	28.40%	19.00%

Investments (Maturities of Fixe

Investments (Maturities of Fixed Maturity Securities) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Available-for-sale Securities, Debt Maturities [Abstract]
Amortized Cost, Due in one year or less	$ 13,437
Amortized Cost, Due after one year through five years	59,285
Amortized Cost, Due after five years through ten years	61,369
Amortized Cost, Due after ten years	109,711
Amortized Cost, Structured Securities	48,455
Amortized Cost, Subtotal	292,257	$ 286,069
Estimated Fair Value, Due in one year or less	13,456
Estimated Fair Value, Due after one year through five years	60,971
Estimated Fair Value, Due after five years through ten years	63,077
Estimated Fair Value, Due after ten years	119,894
Estimated Fair Value, Structured Securities	48,933
Debt Securities, Available-for-sale	$ 306,331	$ 308,931

Investments (Continuous Gross U

Investments (Continuous Gross Unrealized Losses for Fixed Maturity and Equity Securities Available-For-Sale) (Details) $ in Millions	Jun. 30, 2018USD ($)	Dec. 31, 2017USD ($)
Debt Securities, Available-for-sale [Line Items]
Total number of securities in an unrealized loss position less than 12 months	6,572	2,598
Total number of securities in an unrealized loss position equal to or greater than 12 months	1,881	1,955
Fixed Maturity Securities
Debt Securities, Available-for-sale [Line Items]
Less than 12 months Estimated Fair Value	$ 88,901	$ 41,943
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	2,914	435
Equal to or Greater than 12 Months Estimated Fair Value	19,865	23,375
Equal to or Greater than 12 Months Gross Unrealized Loss	1,884	1,468
U.S. corporate
Debt Securities, Available-for-sale [Line Items]
Less than 12 months Estimated Fair Value	29,888	5,604
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	1,145	92
Equal to or Greater than 12 Months Estimated Fair Value	4,227	4,115
Equal to or Greater than 12 Months Gross Unrealized Loss	444	259
U.S. government and agency
Debt Securities, Available-for-sale [Line Items]
Less than 12 months Estimated Fair Value	18,165	18,273
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	217	93
Equal to or Greater than 12 Months Estimated Fair Value	3,300	3,560
Equal to or Greater than 12 Months Gross Unrealized Loss	326	186
Foreign government
Debt Securities, Available-for-sale [Line Items]
Less than 12 months Estimated Fair Value	5,007	4,234
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	258	83
Equal to or Greater than 12 Months Estimated Fair Value	2,960	3,251
Equal to or Greater than 12 Months Gross Unrealized Loss	248	229
Foreign corporate
Debt Securities, Available-for-sale [Line Items]
Less than 12 months Estimated Fair Value	14,309	4,422
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	865	99
Equal to or Greater than 12 Months Estimated Fair Value	4,676	6,802
Equal to or Greater than 12 Months Gross Unrealized Loss	568	577
RMBS
Debt Securities, Available-for-sale [Line Items]
Less than 12 months Estimated Fair Value	11,604	6,359
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	307	50
Equal to or Greater than 12 Months Estimated Fair Value	3,537	4,159
Equal to or Greater than 12 Months Gross Unrealized Loss	214	141
State and political subdivision
Debt Securities, Available-for-sale [Line Items]
Less than 12 months Estimated Fair Value	1,064	182
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	31	2
Equal to or Greater than 12 Months Estimated Fair Value	299	346
Equal to or Greater than 12 Months Gross Unrealized Loss	21	12
ABS
Debt Securities, Available-for-sale [Line Items]
Less than 12 months Estimated Fair Value	4,588	1,695
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	17	7
Equal to or Greater than 12 Months Estimated Fair Value	445	729
Equal to or Greater than 12 Months Gross Unrealized Loss	20	31
CMBS
Debt Securities, Available-for-sale [Line Items]
Less than 12 months Estimated Fair Value	4,276	1,174
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	74	9
Equal to or Greater than 12 Months Estimated Fair Value	421	413
Equal to or Greater than 12 Months Gross Unrealized Loss	$ 43	$ 33

Investments (Mortgage Loans by

Investments (Mortgage Loans by Portfolio Segment) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017	Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Mortgage Loans on Real Estate, Commercial and Consumer, Net	$ 70,852	$ 68,731
Percentage Of Mortgage Loans On Real Estate To Mortgage Loans On Real Estate Commercial And Consumer Net	100.00%	100.00%
Percentage Of Loans And Leases Receivable Consumer Other To Mortgage Loans On Real Estate Commercial And Consumer Net	0.60%	0.80%
Loans Receivable, Gross, Commercial, Agricultural	$ 13,293	$ 13,014
Percentage Of Loans Receivable Commercial Agricultural To Mortgage Loans On Real Estate Commercial And Consumer Net	18.80%	18.90%
Loans Receivable, Gross, Commercial, Mortgage	$ 46,075	$ 44,375
Percentage Of Loans Receivable Commercial Mortgage To Mortgage Loans On Real Estate Commercial And Consumer Net	65.00%	64.60%
Loans and Leases Receivable, Gross, Consumer, Mortgage	$ 11,404	$ 11,136
Percentage Of Loans And Leases Receivable Consumer Mortgage To Mortgage Loans On Real Estate Commercial And Consumer Net	16.10%	16.20%
Mortgage Loans Held For Investment	$ 70,772	$ 68,525
Percentage Of Mortgage Loans Held For Investment To Mortgage Loans On Real Estate Commercial And Consumer Net	99.90%	99.70%
Allowance for Loan and Lease Losses, Real Estate	$ 325	$ 314	$ 312	$ 304
Percentage Of Allowance For Loan And Lease Losses Real Estate To Mortgage Loans On Real Estate Commercial And Consumer Net	(0.50%)	(0.50%)
Loans and Leases Receivable, Net Amount	$ 70,447	$ 68,211
Percentage Of Mortgage Loans Held For Investment Net To Mortgage Loans On Real Estate Commercial And Consumer Net	99.40%	99.20%
Residential Loans Held For Investment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Mortgage Loans on Real Estate, Commercial and Consumer, Net	$ 405	$ 520

Investments (Mortgage Loans and

Investments (Mortgage Loans and Valuation Allowance by Portfolio Segment) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	$ 13	$ 22
Impaired Financing Receivable, with Related Allowance, Recorded Investment	13	21
Impaired Financing Receivable, Related Allowance	2	2
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	513	385
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	473	351
Financing Receivable, Collectively Evaluated for Impairment	70,286	68,153
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	323	312
Impaired Financing Receivable, Recorded Investment	484	370
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	0	0
Impaired Financing Receivable, with Related Allowance, Recorded Investment	0	0
Impaired Financing Receivable, Related Allowance	0	0
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	0	0
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	0
Financing Receivable, Collectively Evaluated for Impairment	46,075	44,375
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	227	214
Impaired Financing Receivable, Recorded Investment	0	0
Agricultural Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	13	22
Impaired Financing Receivable, with Related Allowance, Recorded Investment	13	21
Impaired Financing Receivable, Related Allowance	2	2
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	112	27
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	111	27
Financing Receivable, Collectively Evaluated for Impairment	13,169	12,966
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	39	39
Impaired Financing Receivable, Recorded Investment	122	46
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	0	0
Impaired Financing Receivable, with Related Allowance, Recorded Investment	0	0
Impaired Financing Receivable, Related Allowance	0	0
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	401	358
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	362	324
Financing Receivable, Collectively Evaluated for Impairment	11,042	10,812
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	57	59
Impaired Financing Receivable, Recorded Investment	$ 362	$ 324

Investments (Valuation Allowanc

Investments (Valuation Allowance Rollforward by Portfolio Segment) (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017	Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for Loan and Lease Losses, Real Estate	$ 325	$ 312	$ 314	$ 304
Provision for Loan and Lease Losses	(15)	(15)
Allowance for Loan and Lease Losses, Write-offs	4	7
Agricultural Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for Loan and Lease Losses, Real Estate	41	39	41	39
Provision for Loan and Lease Losses	0	0
Allowance for Loan and Lease Losses, Write-offs	0	0
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for Loan and Lease Losses, Real Estate	57	65	59	63
Provision for Loan and Lease Losses	(2)	(9)
Allowance for Loan and Lease Losses, Write-offs	4	7
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for Loan and Lease Losses, Real Estate	227	208	$ 214	$ 202
Provision for Loan and Lease Losses	(13)	(6)
Allowance for Loan and Lease Losses, Write-offs	$ 0	$ 0

Investments (Credit Quality of

Investments (Credit Quality of Commercial Mortgage Loans) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 46,075	$ 44,375
Loans Receivable Commercial Mortgage Percentage	100.00%	100.00%
Estimated Fair Value Commercial Mortgage	$ 46,372	$ 45,084
Estimated Fair Value Commercial Mortgage Percentage	100.00%	100.00%
Debt Service Coverage Ratio Range Two [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 1,341	$ 1,959
Debt Service Coverage Ratio Range Three [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	691	524
Debt Service Coverage Ratio Range One [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	44,043	41,892
Mortgage Loans By Credit Quality Indicator Range Two [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 4,628	$ 4,400
Loans Receivable Commercial Mortgage Percentage	10.00%	9.90%
Estimated Fair Value Commercial Mortgage	$ 4,628	$ 4,408
Estimated Fair Value Commercial Mortgage Percentage	10.00%	9.80%
Mortgage Loans By Credit Quality Indicator Range Two [Member] | Debt Service Coverage Ratio Range Two [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 264	$ 98
Mortgage Loans By Credit Quality Indicator Range Two [Member] | Debt Service Coverage Ratio Range Three [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	433	119
Mortgage Loans By Credit Quality Indicator Range Two [Member] | Debt Service Coverage Ratio Range One [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	3,931	4,183
Mortgage Loans By Credit Quality Indicator Range Three [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 671	$ 502
Loans Receivable Commercial Mortgage Percentage	1.50%	1.10%
Estimated Fair Value Commercial Mortgage	$ 638	$ 476
Estimated Fair Value Commercial Mortgage Percentage	1.40%	1.00%
Mortgage Loans By Credit Quality Indicator Range Three [Member] | Debt Service Coverage Ratio Range Two [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 210	$ 210
Mortgage Loans By Credit Quality Indicator Range Three [Member] | Debt Service Coverage Ratio Range Three [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	56	57
Mortgage Loans By Credit Quality Indicator Range Three [Member] | Debt Service Coverage Ratio Range One [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	405	235
Mortgage Loans By Credit Quality Indicator Range Four [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 654	$ 716
Loans Receivable Commercial Mortgage Percentage	1.40%	1.60%
Estimated Fair Value Commercial Mortgage	$ 618	$ 672
Estimated Fair Value Commercial Mortgage Percentage	1.30%	1.50%
Mortgage Loans By Credit Quality Indicator Range Four [Member] | Debt Service Coverage Ratio Range Two [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 176	$ 168
Mortgage Loans By Credit Quality Indicator Range Four [Member] | Debt Service Coverage Ratio Range Three [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	0	147
Mortgage Loans By Credit Quality Indicator Range Four [Member] | Debt Service Coverage Ratio Range One [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	478	401
Mortgage Loans By Credit Quality Indicator Range One [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 40,122	$ 38,757
Loans Receivable Commercial Mortgage Percentage	87.10%	87.40%
Estimated Fair Value Commercial Mortgage	$ 40,488	$ 39,528
Estimated Fair Value Commercial Mortgage Percentage	87.30%	87.70%
Mortgage Loans By Credit Quality Indicator Range One [Member] | Debt Service Coverage Ratio Range Two [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 691	$ 1,483
Mortgage Loans By Credit Quality Indicator Range One [Member] | Debt Service Coverage Ratio Range Three [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	202	201
Mortgage Loans By Credit Quality Indicator Range One [Member] | Debt Service Coverage Ratio Range One [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Mortgage	$ 39,229	$ 37,073

Investments (Credit Quality o64

Investments (Credit Quality of Agricultural and Residential Mortgage Loans) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Gross, Consumer, Mortgage	$ 11,404	$ 11,136
Loans And Leases Receivable Consumer Mortgage Percentage	100.00%	100.00%
Loans Receivable, Gross, Commercial, Agricultural	$ 13,293	$ 13,014
Loans Receivable Commercial Agricultural Mortgage Percentage	100.00%	100.00%
Performing Financial Instruments [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Gross, Consumer, Mortgage	$ 10,945	$ 10,622
Loans And Leases Receivable Consumer Mortgage Percentage	96.00%	95.40%
Mortgage Loans By Credit Quality Indicator Range Two [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Agricultural	$ 676	$ 618
Loans Receivable Commercial Agricultural Mortgage Percentage	5.10%	4.70%
Mortgage Loans By Credit Quality Indicator Range Three [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Agricultural	$ 32	$ 40
Loans Receivable Commercial Agricultural Mortgage Percentage	0.20%	0.30%
Mortgage Loans By Credit Quality Indicator Range Four [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Agricultural	$ 9	$ 9
Loans Receivable Commercial Agricultural Mortgage Percentage	0.10%	0.10%
Nonperforming Financial Instruments [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Gross, Consumer, Mortgage	$ 459	$ 514
Loans And Leases Receivable Consumer Mortgage Percentage	4.00%	4.60%
Mortgage Loans By Credit Quality Indicator Range One [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Gross, Commercial, Agricultural	$ 12,576	$ 12,347
Loans Receivable Commercial Agricultural Mortgage Percentage	94.60%	94.90%

Investments (Past Due and Inter

Investments (Past Due and Interest Accrual Status of Mortgage Loans) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, Past Due	$ 693	$ 648
Loans and Leases Receivable, Nonperforming, Accrual of Interest	167	158
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	711	517
Agricultural Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, Past Due	233	134
Loans and Leases Receivable, Nonperforming, Accrual of Interest	136	125
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	107	36
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, Past Due	459	514
Loans and Leases Receivable, Nonperforming, Accrual of Interest	31	33
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	428	481
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, Past Due	1	0
Loans and Leases Receivable, Nonperforming, Accrual of Interest	0	0
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	$ 176	$ 0

Investments (Net Unrealized Inv

Investments (Net Unrealized Investment Gains Losses) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Components of net unrealized investment gains (losses) included in accumulated other comprehensive loss
Fixed maturity securities	$ 13,918	$ 22,645
Fixed maturity securities with noncredit OTTI losses included in AOCI	34	41
Total fixed maturity securities	13,952	22,686
Equity securities	0	421
Derivatives	1,547	1,453
Other	112	46
Subtotal	15,611	24,606
Future policy benefits	(132)	(77)
DAC, VOBA and DSI	(1,156)	(1,768)
Policyholder dividend obligation	(792)	(2,121)
Subtotal	(2,080)	(3,966)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(5)	(12)
Deferred income tax benefit (expense)	(3,814)	(6,958)
Net unrealized investment gains (losses)	9,712	13,670
Net unrealized investment gains (losses) attributable to noncontrolling interests	(9)	(8)
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$ 9,703	$ 13,662

Investments (Changes in Net Unr

Investments (Changes in Net Unrealized Investment Gains Losses) (Details) $ in Millions	6 Months Ended
	Jun. 30, 2018USD ($)
Changes In Net Unrealized Investment Gains Losses Included In Accumulated Other Comprehensive Loss [Abstract]
Balance, beginning of period	$ 13,662
Changes In Net Unrealized Investment Gains Losses Related To Cumulative Effects Of Changes In Accounting Principles, Net Of Income Tax	1,258
Fixed maturity securities on which noncredit OTTI losses have been recognized	(7)
Unrealized investment gains (losses) during the period	(8,563)
Unrealized investment gains (losses) relating to:
Future policy benefits	(55)
DAC, VOBA and DSI	612
Policyholder dividend obligation	1,329
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	7
Deferred income tax benefit (expense)	1,461
Net unrealized investment gains (losses)	9,704
Net unrealized investment gains (losses) attributable to noncontrolling interests	(1)
Balance, end of period	9,703
Change in net unrealized investment gains (losses)	(3,958)
Change in net unrealized investment gains (losses) attributable to noncontrolling interests	(1)
Change in net unrealized investment gains (losses) attributable to MetLife, Inc.	$ (3,959)

Investments (Securities Lending

Investments (Securities Lending) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 19,244	$ 19,417
Security collateral on deposit from counterparties	47	19
Reinvestment portfolio — estimated fair value	19,374	19,508
Amortized cost
Securities Financing Transaction [Line Items]
Securities loaned	18,052	17,801
Estimated fair value
Securities Financing Transaction [Line Items]
Securities loaned	$ 18,846	$ 19,028

Investments (Securities Lendi69

Investments (Securities Lending Remaining Tenor) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Securities Financing Transaction [Line Items]
Total	$ 19,244	$ 19,417
U.S. government and agency
Securities Financing Transaction [Line Items]
Total	18,207	18,391
Foreign government
Securities Financing Transaction [Line Items]
Total	962	1,026
Agency Securities [Member]
Securities Financing Transaction [Line Items]
Total	75	0
Maturity Overnight
Securities Financing Transaction [Line Items]
Total	4,042	3,753
Maturity Overnight | U.S. government and agency
Securities Financing Transaction [Line Items]
Total	4,042	3,753
Maturity Overnight | Foreign government
Securities Financing Transaction [Line Items]
Total	0	0
Maturity Overnight | Agency Securities [Member]
Securities Financing Transaction [Line Items]
Total	0	0
Maturity Less than 30 Days
Securities Financing Transaction [Line Items]
Total	4,594	6,223
Maturity Less than 30 Days | U.S. government and agency
Securities Financing Transaction [Line Items]
Total	4,274	6,031
Maturity Less than 30 Days | Foreign government
Securities Financing Transaction [Line Items]
Total	245	192
Maturity Less than 30 Days | Agency Securities [Member]
Securities Financing Transaction [Line Items]
Total	75	0
Maturity 30 to 180 Days [Member]
Securities Financing Transaction [Line Items]
Total	10,608	9,441
Maturity 30 to 180 Days [Member] | U.S. government and agency
Securities Financing Transaction [Line Items]
Total	9,891	8,607
Maturity 30 to 180 Days [Member] | Foreign government
Securities Financing Transaction [Line Items]
Total	717	834
Maturity 30 to 180 Days [Member] | Agency Securities [Member]
Securities Financing Transaction [Line Items]
Total	$ 0	$ 0

Investments (Repurchase Agreeme

Investments (Repurchase Agreements - Securities Lending) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 19,244	$ 19,417
Reinvestment portfolio — estimated fair value	19,374	19,508
Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	2,560	1,102
Reinvestment portfolio — estimated fair value	2,568	1,102
Repurchase Agreements [Member] | Amortized cost
Securities Financing Transaction [Line Items]
Securities Sold under Agreements to Repurchase	2,519	994
Repurchase Agreements [Member] | Estimated fair value
Securities Financing Transaction [Line Items]
Securities Sold under Agreements to Repurchase	$ 2,622	$ 1,141

Investments (Repurchase Agree71

Investments (Repurchase Agreements - Securities Lending Remaining Tenor) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Securities Financing Transaction [Line Items]
Total	$ 19,244	$ 19,417
Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Total	2,560	1,102
U.S. government and agency
Securities Financing Transaction [Line Items]
Total	18,207	18,391
U.S. government and agency | Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Total	2,465	1,005
Other Debt Obligations [Member] | Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Total	95	97
Maturity Less than 30 Days
Securities Financing Transaction [Line Items]
Total	4,594	6,223
Maturity Less than 30 Days | Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Total	2,509	1,049
Maturity Less than 30 Days | U.S. government and agency
Securities Financing Transaction [Line Items]
Total	4,274	6,031
Maturity Less than 30 Days | U.S. government and agency | Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Total	2,465	1,005
Maturity Less than 30 Days | Other Debt Obligations [Member] | Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Total	44	44
Maturity 30 to 180 Days [Member]
Securities Financing Transaction [Line Items]
Total	10,608	9,441
Maturity 30 to 180 Days [Member] | Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Total	51	53
Maturity 30 to 180 Days [Member] | U.S. government and agency
Securities Financing Transaction [Line Items]
Total	9,891	8,607
Maturity 30 to 180 Days [Member] | U.S. government and agency | Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Total	0	0
Maturity 30 to 180 Days [Member] | Other Debt Obligations [Member] | Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Total	$ 51	$ 53

Investments Investments (FHLB B

Investments Investments (FHLB Boston Advance Agreements Remaining Tenor) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]
Federal Home Loan Bank, Advances, Branch of FHLB Bank, Amount of Advances	$ 800	$ 300
Foreign Government Debt Securities [Member] | Maturity 30 to 180 Days [Member]
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]
Federal Home Loan Bank, Advances, Branch of FHLB Bank, Amount of Advances	625	300
Foreign Government Debt Securities [Member] | Maturity 180 to 360 Days [Member] [Domain]
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]
Federal Home Loan Bank, Advances, Branch of FHLB Bank, Amount of Advances	75	0
Foreign Government Debt Securities [Member] | Maturity Less than 30 Days [Member]
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]
Federal Home Loan Bank, Advances, Branch of FHLB Bank, Amount of Advances	$ 100	$ 0

Investments (Invested Assets on

Investments (Invested Assets on Deposit, Held In Trust and Pledged as Collateral) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Investments, Debt and Equity Securities [Abstract]
Invested assets on deposit (regulatory deposits)	$ 1,804	$ 1,879
Invested assets held in trust (collateral financing arrangement and reinsurance agreements)	3,100	2,490
Invested assets pledged as collateral	24,808	24,174
Total invested assets on deposit, held in trust and pledged as collateral	$ 29,712	$ 28,543

Investments (Consolidated Varia

Investments (Consolidated Variable Interest Entities) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Variable Interest Entity [Line Items]
Total Assets	$ 473	$ 148
Total Liabilities	6	9
Partnership [Member]
Variable Interest Entity [Line Items]
Total Assets	109	116
Total Liabilities	0	3
Consolidated Entities [Member]
Variable Interest Entity [Line Items]
Total Assets	333	0
Total Liabilities	1	0
Other
Variable Interest Entity [Line Items]
Total Assets	31	32
Total Liabilities	$ 5	$ 6

Investments (Unconsolidated Var

Investments (Unconsolidated Variable Interest Entities) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Variable Interest Entity [Line Items]
Carrying Amount Asset	$ 54,803	$ 56,381
Carrying Amount Liability	59,202	60,429
Other limited partnership interests
Variable Interest Entity [Line Items]
Carrying Amount Asset	5,088	4,834
Carrying Amount Liability	9,269	8,543
Other invested assets
Variable Interest Entity [Line Items]
Carrying Amount Asset	1,866	2,291
Carrying Amount Liability	2,080	2,625
Other
Variable Interest Entity [Line Items]
Carrying Amount Asset	37	82
Carrying Amount Liability	41	87
Structured securities (RMBS, CMBS, and ABS)
Variable Interest Entity [Line Items]
Carrying Amount Asset	46,531	47,614
Carrying Amount Liability	46,531	47,614
U.S. corporate and foreign corporate securities
Variable Interest Entity [Line Items]
Carrying Amount Asset	1,281	1,560
Carrying Amount Liability	$ 1,281	$ 1,560

Investments (Net Investment Inc

Investments (Net Investment Income) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Net Investment Income [Line Items]
Less: Investment expenses	$ 315	$ 271	$ 617	$ 532
Subtotal	4,473	4,193	8,218	8,614
Securities Investment
Net Investment Income [Line Items]
Subtotal	4,502	4,250	8,902	8,516
Subtotal	4,187	3,979	8,285	7,984
Fixed maturity securities
Net Investment Income [Line Items]
Subtotal	3,014	2,839	5,910	5,664
Equity Securities
Net Investment Income [Line Items]
Subtotal	15	31	31	62
Actively Traded Securities At Estimated Fair Value And FVO Securities [Member]
Net Investment Income [Line Items]
Subtotal	8	16	14	45
Mortgage loans
Net Investment Income [Line Items]
Subtotal	815	758	1,607	1,494
Policy loans
Net Investment Income [Line Items]
Subtotal	127	129	251	256
Real Estate Investment [Member]
Net Investment Income [Line Items]
Subtotal	195	169	363	322
Real estate and real estate joint ventures
Net Investment Income [Line Items]
Subtotal	97	121	302	284
Other limited partnership interests
Net Investment Income [Line Items]
Subtotal	120	194	327	434
Cash, cash equivalents and short-term investments
Net Investment Income [Line Items]
Subtotal	95	56	167	107
Operating joint ventures
Net Investment Income [Line Items]
Subtotal	19	5	32	7
Other
Net Investment Income [Line Items]
Subtotal	94	53	200	125
FVO contractholder-directed unit-linked investments
Net Investment Income [Line Items]
Subtotal	$ 286	$ 214	$ (67)	$ 630

Investments (Components of Net

Investments (Components of Net Investment Gains Losses) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Debt Securities, Available-for-sale [Line Items]
Changes In Estimated Fair Value Subsequent To Purchase For Equity Securities	$ 31		$ (5)
Marketable Securities, Gain (Loss) [Abstract]
Fixed maturity securities — net gains (losses) on sales and disposals	(46)	$ 45	(141)	$ 43
Equity securities — net gains (losses) on sales and disposals	14	5	116	48
Change In Estimated Fair Value Of Equity Securities	20	0	(113)	0
Other net investment gains (losses):
Mortgage loans	(15)	(14)	(36)	(26)
Real estate and real estate joint ventures	89	270	114	267
Other limited partnership interests	8	(11)	8	(18)
Other	(58)	(70)	(188)	(96)
Subtotal	12	217	(240)	202
Change In Estimated Fair Value Of Other Limited Partnership Interests And Real Estate Joint Ventures	(1)	0	(6)	0
Non-investment portfolio gains (losses) (2)	(238)	(113)	(314)	(10)
Total net investment gains (losses)	(227)	104	(560)	192
State and political subdivision
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	(3)	0	(3)
Fixed Maturity Securities
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	(3)	0	(3)
Net investment gains (losses)	(46)	42	(141)	40
Equity Securities
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	(5)	0	(13)
Net investment gains (losses)	34	0	3	35
Nonredeemable Preferred Stock [Member]
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	0	0	0	(1)
Common Stock
Marketable Securities, Gain (Loss) [Abstract]
Total OTTI losses recognized in earnings	$ 0	$ (5)	$ 0	$ (12)

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, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Fixed Maturity Securities
Debt Securities, Available-for-sale [Line Items]
Proceeds	$ 20,183	$ 12,486	$ 39,253	$ 26,947
Gross investment gains	149	117	255	259
Gross investment losses	(195)	(72)	(396)	(216)
Total OTTI losses recognized in earnings:
Total OTTI losses recognized in earnings	0	(3)	0	(3)
Net investment gains (losses)	(46)	42	(141)	40
Equity Securities
Total OTTI losses recognized in earnings:
Total OTTI losses recognized in earnings	0	(5)	0	(13)
Net investment gains (losses)	$ 34	$ 0	$ 3	$ 35

Investments (Credit Loss Rollfo

Investments (Credit Loss Rollforward) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Investments, Debt and Equity Securities [Abstract]
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Cash Flows	$ 0	$ 0	$ (1)	$ 0
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Balance, beginning of period	128	170	138	187
Reduction:
Sales (maturities, pay downs or prepayments) of securities previously impaired as credit loss OTTI	(17)	(5)	(26)	(22)
Balance, end of period	$ 111	$ 165	$ 111	$ 165

Investments (Fixed Maturity a80

Investments (Fixed Maturity and Equity Securities Available-For-Sale - Narrative) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Debt Securities, Available-for-sale [Line Items]
Federal Home Loan Bank Stock		$ 791
Gross Unrealized OTTI Loss	$ (34)	(41)
Debt Securities, Available-for-sale	306,331	308,931
CMBS
Debt Securities, Available-for-sale [Line Items]
Gross Unrealized OTTI Loss	0	0
Debt Securities, Available-for-sale	8,222	8,227
Non-income producing fixed maturity securities
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale	24	6
Gross Unrealized Gain	$ (1)	$ (4)

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
	Jun. 30, 2018USD ($)Contracts	Dec. 31, 2017USD ($)
Debt Securities, Available-for-sale [Line Items]
Debt Securities Available For Sale With Gross Unrealized Loss Of Equal To Or Greater Than Stated Percentage	20.00%
Fixed Maturity Securities
Debt Securities, Available-for-sale [Line Items]
Change in Gross Unrealized Temporary Loss	$ (2,900)
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	4,800
Gross Unrealized Temporary Loss	1,884	$ 1,468
20% or more | Six months or greater | Fixed Maturity Securities
Debt Securities, Available-for-sale [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	$ 67
Number of Securities | Contracts	32
External Credit Rating, Non Investment Grade | 20% or more | Six months or greater | Fixed Maturity Securities
Debt Securities, Available-for-sale [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	$ 52
Number of Securities | Contracts	22
Percentage of gross unrealized loss	78.00%
External Credit Rating, Investment Grade | 20% or more | Six months or greater | Fixed Maturity Securities
Debt Securities, Available-for-sale [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	$ 15
Number of Securities | Contracts	10
Percentage of gross unrealized loss	22.00%

Investments (Mortgage Loans - N

Investments (Mortgage Loans - Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of Mortgage Loans Classified as Performing	99.00%		99.00%		99.00%
Financing Receivable, Significant Purchases	$ 666	$ 742	$ 973	$ 1,500
Mortgage Loans in Process of Foreclosure, Amount	45		45		$ 48
Agricultural Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Net	13,200		13,200		13,100
Impaired Financing Receivable, Average Recorded Investment	122	13	97	21
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Net	11,700		11,700		$ 11,600
Impaired Financing Receivable, Average Recorded Investment	351	278	342	266
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Impaired Financing Receivable, Average Recorded Investment	$ 0	$ 6	$ 0	$ 8

Investments (Cash Equivalents -

Investments (Cash Equivalents - Narrative) (Details) - USD ($) $ in Billions	Jun. 30, 2018	Dec. 31, 2017
Investments, Debt and Equity Securities [Abstract]
Cash equivalents	$ 9.4	$ 6.2

Investments (Concentrations of

Investments (Concentrations of Credit Risk - Narrative) (Details) - USD ($) $ in Billions	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
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
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Government and agency fixed maturity securities	$ 29.7	$ 27.5
Foreign government | KOREA, REPUBLIC OF
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Government and agency fixed maturity securities	$ 6.4	$ 6.5

Investments (Securities Lendi85

Investments (Securities Lending Remaining Tenor - Narrative) (Details) - Estimated fair value $ in Billions	Jun. 30, 2018USD ($)
Securities Financing Transaction [Line Items]
Cash collateral on deposit from counterparties	$ 4
Securities Investment
Securities Financing Transaction [Line Items]
Percentage of Reinvestment Portfolio in Fixed Maturity Securities	62.00%

Investments (Repurchase Agree86

Investments (Repurchase Agreements - Narrative) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Securities Financing Transaction [Line Items]
Federal Home Loan Bank, Advances, General Debt Obligations, Disclosures, Collateral Pledged	$ 1,300	$ 564
Federal Home Loan Bank, Advances, Branch of FHLB Bank, Amount of Advances	$ 800	300
Repurchase Agreements [Member]
Securities Financing Transaction [Line Items]
Percentage of Reinvestment Portfolio in Fixed Maturity Securities	65.00%
U.S. government and agency
Securities Financing Transaction [Line Items]
Federal Home Loan Bank, Advances, Branch of FHLB Bank, Amount of Advances	$ 806	$ 300

Investments (Variable Interest

Investments (Variable Interest Entities - Narrative) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Investments, Debt and Equity Securities [Abstract]
Tax credits guaranteed by third parties that reduce maximum exposure to loss related to other invested assets	$ 107	$ 117

Investments (Net Investment I88

Investments (Net Investment Income - Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
FVO contractholder-directed unit-linked investments
Net Investment Income [Line Items]
Changes in estimated fair value included in net investment income	$ 165	$ 119	$ (174)	$ 449

Investments (Net Investment Gai

Investments (Net Investment Gains Losses - Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Debt Securities, Available-for-sale [Line Items]
Gains (losses) from foreign currency transactions	$ (47)	$ (118)	$ 18	$ (38)
Gain (Loss) on Sales of Loans, Net	(15)	(14)	(36)	(26)
Non-investment portfolio gains (losses) (2)	(238)	(113)	(314)	(10)
Gain (Loss) on Sale of Debt Investments	(46)	$ 45	(141)	$ 43
FVO Common Stock | Brighthouse Financial, Inc
Debt Securities, Available-for-sale [Line Items]
Non-investment portfolio gains (losses) (2)	$ (159)		$ (327)

Derivatives (Primary Risks) (De

Derivatives (Primary Risks) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Derivatives, Fair Value [Line Items]
Gross Notional Amount	$ 283,140	$ 275,916
Estimated Fair Value Assets	7,868	8,551
Estimated Fair Value Liabilities	4,135	4,339
Derivatives Designated as Hedging Instruments:
Derivatives, Fair Value [Line Items]
Gross Notional Amount	55,617	57,020
Estimated Fair Value Assets	3,613	3,764
Estimated Fair Value Liabilities	2,210	2,023
Derivatives Designated as Hedging Instruments: | Fair Value Hedges [Member]
Derivatives, Fair Value [Line Items]
Gross Notional Amount	5,869	8,212
Estimated Fair Value Assets	2,105	2,341
Estimated Fair Value Liabilities	37	58
Derivatives Designated as Hedging Instruments: | Fair Value Hedges [Member] | Interest rate swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,485	3,843
Estimated Fair Value Assets	2,074	2,289
Estimated Fair Value Liabilities	1	3
Derivatives Designated as Hedging Instruments: | Fair Value Hedges [Member] | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	665	1,116
Estimated Fair Value Assets	25	50
Estimated Fair Value Liabilities	0	18
Derivatives Designated as Hedging Instruments: | Fair Value Hedges [Member] | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,719	3,253
Estimated Fair Value Assets	6	2
Estimated Fair Value Liabilities	36	37
Derivatives Designated as Hedging Instruments: | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Gross Notional Amount	40,276	39,068
Estimated Fair Value Assets	1,441	1,377
Estimated Fair Value Liabilities	1,918	1,797
Derivatives Designated as Hedging Instruments: | Cash Flow Hedges [Member] | Interest rate swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	3,490	3,584
Estimated Fair Value Assets	136	235
Estimated Fair Value Liabilities	17	4
Derivatives Designated as Hedging Instruments: | Cash Flow Hedges [Member] | Interest rate forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	3,073	3,332
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	221	128
Derivatives Designated as Hedging Instruments: | Cash Flow Hedges [Member] | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	33,713	32,152
Estimated Fair Value Assets	1,305	1,142
Estimated Fair Value Liabilities	1,680	1,665
Derivatives Designated as Hedging Instruments: | Foreign Operations Hedges [Member]
Derivatives, Fair Value [Line Items]
Gross Notional Amount	9,472	9,740
Estimated Fair Value Assets	67	46
Estimated Fair Value Liabilities	255	168
Derivatives Designated as Hedging Instruments: | Foreign Operations Hedges [Member] | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	1,413	332
Estimated Fair Value Assets	39	2
Estimated Fair Value Liabilities	18	5
Derivatives Designated as Hedging Instruments: | Foreign Operations Hedges [Member] | Currency options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	8,059	9,408
Estimated Fair Value Assets	28	44
Estimated Fair Value Liabilities	237	163
Derivatives Not Designated or Not Qualifying as Hedging Instruments:
Derivatives, Fair Value [Line Items]
Gross Notional Amount	227,523	218,896
Estimated Fair Value Assets	4,255	4,787
Estimated Fair Value Liabilities	1,925	2,316
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Interest rate swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	53,532	60,485
Estimated Fair Value Assets	1,547	2,203
Estimated Fair Value Liabilities	239	576
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Interest rate forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	175	217
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	37	42
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Interest rate floors
Derivatives, Fair Value [Line Items]
Gross Notional Amount	7,201	7,201
Estimated Fair Value Assets	56	92
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Interest rate caps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	45,375	53,079
Estimated Fair Value Assets	246	78
Estimated Fair Value Liabilities	1	2
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Interest rate futures
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,715	4,366
Estimated Fair Value Assets	1	2
Estimated Fair Value Liabilities	5	4
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Interest rate options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	23,998	12,009
Estimated Fair Value Assets	489	656
Estimated Fair Value Liabilities	0	11
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Equity total return swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	1,048	1,048
Estimated Fair Value Assets	26	8
Estimated Fair Value Liabilities	0	2
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Synthetic GICs
Derivatives, Fair Value [Line Items]
Gross Notional Amount	17,184	11,318
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	12,333	9,902
Estimated Fair Value Assets	832	693
Estimated Fair Value Liabilities	435	506
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Gross Notional Amount	14,885	12,238
Estimated Fair Value Assets	123	79
Estimated Fair Value Liabilities	264	190
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Currency futures
Derivatives, Fair Value [Line Items]
Gross Notional Amount	869	846
Estimated Fair Value Assets	0	2
Estimated Fair Value Liabilities	6	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Currency options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	2,270	3,123
Estimated Fair Value Assets	15	55
Estimated Fair Value Liabilities	5	6
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Credit default swaps — purchased
Derivatives, Fair Value [Line Items]
Gross Notional Amount	1,948	2,020
Estimated Fair Value Assets	18	7
Estimated Fair Value Liabilities	40	43
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Credit default swaps — written
Derivatives, Fair Value [Line Items]
Gross Notional Amount	11,836	11,375
Estimated Fair Value Assets	195	271
Estimated Fair Value Liabilities	4	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Equity futures
Derivatives, Fair Value [Line Items]
Gross Notional Amount	3,272	4,005
Estimated Fair Value Assets	3	18
Estimated Fair Value Liabilities	4	4
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Equity index options
Derivatives, Fair Value [Line Items]
Gross Notional Amount	23,207	19,886
Estimated Fair Value Assets	638	569
Estimated Fair Value Liabilities	667	690
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Equity variance swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	4,661	4,661
Estimated Fair Value Assets	53	54
Estimated Fair Value Liabilities	200	199
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Equity total return swaps
Derivatives, Fair Value [Line Items]
Gross Notional Amount	1,014	1,117
Estimated Fair Value Assets	13	0
Estimated Fair Value Liabilities	$ 18	$ 41

Derivatives (Net Derivative Gai

Derivatives (Net Derivative Gains Losses) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Components of Net Derivatives Gains (Losses)
Derivatives and hedging gains (losses)	$ (210)	$ (291)	$ 102	$ (660)
Embedded derivatives gains (losses)	151	91	188	248
Total net derivative gains (losses)	$ (59)	$ (200)	$ 290	$ (412)

Derivatives (Earned Income On D

Derivatives (Earned Income On Derivatives) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Interest Income (Expense), Nonoperating, Net	$ 197	$ 202	$ 388	$ 438
Derivatives Designated as Hedging Instruments: | Net investment income
Derivative Instruments, Gain (Loss) [Line Items]
Interest Income (Expense), Nonoperating, Net	93	70	174	145
Derivatives Designated as Hedging Instruments: | Interest credited to policyholder account balances
Derivative Instruments, Gain (Loss) [Line Items]
Interest Income (Expense), Nonoperating, Net	(28)	(14)	(51)	(20)
Derivatives Designated as Hedging Instruments: | Other expenses
Derivative Instruments, Gain (Loss) [Line Items]
Interest Income (Expense), Nonoperating, Net	(4)	(2)	(6)	(5)
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Net derivative gains (losses)
Derivative Instruments, Gain (Loss) [Line Items]
Interest Income (Expense), Nonoperating, Net	133	146	266	314
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Policyholder benefits and claims
Derivative Instruments, Gain (Loss) [Line Items]
Interest Income (Expense), Nonoperating, Net	$ 3	$ 2	$ 5	$ 4

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, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ (125)	$ 71	$ (165)	$ 64
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	(271)	(667)	(68)	(1,024)
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	(75)	72	(310)	(318)
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	(1)	(544)	386	(181)
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	14	(7)	11	(15)
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	(35)	44	(79)	76
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	(174)	(232)	(76)	(586)
Derivatives Not Designated or Not Qualifying as Hedging Instruments: | Net investment income
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Gain (Loss) on Derivative, Net	0	(3)	5	(4)
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	(2)	4	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	0	0	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	0	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	0	(1)	1	(4)
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	(43)	(56)	(36)	(126)
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	(5)	(15)	(12)	(13)
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	(5)	2	(3)	2
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	$ (33)	$ (43)	$ (21)	$ (115)

Derivatives (Fair Value Hedges)

Derivatives (Fair Value Hedges) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Components Excluded from Assessment of Foreign Currency Fair Value Hedge Effectiveness	$ (12)	$ (17)	$ (20)	$ (24)
Net Derivative Gains (Losses) Recognized for Derivatives	(125)	71	(165)	64
Net Derivative Gains (Losses) Recognized for Hedged Items	121	16	172	29
Ineffectiveness Recognized in Net Derivative Gains (Losses)	(4)	87	7	93
Interest rate swaps | Fixed Maturity Securities
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	0	0	3	1
Net Derivative Gains (Losses) Recognized for Hedged Items	0	(1)	(2)	(2)
Ineffectiveness Recognized in Net Derivative Gains (Losses)	0	(1)	1	(1)
Interest rate swaps | Policyholder account balances
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	(68)	49	(281)	(2)
Net Derivative Gains (Losses) Recognized for Hedged Items	70	21	282	71
Ineffectiveness Recognized in Net Derivative Gains (Losses)	2	70	1	69
Foreign currency swaps | Foreign-denominated fixed maturity securities and mortgage loans
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	52	(2)	25	(5)
Net Derivative Gains (Losses) Recognized for Hedged Items	(53)	3	(26)	6
Ineffectiveness Recognized in Net Derivative Gains (Losses)	(1)	1	(1)	1
Foreign currency swaps | Foreign-denominated policyholder account balances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	5	45	23	46
Net Derivative Gains (Losses) Recognized for Hedged Items	(5)	(26)	(23)	(24)
Ineffectiveness Recognized in Net Derivative Gains (Losses)	0	19	0	22
Foreign currency forwards | Foreign-denominated fixed maturity securities and mortgage loans
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	(114)	(21)	65	24
Net Derivative Gains (Losses) Recognized for Hedged Items	109	19	(59)	(22)
Ineffectiveness Recognized in Net Derivative Gains (Losses)	$ (5)	$ (2)	$ 6	$ 2

Derivatives (Cash Flow Hedges)

Derivatives (Cash Flow Hedges) (Details) - USD ($)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Credit Derivative, Maximum Exposure, Undiscounted	$ 11,836,000,000		$ 11,836,000,000		$ 11,375,000,000
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net	6,000,000	$ 0	$ 6,000,000	$ 20,000,000
Maximum Length of Time Hedged in Cash Flow Hedge			4 years		5 years
Accumulated Other Comprehensive Income Loss	1,500,000,000		$ 1,500,000,000		$ 1,500,000,000
Cash Flow Hedges [Member]
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	141,000,000	26,000,000	(211,000,000)	255,000,000
Cash Flow Hedges [Member] | Interest rate swaps
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	(48,000,000)	72,000,000	(221,000,000)	77,000,000
Cash Flow Hedges [Member] | Foreign currency swaps
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	198,000,000	(139,000,000)	123,000,000	41,000,000
Cash Flow Hedges [Member] | Credit forwards [Member]
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	0	0	0	0
Cash Flow Hedges [Member] | Interest rate forwards
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	(9,000,000)	93,000,000	(113,000,000)	137,000,000
Cash Flow Hedges [Member] | 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)	(476,000,000)	420,000,000	(316,000,000)	632,000,000
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	9,000,000	4,000,000	8,000,000	7,000,000
Cash Flow Hedges [Member] | 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)	1,000,000	6,000,000	17,000,000	14,000,000
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	4,000,000	6,000,000	2,000,000	7,000,000
Cash Flow Hedges [Member] | 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)	(475,000,000)	413,000,000	(336,000,000)	621,000,000
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	6,000,000	(1,000,000)	7,000,000	1,000,000
Cash Flow Hedges [Member] | Net derivative gains (losses) | Credit forwards [Member]
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	1,000,000	0	1,000,000
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	0	0	0
Cash Flow Hedges [Member] | 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)	(2,000,000)	0	3,000,000	(4,000,000)
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	(1,000,000)	(1,000,000)	(1,000,000)	(1,000,000)
Cash Flow Hedges [Member] | 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)	5,000,000	4,000,000	9,000,000	8,000,000
Cash Flow Hedges [Member] | 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)	6,000,000	3,000,000	9,000,000	7,000,000
Cash Flow Hedges [Member] | 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)	(1,000,000)	(1,000,000)	(1,000,000)	(1,000,000)
Cash Flow Hedges [Member] | Net Investment Income | Credit forwards [Member]
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	0	0	0
Cash Flow Hedges [Member] | 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)	0	2,000,000	1,000,000	2,000,000
Cash Flow Hedges [Member] | 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)	1,000,000	1,000,000	2,000,000	2,000,000
Cash Flow Hedges [Member] | 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
Cash Flow Hedges [Member] | Other expenses | Foreign currency swaps
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	0	1,000,000	1,000,000
Cash Flow Hedges [Member] | Other expenses | Credit forwards [Member]
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	0	0	0
Cash Flow Hedges [Member] | Other expenses | Interest rate forwards
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	$ 1,000,000	1,000,000	$ 1,000,000	1,000,000
Discontinued Operations | Brighthouse Financial, Inc | Cash Flow Hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Reduction of Deferred Gains within AOCI		(33,000,000)		(52,000,000)
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)		$ 4,000,000		$ 16,000,000

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, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	$ 81	$ (33)	$ (76)	$ (359)
Foreign currency forwards
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	43	(31)	35	(126)
Currency options
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gains (Losses) Deferred in AOCI (Effective Portion)	$ 38	$ (2)	$ (111)	$ (233)

Derivatives (Credit Derivatives

Derivatives (Credit Derivatives) (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 191	$ 271
Maximum Amount of Future Payments under Credit Default Swaps	$ 11,836	$ 11,375
Weighted Average Years to Maturity	4 years 2 months	4 years 4 months
Aaa/Aa/A
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 44	$ 51
Maximum Amount of Future Payments under Credit Default Swaps	$ 2,842	$ 2,643
Weighted Average Years to Maturity	2 years 5 months	2 years 8 months
Aaa/Aa/A | Single name credit default swaps (3)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 6	$ 7
Maximum Amount of Future Payments under Credit Default Swaps	$ 383	$ 375
Weighted Average Years to Maturity	2 years 1 month	2 years 7 months
Aaa/Aa/A | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 38	$ 44
Maximum Amount of Future Payments under Credit Default Swaps	$ 2,459	$ 2,268
Weighted Average Years to Maturity	2 years 5 months	2 years 8 months
Baa
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 106	$ 190
Maximum Amount of Future Payments under Credit Default Swaps	$ 8,254	$ 8,267
Weighted Average Years to Maturity	4 years 10 months	4 years 10 months
Baa | Single name credit default swaps (3)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 4	$ 7
Maximum Amount of Future Payments under Credit Default Swaps	$ 507	$ 605
Weighted Average Years to Maturity	1 year 11 months	1 year 10 months
Baa | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 102	$ 183
Maximum Amount of Future Payments under Credit Default Swaps	$ 7,747	$ 7,662
Weighted Average Years to Maturity	5 years	5 years
Ba
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 0	$ 1
Maximum Amount of Future Payments under Credit Default Swaps	$ 10	$ 115
Weighted Average Years to Maturity	2 years	3 years 5 months
Ba | Single name credit default swaps (3)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 0	$ 1
Maximum Amount of Future Payments under Credit Default Swaps	$ 10	$ 115
Weighted Average Years to Maturity	2 years	3 years 5 months
Ba | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 0	$ 0
Maximum Amount of Future Payments under Credit Default Swaps	$ 0	$ 0
Weighted Average Years to Maturity	0 years	0 years
B
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 41	$ 29
Maximum Amount of Future Payments under Credit Default Swaps	$ 730	$ 350
Weighted Average Years to Maturity	5 years	4 years 11 months
B | Single name credit default swaps (3)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 0	$ 2
Maximum Amount of Future Payments under Credit Default Swaps	$ 0	$ 20
Weighted Average Years to Maturity	0 years	3 years 6 months
B | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$ 41	$ 27
Maximum Amount of Future Payments under Credit Default Swaps	$ 730	$ 330
Weighted Average Years to Maturity	5 years	5 years

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, 2018	Dec. 31, 2017
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	$ 7,954	$ 8,626
Gross estimated fair value of derivative liabilities	4,088	4,290
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	7,954	8,626
Estimated fair value of derivative liabilities presented in the consolidated balance sheets	4,088	4,290
Net amount of derivative assets after application of master netting agreements and cash collateral	146	305
Net amount of derivative liabilities after application of master netting agreements and cash collateral	76	57
Over the Counter [Member]
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	7,713	7,955
Gross estimated fair value of derivative liabilities	4,027	4,059
Gross estimated fair value of derivative assets	(2,606)	(2,528)
Gross estimated fair value of derivative liabilities	(2,606)	(2,528)
Cash collateral on derivative assets	(4,075)	(4,169)
Cash collateral on derivative liabilities	(90)	0
Securities collateral on derivative assets	(908)	(1,004)
Securities collateral on derivative liabilities	(1,260)	(1,474)
Cleared [Member]
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	237	649
Gross estimated fair value of derivative liabilities	46	223
Gross estimated fair value of derivative assets	(17)	(35)
Gross estimated fair value of derivative liabilities	(17)	(35)
Cash collateral on derivative assets	(202)	(584)
Cash collateral on derivative liabilities	(10)	(179)
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	(15)	(9)
Exchange-traded
Offsetting Assets [Line Items]
Gross estimated fair value of derivative assets	4	22
Gross estimated fair value of derivative liabilities	15	8
Gross estimated fair value of derivative assets	0	(1)
Gross estimated fair value of derivative liabilities	0	(1)
Cash collateral on derivative assets	0	0
Cash collateral on derivative liabilities	(7)	(5)
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	$ (7)	$ (2)

Derivatives (Credit Risk on Fre

Derivatives (Credit Risk on Freestanding Derivatives) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in a Net Liability Position (1)	$ 1,422	$ 1,532
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	11	15
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	11	20
Fixed maturity securities
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided:	1,398	1,701
Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided:	90	0
Derivatives Subject to Credit- Contingent Provisions
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in a Net Liability Position (1)	1,379	1,508
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	11	15
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	11	20
Derivatives Subject to Credit- Contingent Provisions | Fixed maturity securities
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided:	1,362	1,675
Derivatives Subject to Credit- Contingent Provisions | Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided:	90	0
Derivatives Not Subject to Credit- Contingent Provisions
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in a Net Liability Position (1)	43	24
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:	36	26
Derivatives Not Subject to Credit- Contingent Provisions | Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided:	$ 0	$ 0

Derivatives (Embedded Derivativ

Derivatives (Embedded Derivatives) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Derivatives, Fair Value [Line Items]
Net derivatives gains (losses)	$ 151	$ 91	$ 188	$ 248
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded derivatives within asset host contracts	153		153		$ 12
Embedded derivatives within liability host contracts	393		393		418
Ceded guaranteed minimum benefits | Premiums, reinsurance and other receivables
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded derivatives within asset host contracts	153		153		144
Direct guaranteed minimum benefits | Policyholder account balances
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded derivatives within liability host contracts	(19)		(19)		32
Assumed guaranteed minimum benefits | Policyholder account balances
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded derivatives within liability host contracts	340		340		291
Funds withheld on ceded reinsurance | Other liabilities
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded derivatives within liability host contracts	(7)		(7)		25
Fixed annuities with equity indexed returns | Policyholder account balances
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded derivatives within liability host contracts	79		79		70
Options embedded in debt or equity securities [Member] | Other
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded derivatives within asset host contracts	0		0		$ (132)
Nonperformance Risk [Member]
Derivatives, Fair Value [Line Items]
Net derivatives gains (losses)	$ (25)	$ (89)	$ (5)	$ (141)

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, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	$ 151	$ 91	$ 188	$ 248
Net derivative gains (losses)
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	$ 151	$ 91	$ 188	$ 248

Derivatives (Narrative) (Detail

Derivatives (Narrative) (Details) - USD ($)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	$ 11,836,000,000		$ 11,836,000,000		$ 11,375,000,000
Estimated Fair Value of Credit Default Swaps	191,000,000		191,000,000		271,000,000
Estimated Fair Value Assets	7,868,000,000		7,868,000,000		8,551,000,000
Estimated Fair Value Liabilities	4,135,000,000		4,135,000,000		4,339,000,000
Excess securities collateral received on derivatives	249,000,000		249,000,000		$ 253,000,000
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	151,000,000	$ 91,000,000	188,000,000	$ 248,000,000
Derivative Instrument Detail [Abstract]
Change in fair value of derivatives excluded from the assessment of hedge effectiveness	(12,000,000)	(17,000,000)	(20,000,000)	(24,000,000)
Net amounts reclassified into net derivatives gains (losses) on discontinued cash flow hedges	6,000,000	$ 0	$ 6,000,000	$ 20,000,000
Hedging exposure to variability in future cash flows for specific length of time			4 years		5 years
Accumulated Other Comprehensive Income Loss	$ 1,500,000,000		$ 1,500,000,000		$ 1,500,000,000
Deferred net gains (losses) expected to be reclassified to earnings			$ 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	$ 233,000,000		$ 233,000,000		309,000,000
Potential future recoveries available to offset maximum amount of future payments under credit default swaps	16,000,000		16,000,000		27,000,000
Excess securities collateral provided on derivatives	253,000,000		253,000,000		272,000,000
Securities collateral received which the company is permitted to sell or repledge, amount that has been sold or repledged	0		0
Nonperformance Risk [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	(25,000,000)	$ (89,000,000)	(5,000,000)	$ (141,000,000)
Over the Counter [Member]
Derivatives, Fair Value [Line Items]
Excess securities collateral received on derivatives	(77,000,000)		(77,000,000)		(108,000,000)
Excess securities collateral provided on derivatives	(177,000,000)		(177,000,000)		(305,000,000)
Cash collateral on derivative assets	(4,075,000,000)		(4,075,000,000)		(4,169,000,000)
Exchange-traded
Derivatives, Fair Value [Line Items]
Excess securities collateral received on derivatives	(546,000,000)		(546,000,000)		(522,000,000)
Excess securities collateral provided on derivatives	(82,000,000)		(82,000,000)		(89,000,000)
Cash collateral on derivative assets	0		0		0
Cash Flow Hedging [Member] | Discontinued Operations | Brighthouse Financial, Inc
Derivative Instrument Detail [Abstract]
Reduction of Deferred Gains within AOCI		(33,000,000)		(52,000,000)
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net		$ 4,000,000		$ 16,000,000
Accrued Liabilities [Member]
Derivatives, Fair Value [Line Items]
Estimated Fair Value Assets	86,000,000		86,000,000		75,000,000
Estimated Fair Value Liabilities	$ (47,000,000)		$ (47,000,000)		$ (49,000,000)

Fair Value (Recurring Fair Valu

Fair Value (Recurring Fair Value Measurements) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Assets [Abstract]
Debt Securities, Available-for-sale	$ 306,331	$ 308,931
Available-for-sale Securities, Equity Securities	1,483	2,513
Debt Securities, Trading, and Equity Securities, FV-NI	13,848	16,745
Short-term investments	3,853	4,870
Mortgage Loans on Real Estate, Commercial and Consumer, Net	70,852	68,731
Derivative assets	7,868	8,551
Embedded derivatives within asset host contracts	153	12
Separate account assets	191,347	205,001
Liabilities [Abstract]
Derivative liabilities	4,135	4,339
Embedded derivatives within liability host contracts	393	418
Separate account liabilities	$ 191,347	$ 205,001
Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Percentage of Unit-linked investments within Unit-linked and FVO Securities	85.00%	85.00%
Net Embedded Derivatives
Assets [Abstract]
Debt and equity securities also included in embedded derivatives	$ 0	$ (132)
Residential mortgage loans - FVO
Assets [Abstract]
Mortgage Loans on Real Estate, Commercial and Consumer, Net	405	520
Recurring
Assets [Abstract]
Debt Securities, Available-for-sale	306,331	308,931
Available-for-sale Securities, Equity Securities	1,483	2,513
Debt Securities, Trading, and Equity Securities, FV-NI	13,848	16,745
Other limited partnership interests	168
Short-term investments	3,175	4,286
Other investments	185	165
Derivative assets	7,868	8,551
Embedded derivatives within asset host contracts	153	144
Separate account assets	191,347	205,001
Total assets	524,963	546,856
Liabilities [Abstract]
Derivative liabilities	4,135	4,339
Embedded derivatives within liability host contracts	393	418
Total liabilities	4,546	4,766
Recurring | Interest rate contracts
Assets [Abstract]
Derivative assets	4,575	5,563
Liabilities [Abstract]
Derivative liabilities	521	772
Recurring | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	2,373	2,069
Liabilities [Abstract]
Derivative liabilities	2,681	2,590
Recurring | Credit contracts
Assets [Abstract]
Derivative assets	213	278
Liabilities [Abstract]
Derivative liabilities	44	43
Recurring | Equity market contracts
Assets [Abstract]
Derivative assets	707	641
Liabilities [Abstract]
Derivative liabilities	889	934
Recurring | Derivative Liabilities Within Separate Accounts
Liabilities [Abstract]
Separate account liabilities	18	9
Recurring | Residential mortgage loans - FVO
Assets [Abstract]
Mortgage Loans on Real Estate, Commercial and Consumer, Net	405	520
Recurring | U.S. corporate
Assets [Abstract]
Debt Securities, Available-for-sale	84,026	82,661
Recurring | Foreign government
Assets [Abstract]
Debt Securities, Available-for-sale	61,682	61,534
Recurring | Foreign corporate
Assets [Abstract]
Debt Securities, Available-for-sale	54,277	55,569
Recurring | U.S. government and agency
Assets [Abstract]
Debt Securities, Available-for-sale	45,387	47,394
Recurring | RMBS
Assets [Abstract]
Debt Securities, Available-for-sale	27,845	28,800
Recurring | State and political subdivision
Assets [Abstract]
Debt Securities, Available-for-sale	12,026	12,455
Recurring | ABS
Assets [Abstract]
Debt Securities, Available-for-sale	12,866	12,291
Recurring | CMBS
Assets [Abstract]
Debt Securities, Available-for-sale	8,222	8,227
Recurring | Level 1
Assets [Abstract]
Debt Securities, Available-for-sale	24,231	26,052
Available-for-sale Securities, Equity Securities	936	1,104
Debt Securities, Trading, and Equity Securities, FV-NI	11,526	14,028
Other limited partnership interests	0
Short-term investments	936	3,001
Other investments	85	81
Derivative assets	4	22
Embedded derivatives within asset host contracts	0	0
Separate account assets	84,346	89,916
Total assets	122,064	134,204
Liabilities [Abstract]
Derivative liabilities	15	8
Embedded derivatives within liability host contracts	0	0
Total liabilities	19	8
Recurring | Level 1 | Interest rate contracts
Assets [Abstract]
Derivative assets	1	2
Liabilities [Abstract]
Derivative liabilities	5	4
Recurring | Level 1 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	0	2
Liabilities [Abstract]
Derivative liabilities	6	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	3	18
Liabilities [Abstract]
Derivative liabilities	4	4
Recurring | Level 1 | Derivative Liabilities Within Separate Accounts
Liabilities [Abstract]
Separate account liabilities	4	0
Recurring | Level 1 | Residential mortgage loans - FVO
Assets [Abstract]
Mortgage Loans on Real Estate, Commercial and Consumer, Net	0	0
Recurring | Level 1 | U.S. corporate
Assets [Abstract]
Debt Securities, Available-for-sale	0	0
Recurring | Level 1 | Foreign government
Assets [Abstract]
Debt Securities, Available-for-sale	0	0
Recurring | Level 1 | Foreign corporate
Assets [Abstract]
Debt Securities, Available-for-sale	0	0
Recurring | Level 1 | U.S. government and agency
Assets [Abstract]
Debt Securities, Available-for-sale	24,231	26,052
Recurring | Level 1 | RMBS
Assets [Abstract]
Debt Securities, Available-for-sale	0	0
Recurring | Level 1 | State and political subdivision
Assets [Abstract]
Debt Securities, Available-for-sale	0	0
Recurring | Level 1 | ABS
Assets [Abstract]
Debt Securities, Available-for-sale	0	0
Recurring | Level 1 | CMBS
Assets [Abstract]
Debt Securities, Available-for-sale	0	0
Recurring | Level 2
Assets [Abstract]
Debt Securities, Available-for-sale	266,638	266,610
Available-for-sale Securities, Equity Securities	139	981
Debt Securities, Trading, and Equity Securities, FV-NI	2,053	2,355
Other limited partnership interests	0
Short-term investments	1,680	1,252
Other investments	100	84
Derivative assets	7,659	8,295
Embedded derivatives within asset host contracts	0	0
Separate account assets	105,856	114,124
Total assets	384,125	393,701
Liabilities [Abstract]
Derivative liabilities	3,648	3,965
Embedded derivatives within liability host contracts	0	0
Total liabilities	3,655	3,972
Recurring | Level 2 | Interest rate contracts
Assets [Abstract]
Derivative assets	4,548	5,553
Liabilities [Abstract]
Derivative liabilities	295	638
Recurring | Level 2 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	2,296	1,954
Liabilities [Abstract]
Derivative liabilities	2,624	2,553
Recurring | Level 2 | Credit contracts
Assets [Abstract]
Derivative assets	179	240
Liabilities [Abstract]
Derivative liabilities	44	43
Recurring | Level 2 | Equity market contracts
Assets [Abstract]
Derivative assets	636	548
Liabilities [Abstract]
Derivative liabilities	685	731
Recurring | Level 2 | Derivative Liabilities Within Separate Accounts
Liabilities [Abstract]
Separate account liabilities	7	7
Recurring | Level 2 | Residential mortgage loans - FVO
Assets [Abstract]
Mortgage Loans on Real Estate, Commercial and Consumer, Net	0	0
Recurring | Level 2 | U.S. corporate
Assets [Abstract]
Debt Securities, Available-for-sale	79,872	78,171
Recurring | Level 2 | Foreign government
Assets [Abstract]
Debt Securities, Available-for-sale	61,526	61,325
Recurring | Level 2 | Foreign corporate
Assets [Abstract]
Debt Securities, Available-for-sale	47,810	48,840
Recurring | Level 2 | U.S. government and agency
Assets [Abstract]
Debt Securities, Available-for-sale	21,156	21,342
Recurring | Level 2 | RMBS
Assets [Abstract]
Debt Securities, Available-for-sale	24,774	25,339
Recurring | Level 2 | State and political subdivision
Assets [Abstract]
Debt Securities, Available-for-sale	12,018	12,455
Recurring | Level 2 | ABS
Assets [Abstract]
Debt Securities, Available-for-sale	11,649	11,204
Recurring | Level 2 | CMBS
Assets [Abstract]
Debt Securities, Available-for-sale	7,833	7,934
Recurring | Level 3
Assets [Abstract]
Debt Securities, Available-for-sale	15,462	16,269
Available-for-sale Securities, Equity Securities	408	428
Debt Securities, Trading, and Equity Securities, FV-NI	269	362
Other limited partnership interests	168
Short-term investments	559	33
Other investments	0	0
Derivative assets	205	234
Embedded derivatives within asset host contracts	153	144
Separate account assets	1,145	961
Total assets	18,774	18,951
Liabilities [Abstract]
Derivative liabilities	472	366
Embedded derivatives within liability host contracts	393	418
Total liabilities	872	786
Recurring | Level 3 | Interest rate contracts
Assets [Abstract]
Derivative assets	26	8
Liabilities [Abstract]
Derivative liabilities	221	130
Recurring | Level 3 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	77	113
Liabilities [Abstract]
Derivative liabilities	51	37
Recurring | Level 3 | Credit contracts
Assets [Abstract]
Derivative assets	34	38
Liabilities [Abstract]
Derivative liabilities	0	0
Recurring | Level 3 | Equity market contracts
Assets [Abstract]
Derivative assets	68	75
Liabilities [Abstract]
Derivative liabilities	200	199
Recurring | Level 3 | Derivative Liabilities Within Separate Accounts
Liabilities [Abstract]
Separate account liabilities	7	2
Recurring | Level 3 | Residential mortgage loans - FVO
Assets [Abstract]
Mortgage Loans on Real Estate, Commercial and Consumer, Net	405	520
Recurring | Level 3 | U.S. corporate
Assets [Abstract]
Debt Securities, Available-for-sale	4,154	4,490
Recurring | Level 3 | Foreign government
Assets [Abstract]
Debt Securities, Available-for-sale	156	209
Recurring | Level 3 | Foreign corporate
Assets [Abstract]
Debt Securities, Available-for-sale	6,467	6,729
Recurring | Level 3 | U.S. government and agency
Assets [Abstract]
Debt Securities, Available-for-sale	0	0
Recurring | Level 3 | RMBS
Assets [Abstract]
Debt Securities, Available-for-sale	3,071	3,461
Recurring | Level 3 | State and political subdivision
Assets [Abstract]
Debt Securities, Available-for-sale	8	0
Recurring | Level 3 | ABS
Assets [Abstract]
Debt Securities, Available-for-sale	1,217	1,087
Recurring | Level 3 | CMBS
Assets [Abstract]
Debt Securities, Available-for-sale	$ 389	$ 293

Fair Value (Transfers Between L

Fair Value (Transfers Between Levels) (Narrative) (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Fair Value Disclosures [Abstract]
Fair Value Assets And Liabilities Transferred Between Levels 1 And Levels 2	$ 0	$ 0

Fair Value (Quantitative Inform

Fair Value (Quantitative Information) (Details)	Jun. 30, 2018	Dec. 31, 2017
Interest rate contracts | Minimum | Measurement Input, Swap Yield
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	287	200
Interest rate contracts | Minimum | Measurement Input, Repurchase Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	1	(5)
Interest rate contracts | Maximum | Measurement Input, Swap Yield
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	311	300
Interest rate contracts | Maximum | Measurement Input, Repurchase Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	52	5
Foreign currency exchange rate contracts | Minimum | Measurement Input, Swap Yield
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	(27)	(14)
Foreign currency exchange rate contracts | Maximum | Measurement Input, Swap Yield
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	309	309
Credit contracts | Minimum | Measurement Input, Credit Spread
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	97	0
Credit contracts | Maximum | Measurement Input, Credit Spread
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	100	0
Equity market contracts | Minimum | Measurement Input, Price Volatility
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	0.1700	0.1100
Equity market contracts | Minimum | Measurement Input, Correlation
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	0.1000	0.1000
Equity market contracts | Maximum | Measurement Input, Price Volatility
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	0.3000	0.3100
Equity market contracts | Maximum | Measurement Input, Correlation
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	0.3000	0.3000
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Minimum | Measurement Input, Utilization Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0	0
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Minimum | Measurement Input, Withdrawal Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0	0
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Minimum | Measurement Input, Long-Term Equity Volatility
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.0847	0.0825
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Minimum | Measurement Input, Counterparty Credit Risk
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.0003	0.0002
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Minimum | Durations 1 - 10 | Measurement Input, Lapse Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.0025	0.0025
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Minimum | Durations 11 - 20 | Measurement Input, Lapse Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.0200	0.0200
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Minimum | Durations 21 - 116 | Measurement Input, Lapse Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.0125	0.0125
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Minimum | Ages 0 - 40 | Measurement Input, Mortality Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0	0
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Minimum | Ages 41 - 60 | Measurement Input, Mortality Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.0003	0.0003
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Minimum | Ages 61 - 115 | Measurement Input, Mortality Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0	0.0015
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Maximum | Measurement Input, Utilization Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.2500	0.2500
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Maximum | Measurement Input, Withdrawal Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.2000	0.2000
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Maximum | Measurement Input, Long-Term Equity Volatility
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.3300	0.3300
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Maximum | Measurement Input, Counterparty Credit Risk
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.0146	0.0132
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Maximum | Durations 1 - 10 | Measurement Input, Lapse Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	1	1
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Maximum | Durations 11 - 20 | Measurement Input, Lapse Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	1	1
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Maximum | Durations 21 - 116 | Measurement Input, Lapse Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	1	1
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Maximum | Ages 0 - 40 | Measurement Input, Mortality Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.0021	0.0021
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Maximum | Ages 41 - 60 | Measurement Input, Mortality Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	0.0075	0.0075
Embedded derivatives direct, assumed and ceded guaranteed minimum benefits | Maximum | Ages 61 - 115 | Measurement Input, Mortality Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Asset (Liability) Net, Measurement Input	1	1
U.S. corporate and foreign corporate securities | Minimum | Measurement Input, Quoted Price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	37	10
U.S. corporate and foreign corporate securities | Minimum | Valuation Technique, Matrix Pricing
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	87	83
U.S. corporate and foreign corporate securities | Minimum | Valuation Technique, Consensus Pricing Model
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	96	97
U.S. corporate and foreign corporate securities | Maximum | Measurement Input, Quoted Price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	770	443
U.S. corporate and foreign corporate securities | Maximum | Valuation Technique, Matrix Pricing
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	137	142
U.S. corporate and foreign corporate securities | Maximum | Valuation Technique, Consensus Pricing Model
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	104	104
U.S. corporate and foreign corporate securities | Weighted Average | Measurement Input, Quoted Price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	126	121
U.S. corporate and foreign corporate securities | Weighted Average | Valuation Technique, Matrix Pricing
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	106	110
U.S. corporate and foreign corporate securities | Weighted Average | Valuation Technique, Consensus Pricing Model
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	101	101
RMBS | Minimum | Measurement Input, Quoted Price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0	0
RMBS | Maximum | Measurement Input, Quoted Price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	109	126
RMBS | Weighted Average | Measurement Input, Quoted Price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	95	94
ABS | Minimum | Measurement Input, Quoted Price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	3	5
ABS | Minimum | Valuation Technique, Consensus Pricing Model
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	100	100
ABS | Maximum | Measurement Input, Quoted Price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	117	117
ABS | Maximum | Valuation Technique, Consensus Pricing Model
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	103	103
ABS | Weighted Average | Measurement Input, Quoted Price
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	100	100
ABS | Weighted Average | Valuation Technique, Consensus Pricing Model
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	101	100

Fair Value (Unobservable Input

Fair Value (Unobservable Input Reconciliation) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Residential mortgage loans - FVO
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	$ 438	$ 639	$ 520	$ 566
Total realized/unrealized gains (losses) included in net income (loss)	1	6	3	3
Total realized/unrealized gains (losses) included in AOCI	0	0	0	0
Purchases	0	42	0	174
Sales	(17)	(47)	(81)	(79)
Issuances	0	0	0	0
Settlements	(17)	(25)	(37)	(49)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	405	615	405	615
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	(1)	6	(8)	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) for the instruments still held at end of period	(1)	6	(8)	3
Net Derivatives
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	(86)	(12)	(18)	9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	(182)	(397)	(132)	(562)
Total realized/unrealized gains (losses) included in net income (loss)	(106)	4	(94)	30
Total realized/unrealized gains (losses) included in AOCI	(19)	96	(123)	135
Purchases	4	0	4	0
Sales	0	0	0	0
Issuances	0	0	0	(7)
Settlements	36	9	78	116
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(267)	(288)	(267)	(288)
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	(86)	(12)	(18)	9
Net Embedded Derivatives
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	153	112	184	279
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	(328)	(695)	(274)	(729)
Total realized/unrealized gains (losses) included in net income (loss)	152	114	188	283
Total realized/unrealized gains (losses) included in AOCI	13	13	(3)	(46)
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(77)	(78)	(151)	(154)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(240)	(646)	(240)	(646)
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	153	112	184	279
Corporate fixed maturity securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	10,810	10,968	11,219	11,537
Total realized/unrealized gains (losses) included in net income (loss)	1	9	9	4
Total realized/unrealized gains (losses) included in AOCI	(369)	216	(433)	458
Purchases	806	1,523	1,321	2,320
Sales	(512)	(1,086)	(1,221)	(1,357)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	1	227	140	135
Transfers out of Level 3	(116)	(225)	(414)	(1,465)
Balance, end of period	10,621	11,632	10,621	11,632
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	1	7	2	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	1	7	2	3
Foreign government
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	179	289	209	289
Total realized/unrealized gains (losses) included in net income (loss)	1	1	2	3
Total realized/unrealized gains (losses) included in AOCI	(9)	(1)	(12)	5
Purchases	0	5	1	12
Sales	(14)	(5)	(16)	(87)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	4
Transfers out of Level 3	(1)	(81)	(28)	(18)
Balance, end of period	156	208	156	208
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	0	1	1	1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	0	1	1	1
Structured Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	4,582	5,705	4,841	5,215
Total realized/unrealized gains (losses) included in net income (loss)	21	35	43	66
Total realized/unrealized gains (losses) included in AOCI	(12)	33	12	80
Purchases	998	543	1,022	735
Sales	(275)	(589)	(539)	(918)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	2	65	51	78
Transfers out of Level 3	(639)	(853)	(753)	(317)
Balance, end of period	4,677	4,939	4,677	4,939
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	19	33	39	57
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	19	33	39	57
State and political subdivision
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	0	0	0	10
Total realized/unrealized gains (losses) included in net income (loss)	0	0	0	0
Total realized/unrealized gains (losses) included in AOCI	0	0	0	0
Purchases	8	0	8	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	(10)
Balance, end of period	8	0	8	0
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	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) for the instruments still held at end of period	0	0	0	0
Equity Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	422	480	428	468
Total realized/unrealized gains (losses) included in net income (loss)	(5)	(4)	(10)	(14)
Total realized/unrealized gains (losses) included in AOCI	0	13	0	35
Purchases	7	5	5	6
Sales	(16)	(26)	(15)	(27)
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	408	468	408	468
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	0	(4)	0	(10)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	0	(4)	0	(10)
Unit-linked and FVO Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	286	335	362	287
Total realized/unrealized gains (losses) included in net income (loss)	(11)	9	(6)	16
Total realized/unrealized gains (losses) included in AOCI	0	0	0	0
Purchases	84	150	104	207
Sales	(81)	(109)	(141)	(109)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	3	0	8
Transfers out of Level 3	(9)	(76)	(50)	(97)
Balance, end of period	269	312	269	312
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	(10)	9	(7)	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) for the instruments still held at end of period	(10)	9	(7)	14
Other limited partnership interests
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	194	0	0	0
Total realized/unrealized gains (losses) included in net income (loss)	0	0	(5)	0
Total realized/unrealized gains (losses) included in AOCI	2	0	4	0
Purchases	0	0	0	0
Sales	(28)	0	(47)	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	216	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	168	0	168	0
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	0	0	(5)	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	0	0	(5)	0
Short-term Investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	615	779	33	46
Total realized/unrealized gains (losses) included in net income (loss)	0	1	0	1
Total realized/unrealized gains (losses) included in AOCI	(3)	(1)	(3)	(1)
Purchases	4	99	560	822
Sales	(33)	(1)	(11)	(17)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(24)	(55)	(20)	(29)
Balance, end of period	559	822	559	822
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	0	1	0	1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	0	1	0	1
Separate Accounts
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	1,224	1,184	959	1,141
Total realized/unrealized gains (losses) included in net income (loss)	(1)	2	1	(17)
Total realized/unrealized gains (losses) included in AOCI	0	0	0	0
Purchases	270	131	307	171
Sales	(323)	(81)	(147)	(54)
Issuances	(2)	0	(3)	1
Settlements	2	(16)	1	(50)
Transfers into Level 3	71	16	99	12
Transfers out of Level 3	(103)	(277)	(79)	(245)
Balance, end of period	1,138	959	1,138	959
Changes in unrealized gains (losses) included in net income (loss) for the instruments still held at end of period	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) for the instruments still held at end of period	$ 0	$ 0	$ 0	$ 0

Fair Value (Fair Value Option f

Fair Value (Fair Value Option for Residential Mortgage Loans) (Details) - Residential mortgage loans - FVO - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Fair Value, Option, Quantitative Disclosures [Line Items]
Unpaid principal balance	$ 496	$ 650
Difference between estimated fair value and unpaid principal balance	(91)	(130)
Carrying value at estimated fair value	405	520
Loans in nonaccrual status	129	198
Loans more than 90 Days past due	64	94
Loans in nonaccrual status or more than 90 days past due, or both	$ (66)	$ (102)

Fair Value (Financial Instrumen

Fair Value (Financial Instruments Carried at Other Than Fair Value) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Assets
Policy loans	$ 9,702	$ 9,669
Liabilities
Collateral financing arrangement	1,085	1,121
Junior subordinated debt securities	3,146	3,144
Separate account liabilities	191,347	205,001
Carrying Value
Assets
Mortgage loans	70,447	68,211
Policy loans	9,702	9,669
Other limited partnership interests		219
Other invested assets	1,204	443
Premiums, reinsurance and other receivables	4,121	4,155
Other assets	327	285
Liabilities
Policyholder account balances	114,519	114,355
Long-term debt	14,526	15,675
Collateral financing arrangement	1,085	1,121
Junior subordinated debt securities	3,146	3,144
Other liabilities	3,870	3,208
Separate account liabilities	112,708	124,011
Estimated Fair Value
Assets
Mortgage loans	71,330	69,797
Policy loans	11,318	11,512
Other limited partnership interests		216
Other invested assets	1,204	443
Premiums, reinsurance and other receivables	4,260	4,339
Other assets	327	328
Liabilities
Policyholder account balances	115,292	116,534
Long-term debt	15,392	17,773
Collateral financing arrangement	882	894
Junior subordinated debt securities	3,995	4,319
Other liabilities	4,428	3,841
Separate account liabilities	112,708	124,011
Estimated Fair Value | Level 1
Assets
Mortgage loans	0	0
Policy loans	0	0
Other limited partnership interests		0
Other invested assets	0	0
Premiums, reinsurance and other receivables	0	0
Other assets	0	0
Liabilities
Policyholder account balances	0	0
Long-term debt	0	0
Collateral financing arrangement	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	341	336
Other limited partnership interests		0
Other invested assets	793	0
Premiums, reinsurance and other receivables	1,230	1,283
Other assets	142	189
Liabilities
Policyholder account balances	0	0
Long-term debt	15,392	17,773
Collateral financing arrangement	0	0
Junior subordinated debt securities	3,995	4,319
Other liabilities	2,205	1,496
Separate account liabilities	112,708	124,011
Estimated Fair Value | Level 3
Assets
Mortgage loans	71,330	69,797
Policy loans	10,977	11,176
Other limited partnership interests		216
Other invested assets	411	443
Premiums, reinsurance and other receivables	3,030	3,056
Other assets	185	139
Liabilities
Policyholder account balances	115,292	116,534
Long-term debt	0	0
Collateral financing arrangement	882	894
Junior subordinated debt securities	0	0
Other liabilities	2,223	2,345
Separate account liabilities	$ 0	$ 0

Long-Term Debt (Details)

Long-Term Debt (Details) - USD ($) $ in Millions	Jun. 26, 2018	Jun. 30, 2018	Jun. 30, 2018	Jun. 30, 2017
Debt Instrument [Line Items]
Reduction of long-term debt			$ 944	$ 0
Redemption Premium		$ 30	30
Investment Banking, Advisory, Brokerage, and Underwriting Fees and Commissions		37	37
Principal1035MaturityAugust2018 [Member]
Debt Instrument [Line Items]
Reduction of long-term debt			343
Early Repayment of Senior Debt	$ 160
Debt Instrument, Face Amount		$ 1,035	$ 1,035
Debt Instrument, Interest Rate, Stated Percentage		6.817%	6.817%
Principal1035MaturityFebruary2019 [Member]
Debt Instrument [Line Items]
Reduction of long-term debt			$ 469
Debt Instrument, Face Amount		$ 1,035	$ 1,035
Debt Instrument, Interest Rate, Stated Percentage		7.717%	7.717%
Principal1000MaturityFebruary2021 [Member]
Debt Instrument [Line Items]
Reduction of long-term debt			$ 132
Debt Instrument, Face Amount		$ 1,000	$ 1,000
Debt Instrument, Interest Rate, Stated Percentage		4.75%	4.75%

Equity (Preferred Stock) (Detai

Equity (Preferred Stock) (Details) - shares	Jun. 30, 2018	Dec. 31, 2017
Class of Stock [Line Items]
Preferred Stock, Shares Authorized	200,000,000	200,000,000
Preferred Stock, Shares Issued	26,032,200	25,500,000
Preferred Stock, Shares Outstanding	26,032,200	25,500,000
Series A Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Shares Authorized	27,600,000	27,600,000
Preferred Stock, Shares Issued	24,000,000	24,000,000
Preferred Stock, Shares Outstanding	24,000,000	24,000,000
Series C Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Shares Authorized	1,500,000	1,500,000
Preferred Stock, Shares Issued	1,500,000	1,500,000
Preferred Stock, Shares Outstanding	1,500,000	1,500,000
Series D Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Shares Authorized	500,000	0
Preferred Stock, Shares Issued	500,000	0
Preferred Stock, Shares Outstanding	500,000	0
Series E Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Shares Authorized	32,200	0
Preferred Stock, Shares Issued	32,200	0
Preferred Stock, Shares Outstanding	32,200	0
Series A Junior Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Shares Authorized	10,000,000	10,000,000
Preferred Stock, Shares Issued	0	0
Preferred Stock, Shares Outstanding	0	0
Not Designated Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Shares Authorized	160,367,800	160,900,000
Preferred Stock, Shares Issued	0	0
Preferred Stock, Shares Outstanding	0	0

Equity (Preferred Stock - Narra

Equity (Preferred Stock - Narrative) (Details) - USD ($) $ / shares in Units, $ in Millions	6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Class of Stock [Line Items]
Preferred Stock, Shares Issued	26,032,200		25,500,000
Preferred Stock, Par or Stated Value Per Share	$ 0.01		$ 0.01
Preferred Stock, Liquidation Preference Per Share	$ 3,405		$ 2,100
Proceeds from Issuance of Preferred Stock and Preference Stock	$ 1,274	$ 0
Series E Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Shares Issued	32,200		0
Preferred Stock, Dividend Rate, Percentage	5.625%
Preferred Stock, Par or Stated Value Per Share	$ 0.01
Preferred Stock, Liquidation Preference Per Share	$ 25,000
Proceeds from Issuance of Preferred Stock and Preference Stock	$ 780
Payments of Stock Issuance Costs	$ 25
Series D Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Shares Issued	500,000		0
Preferred Stock, Dividend Payment Rate, Variable	5.875% Fixed-to-Floating Rate
Preferred Stock, Par or Stated Value Per Share	$ 0.01
Preferred Stock, Liquidation Preference Per Share	$ 1,000
Proceeds from Issuance of Preferred Stock and Preference Stock	$ 494
Payments of Stock Issuance Costs	$ 6
Fixed Rate [Member] | Series D Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Dividend Payment Rate, Variable	0.05875
Variable Rate [Member] | Series D Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Dividend Payment Rate, Variable	LIBOR plus 2.959%
RatingAgency [Member] | Series E Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Liquidation Preference Per Share	$ 25,500
RatingAgency [Member] | Series D Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Liquidation Preference Per Share	1,020
Depositary Shares [Member] | Series E Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Liquidation Preference Per Share	$ 25.50

Equity (Common Stock - Narrativ

Equity (Common Stock - Narrative) (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	May 22, 2018	Nov. 01, 2017
Equity [Abstract]
Treasury Stock, Shares, Acquired	45,540,491	34,354,967
Treasury Stock, Value, Acquired, Cost Method	$ 2,156	$ 1,810
Stock Repurchase Program, Authorized Amount			$ 1,500	$ 2,000
Stock Repurchase Program, Remaining Authorized Repurchase Amount	$ 1,100

Equity (Stock-Based Compensatio

Equity (Stock-Based Compensation Plans - Narrative) (Details) - shares	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Minimum
Equity - Stock-based Compensation Plans [Line Items]
Future Performance Factor		0.00%
Maximum
Equity - Stock-based Compensation Plans [Line Items]
Future Performance Factor		175.00%
Performance Shares
Equity - Stock-based Compensation Plans [Line Items]
Performance Factor		46.30%
Vested in period		1,194,283
Issued in period	552,953
Performance Units
Equity - Stock-based Compensation Plans [Line Items]
Vested in period		186,085
Paid in period	86,157

Equity (Dividend Restrictions)

Equity (Dividend Restrictions) (Details) (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Dec. 31, 2018
Metropolitan Life Insurance Company
Statutory Accounting Practices [Line Items]
Dividends	$ 1,705
Cash Dividends Paid to Parent Company by Consolidated Subsidiaries	1,000
Extraordinary dividend paid to parent	705
American Life Insurance Company
Statutory Accounting Practices [Line Items]
Cash Dividends Paid to Parent Company by Consolidated Subsidiaries	1,500
Metropolitan Property And Casualty Insurance Company
Statutory Accounting Practices [Line Items]
Cash Dividends Paid to Parent Company by Consolidated Subsidiaries	0
Metropolitan Tower Life Insurance Company
Statutory Accounting Practices [Line Items]
Cash Dividends Paid to Parent Company by Consolidated Subsidiaries	0
General American Life Insurance Company
Statutory Accounting Practices [Line Items]
Cash Dividends Paid to Parent Company by Consolidated Subsidiaries	$ 0
Scenario, Forecast | Metropolitan Life Insurance Company
Statutory Accounting Practices [Line Items]
Permitted w/o Approval		$ 3,075
Scenario, Forecast | American Life Insurance Company
Statutory Accounting Practices [Line Items]
Permitted w/o Approval		0
Scenario, Forecast | Metropolitan Property And Casualty Insurance Company
Statutory Accounting Practices [Line Items]
Permitted w/o Approval		125
Scenario, Forecast | Metropolitan Tower Life Insurance Company
Statutory Accounting Practices [Line Items]
Permitted w/o Approval		$ 73

Equity (Components of Accumulat

Equity (Components of Accumulated Other Comprehensive Income (Loss)) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	$ 5,634	$ 6,396	$ 7,427	$ 5,366
OCI before reclassifications	(3,921)	3,453	(7,536)	4,694
Deferred income tax benefit (expense)	752	(1,132)	1,649	(1,354)
AOCI before reclassifications, net of income tax	2,465	8,717	1,540	8,706
Amounts reclassified from AOCI	584	(435)	495	(424)
Deferred income tax benefit (expense)	(195)	154	(185)	154
Amounts reclassified from AOCI, net of income tax	389	(281)	310	(270)
Balance, end of period	2,854	8,436	2,854	8,436
Unrealized Investment Gains (Losses), Net of Related Offsets
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	10,864	11,336	12,757	10,785
OCI before reclassifications	(3,096)	3,290	(6,907)	3,993
Deferred income tax benefit (expense)	706	(1,132)	1,541	(1,405)
AOCI before reclassifications, net of income tax	8,474	13,494	7,391	13,373
Amounts reclassified from AOCI	83	(47)	128	149
Deferred income tax benefit (expense)	(19)	22	(29)	(53)
Amounts reclassified from AOCI, net of income tax	64	(25)	99	96
Balance, end of period	8,538	13,469	8,538	13,469
Unrealized Gains (Losses) on Derivatives
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	683	1,853	905	1,865
OCI before reclassifications	141	(7)	(211)	203
Deferred income tax benefit (expense)	41	3	99	(70)
AOCI before reclassifications, net of income tax	865	1,849	793	1,998
Amounts reclassified from AOCI	470	(429)	305	(658)
Deferred income tax benefit (expense)	(170)	149	(143)	229
Amounts reclassified from AOCI, net of income tax	300	(280)	162	(429)
Balance, end of period	1,165	1,569	1,165	1,569
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	(3,707)	(4,842)	(4,390)	(5,312)
OCI before reclassifications	(969)	169	(417)	517
Deferred income tax benefit (expense)	6	(6)	9	116
AOCI before reclassifications, net of income tax	(4,670)	(4,679)	(4,798)	(4,679)
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
Balance, end of period	(4,670)	(4,679)	(4,670)	(4,679)
Defined Benefit Plans Adjustment
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	(2,206)	(1,951)	(1,845)	(1,972)
OCI before reclassifications	3	1	(1)	(19)
Deferred income tax benefit (expense)	(1)	3	0	5
AOCI before reclassifications, net of income tax	(2,204)	(1,947)	(1,846)	(1,986)
Amounts reclassified from AOCI	31	41	62	85
Deferred income tax benefit (expense)	(6)	(17)	(13)	(22)
Amounts reclassified from AOCI, net of income tax	25	24	49	63
Balance, end of period	$ (2,179)	$ (1,923)	(2,179)	$ (1,923)
Accounting Standards Update 2016-01
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI			(425)
Deferred income tax benefit (expense)			1,337
Amounts reclassified from AOCI, net of income tax			912
Accounting Standards Update 2016-01 | Unrealized Investment Gains (Losses), Net of Related Offsets
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI			(425)
Deferred income tax benefit (expense)			1,473
Amounts reclassified from AOCI, net of income tax			1,048
Accounting Standards Update 2016-01 | Unrealized Gains (Losses) on Derivatives
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI			0
Deferred income tax benefit (expense)			210
Amounts reclassified from AOCI, net of income tax			210
Accounting Standards Update 2016-01 | Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI			0
Deferred income tax benefit (expense)			36
Amounts reclassified from AOCI, net of income tax			36
Accounting Standards Update 2016-01 | Defined Benefit Plans Adjustment
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI			0
Deferred income tax benefit (expense)			(382)
Amounts reclassified from AOCI, net of income tax			(382)
MetLife Afore
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI, net of income tax			92
MetLife Afore | Unrealized Investment Gains (Losses), Net of Related Offsets
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI, net of income tax			0
MetLife Afore | Unrealized Gains (Losses) on Derivatives
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI, net of income tax			0
MetLife Afore | Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI, net of income tax			92
MetLife Afore | Defined Benefit Plans Adjustment
Accumulated Other Comprehensive Income (Loss) [Line Items]
Amounts reclassified from AOCI, net of income tax			$ 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, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net investment gains (losses)	$ (227)	$ 104	$ (560)	$ 192
Net derivative gains (losses)	(59)	(200)	290	(412)
Net investment income	4,473	4,193	8,218	8,614
Income (loss) from discontinued operations, net of income tax	0	58	0	(18)
Other expenses	(3,485)	(3,283)	(6,850)	(6,551)
Income (loss) from continuing operations before provision for income tax	1,101	1,018	2,757	2,090
Provision for income tax expense (benefit)	(207)	(162)	(606)	(282)
Net income (loss)	894	914	2,151	1,790
Reclassification out of Accumulated Other Comprehensive Income
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income (loss)	(389)	281	(310)	270
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)	(36)	44	(137)	84
Net derivative gains (losses)	(44)	6	9	(145)
Net investment income	(3)	(5)	0	1
Income (loss) from continuing operations before provision for income tax	(83)	47	(128)	(149)
Provision for income tax expense (benefit)	19	(22)	29	53
Net income (loss)	(64)	25	(99)	(96)
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	(470)	429	(305)	658
Provision for income tax expense (benefit)	170	(149)	143	(229)
Net income (loss)	(300)	280	(162)	429
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)	1	6	17	14
Net investment income	6	3	9	7
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)	(2)	0	3	(4)
Net investment income	0	2	1	2
Other expenses	1	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)	(475)	413	(336)	621
Net investment income	(1)	(1)	(1)	(1)
Other expenses	0	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 derivative gains (losses)	0	1	0	1
Reclassification out of Accumulated Other Comprehensive Income | Defined Benefit Plans Adjustment
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Amortization of net actuarial gains (losses)	(35)	(48)	(71)	(97)
Amortization of prior service (costs) credit	4	7	9	12
Income (loss) from continuing operations before provision for income tax	(31)	(41)	(62)	(85)
Provision for income tax expense (benefit)	6	17	13	22
Net income (loss)	(25)	(24)	(49)	(63)
Brighthouse Financial, Inc | 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]
Income (loss) from discontinued operations, net of income tax	0	2	0	(89)
Brighthouse Financial, Inc | 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]
Income (loss) from discontinued operations, net of income tax	0	1	0	2
Brighthouse Financial, Inc | 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]
Income (loss) from discontinued operations, net of income tax	0	2	0	3
Brighthouse Financial, Inc | 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]
Income (loss) from discontinued operations, net of income tax	$ 0	$ 1	$ 0	$ 11

Other Expenses (Other Expenses)

Other Expenses (Other Expenses) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Other Income and Expenses [Abstract]
Employee related costs	$ 894	$ 879	$ 1,831	$ 1,816
Third party staffing costs	402	398	782	760
General and administrative expenses	351	318	594	539
Pension, postretirement and postemployment benefit costs	47	76	96	155
Premium taxes, other taxes, and licenses & fees	187	148	366	323
Commissions and other variable expenses	1,438	1,306	2,854	2,610
Capitalization of DAC	(834)	(744)	(1,630)	(1,457)
Amortization of DAC and VOBA	707	656	1,400	1,319
Amortization of negative VOBA	(16)	(38)	(38)	(81)
Interest expense on debt	309	284	595	567
Total other expenses	$ 3,485	$ 3,283	$ 6,850	$ 6,551

Other Expenses (Restructuring C

Other Expenses (Restructuring Charges) (Details) - Unit Cost Initiative - Other expenses - Severance - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Restructuring Cost and Reserve [Line Items]
Balance, beginning of period	$ 19	$ 38	$ 22	$ 35
Restructuring charges	9	11	18	22
Cash payments	(8)	(32)	(20)	(40)
Balance, end of period	20	17	20	17
Total restructuring charges incurred since inception of initiative	$ 91	$ 57	$ 91	$ 57

Employee Benefit Plans (Net Per

Employee Benefit Plans (Net Periodic Benefit Costs) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Pension Benefits
Net periodic benefit costs [Abstract]
Service costs	$ 58	$ 61	$ 118	$ 122
Interest costs	96	106	192	212
Expected return on plan assets	(134)	(128)	(267)	(258)
Amortization of net actuarial (gains) losses	44	48	88	97
Amortization of prior service costs (credit)	0	(1)	0	(1)
Net periodic benefit costs (credit)	64	86	131	172
Other Postretirement Benefits
Net periodic benefit costs [Abstract]
Service costs	2	2	3	3
Interest costs	15	19	26	38
Expected return on plan assets	(18)	(18)	(36)	(36)
Amortization of net actuarial (gains) losses	(9)	0	(17)	0
Amortization of prior service costs (credit)	(4)	(6)	(9)	(11)
Net periodic benefit costs (credit)	$ (14)	$ (3)	$ (33)	$ (6)

Income Tax (Narrative) (Details

Income Tax (Narrative) (Details)	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Federal corporate income tax rate	21.00%	35.00%
Other Assets
Transition tax rate		8.00%
Cash and Cash Equivalents
Transition tax rate		15.50%

Earnings Per Common Share (Earn

Earnings Per Common Share (Earnings Per Common Share) (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Weighted Average Shares:
Weighted average common stock outstanding for basic earnings per common share	1,015.6	1,074	1,025.7	1,082.1
Incremental common shares from assumed exercise or issuance of stock-based awards	8.2	8.1	8.3	8.3
Weighted average common stock outstanding for diluted earnings per common share	1,023.8	1,082.1	1,034	1,090.4
Income (Loss) from Continuing Operations:
Income (loss) from continuing operations, net of income tax	$ 894	$ 856	$ 2,151	$ 1,808
Less: Income (loss) from continuing operations, net of income tax, attributable to noncontrolling interests	3	3	7	6
Less: Preferred stock dividends	46	46	52	52
Income (loss) from continuing operations, net of income tax, available to MetLife, Inc.'s common shareholders	$ 845	$ 807	$ 2,092	$ 1,750
Basic	$ 0.83	$ 0.76	$ 2.04	$ 1.62
Diluted	$ 0.83	$ 0.75	$ 2.02	$ 1.61
Income (Loss) from Discontinued Operations:
Income (loss) from discontinued operations, net of income tax	$ 0	$ 58	$ 0	$ (18)
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	$ 58	$ 0	$ (18)
Basic	$ 0	$ 0.05	$ 0	$ (0.02)
Diluted	$ 0	$ 0.05	$ 0	$ (0.02)
Net Income (Loss):
Net income (loss)	$ 894	$ 914	$ 2,151	$ 1,790
Less: Net income (loss) attributable to noncontrolling interests	3	3	7	6
Less: Preferred stock dividends	46	46	52	52
Net income (loss) available to MetLife, Inc.’s common shareholders	$ 845	$ 865	$ 2,092	$ 1,732
Basic	$ 0.83	$ 0.81	$ 2.04	$ 1.60
Diluted	$ 0.83	$ 0.80	$ 2.02	$ 1.59

Contingencies, Commitments a122

Contingencies, Commitments and Guarantees (Contingencies - Narrative) (Details) $ in Thousands	6 Months Ended		12 Months Ended
	Jun. 30, 2018USD ($)Claims	Jun. 30, 2017Claims	Dec. 31, 2017USD ($)Claims
Loss Contingencies
Reserves for Group Annuity products			$ 510,000
Assumed variable annuity guarantee reserves			$ (896,000)
Minimum
Loss Contingencies
Loss Contingency, Range of Possible Loss, Portion Not Accrued	$ 0
Maximum
Loss Contingencies
Loss Contingency, Range of Possible Loss, Portion Not Accrued	$ 700,000
Asbestos Related Claims
Loss Contingencies
Asbestos-Related Claims | Claims	1,754	1,896	3,514
Superfund Site Settlement Agreements
Loss Contingencies
Number of regulatory matters and other claims | Claims	2
Superfund Site Settlement Agreements | Maximum
Loss Contingencies
Maximum estimate of aggregate costs to resolve matter	$ 300

Contingencies, Commitments a123

Contingencies, Commitments and Guarantees (Commitments and Guarantees - Narrative) (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Liabilities for indemnities, guarantees and commitments	$ 7	$ 5
Cumulative maximum indemnities and guarantees contractual limitation	658
Minimum
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Indemnities and guarantees contractual limitation range	1
Maximum
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Indemnities and guarantees contractual limitation range	329
Mortgage Loan Commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	4,400	3,400
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	$ 6,200	$ 6,100

Subsequent Events (Details)

Subsequent Events (Details) - USD ($) $ / shares in Units, $ in Millions	Jul. 16, 2018	Sep. 30, 2018	Jun. 30, 2018	Jun. 30, 2017
Subsequent Event [Line Items]
Treasury Stock, Shares, Acquired			45,540,491	34,354,967
Treasury Stock, Value, Acquired, Cost Method			$ 2,156	$ 1,810
Estimated aggregate dividend payment			$ 844	$ 868
Subsequent Event [Member]
Subsequent Event [Line Items]
Treasury Stock, Shares, Acquired		5,332,323
Treasury Stock, Value, Acquired, Cost Method		$ 236
Approved dividend, amount per share		$ 0.42
Estimated aggregate dividend payment		$ 419
Principal1035MaturityFebruary2019 [Member]
Subsequent Event [Line Items]
Debt Instrument, Interest Rate, Stated Percentage			7.717%
Principal1035MaturityFebruary2019 [Member] | Subsequent Event [Member]
Subsequent Event [Line Items]
Early Repayment of Senior Debt	$ 566
Debt Instrument, Interest Rate, Stated Percentage	7.717%