Genworth Financial (GNW) 10-Q 29 Apr 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	Apr. 22, 2015
Document Information [Line Items]
Document Type	10-Q
Amendment Flag	FALSE
Document Period End Date	31-Mar-15
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Trading Symbol	GNW
Entity Registrant Name	GENWORTH FINANCIAL INC
Entity Central Index Key	1276520
Current Fiscal Year End Date	-19
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		497,388,632

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Assets
Fixed maturity securities available-for-sale, at fair value	$62,942		$62,447
Equity securities available-for-sale, at fair value	306		282
Commercial mortgage loans	6,149		6,100
Restricted commercial mortgage loans related to securitization entities	188		201
Policy loans	1,506		1,501
Other invested assets	2,723		2,296
Restricted other invested assets related to securitization entities, at fair value	411		411
Total investments	74,225		73,238
Cash and cash equivalents	5,158		4,918
Accrued investment income	735		685
Deferred acquisition costs	4,918		5,042
Intangible assets	227		272
Goodwill	15		16
Reinsurance recoverable	17,339		17,346
Other assets	650		633
Separate account assets	9,064		9,208
Total assets	112,331		111,358
Liabilities and stockholders' equity
Future policy benefits	36,488		35,915
Policyholder account balances	26,146		26,043
Liability for policy and contract claims	8,030		8,043
Unearned premiums	3,731		3,986
Other liabilities ($38 and $45 of other liabilities are related to securitization entities)	3,899		3,604
Borrowings related to securitization entities ($81 and $85 are at fair value)	205		219
Non-recourse funding obligations	1,983		1,996
Long-term borrowings	4,601		4,639
Deferred tax liability	1,103		908
Separate account liabilities	9,064		9,208
Total liabilities	95,250		94,561
Commitments and contingencies
Stockholders' equity:
Class A common stock, $0.001 par value; 1.5 billion shares authorized; 586 million and 585 million shares issued as of March 31, 2015 and December 31, 2014, respectively; 497 million shares outstanding as of March 31, 2015 and December 31, 2014	1		1
Additional paid-in capital	11,998		11,997
Net unrealized investment gains (losses):
Net unrealized gains (losses) on securities not other-than-temporarily impaired	2,724		2,431
Net unrealized gains (losses) on other-than-temporarily impaired securities	24		22
Net unrealized investment gains (losses)	2,748	[1]	2,453	[1]
Derivatives qualifying as hedges	2,247	[2]	2,070	[2]
Foreign currency translation and other adjustments	-303		-77
Total accumulated other comprehensive income (loss)	4,692		4,446
Retained earnings	1,333		1,179
Treasury stock, at cost (88 million shares as of March 31, 2015 and December 31, 2014)	-2,700		-2,700
Total Genworth Financial, Inc.'s stockholders' equity	15,324		14,923
Noncontrolling interests	1,757		1,874
Total stockholders' equity	17,081		16,797
Total liabilities and stockholders' equity	$112,331		$111,358
[1]	Net of adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves. See note 4 for additional information.
[2]	See note 5 for additional information.

Condensed_Consolidated_Balance1

Condensed Consolidated Balance Sheets (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, except Share data, unless otherwise specified
Other liabilities, securitization entities	$38	$45
Borrowings related to securitization entities, fair value	$81	$85
Class A common stock, par value	$0.00	$0.00
Class A common stock, shares authorized	1,500,000,000	1,500,000,000
Class A common stock, shares issued	586,000,000	585,000,000
Class A common stock, shares outstanding	497,000,000	497,000,000
Treasury stock, shares	88,000,000	88,000,000

Condensed_Consolidated_Stateme

Condensed Consolidated Statements of Income (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Revenues:
Premiums	$1,323	$1,307
Net investment income	803	805
Net investment gains (losses)	-16	-17
Insurance and investment product fees and other	225	227
Total revenues	2,335	2,322
Benefits and expenses:
Benefits and other changes in policy reserves	1,243	1,194
Interest credited	180	183
Acquisition and operating expenses, net of deferrals	380	378
Amortization of deferred acquisition costs and intangibles	121	134
Interest expense	116	127
Total benefits and expenses	2,040	2,016
Income before income taxes	295	306
Provision for income taxes	91	87
Net income	204	219
Less: net income attributable to noncontrolling interests	50	35
Net income available to Genworth Financial, Inc.'s common stockholders	154	184
Net income available to Genworth Financial, Inc.'s common stockholders per common share:
Basic	$0.31	$0.37
Diluted	$0.31	$0.37
Weighted-average common shares outstanding:
Basic	497	495.8
Diluted	498.9	502.7
Supplemental disclosures:
Total other-than-temporary impairments	-3	-1
Portion of other-than-temporary impairments included in other comprehensive income (loss)	0	0
Net other-than-temporary impairments	-3	-1
Other investments gains (losses)	-13	-16
Net investment gains (losses)	($16)	($17)

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Net income	$204		$219
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired	323		706
Net unrealized gains (losses) on other-than-temporarily impaired securities	2		6
Derivatives qualifying as hedges	177	[1]	219	[1]
Foreign currency translation and other adjustments	-370		-21
Total other comprehensive income (loss)	132		910
Total comprehensive income (loss)	336		1,129
Less: comprehensive income attributable to noncontrolling interests	-64		4
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders	$400		$1,125
[1]	See note 5 for additional information.

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements of Changes in Stockholders' Equity (USD $)	Total		Common stock	Additional paid-in capital	Accumulated other comprehensive income (loss)	Retained earnings	Treasury stock, at cost	Total Genworth Financial, Inc.'s stockholders' equity	Noncontrolling interests
In Millions, unless otherwise specified
Balances at Dec. 31, 2013	$15,620		$1	$12,127	$2,542	$2,423	($2,700)	$14,393	$1,227
Comprehensive income (loss):
Net income	219		0	0	0	184	0	184	35
Net unrealized gains (losses) on securities not other-than-temporarily impaired	706		0	0	692	0	0	692	14
Net unrealized gains (losses) on other-than-temporarily impaired securities	6		0	0	6	0	0	6	0
Derivatives qualifying as hedges	219	[1]	0	0	219	0	0	219	0
Foreign currency translation and other adjustments	-21		0	0	24	0	0	24	-45
Total comprehensive income (loss)	1,129							1,125	4
Dividends to noncontrolling interests	-13		0	0	0	0	0	0	-13
Stock-based compensation expense and exercises and other	-2		0	-3	0	0	0	-3	1
Balances at Mar. 31, 2014	16,734		1	12,124	3,483	2,607	-2,700	15,515	1,219
Balances at Dec. 31, 2014	16,797		1	11,997	4,446	1,179	-2,700	14,923	1,874
Comprehensive income (loss):
Net income	204		0	0	0	154	0	154	50
Net unrealized gains (losses) on securities not other-than-temporarily impaired	323		0	0	293	0	0	293	30
Net unrealized gains (losses) on other-than-temporarily impaired securities	2		0	0	2	0	0	2	0
Derivatives qualifying as hedges	177	[1]	0	0	177	0	0	177	0
Foreign currency translation and other adjustments	-370		0	0	-226	0	0	-226	-144
Total comprehensive income (loss)	336							400	-64
Dividends to noncontrolling interests	-54		0	0	0	0	0	0	-54
Stock-based compensation expense and exercises and other	2		0	1	0	0	0	1	1
Balances at Mar. 31, 2015	$17,081		$1	$11,998	$4,692	$1,333	($2,700)	$15,324	$1,757
[1]	See note 5 for additional information.

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Cash Flows (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Cash flows from operating activities:
Net income	$204	$219
Adjustments to reconcile net income to net cash from operating activities:
Amortization of fixed maturity securities discounts and premiums and limited partnerships	-17	-28
Net investment losses (gains)	16	17
Charges assessed to policyholders	-196	-187
Acquisition costs deferred	-110	-119
Amortization of deferred acquisition costs and intangibles	121	134
Deferred income taxes	39	17
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	18	26
Stock-based compensation expense	-2	8
Change in certain assets and liabilities:
Accrued investment income and other assets	-75	-109
Insurance reserves	614	550
Current tax liabilities	-3	-182
Other liabilities, policy and contract claims and other policy-related balances	15	-285
Net cash from operating activities	624	61
Cash flows from investing activities:
Fixed maturity securities	1,153	1,135
Commercial mortgage loans	198	139
Restricted commercial mortgage loans related to securitization entities	13	7
Proceeds from sales of investments:
Fixed maturity and equity securities	420	708
Purchases and originations of investments:
Fixed maturity and equity securities	-1,839	-2,172
Commercial mortgage loans	-247	-132
Other invested assets, net	-64	111
Net cash from investing activities	-366	-204
Cash flows from financing activities:
Deposits to universal life and investment contracts	630	814
Withdrawals from universal life and investment contracts	-527	-505
Redemption of non-recourse funding obligations	-13	-8
Repayment of borrowings related to securitization entities	-11	-7
Dividends paid to noncontrolling interests	-54	-13
Other, net	10	-12
Net cash from financing activities	35	269
Effect of exchange rate changes on cash and cash equivalents	-53	20
Net change in cash and cash equivalents	240	146
Cash and cash equivalents at beginning of period	4,918	4,214
Cash and cash equivalents at end of period	$5,158	$4,360

Formation_of_Genworth_and_Basi

Formation of Genworth and Basis of Presentation	3 Months Ended
	Mar. 31, 2015
Formation of Genworth and Basis of Presentation	(1) Formation of Genworth and Basis of Presentation
	Genworth Holdings, Inc. (“Genworth Holdings”) (formerly known as Genworth Financial, Inc.) was incorporated in Delaware in 2003 in preparation for an initial public offering of Genworth common stock, which was completed on May 28, 2004. On April 1, 2013, Genworth Holdings completed a holding company reorganization pursuant to which Genworth Holdings became a direct, 100% owned subsidiary of a new public holding company that it had formed. The new public holding company was incorporated in Delaware on December 5, 2012, in connection with the reorganization, under the name Sub XLVI, Inc., and was renamed Genworth Financial, Inc. (“Genworth Financial”) upon the completion of the reorganization.
	The accompanying unaudited condensed financial statements include on a consolidated basis the accounts of Genworth Financial and the affiliate companies in which it holds a majority voting interest or where it is the primary beneficiary of a variable interest entity (“VIE”). All intercompany accounts and transactions have been eliminated in consolidation.
	References to “Genworth,” the “Company,” “we” or “our” in the accompanying consolidated financial statements and these notes thereto are, unless the context otherwise requires, to Genworth Financial on a consolidated basis.
	We have the following operating segments:
		•	International Mortgage Insurance. We are a leading provider of mortgage insurance products and related services in Canada and Australia and also participate in select European and other countries. Our products predominantly insure prime-based, individually underwritten residential mortgage loans, also known as flow mortgage insurance. We also selectively provide mortgage insurance on a structured, or bulk, basis that aids in the sale of mortgages to the capital markets and helps lenders manage capital and risk. Additionally, we offer services, analytical tools and technology that enable lenders to operate efficiently and manage risk.
		•	U.S. Mortgage Insurance. In the United States, we offer mortgage insurance products predominantly insuring prime-based, individually underwritten residential mortgage loans, also known as flow mortgage insurance. We selectively provide mortgage insurance on a bulk basis with essentially all of our bulk writings being prime-based. Additionally, we offer services, analytical tools and technology that enable lenders to operate efficiently and manage risk.
		•	U.S. Life Insurance. We offer and manage a variety of insurance and fixed annuity products in the United States. Our primary products include long-term care insurance, life insurance and fixed annuities.
		•	International Protection. We provide payment protection coverages (referred to as lifestyle protection) in multiple European countries and have operations in select other countries. Our lifestyle protection insurance products primarily help consumers meet specified payment obligations should they become unable to pay due to accident, illness, involuntary unemployment, disability or death.
		•	Runoff. The Runoff segment includes the results of non-strategic products which are no longer actively sold. Our non-strategic products primarily include our variable annuity, variable life insurance, institutional, corporate-owned life insurance and other accident and health insurance products. Institutional products consist of funding agreements, funding agreements backing notes (“FABNs”) and guaranteed investment contracts (“GICs”). We no longer offer retail and group variable annuities but continue to service our existing blocks of business.
	We also have Corporate and Other activities which include debt financing expenses that are incurred at the Genworth Holdings level, unallocated corporate income and expenses, eliminations of inter-segment transactions and the results of other non-core businesses that are managed outside of our operating segments, including discontinued operations.
	The accompanying condensed consolidated financial statements are unaudited and have been prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and rules and regulations of the U.S. Securities and Exchange Commission (“SEC”). Preparing financial statements in conformity with U.S. GAAP requires us to make estimates and assumptions that affect reported amounts and related disclosures. Actual results could differ from those estimates. These unaudited condensed consolidated financial statements include all adjustments (including normal recurring adjustments) considered necessary by management to present a fair statement of the financial position, results of operations and cash flows for the periods presented. The results reported in these unaudited condensed consolidated financial statements should not be regarded as necessarily indicative of results that may be expected for the entire year. The unaudited condensed consolidated financial statements included herein should be read in conjunction with the audited consolidated financial statements and related notes contained in our 2014 Annual Report on Form 10-K. Certain prior year amounts have been reclassified to conform to the current year presentation.

Accounting_Changes

Accounting Changes	3 Months Ended
	Mar. 31, 2015
Accounting Changes	(2) Accounting Changes
	a) Accounting Pronouncements Recently Adopted
	On January 1, 2015, we early adopted new accounting guidance related to measuring the financial assets and financial liabilities of a consolidated collateralized financing entity. The guidance addresses the accounting for the measurement difference between the fair value of financial assets and the fair value of financial liabilities of a collateralized financing entity. The new guidance provides an alternative whereby a reporting entity could measure the financial assets and financial liabilities of the collateralized financing entity in its consolidated financial statements using the more observable of the fair values. There was no impact on our consolidated financial statements.
	On January 1, 2015, we adopted new accounting guidance related to the accounting for repurchase-to-maturity transactions and repurchase financings. The new guidance changed the accounting for repurchase-to-maturity transactions and repurchase financing such that they were consistent with secured borrowing accounting. In addition, the guidance requires new disclosures for all repurchase agreements and securities lending transactions which will be effective in the second quarter of 2015. We do not have repurchase-to-maturity transactions, but have repurchase agreements and securities lending transactions that will be subject to additional disclosures. This new guidance did not have an impact on our consolidated financial statements but will impact our disclosures in the second quarter of 2015.
	On January 1, 2015, we adopted new accounting guidance related to the accounting for investments in affordable housing projects that qualify for the low-income housing tax credit. The new guidance permits reporting entities to make an accounting policy election to account for investments in qualified affordable housing projects by amortizing the initial cost of the investment in proportion to the tax benefits received and recognize the net investment performance as a component of income tax expense (called the proportional amortization method) if certain conditions are met. The new guidance requires use of the equity method or cost method for investments in qualified affordable housing projects not accounted for using the proportional amortization method. The adoption of this new guidance did not have a material impact on our consolidated financial statements.
	On January 1, 2015, we early adopted new accounting guidance related to the accounting for share-based payment awards when the terms of an award provide that a performance target can be achieved after the requisite service period. The guidance requires that such performance targets should not be reflected in estimating the grant-date fair value of an award, and that compensation cost should be recognized in the period in which it becomes probable that the performance target will be achieved. We have a performance stock unit plan where awards for employees who are retirement eligible can vest on a pro-rata basis upon retirement even if retirement occurs before the performance target is achieved. There was no impact on our consolidated financial statements.
	b) Accounting Pronouncement Not Yet Adopted
	In April 2015, the Financial Accounting Standards Board (the “FASB”) issued new guidance related to the presentation of debt issuance costs. This guidance requires that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. The guidance is effective for us on January 1, 2016, with early adoption permitted, and is required to be applied on a retrospective basis. We are still in the process of evaluating the impact the guidance will have on our consolidated financial statements.
	In February 2015, the FASB issued new accounting guidance related to consolidation. This guidance primarily impacts limited partnerships and similar legal entities, evaluation of fees paid to a decision maker as a variable interest, the effect of fee arrangements and related parties on the primary beneficiary determination and certain investment funds. This guidance is effective for us on January 1, 2016, with early adoption permitted. We are in the process of determining the impact on our consolidated financial statements.

Earnings_Per_Share

Earnings Per Share	3 Months Ended
	Mar. 31, 2015
Earnings Per Share	(3) Earnings Per Share
	Basic and diluted earnings per share are calculated by dividing each income category presented below by the weighted-average basic and diluted shares outstanding for the periods indicated:
		Three months ended
		March 31,
	(Amounts in millions, except per share amounts)	2015		2014
	Weighted-average shares used in basic earnings per common share calculations		497		495.8
	Potentially dilutive securities:
	Stock options, restricted stock units and stock appreciation rights		1.9		6.9
	Weighted-average shares used in diluted earnings per common share calculations		498.9		502.7
	Net income:
	Net income	$	204	$	219
	Less: net income attributable to noncontrolling interests		50		35
	Net income available to Genworth Financial, Inc.’s common stockholders	$	154	$	184
	Basic per common share	$	0.31	$	0.37
	Diluted per common share	$	0.31	$	0.37

Investments

Investments	3 Months Ended
	Mar. 31, 2015
Investments	(4) Investments
	(a) Net Investment Income
	Sources of net investment income were as follows for the periods indicated:
			Three months ended
			March 31,
	(Amounts in millions)		2015			2014
	Fixed maturity securities—taxable		$	639		$	648
	Fixed maturity securities—non-taxable			3			3
	Commercial mortgage loans			85			83
	Restricted commercial mortgage loans related to securitization entities			4			4
	Equity securities			4			4
	Other invested assets			55			50
	Restricted other invested assets related to securitization entities			1			1
	Policy loans			33			31
	Cash, cash equivalents and short-term investments			3			5
	Gross investment income before expenses and fees			827			829
	Expenses and fees			(24	)		(24	)
	Net investment income		$	803		$	805
	(b) Net Investment Gains (Losses)
	The following table sets forth net investment gains (losses) for the periods indicated:
			Three months ended
			March 31,
	(Amounts in millions)		2015			2014
	Available-for-sale securities:
	Realized gains		$	15		$	7
	Realized losses			(12	)		(23	)
	Net realized gains (losses) on available-for-sale securities			3			(16	)
	Impairments:
	Total other-than-temporary impairments			(3	)		(1	)
	Portion of other-than-temporary impairments included in other comprehensive income (loss)			—			—
	Net other-than-temporary impairments			(3	)		(1	)
	Trading securities			6			12
	Commercial mortgage loans			2			3
	Net gains (losses) related to securitization entities			8			6
	Derivative instruments (1)			(32	)		(21	)
	Net investment gains (losses)		$	(16	)	$	(17	)
	(1)	See note 5 for additional information on the impact of derivative instruments included in net investment gains (losses).
	We generally intend to hold securities in unrealized loss positions until they recover. However, from time to time, our intent on an individual security may change, based upon market or other unforeseen developments. In such instances, we sell securities in the ordinary course of managing our portfolio to meet diversification, credit quality, yield and liquidity requirements. If a loss is recognized from a sale subsequent to a balance sheet date due to these unexpected developments, the loss is recognized in the period in which we determined that we have the intent to sell the securities or it is more likely than not that we will be required to sell the securities prior to recovery. The aggregate fair value of securities sold at a loss during the three months ended March 31, 2015 and 2014 was $140 million and $265 million, respectively, which was approximately 93% and 92%, respectively, of book value.
	The following represents the activity for credit losses recognized in net income on debt securities where an other-than-temporary impairment was identified and a portion of other-than-temporary impairments was included in other comprehensive income (loss) (“OCI”) as of and for the three months ended March 31:
	(Amounts in millions)		2015			2014
	Beginning balance		$	83		$	101
	Reductions:
	Securities sold, paid down or disposed			(5	)		(2	)
	Ending balance		$	78		$	99
	(c) Unrealized Investment Gains and Losses
	Net unrealized gains and losses on available-for-sale investment securities reflected as a separate component of accumulated other comprehensive income (loss) were as follows as of the dates indicated:
	(Amounts in millions)		March 31, 2015			December 31, 2014
	Net unrealized gains (losses) on investment securities:
	Fixed maturity securities		$	6,500		$	5,560
	Equity securities			35			32
	Other invested assets			(2	)		(2	)
	Subtotal			6,533			5,590
	Adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves			(2,112	)		(1,656	)
	Income taxes, net			(1,534	)		(1,372	)
	Net unrealized investment gains (losses)			2,887			2,562
	Less: net unrealized investment gains (losses) attributable to noncontrolling interests			139			109
	Net unrealized investment gains (losses) attributable to Genworth Financial, Inc.		$	2,748		$	2,453
	The change in net unrealized gains (losses) on available-for-sale investment securities reported in accumulated other comprehensive income (loss) was as follows as of and for the three months ended March 31:
	(Amounts in millions)		2015			2014
	Beginning balance		$	2,453		$	926
	Unrealized gains (losses) arising during the period:
	Unrealized gains (losses) on investment securities			943			1,431
	Adjustment to deferred acquisition costs			(98	)		(99	)
	Adjustment to present value of future profits			(20	)		(52	)
Adjustment to sales inducements			(15	)		(13	)
Adjustment to benefit reserves			(323	)		(188	)
Provision for income taxes			(162	)		(378	)
Change in unrealized gains (losses) on investment securities			325			701
Reclassification adjustments to net investment (gains) losses, net of taxes of $— and $(6)			—			11
Change in net unrealized investment gains (losses)			325			712
Less: change in net unrealized investment gains (losses) attributable to noncontrolling interests			30			14
Ending balance		$	2,748		$	1,624
(d) Fixed Maturity and Equity Securities
As of March 31, 2015, the amortized cost or cost, gross unrealized gains (losses) and fair value of our fixed maturity and equity securities classified as available-for-sale were as follows:
					Gross unrealized gains						Gross unrealized losses
		Amortized			Not other-than-			Other-than-			Not other-than-			Other-than-
		cost or			temporarily			temporarily			temporarily			temporarily			Fair
(Amounts in millions)		cost			impaired			impaired			impaired			impaired			value
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	4,985		$	1,147		$	—		$	—		$	—		$	6,132
Tax-exempt			348			29			—			(16	)		—			361
Government—non-U.S.			1,829			180			—			(1	)		—			2,008
U.S. corporate			24,526			3,395			22			(43	)		—			27,900
Corporate—non-U.S.			13,791			1,177			1			(83	)		—			14,886
Residential mortgage-backed			4,746			414			15			(11	)		(1	)		5,163
Commercial mortgage-backed			2,508			180			5			(3	)		—			2,690
Other asset-backed			3,813			29			1			(41	)		—			3,802
Total fixed maturity securities			56,546			6,551			44			(198	)		(1	)		62,942
Equity securities			280			29			—			(3	)		—			306
Total available-for-sale securities		$	56,826		$	6,580		$	44		$	(201	)	$	(1	)	$	63,248
As of December 31, 2014, the amortized cost or cost, gross unrealized gains (losses) and fair value of our fixed maturity and equity securities classified as available-for-sale were as follows:
					Gross unrealized gains						Gross unrealized losses
		Amortized			Not other-than-			Other-than-			Not other-than-			Other-than-
		cost or			temporarily			temporarily			temporarily			temporarily			Fair
(Amounts in millions)		cost			impaired			impaired			impaired			impaired			value
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	5,006		$	995		$	—		$	(1	)	$	—		$	6,000
Tax-exempt			347			29			—			(14	)		—			362
Government—non-U.S.			1,952			156			—			(2	)		—			2,106
U.S. corporate			24,251			3,017			20			(88	)		—			27,200
Corporate—non-U.S.			14,214			1,015			—			(97	)		—			15,132
Residential mortgage-backed			4,881			362			15			(17	)		(1	)		5,240
Commercial mortgage-backed			2,564			143			4			(9	)		—			2,702
Other asset-backed			3,735			23			1			(54	)		—			3,705
Total fixed maturity securities			56,950			5,740			40			(282	)		(1	)		62,447
Equity securities			253			36			—			(7	)		—			282
Total available-for-sale securities		$	57,203		$	5,776		$	40		$	(289	)	$	(1	)	$	62,729
The following table presents the gross unrealized losses and fair values of our investment securities, aggregated by investment type and length of time that individual investment securities have been in a continuous unrealized loss position, as of March 31, 2015:
		Less than 12 months									12 months or more									Total
					Gross									Gross									Gross
		Fair			unrealized			Number of			Fair			unrealized			Number of			Fair			unrealized			Number of
(Dollar amounts in millions)		value			losses			securities			value			losses (1)			securities			value			losses (1)			securities
Description of Securities
Fixed maturity securities:
Tax-exempt		$	—		$	—			—		$	109		$	(16	)		10		$	109		$	(16	)		10
Government—non-U.S.			50			(1	)		18			—			—			—			50			(1	)		18
U.S. corporate			1,178			(19	)		174			468			(24	)		66			1,646			(43	)		240
Corporate—non-U.S.			1,024			(68	)		172			249			(15	)		39			1,273			(83	)		211
Residential mortgage-backed			—			—			—			129			(12	)		76			129			(12	)		76
Commercial mortgage-backed			87			(1	)		14			99			(2	)		20			186			(3	)		34
Other asset-backed			823			(4	)		116			432			(37	)		51			1,255			(41	)		167
Subtotal, fixed maturity securities			3,162			(93	)		494			1,486			(106	)		262			4,648			(199	)		756
Equity securities			68			(3	)		64			—			—			—			68			(3	)		64
Total for securities in an unrealized loss position		$	3,230		$	(96	)		558		$	1,486		$	(106	)		262		$	4,716		$	(202	)		820
% Below cost—fixed maturity securities:
<20% Below cost		$	3,089		$	(66	)		483		$	1,369		$	(55	)		242		$	4,458		$	(121	)		725
20%-50% Below cost			73			(27	)		11			117			(50	)		14			190			(77	)		25
>50% Below cost			—			—			—			—			(1	)		6			—			(1	)		6
Total fixed maturity securities			3,162			(93	)		494			1,486			(106	)		262			4,648			(199	)		756
% Below cost—equity securities:
<20% Below cost			64			(2	)		58			—			—			—			64			(2	)		58
20%-50% Below cost			4			(1	)		6			—			—			—			4			(1	)		6
Total equity securities			68			(3	)		64			—			—			—			68			(3	)		64
Total for securities in an unrealized loss position		$	3,230		$	(96	)		558		$	1,486		$	(106	)		262		$	4,716		$	(202	)		820
Investment grade		$	2,766		$	(59	)		445		$	1,292		$	(85	)		204		$	4,058		$	(144	)		649
Below investment grade (2)			464			(37	)		113			194			(21	)		58			658			(58	)		171
Total for securities in an unrealized loss position		$	3,230		$	(96	)		558		$	1,486		$	(106	)		262		$	4,716		$	(202	)		820
(1)	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
(2)	Amounts that have been in a continuous unrealized loss position for 12 months or more included $1 million of unrealized losses on other-than-temporarily impaired securities.
As indicated in the table above, the majority of the securities in a continuous unrealized loss position for less than 12 months were investment grade and less than 20% below cost. These unrealized losses were primarily attributable to volatility in the utilities and energy sector, which resulted in a decline in the value of our corporate securities since acquisition. For securities that have been in a continuous unrealized loss position for less than 12 months, the average fair value percentage below cost was approximately 3% as of March 31, 2015.
Fixed Maturity Securities In A Continuous Unrealized Loss Position For 12 Months Or More
Of the $55 million of unrealized losses on fixed maturity securities in a continuous unrealized loss for 12 months or more that were less than 20% below cost, the weighted-average rating was “BBB+” and approximately 75% of the unrealized losses were related to investment grade securities as of March 31, 2015. These unrealized losses were predominantly attributable to corporate securities and municipal securities including fixed rate securities purchased in a lower rate environment and variable rate securities purchased in a higher rate and lower spread environment. The average fair value percentage below cost for these securities was approximately 4% as of March 31, 2015. See below for additional discussion related to fixed maturity securities that have been in a continuous unrealized loss position for 12 months or more with a fair value that was more than 20% below cost.
The following tables present the concentration of gross unrealized losses and fair values of fixed maturity securities that were more than 20% below cost and in a continuous unrealized loss position for 12 months or more by asset class as of March 31, 2015:
		Investment Grade
		20% to 50%												Greater than 50%
								% of total												% of total
					Gross			gross									Gross			gross
		Fair			unrealized			unrealized			Number of			Fair			unrealized			unrealized			Number of
(Dollar amounts in millions)		value			losses			losses			securities			value			losses			losses			securities
Fixed maturity securities:
Tax-exempt		$	9		$	(3	)		1	%		1		$	—		$	—			—	%		—
U.S. corporate			26			(10	)		5			1			—			—			—			—
Structured securities:
Residential mortgage-backed			5			(4	)		2			4			—			—			—			—
Other asset-backed			68			(26	)		13			4			—			—			—			—
Total structured securities			73			(30	)		15			8			—			—			—			—
Total		$	108		$	(43	)		21	%		10		$	—		$	—			—	%		—
		Below Investment Grade
		20% to 50%												Greater than 50%
								% of total												% of total
					Gross			gross									Gross			gross
		Fair			unrealized			unrealized			Number of			Fair			unrealized			unrealized			Number of
(Dollar amounts in millions)		value			losses			losses			securities			value			losses			losses			securities
Fixed maturity securities:
Structured securities:
Residential mortgage-backed		$	1		$	(1	)		—	%		3		$	—		$	(1	)		—	%		6
Other asset-backed			8			(6	)		3			1			—			—			—			—
Total structured securities			9			(7	)		3			4			—			(1	)		—			6
Total		$	9		$	(7	)		3	%		4		$	—		$	(1	)		—	%		6
For all securities in an unrealized loss position, we expect to recover the amortized cost based on our estimate of the amount and timing of cash flows to be collected. We do not intend to sell nor do we expect that we will be required to sell these securities prior to recovering our amortized cost. See below for further discussion of gross unrealized losses by asset class.
Structured Securities
Of the $38 million of unrealized losses related to structured securities that have been in an unrealized loss position for 12 months or more and were more than 20% below cost, $1 million related to other-than-temporarily impaired securities where the unrealized losses represented the portion of the other-than-temporary impairment recognized in OCI. The extent and duration of the unrealized loss position on our structured securities was primarily due to credit spreads that have widened since acquisition. Additionally, the fair value of certain structured securities has been impacted from high risk premiums being incorporated into the valuation as a result of the amount of potential losses that may be absorbed by the security in the event of additional deterioration in the U.S. economy.
While we considered the length of time each security had been in an unrealized loss position, the extent of the unrealized loss position and any significant declines in fair value subsequent to the balance sheet date in our evaluation of impairment for each of these individual securities, the primary factor in our evaluation of impairment is the expected performance for each of these securities. Our evaluation of expected performance is based on the historical performance of the associated securitization trust as well as the historical performance of the underlying collateral. Our examination of the historical performance of the securitization trust included consideration of the following factors for each class of securities issued by the trust: (i) the payment history, including failure to make scheduled payments; (ii) current payment status; (iii) current and historical outstanding balances; (iv) current levels of subordination and losses incurred to date; and (v) characteristics of the underlying collateral. Our examination of the historical performance of the underlying collateral included: (i) historical default rates, delinquency rates, voluntary and involuntary prepayments and severity of losses, including recent trends in this information; (ii) current payment status; (iii) loan to collateral value ratios, as applicable; (iv) vintage; and (v) other underlying characteristics such as current financial condition.
We used our assessment of the historical performance of both the securitization trust and the underlying collateral for each security, along with third-party sources, when available, to develop our best estimate of cash flows expected to be collected. These estimates reflect projections for future delinquencies, prepayments, defaults and losses for the assets that collateralize the securitization trust and are used to determine the expected cash flows for our security, based on the payment structure of the trust. Our projection of expected cash flows is primarily based on the expected performance of the underlying assets that collateralize the securitization trust and is not directly impacted by the rating of our security. While we consider the rating of the security as an indicator of the financial condition of the issuer, this factor does not have a significant impact on our expected cash flows for each security. In limited circumstances, our expected cash flows include expected payments from reliable financial guarantors where we believe the financial guarantor will have sufficient assets to pay claims under the financial guarantee when the cash flows from the securitization trust are not sufficient to make scheduled payments. We then discount the expected cash flows using the effective yield of each security to determine the present value of expected cash flows.
Based on this evaluation, the present value of expected cash flows was greater than or equal to the amortized cost for each security. Accordingly, we determined that the unrealized losses on each of our structured securities represented temporary impairments as of March 31, 2015.
Despite the considerable analysis and rigor employed on our structured securities, it is at least reasonably possible that the underlying collateral of these investments will perform worse than current market expectations. Such events may lead to adverse changes in cash flows on our holdings of structured securities and future write-downs within our portfolio of structured securities.
The following table presents the gross unrealized losses and fair values of our investment securities, aggregated by investment type and length of time that individual investment securities have been in a continuous unrealized loss position, as of December 31, 2014:
		Less than 12 months									12 months or more									Total
					Gross									Gross									Gross
		Fair			unrealized			Number of			Fair			unrealized			Number of			Fair			unrealized			Number of
(Dollar amounts in millions)		value			losses			securities			value			losses (1)			securities			value			losses (1)			securities
Description of Securities
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	—		$	—			—		$	75		$	(1	)		10		$	75		$	(1	)		10
Tax-exempt			—			—			—			111			(14	)		10			111			(14	)		10
Government—non-U.S.			67			(1	)		18			22			(1	)		4			89			(2	)		22
U.S. corporate			1,656			(31	)		240			1,359			(57	)		210			3,015			(88	)		450
Corporate—non-U.S.			1,568			(69	)		239			515			(28	)		70			2,083			(97	)		309
Residential mortgage-backed			180			(1	)		24			254			(17	)		90			434			(18	)		114
Commercial mortgage-backed			163			—			21			362			(9	)		49			525			(9	)		70
Other asset-backed			1,551			(12	)		215			487			(42	)		55			2,038			(54	)		270
Subtotal, fixed maturity securities			5,185			(114	)		757			3,185			(169	)		498			8,370			(283	)		1,255
Equity securities			30			(3	)		46			48			(4	)		6			78			(7	)		52
Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
% Below cost—fixed maturity securities:
<20% Below cost		$	5,148		$	(103	)		753		$	3,054		$	(115	)		477		$	8,202		$	(218	)		1,230
20%-50% Below cost			37			(11	)		4			131			(53	)		15			168			(64	)		19
>50% Below cost			—			—			—			—			(1	)		6			—			(1	)		6
Total fixed maturity securities			5,185			(114	)		757			3,185			(169	)		498			8,370			(283	)		1,255
% Below cost—equity securities:
<20% Below cost			26			(2	)		40			48			(4	)		6			74			(6	)		46
20%-50% Below cost			4			(1	)		6			—			—			—			4			(1	)		6
Total equity securities			30			(3	)		46			48			(4	)		6			78			(7	)		52
Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
Investment grade		$	4,623		$	(75	)		675		$	2,936		$	(146	)		431		$	7,559		$	(221	)		1,106
Below investment grade (2)			592			(42	)		128			297			(27	)		73			889			(69	)		201
Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
(1)	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
(2)	Amounts that have been in a continuous unrealized loss position for 12 months or more included $1 million of unrealized losses on other-than-temporarily impaired securities.
The scheduled maturity distribution of fixed maturity securities as of March 31, 2015 is set forth below. Actual maturities may differ from contractual maturities because issuers of securities may have the right to call or prepay obligations with or without call or prepayment penalties.
		Amortized
		cost or			Fair
(Amounts in millions)		cost			value
Due one year or less		$	2,060		$	2,077
Due after one year through five years			10,913			11,552
Due after five years through ten years			11,584			12,343
Due after ten years			20,922			25,315
Subtotal			45,479			51,287
Residential mortgage-backed			4,746			5,163
Commercial mortgage-backed			2,508			2,690
Other asset-backed			3,813			3,802
Total		$	56,546		$	62,942
As of March 31, 2015, $7,229 million of our investments (excluding mortgage-backed and asset-backed securities) were subject to certain call provisions.
As of March 31, 2015, securities issued by utilities and energy, finance and insurance, and consumer—non-cyclical industry groups represented approximately 25%, 19% and 12%, respectively, of our domestic and foreign corporate fixed maturity securities portfolio. No other industry group comprised more than 10% of our investment portfolio. This portfolio is widely diversified among various geographic regions in the United States and internationally, and is not dependent on the economic stability of one particular region.
As of March 31, 2015, we did not hold any fixed maturity securities in any single issuer, other than securities issued or guaranteed by the U.S. government, which exceeded 10% of stockholders’ equity.
(e) Commercial Mortgage Loans
Our mortgage loans are collateralized by commercial properties, including multi-family residential buildings. The carrying value of commercial mortgage loans is stated at original cost net of principal payments, amortization and allowance for loan losses.
We diversify our commercial mortgage loans by both property type and geographic region. The following tables set forth the distribution across property type and geographic region for commercial mortgage loans as of the dates indicated:
		March 31, 2015						December 31, 2014
		Carrying			% of			Carrying			% of
(Amounts in millions)		value			total			value			total
Property type:
Retail		$	2,193			36	%	$	2,150			35	%
Office			1,660			27			1,643			27
Industrial			1,553			25			1,597			26
Apartments			494			8			494			8
Mixed use/other			270			4			239			4
Subtotal			6,170			100	%		6,123			100	%
Unamortized balance of loan origination fees and costs			(1	)					(1	)
Allowance for losses			(20	)					(22	)
Total		$	6,149					$	6,100
		March 31, 2015						December 31, 2014
		Carrying			% of			Carrying			% of
(Amounts in millions)		value			total			value			total
Geographic region:
South Atlantic		$	1,677			27	%	$	1,673			27	%
Pacific			1,616			26			1,636			27
Middle Atlantic			837			14			826			14
Mountain			557			9			536			9
East North Central			390			6			397			7
West North Central			385			6			382			6
West South Central			275			5			268			4
New England			267			4			264			4
East South Central			166			3			141			2
Subtotal			6,170			100	%		6,123			100	%
Unamortized balance of loan origination fees and costs			(1	)					(1	)
Allowance for losses			(20	)					(22	)
Total		$	6,149					$	6,100
The following tables set forth the aging of past due commercial mortgage loans by property type as of the dates indicated:
		March 31, 2015
		31 - 60 days			61 - 90 days			Greater than			Total			Current			Total
		past due			past due			90 days past			past due
(Amounts in millions)								due
Property type:
Retail		$	—		$	—		$	—		$	—		$	2,193		$	2,193
Office			—			—			3			3			1,657			1,660
Industrial			—			—			2			2			1,551			1,553
Apartments			—			—			—			—			494			494
Mixed use/other			—			—			—			—			270			270
Total recorded investment		$	—		$	—		$	5		$	5		$	6,165		$	6,170
% of total commercial mortgage loans			—	%		—	%		—	%		—	%		100	%		100	%
		31-Dec-14
(Amounts in millions)		31 - 60 days			61 - 90 days			Greater than			Total			Current			Total
		past due			past due			90 days past			past due
								due
Property type:
Retail		$	—		$	—		$	—		$	—		$	2,150		$	2,150
Office			—			—			6			6			1,637			1,643
Industrial			—			—			2			2			1,595			1,597
Apartments			—			—			—			—			494			494
Mixed use/other			—			—			—			—			239			239
Total recorded investment		$	—		$	—		$	8		$	8		$	6,115		$	6,123
% of total commercial mortgage loans			—	%		—	%		—	%		—	%		100	%		100	%
As of March 31, 2015 and December 31, 2014, we had no commercial mortgage loans that were past due for more than 90 days and still accruing interest. We also did not have any commercial mortgage loans that were past due for less than 90 days on non-accrual status as of March 31, 2015 and December 31, 2014.
We evaluate the impairment of commercial mortgage loans on an individual loan basis. As of March 31, 2015, our commercial mortgage loans greater than 90 days past due included loans with appraised values in excess of the recorded investment and the current recorded investment of these loans was expected to be recoverable.
During the three months ended March 31, 2015 and the year ended December 31, 2014, we modified or extended 3 and 28 commercial mortgage loans, respectively, with a total carrying value of $48 million and $254 million, respectively. All of these modifications or extensions were based on current market interest rates, did not result in any forgiveness in the outstanding principal amount owed by the borrower and were not considered troubled debt restructurings.
The following table sets forth the allowance for credit losses and recorded investment in commercial mortgage loans as of or for the periods indicated:
		Three months ended
		March 31,
(Amounts in millions)		2015			2014
Allowance for credit losses:
Beginning balance		$	22		$	33
Charge-offs			(3	)		(1	)
Recoveries			—			—
Provision			1			(2	)
Ending balance		$	20		$	30
Ending allowance for individually impaired loans		$	—		$	—
Ending allowance for loans not individually impaired that were evaluated collectively for impairment		$	20		$	30
Recorded investment:
Ending balance		$	6,170		$	5,924
Ending balance of individually impaired loans		$	18		$	17
Ending balance of loans not individually impaired that were evaluated collectively for impairment		$	6,152		$	5,907
As of March 31, 2015, we had an individually impaired commercial mortgage loan included within the office property type with a recorded investment of $3 million, an unpaid principal balance of $6 million and charge-offs of $3 million. As of March 31, 2015 and December 31, 2014, we had an individually impaired commercial mortgage loan included within the industrial property type with a recorded investment of $15 million, an unpaid principal balance of $16 million and charge-offs of $1 million, which were recorded in the first quarter of 2014.
In evaluating the credit quality of commercial mortgage loans, we assess the performance of the underlying loans using both quantitative and qualitative criteria. Certain risks associated with commercial mortgage loans can be evaluated by reviewing both the loan-to-value and debt service coverage ratio to understand both the probability of the borrower not being able to make the necessary loan payments as well as the ability to sell the underlying property for an amount that would enable us to recover our unpaid principal balance in the event of default by the borrower. The average loan-to-value ratio is based on our most recent estimate of the fair value for the underlying property which is evaluated at least annually and updated more frequently if necessary to better indicate risk associated with the loan. A lower loan-to-value indicates that our loan value is more likely to be recovered in the event of default by the borrower if the property was sold. The debt service coverage ratio is based on “normalized” annual net operating income of the property compared to the payments required under the terms of the loan. Normalization allows for the removal of annual one-time events such as capital expenditures, prepaid or late real estate tax payments or non-recurring third-party fees (such as legal, consulting or contract fees). This ratio is evaluated at least annually and updated more frequently if necessary to better indicate risk associated with the loan. A higher debt service coverage ratio indicates the borrower is less likely to default on the loan. The debt service coverage ratio should not be used without considering other factors associated with the borrower, such as the borrower’s liquidity or access to other resources that may result in our expectation that the borrower will continue to make the future scheduled payments.
The following tables set forth the loan-to-value of commercial mortgage loans by property type as of the dates indicated:
		March 31, 2015
(Amounts in millions)		0% - 50%			51% - 60%			61% - 75%			76% - 100%			Greater			Total
														than 100%  (1)
Property type:
Retail		$	715		$	428		$	958		$	74		$	18		$	2,193
Office			464			261			798			116			21			1,660
Industrial			426			282			766			56			23			1,553
Apartments			215			74			197			8			—			494
Mixed use/other			59			36			169			6			—			270
Total recorded investment		$	1,879		$	1,081		$	2,888		$	260		$	62		$	6,170
% of total			30	%		18	%		47	%		4	%		1	%		100	%
Weighted-average debt service coverage ratio			2.14			1.76			1.61			0.98			0.56			1.76
(1)	Included $15 million of impaired loans and $47 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 118%.
		December 31, 2014
(Amounts in millions)		0% - 50%			51% - 60%			61% - 75%			76% - 100%			Greater			Total
														than 100%  (1)
Property type:
Retail		$	671		$	419		$	967		$	75		$	18		$	2,150
Office			383			278			782			164			36			1,643
Industrial			451			285			778			60			23			1,597
Apartments			211			76			199			8			—			494
Mixed use/other			45			43			145			6			—			239
Total recorded investment		$	1,761		$	1,101		$	2,871		$	313		$	77		$	6,123
% of total			29	%		18	%		47	%		5	%		1	%		100	%
Weighted-average debt service coverage ratio			2.27			1.75			1.61			1.02			0.72			1.78
(1)	Included $15 million of impaired loans, $6 million of loans past due and not individually impaired and $56 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 120%.
The following tables set forth the debt service coverage ratio for fixed rate commercial mortgage loans by property type as of the dates indicated:
		March 31, 2015
(Amounts in millions)		Less than 1.00			1.00 - 1.25			1.26 - 1.50			1.51 - 2.00			Greater			Total
														than 2.00
Property type:
Retail		$	76		$	248		$	553		$	901		$	415		$	2,193
Office			115			94			298			768			378			1,653
Industrial			160			143			240			675			333			1,551
Apartments			1			48			91			185			169			494
Mixed use/other			6			1			86			137			40			270
Total recorded investment		$	358		$	534		$	1,268		$	2,666		$	1,335		$	6,161
% of total			6	%		9	%		20	%		43	%		22	%		100	%
Weighted-average loan-to-value			75	%		63	%		60	%		60	%		44	%		58	%
		31-Dec-14
(Amounts in millions)		Less than 1.00			1.00 - 1.25			1.26 - 1.50			1.51 - 2.00			Greater			Total
														than 2.00
Property type:
Retail		$	80		$	253		$	524		$	870		$	423		$	2,150
Office			119			101			247			780			389			1,636
Industrial			158			142			246			706			343			1,595
Apartments			1			48			88			186			171			494
Mixed use/other			6			1			61			135			36			239
Total recorded investment		$	364		$	545		$	1,166		$	2,677		$	1,362		$	6,114
% of total			6	%		9	%		19	%		44	%		22	%		100	%
Weighted-average loan-to-value			77	%		64	%		64	%		59	%		45	%		59	%
As of March 31, 2015 and December 31, 2014, we had floating rate commercial mortgage loans of $9 million.
(f) Restricted Commercial Mortgage Loans Related To Securitization Entities
We have a consolidated securitization entity that holds commercial mortgage loans that are recorded as restricted commercial mortgage loans related to securitization entities.
(g) Restricted Other Invested Assets Related To Securitization Entities
We have consolidated securitization entities that hold certain investments that are recorded as restricted other invested assets related to securitization entities. The consolidated securitization entities hold certain investments as trading securities and whereby the changes in fair value are recorded in current period income (loss). The trading securities comprise asset-backed securities, including residual interest in certain policy loan securitization entities and highly rated bonds that are primarily backed by credit card receivables.

Derivative_Instruments

Derivative Instruments	3 Months Ended
	Mar. 31, 2015
Derivative Instruments	(5) Derivative Instruments
	Our business activities routinely deal with fluctuations in interest rates, equity prices, currency exchange rates and other asset and liability prices. We use derivative instruments to mitigate or reduce certain of these risks. We have established policies for managing each of these risks, including prohibitions on derivatives market-making and other speculative derivatives activities. These policies require the use of derivative instruments in concert with other techniques to reduce or mitigate these risks. While we use derivatives to mitigate or reduce risks, certain derivatives do not meet the accounting requirements to be designated as hedging instruments and are denoted as “derivatives not designated as hedges” in the following disclosures. For derivatives that meet the accounting requirements to be designated as hedges, the following disclosures for these derivatives are denoted as “derivatives designated as hedges,” which include both cash flow and fair value hedges.
	The following table sets forth our positions in derivative instruments as of the dates indicated:
			Derivative assets										Derivative liabilities
					Fair value										Fair value
	(Amounts in millions)		Balance		March 31,				December 31,				Balance		March 31,			December 31,
			sheet classification		2015				2014				sheet classification		2015			2014
	Derivatives designated as hedges
	Cash flow hedges:
	Interest rate swaps		Other invested assets		$	948			$	639			Other liabilities		$	45		$	27
	Inflation indexed swaps		Other invested assets			—				—			Other liabilities			31			42
	Foreign currency swaps		Other invested assets			9				6			Other liabilities			—			—
	Total cash flow hedges					957				645						76			69
	Total derivatives designated as hedges					957				645						76			69
	Derivatives not designated as hedges
	Interest rate swaps		Other invested assets			492				452			Other liabilities			224			177
	Interest rate swaps related to securitization entities		Restricted other			—				—			Other liabilities			29			26
			invested assets
	Foreign currency swaps		Other invested assets			—				—			Other liabilities			15			7
	Credit default swaps		Other invested assets			3				4			Other liabilities			—			—
	Credit default swaps related to securitization entities		Restricted other			—				—			Other liabilities			10			17
			invested assets
	Equity index options		Other invested assets			15				17			Other liabilities			—			—
	Financial futures		Other invested assets			—				—			Other liabilities			—			—
	Equity return swaps		Other invested assets			—				—			Other liabilities			6			1
	Other foreign currency contracts		Other invested assets			17				14			Other liabilities			24			13
	GMWB embedded derivatives		Reinsurance			14				13			Policyholder			316			291
			recoverable (1)										account balances (2)
	Fixed index annuity embedded derivatives		Other assets			—				—			Policyholder			300			276
													account balances (3)
	Indexed universal life embedded derivatives		Reinsurance			—				—			Policyholder			7			7
			recoverable										account balances (4)
	Total derivatives not designated as hedges					541				500						931			815
	Total derivatives				$	1,498			$	1,145					$	1,007		$	884
	(1)	Represents embedded derivatives associated with the reinsured portion of our guaranteed minimum withdrawal benefits (“GMWB”) liabilities.
	(2)	Represents the embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
	(3)	Represents the embedded derivatives associated with our fixed index annuity liabilities.
	(4)	Represents the embedded derivatives associated with our indexed universal life liabilities.
	The fair value of derivative positions presented above was not offset by the respective collateral amounts retained or provided under these agreements.
	The activity associated with derivative instruments can generally be measured by the change in notional value over the periods presented. However, for GMWB, fixed index annuity embedded derivatives and indexed universal life embedded derivatives, the change between periods is best illustrated by the number of policies. The following tables represent activity associated with derivative instruments as of the dates indicated:
	(Notional in millions)		Measurement				December 31,				Additions				Maturities/			March 31,
							2014								terminations			2015
	Derivatives designated as hedges
	Cash flow hedges:
	Interest rate swaps			Notional			$	11,961			$	—			$	(6	)	$	11,955
	Inflation indexed swaps			Notional				571				1				(10	)		562
	Foreign currency swaps			Notional				35				—				—			35
	Total cash flow hedges							12,567				1				(16	)		12,552
	Total derivatives designated as hedges							12,567				1				(16	)		12,552
	Derivatives not designated as hedges
	Interest rate swaps			Notional				5,074				250				(392	)		4,932
	Interest rate swaps related to securitization entities			Notional				77				—				(4	)		73
	Credit default swaps			Notional				394				—				—			394
	Credit default swaps related to securitization entities			Notional				312				—				—			312
	Equity index options			Notional				994				212				(201	)		1,005
	Financial futures			Notional				1,331				1,465				(1,433	)		1,363
	Equity return swaps			Notional				108				127				(103	)		132
	Foreign currency swaps			Notional				104				4				—			108
	Other foreign currency contracts			Notional				425				104				(129	)		400
	Total derivatives not designated as hedges							8,819				2,162				(2,262	)		8,719
	Total derivatives						$	21,386			$	2,163			$	(2,278	)	$	21,271
	(Number of policies)		Measurement				December 31,				Additions				Maturities/			March 31,
							2014								terminations			2015
	Derivatives not designated as hedges
GMWB embedded derivatives			Policies				39,015				—				(784	)		38,231
Fixed index annuity embedded derivatives			Policies				13,901				1,179				(82	)		14,998
Indexed universal life embedded derivatives			Policies				421				127				(2	)		546
Cash Flow Hedges
Certain derivative instruments are designated as cash flow hedges. The changes in fair value of these instruments are recorded as a component of OCI. We designate and account for the following as cash flow hedges when they have met the effectiveness requirements: (i) various types of interest rate swaps to convert floating rate investments to fixed rate investments; (ii) various types of interest rate swaps to convert floating rate liabilities into fixed rate liabilities; (iii) receive U.S. dollar fixed on foreign currency swaps to hedge the foreign currency cash flow exposure of foreign currency denominated investments; (iv) forward starting interest rate swaps to hedge against changes in interest rates associated with future fixed rate bond purchases and/or interest income; (v) forward bond purchase commitments to hedge against the variability in the anticipated cash flows required to purchase future fixed rate bonds; and (vi) other instruments to hedge the cash flows of various forecasted transactions.
The following table provides information about the pre-tax income effects of cash flow hedges for the three months ended March 31, 2015:
(Amounts in millions)		Gain (loss)				Gain (loss)				Classification of gain		Gain (loss)				Classification of gain
		recognized				reclassified				(loss) reclassified into		recognized in				(loss) recognized in
		in OCI				into				net income		net income (1)				net income
						net income
						from OCI
Interest rate swaps hedging assets		$	306			$	19			Net investment		$	4			Net investment
										income						gains (losses)
Interest rate swaps hedging liabilities			(18	)			—			Interest expense			—			Net investment
																gains (losses)
Inflation indexed swaps			11				9			Net investment			—			Net investment
										income						gains (losses)
Foreign currency swaps			3				—			Net investment			—			Net investment
										income						gains (losses)
Total		$	302			$	28					$	4
(1)	Represents ineffective portion of cash flow hedges as there were no amounts excluded from the measurement of effectiveness.
The following table provides information about the pre-tax income effects of cash flow hedges for the three months ended March 31, 2014:
(Amounts in millions)		Gain (loss)				Gain (loss)				Classification of gain		Gain (loss)				Classification of gain
		recognized				reclassified				(loss) reclassified into		recognized in				(loss) recognized in
		in OCI				into				net income		net income (1)				net income
						net income
						from OCI
Interest rate swaps hedging assets		$	357			$	15			Net investment		$	4			Net investment
										income						gains (losses)
Interest rate swaps hedging liabilities			(20	)			—			Interest expense			—			Net investment
																gains (losses)
Inflation indexed swaps			(3	)			(1	)		Net investment			—			Net investment
										income						gains (losses)
Forward bond purchase commitments			18				—			Net investment			—			Net investment
										income						gains (losses)
Total		$	352			$	14					$	4
(1)	Represents ineffective portion of cash flow hedges as there were no amounts excluded from the measurement of effectiveness.
The following table provides a reconciliation of current period changes, net of applicable income taxes, for these designated derivatives presented in the separate component of stockholders’ equity labeled “derivatives qualifying as hedges,” for the periods indicated:
		Three months ended
		March 31,
(Amounts in millions)		2015				2014
Derivatives qualifying as effective accounting hedges as of January 1		$	2,070			$	1,319
Current period increases (decreases) in fair value, net of deferred taxes of $(107) and $(124)			195				228
Reclassification to net (income), net of deferred taxes of $10 and $5			(18	)			(9	)
Derivatives qualifying as effective accounting hedges as of March 31		$	2,247			$	1,538
The total of derivatives designated as cash flow hedges of $2,247 million, net of taxes, recorded in stockholders’ equity as of March 31, 2015 is expected to be reclassified to net income in the future, concurrently with and primarily offsetting changes in interest expense and interest income on floating rate instruments and interest income on future fixed rate bond purchases. Of this amount, $59 million, net of taxes, is expected to be reclassified to net income in the next 12 months. Actual amounts may vary from this amount as a result of market conditions. All forecasted transactions associated with qualifying cash flow hedges are expected to occur by 2047. There were immaterial amounts reclassified to net income during the three months ended March 31, 2015 in connection with forecasted transactions that were no longer considered probable of occurring.
Fair Value Hedges
Certain derivative instruments are designated as fair value hedges. The changes in fair value of these instruments are recorded in net income. In addition, changes in the fair value attributable to the hedged portion of the underlying instrument are reported in net income. We designate and account for the following as fair value hedges when they have met the effectiveness requirements: (i) interest rate swaps to convert fixed rate liabilities into floating rate liabilities; (ii) cross currency swaps to convert non-U.S. dollar fixed rate liabilities to floating rate U.S. dollar liabilities; and (iii) other instruments to hedge various fair value exposures of investments.
There were no pre-tax income effects of fair value hedges and related hedged items for the three months ended March 31, 2015 and 2014.
Derivatives Not Designated As Hedges
We also enter into certain non-qualifying derivative instruments such as: (i) interest rate swaps and financial futures to mitigate interest rate risk as part of managing regulatory capital positions; (ii) credit default swaps to enhance yield and reproduce characteristics of investments with similar terms and credit risk; (iii) equity index options, equity return swaps, interest rate swaps and financial futures to mitigate the risks associated with liabilities that have guaranteed minimum benefits, fixed index annuities and indexed universal life; (iv) interest rate swaps where the hedging relationship does not qualify for hedge accounting; (v) credit default swaps to mitigate loss exposure to certain credit risk; (vi) foreign currency swaps, options and forward contracts to mitigate currency risk associated with non-functional currency investments held by certain foreign subsidiaries and future dividends or other cash flows from certain foreign subsidiaries to our holding company; and (vii) equity index options to mitigate certain macroeconomic risks associated with certain foreign subsidiaries. Additionally, we provide GMWBs on certain variable annuities that are required to be bifurcated as embedded derivatives. We also offer fixed index annuity and indexed universal life products and have reinsurance agreements with certain features that are required to be bifurcated as embedded derivatives.
We also have derivatives related to securitization entities where we were required to consolidate the related securitization entity as a result of our involvement in the structure. The counterparties for these derivatives typically only have recourse to the securitization entity. The interest rate swaps used for these entities are typically used to effectively convert the interest payments on the assets of the securitization entity to the same basis as the interest rate on the borrowings issued by the securitization entity. Credit default swaps are utilized in certain securitization entities to enhance the yield payable on the borrowings issued by the securitization entity and also include a settlement feature that allows the securitization entity to provide the par value of assets in the securitization entity for the amount of any losses incurred under the credit default swap.
The following table provides the pre-tax gain (loss) recognized in net income for the effects of derivatives not designated as hedges for the periods indicated:
		Three months ended March 31,								Classification of gain (loss) recognized
(Amounts in millions)		2015				2014				in net income
Interest rate swaps		$	8			$	(3	)		Net investment gains (losses)
Interest rate swaps related to securitization entities			(3	)			(3	)		Net investment gains (losses)
Credit default swaps			1				—			Net investment gains (losses)
Credit default swaps related to securitization entities			8				7			Net investment gains (losses)
Equity index options			(10	)			(7	)		Net investment gains (losses)
Financial futures			7				27			Net investment gains (losses)
Equity return swaps			(9	)			(1	)		Net investment gains (losses)
Other foreign currency contracts			(1	)			(9	)		Net investment gains (losses)
Foreign currency swaps			(10	)			—			Net investment gains (losses)
GMWB embedded derivatives			(16	)			(31	)		Net investment gains (losses)
Fixed index annuity embedded derivatives			(7	)			(1	)		Net investment gains (losses)
Indexed universal life embedded derivatives			1				—			Net investment gains (losses)
Total derivatives not designated as hedges		$	(31	)		$	(21	)
Derivative Counterparty Credit Risk
Most of our derivative arrangements with counterparties require the posting of collateral upon meeting certain net exposure thresholds. For derivatives related to securitization entities, there are no arrangements that require either party to provide collateral and the recourse of the derivative counterparty is typically limited to the assets held by the securitization entity and there is no recourse to any entity other than the securitization entity.
The following tables present additional information about derivative assets and liabilities subject to an enforceable master netting arrangement as of the dates indicated:
		March 31, 2015												December 31, 2014
(Amounts in millions)		Derivatives				Derivatives				Net				Derivatives			Derivatives			Net
		assets (1)				liabilities (2)				derivatives				assets (1)			liabilities (2)			derivatives
Amounts presented in the balance sheet:
Gross amounts recognized		$	1,526			$	369			$	1,157			$	1,157		$	273		$	884
Gross amounts offset in the balance sheet			—				—				—				—			—			—
Net amounts presented in the balance sheet			1,526				369				1,157				1,157			273			884
Gross amounts not offset in the balance sheet:
Financial instruments (3)			(289	)			(289	)			—				(227	)		(227	)		—
Collateral received			(1,088	)			—				(1,088	)			(884	)		—			(884	)
Collateral pledged			—				(205	)			205				—			(49	)		49
Over collateralization			2				125				(123	)			1			5			(4	)
Net amount		$	151			$	—			$	151			$	47		$	2		$	45
(1)	Included $42 million and $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of March 31, 2015 and December 31, 2014, respectively.
(2)	Included $24 million and $6 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of March 31, 2015 and December 31, 2014, respectively.
(3)	Amounts represent derivative assets and/or liabilities that are presented gross within the balance sheet but are held with the same counterparty where we have a master netting arrangement. This adjustment results in presenting the net asset and net liability position for each counterparty.
Except for derivatives related to securitization entities, almost all of our master swap agreements contain credit downgrade provisions that allow either party to assign or terminate derivative transactions if the other party’s long-term unsecured debt rating or financial strength rating is below the limit defined in the applicable agreement. If the downgrade provisions had been triggered as of March 31, 2015 and December 31, 2014, we could have been allowed to claim $151 million and $47 million, respectively, or required to disburse up to $2 million as of December 31, 2014. The chart above excludes embedded derivatives and derivatives related to securitization entities as those derivatives are not subject to master netting arrangements.
Credit Derivatives
We sell protection under single name credit default swaps and credit default swap index tranches in combination with purchasing securities to replicate characteristics of similar investments based on the credit quality and term of the credit default swap. Credit default triggers for both indexed reference entities and single name reference entities follow the Credit Derivatives Physical Settlement Matrix published by the International Swaps and Derivatives Association. Under these terms, credit default triggers are defined as bankruptcy, failure to pay or restructuring, if applicable. Our maximum exposure to credit loss equals the notional value for credit default swaps. In the event of default for credit default swaps, we are typically required to pay the protection holder the full notional value less a recovery rate determined at auction.
In addition to the credit derivatives discussed above, we also have credit derivative instruments related to securitization entities that we consolidate. These derivatives represent a customized index of reference entities with specified attachment points for certain derivatives. The credit default triggers are similar to those described above. In the event of default, the securitization entity will provide the counterparty with the par value of assets held in the securitization entity for the amount of incurred loss on the credit default swap. The maximum exposure to loss for the securitization entity is the notional value of the derivatives. Certain losses on these credit default swaps would be absorbed by the third-party noteholders of the securitization entity and the remaining losses on the credit default swaps would be absorbed by our portion of the notes issued by the securitization entity.
The following table sets forth our credit default swaps where we sell protection on single name reference entities and the fair values as of the dates indicated:
		March 31, 2015												December 31, 2014
		Notional												Notional
(Amounts in millions)		value				Assets				Liabilities				value			Assets			Liabilities
Investment grade
Matures in less than one year		$	—			$	—			$	—			$	—		$	—		$	—
Matures after one year through five years			39				1				—				39			1			—
Total credit default swaps on single name reference entities		$	39			$	1			$	—			$	39		$	1		$	—
The following table sets forth our credit default swaps where we sell protection on credit default swap index tranches and the fair values as of the dates indicated:
		March 31, 2015												December 31, 2014
		Notional												Notional
(Amounts in millions)		value				Assets				Liabilities				value			Assets			Liabilities
Original index tranche attachment/detachment point and maturity:
7% - 15% matures after one year through five years (1)		$	100			$	1			$	—			$	100		$	1		$	—
9% - 12% matures in less than one year (2)			250				1				—				250			2			—
Total credit default swap index tranches			350				2				—				350			3			—
Customized credit default swap index tranches related to securitization entities:
Portion backing third-party borrowings maturing 2017 (3)			12				—				—				12			—			—
Portion backing our interest maturing 2017 (4)			300				—				10				300			—			17
Total customized credit default swap index tranches related to securitization entities			312				—				10				312			—			17
Total credit default swaps on index tranches		$	662			$	2			$	10			$	662		$	3		$	17
(1)	The current attachment/detachment as of March 31, 2015 and December 31, 2014 was 7% – 15%.
(2)	The current attachment/detachment as of March 31, 2015 and December 31, 2014 was 9% – 12%.
(3)	Original notional value was $39 million.
(4)	Original notional value was $300 million.

Fair_Value_of_Financial_Instru

Fair Value of Financial Instruments	3 Months Ended
	Mar. 31, 2015
Fair Value of Financial Instruments	(6) Fair Value of Financial Instruments
	Assets and liabilities that are reflected in the accompanying consolidated financial statements at fair value are not included in the following disclosure of fair value. Such items include cash and cash equivalents, investment securities, separate accounts, securities held as collateral and derivative instruments. Other financial assets and liabilities—those not carried at fair value—are discussed below. Apart from certain of our borrowings and certain marketable securities, few of the instruments discussed below are actively traded and their fair values must often be determined using models. The fair value estimates are made at a specific point in time, based upon available market information and judgments about the financial instruments, including estimates of the timing and amount of expected future cash flows and the credit standing of counterparties. Such estimates do not reflect any premium or discount that could result from offering for sale at one time our entire holdings of a particular financial instrument, nor do they consider the tax impact of the realization of unrealized gains or losses. In many cases, the fair value estimates cannot be substantiated by comparison to independent markets.
	The basis on which we estimate fair value is as follows:
	Commercial mortgage loans. Based on recent transactions and/or discounted future cash flows, using current market rates. Given the limited availability of data related to transactions for similar instruments, we typically classify these loans as Level 3.
	Restricted commercial mortgage loans. Based on recent transactions and/or discounted future cash flows, using current market rates. Given the limited availability of data related to transactions for similar instruments, we typically classify these loans as Level 3.
	Other invested assets. Primarily represents short-term investments and limited partnerships accounted for under the cost method. The fair value of short-term investments typically does not include significant unobservable inputs and approximate our amortized cost basis. As a result, short-term investments are classified as Level 2. Limited partnerships are valued based on comparable market transactions, discounted future cash flows, quoted market prices and/or estimates using the most recent data available for the underlying instrument. Cost method limited partnerships typically include significant unobservable inputs as a result of being relatively illiquid with limited market activity for similar instruments and are classified as Level 3.
	Long-term borrowings. We utilize available market data when determining fair value of long-term borrowings issued in the United States and Canada, which includes data on recent trades for the same or similar financial instruments. Accordingly, these instruments are classified as Level 2 measurements. In cases where market data is not available such as our long-term borrowings in Australia, we use broker quotes for which we consider the valuation methodology utilized by the third party, but the valuation typically includes significant unobservable inputs. Accordingly, we classify these borrowings where fair value is based on our consideration of broker quotes as Level 3 measurements.
	Non-recourse funding obligations. We use an internal model to determine fair value using the current floating rate coupon and expected life/final maturity of the instrument discounted using the floating rate index and current market spread assumption, which is estimated based on recent transactions for these instruments or similar instruments as well as other market information or broker provided data. Given these instruments are private and very little market activity exists, our current market spread assumption is considered to have significant unobservable inputs in calculating fair value and, therefore, results in the fair value of these instruments being classified as Level 3.
	Borrowings related to securitization entities. Based on market quotes or comparable market transactions. Some of these borrowings are publicly traded debt securities and are classified as Level 2. Certain borrowings are not publicly traded and are classified as Level 3.
	Investment contracts. Based on expected future cash flows, discounted at current market rates for annuity contracts or institutional products. Given the significant unobservable inputs associated with policyholder behavior and current market rate assumptions used to discount the expected future cash flows, we classify these instruments as Level 3 except for certain funding agreement-backed notes that are traded in the marketplace as a security and are classified as Level 2.
	The following represents our estimated fair value of financial assets and liabilities that are not required to be carried at fair value as of the dates indicated:
			March 31, 2015
	(Amounts in millions)		Notional				Carrying			Fair value
			amount				amount			Total			Level 1		Level 2			Level 3
	Assets:
	Commercial mortgage loans		$		(1)		$	6,149		$	6,588		$	—	$	—		$	6,588
	Restricted commercial mortgage loans				(1)			188			213			—		—			213
	Other invested assets				(1)			484			487			—		412			75
	Liabilities:
	Long-term borrowings				(1)			4,601			4,422			—		4,312			110
	Non-recourse funding obligations				(1)			1,983			1,435			—		—			1,435
	Borrowings related to securitization entities				(1)			124			133			—		133			—
	Investment contracts				(1)			17,514			18,597			—		7			18,590
	Other firm commitments:
	Commitments to fund limited partnerships			71				—			—			—		—			—
	Ordinary course of business lending commitments			49				—			—			—		—			—
			December 31, 2014
	(Amounts in millions)		Notional				Carrying			Fair value
			amount				amount			Total			Level 1		Level 2			Level 3
	Assets:
	Commercial mortgage loans		$		(1)		$	6,100		$	6,573		$	—	$	—		$	6,573
	Restricted commercial mortgage loans				(1)			201			228			—		—			228
	Other invested assets				(1)			374			385			—		300			85
	Liabilities:
	Long-term borrowings				(1)			4,639			4,300			—		4,181			119
	Non-recourse funding obligations				(1)			1,996			1,438			—		—			1,438
	Borrowings related to securitization entities				(1)			134			146			—		146			—
	Investment contracts				(1)			17,497			18,023			—		7			18,016
	Other firm commitments:
	Commitments to fund limited partnerships			53				—			—			—		—			—
	Ordinary course of business lending commitments			155				—			—			—		—			—
	(1)	These financial instruments do not have notional amounts.
	Recurring Fair Value Measurements
	We have fixed maturity, equity and trading securities, derivatives, embedded derivatives, securities held as collateral, separate account assets and certain other financial instruments, which are carried at fair value. Below is a description of the valuation techniques and inputs used to determine fair value by class of instrument.
	Fixed maturity, equity and trading securities
	The valuations of fixed maturity, equity and trading securities are determined using a market approach, income approach or a combination of the market and income approach depending on the type of instrument and availability of information. For all exchange-traded equity securities, the valuations are classified as Level 1.
	We utilize certain third-party data providers when determining fair value. We consider information obtained from third-party pricing services (“pricing services”) as well as third-party broker provided prices, or broker quotes, in our determination of fair value. Additionally, we utilize internal models to determine the valuation of securities using an income approach where the inputs are based on third-party provided market inputs. While we consider the valuations provided by pricing services and broker quotes to be of high quality, management determines the fair value of our investment securities after considering all relevant and available information. We also use various methods to obtain an understanding of the valuation methodologies and procedures used by third-party data providers to ensure sufficient understanding to evaluate the valuation data received, including an understanding of the assumptions and inputs utilized to determine the appropriate fair value. For pricing services, we analyze the prices provided by our primary pricing services to other readily available pricing services and perform a detailed review of the assumptions and inputs from each pricing service to determine the appropriate fair value when pricing differences exceed certain thresholds. We also evaluate changes in fair value that are greater than 10% each month to further aid in our review of the accuracy of fair value measurements and our understanding of changes in fair value, with more detailed reviews performed by the asset managers responsible for the related asset class associated with the security being reviewed. A pricing committee provides additional oversight and guidance in the evaluation and review of the pricing methodologies used to value our investment portfolio.
	In general, we first obtain valuations from pricing services. If a price is not supplied by a pricing service, we will typically seek a broker quote for public or private fixed maturity securities. In certain instances, we utilize price caps for broker quoted securities where the estimated market yield results in a valuation that may exceed the amount that we believe would be received in a market transaction. For certain private fixed maturity securities where we do not obtain valuations from pricing services, we utilize an internal model to determine fair value since transactions for identical securities are not readily observable and these securities are not typically valued by pricing services. For all securities, excluding certain private fixed maturity securities, if neither a pricing service nor broker quotes valuation is available, we determine fair value using internal models.
	For pricing services, we obtain an understanding of the pricing methodologies and procedures for each type of instrument. Additionally, on a monthly basis we review a sample of securities, examining the pricing service’s assumptions to determine if we agree with the service’s derived price. In general, a pricing service does not provide a price for a security if sufficient information is not readily available to determine fair value or if such security is not in the specific sector or class covered by a particular pricing service. Given our understanding of the pricing methodologies and procedures of pricing services, the securities valued by pricing services are typically classified as Level 2 unless we determine the valuation process for a security or group of securities utilizes significant unobservable inputs, which would result in the valuation being classified as Level 3.
	For private fixed maturity securities, we obtain public bond spreads and utilize those in an internal model to determine fair value. Other inputs to the model include rating and weighted-average life, as well as sector which is used to assign the spread. We then add an additional premium, which represents an unobservable input, to the public bond spread to adjust for the liquidity and other features of our private placements. We utilize the estimated market yield to discount the expected cash flows of the security to determine fair value. We utilize price caps for securities where the estimated market yield results in a valuation that may exceed the amount that would be received in a market transaction and value all private fixed maturity securities at par that have less than 12 months to maturity. When a security does not have an external rating, we assign the security an internal rating to determine the appropriate public bond spread that should be utilized in the valuation. To evaluate the reasonableness of the internal model, we review a sample of private fixed maturity securities each month. In that review we compare the modeled prices to the prices of similar public securities in conjunction with analysis on current market indicators. While we generally consider the public bond spreads by sector and maturity to be observable inputs, we evaluate the similarities of our private placement with the public bonds, any price caps utilized, liquidity premiums applied, and whether external ratings are available for our private placements to determine whether the spreads utilized would be considered observable inputs. We classify private securities without an external rating and public bond spread as Level 3. In general, increases (decreases) in credit spreads will decrease (increase) the fair value for our fixed maturity securities.
	For broker quotes, we consider the valuation methodology utilized by the third party and analyze a sample each month to assess reasonableness given then current market conditions. Additionally, for broker quotes on certain structured securities, we validate prices received against other publicly available pricing sources. As the valuation typically includes significant unobservable inputs, we classify the securities where fair value is based on our consideration of broker quotes as Level 3 measurements.
	For remaining securities priced using internal models, we maximize the use of observable inputs but typically utilize significant unobservable inputs to determine fair value. Accordingly, the valuations are typically classified as Level 3.
	Restricted other invested assets related to securitization entities
	We have trading securities related to securitization entities that are classified as restricted other invested assets and are carried at fair value. The trading securities represent asset-backed securities. The valuation for trading securities is determined using a market approach and/or an income approach depending on the availability of information. For certain highly rated asset-backed securities, there is observable market information for transactions of the same or similar instruments, which is provided to us by a third-party pricing service and is classified as Level 2. For certain securities that are not actively traded, we determine fair value after considering third-party broker provided prices or discounted expected cash flows using current yields for similar securities and classify these valuations as Level 3.
	Securities lending collateral
	The fair value of securities held as collateral is primarily based on Level 2 inputs from market information for the collateral that is held on our behalf by the custodian. We determine fair value after considering prices obtained by third-party pricing services.
	Separate account assets
	The fair value of separate account assets is based on the quoted prices of the underlying fund investments and, therefore, represents Level 1 pricing.
	Derivatives
	We consider counterparty collateral arrangements and rights of set-off when evaluating our net credit risk exposure to our derivative counterparties. Accordingly, we are permitted to include consideration of these arrangements when determining whether any incremental adjustment should be made for both the counterparty’s and our non-performance risk in measuring fair value for our derivative instruments. As a result of these counterparty arrangements, we determined that any adjustment for credit risk would not be material and we do not record any incremental adjustment for our non-performance risk or the non-performance risk of the derivative counterparty for our derivative assets or liabilities. We determine fair value for our derivatives using an income approach with internal models based on relevant market inputs for each derivative instrument. We also compare the fair value determined using our internal model to the valuations provided by our derivative counterparties with any significant differences or changes in valuation being evaluated further by our derivatives professionals that are familiar with the instrument and market inputs used in the valuation.
	Interest rate swaps. The valuation of interest rate swaps is determined using an income approach. The primary input into the valuation represents the forward interest rate swap curve, which is generally considered an observable input, and results in the derivative being classified as Level 2. For certain interest rate swaps, the inputs into the valuation also include the total returns of certain bonds that would primarily be considered an observable input and result in the derivative being classified as Level 2. For certain other swaps, there are features that provide an option to the counterparty to terminate the swap at specified dates. The interest rate volatility input used to value these options would be considered a significant unobservable input and results in the fair value measurement of the derivative being classified as Level 3. These options to terminate the swap by the counterparty are based on forward interest rate swap curves and volatility. As interest rate volatility increases, our valuation of the derivative changes unfavorably.
	Interest rate swaps related to securitization entities. The valuation of interest rate swaps related to securitization entities is determined using an income approach. The primary input into the valuation represents the forward interest rate swap curve, which is generally considered an observable input, and results in the derivative being classified as Level 2.
	Inflation indexed swaps. The valuation of inflation indexed swaps is determined using an income approach. The primary inputs into the valuation represent the forward interest rate swap curve, the current consumer price index and the forward consumer price index curve, which are generally considered observable inputs, and results in the derivative being classified as Level 2.
	Foreign currency swaps. The valuation of foreign currency swaps is determined using an income approach. The primary inputs into the valuation represent the forward interest rate swap curve and foreign currency exchange rates, both of which are considered an observable input, and results in the derivative being classified as Level 2.
Credit default swaps. We have both single name credit default swaps and index tranche credit default swaps. For single name credit default swaps, we utilize an income approach to determine fair value based on using current market information for the credit spreads of the reference entity, which is considered observable inputs based on the reference entities of our derivatives and results in these derivatives being classified as Level 2. For index tranche credit default swaps, we utilize an income approach that utilizes current market information related to credit spreads and expected defaults and losses associated with the reference entities that comprise the respective index associated with each derivative. There are significant unobservable inputs associated with the timing and amount of losses from the reference entities as well as the timing or amount of losses, if any, that will be absorbed by our tranche. Accordingly, the index tranche credit default swaps are classified as Level 3. As credit spreads widen for the underlying issuers comprising the index, the change in our valuation of these credit default swaps will be unfavorable.
Credit default swaps related to securitization entities. Credit default swaps related to securitization entities represent customized index tranche credit default swaps and are valued using a similar methodology as described above for index tranche credit default swaps. We determine fair value of these credit default swaps after considering both the valuation methodology described above as well as the valuation provided by the derivative counterparty. In addition to the valuation methodology and inputs described for index tranche credit default swaps, these customized credit default swaps contain a feature that permits the securitization entity to provide the par value of underlying assets in the securitization entity to settle any losses under the credit default swap. The valuation of this settlement feature is dependent upon the valuation of the underlying assets and the timing and amount of any expected loss on the credit default swap, which is considered a significant unobservable input. Accordingly, these customized index tranche credit default swaps related to securitization entities are classified as Level 3. As credit spreads widen for the underlying issuers comprising the customized index, the change in our valuation of these credit default swaps will be unfavorable.
Equity index options. We have equity index options associated with various equity indices. The valuation of equity index options is determined using an income approach. The primary inputs into the valuation represent forward interest rate volatility and time value component associated with the optionality in the derivative, which are considered significant unobservable inputs in most instances. The equity index volatility surface is determined based on market information that is not readily observable and is developed based upon inputs received from several third-party sources. Accordingly, these options are classified as Level 3. As equity index volatility increases, our valuation of these options changes favorably.
Financial futures. The fair value of financial futures is based on the closing exchange prices. Accordingly, these financial futures are classified as Level 1. The period end valuation is zero as a result of settling the margins on these contracts on a daily basis.
Equity return swaps. The valuation of equity return swaps is determined using an income approach. The primary inputs into the valuation represent the forward interest rate swap curve and underlying equity index values, which are generally considered observable inputs, and results in the derivative being classified as Level 2.
Forward bond purchase commitments. The valuation of forward bond purchase commitments is determined using an income approach. The primary input into the valuation represents the current bond prices and interest rates, which are generally considered an observable input, and results in the derivative being classified as Level 2.
Other foreign currency contracts. We have certain foreign currency options classified as other foreign currency contracts. The valuation of foreign currency options is determined using an income approach. The primary inputs into the valuation represent the forward interest rate swap curve, foreign currency exchange rates, forward interest rate, foreign currency exchange rate volatility, foreign equity index volatility and time value component associated with the optionality in the derivative. As a result of the significant unobservable inputs associated with the forward interest rate, foreign currency exchange rate volatility and foreign equity index volatility inputs, the derivative is classified as Level 3. As foreign currency exchange rate volatility and foreign equity index volatility increases, the change in our valuation of these options will be favorable for purchase options and unfavorable for options sold. We also have foreign currency forward contracts where the valuation is determined using an income approach. The primary inputs into the valuation represent the forward foreign currency exchange rates, which are generally considered observable inputs and results in the derivative being classified as Level 2.
GMWB embedded derivatives
We are required to bifurcate an embedded derivative for certain features associated with annuity products and related reinsurance agreements where we provide a GMWB to the policyholder and are required to record the GMWB embedded derivative at fair value. The valuation of our GMWB embedded derivative is based on an income approach that incorporates inputs such as forward interest rates, equity index volatility, equity index and fund correlation, and policyholder assumptions such as utilization, lapse and mortality. In addition to these inputs, we also consider risk and expense margins when determining the projected cash flows that would be determined by another market participant. While the risk and expense margins are considered in determining fair value, these inputs do not have a significant impact on the valuation. We determine fair value using an internal model based on the various inputs noted above. The resulting fair value measurement from the model is reviewed by the product actuarial, risk and finance professionals each reporting period with changes in fair value also being compared to changes in derivatives and other instruments used to mitigate changes in fair value from certain market risks, such as equity index volatility and interest rates.
For GMWB liabilities, non-performance risk is integrated into the discount rate. Our discount rate used to determine fair value of our GMWB liabilities includes market credit spreads above U.S. Treasury rates to reflect an adjustment for the non-performance risk of the GMWB liabilities. As of March 31, 2015 and December 31, 2014, the impact of non-performance risk resulted in a lower fair value of our GMWB liabilities of $81 million and $74 million, respectively.
To determine the appropriate discount rate to reflect the non-performance risk of the GMWB liabilities, we evaluate the non-performance risk in our liabilities based on a hypothetical exit market transaction as there is no exit market for these types of liabilities. A hypothetical exit market can be viewed as a hypothetical transfer of the liability to another similarly rated insurance company which would closely resemble a reinsurance transaction. Another hypothetical exit market transaction can be viewed as a hypothetical transaction from the perspective of the GMWB policyholder. In determining the appropriate discount rate to incorporate non-performance risk of the GMWB liabilities, we also considered the impacts of state guarantees embedded in the related insurance product as a form of inseparable third-party guarantee. We believe that a hypothetical exit market participant would use a similar discount rate as described above to value the liabilities.
For equity index volatility, we determine the projected equity market volatility using both historical volatility and projected equity market volatility with more significance being placed on projected near-term volatility and recent historical data. Given the different attributes and market characteristics of GMWB liabilities compared to equity index options in the derivative market, the equity index volatility assumption for GMWB liabilities may be different from the volatility assumption for equity index options, especially for the longer dated points on the curve.
Equity index and fund correlations are determined based on historical price observations for the fund and equity index.
For policyholder assumptions, we use our expected lapse, mortality and utilization assumptions and update these assumptions for our actual experience, as necessary. For our lapse assumption, we adjust our base lapse assumption by policy based on a combination of the policyholder’s current account value and GMWB benefit.
We classify the GMWB valuation as Level 3 based on having significant unobservable inputs, with equity index volatility and non-performance risk being considered the more significant unobservable inputs. As equity index volatility increases, the fair value of the GMWB liabilities will increase. Any increase in non-performance risk would increase the discount rate and would decrease the fair value of the GMWB liability. Additionally, we consider lapse and utilization assumptions to be significant unobservable inputs. An increase in our lapse assumption would decrease the fair value of the GMWB liability, whereas an increase in our utilization rate would increase the fair value.
Fixed index annuity embedded derivatives
We offer fixed indexed annuity products where interest is credited to the policyholder’s account balance based on equity index changes. This feature is required to be bifurcated as an embedded derivative and recorded at fair value. Fair value is determined using an income approach where the present value of the excess cash flows above the guaranteed cash flows is used to determine the value attributed to the equity index feature. The inputs used in determining the fair value include policyholder behavior (lapses and withdrawals), near-term equity index volatility, expected future interest credited, forward interest rates and an adjustment to the discount rate to incorporate non-performance risk and risk margins. As a result of our assumptions for policyholder behavior and expected future interest credited being considered significant unobservable inputs, we classify these instruments as Level 3. As lapses and withdrawals increase, the value of our embedded derivative liability will decrease. As expected future interest credited decreases, the value of our embedded derivative liability will decrease.
Indexed universal life embedded derivatives
We offer indexed universal life products where interest is credited to the policyholder’s account balance based on equity index changes. This feature is required to be bifurcated as an embedded derivative and recorded at fair value. Fair value is determined using an income approach where the present value of the excess cash flows above the guaranteed cash flows is used to determine the value attributed to the equity index feature. The inputs used in determining the fair value include policyholder behavior (lapses and withdrawals), near-term equity index volatility, expected future interest credited, forward interest rates and an adjustment to the discount rate to incorporate non-performance risk and risk margins. As a result of our assumptions for policyholder behavior and expected future interest credited being considered significant unobservable inputs, we classify these instruments as Level 3. As lapses and withdrawals increase, the value of our embedded derivative liability will decrease. As expected future interest credited decreases, the value of our embedded derivative liability will decrease.
Borrowings related to securitization entities
We record certain borrowings related to securitization entities at fair value. The fair value of these borrowings is determined using either a market approach or income approach, depending on the instrument and availability of market information. Given the unique characteristics of the securitization entities that issued these borrowings as well as the lack of comparable instruments, we determine fair value considering the valuation of the underlying assets held by the securitization entities and any derivatives, as well as any unique characteristics of the borrowings that may impact the valuation. After considering all relevant inputs, we determine fair value of the borrowings using the net valuation of the underlying assets and derivatives that are backing the borrowings. Accordingly, these instruments are classified as Level 3. Increases in the valuation of the underlying assets or decreases in the derivative liabilities will result in an increase in the fair value of these borrowings.
The following tables set forth our assets and liabilities by class of instrument that are measured at fair value on a recurring basis as of the dates indicated:
		March 31, 2015
(Amounts in millions)		Total				Level 1			Level 2			Level 3
Assets
Investments:
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	6,132			$	—		$	6,129		$	3
Tax-exempt			361				—			361			—
Government—non-U.S.			2,008				—			2,002			6
U.S. corporate			27,900				—			25,422			2,478
Corporate—non-U.S.			14,886				—			13,109			1,777
Residential mortgage-backed			5,163				—			5,094			69
Commercial mortgage-backed			2,690				—			2,686			4
Other asset-backed			3,802				—			2,346			1,456
Total fixed maturity securities			62,942				—			57,149			5,793
Equity securities			306				269			3			34
Other invested assets:
Trading securities			218				—			218			—
Derivative assets:
Interest rate swaps			1,440				—			1,440			—
Foreign currency swaps			9				—			9			—
Credit default swaps			3				—			1			2
Equity index options			15				—			—			15
Other foreign currency contracts			17				—			17			—
Total derivative assets			1,484				—			1,467			17
Securities lending collateral			323				—			323			—
Total other invested assets			2,025				—			2,008			17
Restricted other invested assets related to securitization entities			411				—			181			230
Reinsurance recoverable (1)			14				—			—			14
Separate account assets			9,064				9,064			—			—
Total assets		$	74,762			$	9,333		$	59,341		$	6,088
Liabilities
Policyholder account balances:
GMWB embedded derivatives (2)		$	316			$	—		$	—		$	316
Fixed index annuity embedded derivatives			300				—			—			300
Indexed universal life embedded derivatives			7				—			—			7
Total policyholder account balances			623				—			—			623
Derivative liabilities:
Interest rate swaps			269				—			269			—
Interest rate swaps related to securitization entities			29				—			29			—
Inflation indexed swaps			31				—			31			—
Foreign currency swaps			15				—			15			—
Credit default swaps related to securitization entities			10				—			—			10
Equity return swaps			6				—			6			—
Other foreign currency contracts			24				—			24			—
Total derivative liabilities			384				—			374			10
Borrowings related to securitization entities			81				—			—			81
Total liabilities		$	1,088			$	—		$	374		$	714
(1)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
(2)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
		December 31, 2014
(Amounts in millions)		Total				Level 1			Level 2			Level 3
Assets
Investments:
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	6,000			$	—		$	5,996		$	4
Tax-exempt			362				—			362			—
Government—non-U.S.			2,106				—			2,099			7
U.S. corporate			27,200				—			24,752			2,448
Corporate—non-U.S.			15,132				—			13,327			1,805
Residential mortgage-backed			5,240				—			5,165			75
Commercial mortgage-backed			2,702				—			2,697			5
Other asset-backed			3,705				—			2,285			1,420
Total fixed maturity securities			62,447				—			56,683			5,764
Equity securities			282				244			4			34
Other invested assets:
Trading securities			241				—			241			—
Derivative assets:
Interest rate swaps			1,091				—			1,091			—
Foreign currency swaps			6				—			6			—
Credit default swaps			4				—			1			3
Equity index options			17				—			—			17
Other foreign currency contracts			14				—			14			—
Total derivative assets			1,132				—			1,112			20
Securities lending collateral			289				—			289			—
Total other invested assets			1,662				—			1,642			20
Restricted other invested assets related to securitization entities			411				—			181			230
Reinsurance recoverable (1)			13				—			—			13
Separate account assets			9,208				9,208			—			—
Total assets		$	74,023			$	9,452		$	58,510		$	6,061
Liabilities
Policyholder account balances:
GMWB embedded derivatives (2)		$	291			$	—		$	—		$	291
Fixed index annuity embedded derivatives			276				—			—			276
Indexed universal life embedded derivatives			7				—			—			7
Total policyholder account balances			574				—			—			574
Derivative liabilities:
Interest rate swaps			204				—			204			—
Interest rate swaps related to securitization entities			26				—			26			—
Inflation indexed swaps			42				—			42			—
Foreign currency swaps			7				—			7			—
Credit default swaps related to securitization entities			17				—			—			17
Equity return swaps			1				—			1			—
Other foreign currency contracts			13				—			13			—
Total derivative liabilities			310				—			293			17
Borrowings related to securitization entities			85				—			—			85
Total liabilities		$	969			$	—		$	293		$	676
(1)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
(2)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
We review the fair value hierarchy classifications each reporting period. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers between levels at the beginning fair value for the reporting period in which the changes occur. Given the types of assets classified as Level 1, which primarily represents mutual fund investments, we typically do not have any transfers between Level 1 and Level 2 measurement categories and did not have any such transfers during any period presented.
Our assessment of whether or not there were significant unobservable inputs related to fixed maturity securities was based on our observations obtained through the course of managing our investment portfolio, including interaction with other market participants, observations related to the availability and consistency of pricing and/or rating, and understanding of general market activity such as new issuance and the level of secondary market trading for a class of securities. Additionally, we considered data obtained from third-party pricing sources to determine whether our estimated values incorporate significant unobservable inputs that would result in the valuation being classified as Level 3.
The following tables present additional information about assets measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value as of or for the dates indicated:
		Beginning				Total realized and																					Ending		Total gains
		balance																									balance		(losses)
		as of				unrealized gains																					as of		included in
		January 1,				(losses)																					March 31,		net income
		2015				Included in																Transfer		Transfer			2015		attributable
						net			Included													into		out of					to assets
(Amounts in millions)						income			in OCI			Purchases		Sales			Issuances		Settlements			Level 3		Level 3					still held
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	4			$	—		$	—		$	—	$	—		$	—	$	(1	)	$	—	$	—		$	3	$	—
Government—non-U.S.			7				—			—			—		—			—		(1	)		—		—			6		—
U.S. corporate			2,448				8			41			47		—			—		(52	)		—		(14	)		2,478		—
Corporate—non-U.S.			1,805				—			21			7		(9	)		—		(46	)		—		(1	)		1,777		—
Residential mortgage-backed			75				—			(2	)		—		—			—		(3	)		—		(1	)		69		—
Commercial mortgage- backed			5				—			—			—		—			—		—			—		(1	)		4		—
Other asset-backed (1)			1,420				1			13			38		—			—		(11	)		33		(38	)		1,456		(1	)
Total fixed maturity securities			5,764				9			73			92		(9	)		—		(114	)		33		(55	)		5,793		(1	)
Equity securities			34				—			—			1		(1	)		—		—			—		—			34		—
Other invested assets:
Derivative assets:
Credit default swaps			3				—			—			—		—			—		(1	)		—		—			2		—
Equity index options			17				(10	)		—			8		—			—		—			—		—			15		(8	)
Total derivative assets			20				(10	)		—			8		—			—		(1	)		—		—			17		(8	)
Total other invested assets			20				(10	)		—			8		—			—		(1	)		—		—			17		(8	)
Restricted other invested assets related to securitization entities			230				—			—			—		—			—		—			—		—			230		—
Reinsurance recoverable (2)			13				1			—			—		—			—		—			—		—			14		1
Total Level 3 assets		$	6,061			$	—		$	73		$	101	$	(10	)	$	—	$	(115	)	$	33	$	(55	)	$	6,088	$	(8	)
(1)	The transfers into and out of Level 3 for fixed maturity securities were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value, such as external ratings or credit spreads.
(2)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
		Beginning																									Ending		Total gains
		balance				Total realized and																					balance		(losses)
		as of				unrealized gains																					as of		included in
		January 1,				(losses)																					March 31,		net income
		2014				Included																Transfer		Transfer			2014		attributable
						in net			Included													into		out of					to assets
(Amounts in millions)						income			in OCI			Purchases		Sales			Issuances		Settlements			Level 3		Level 3					still held
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	5			$	—		$	—		$	—	$	—		$	—	$	(1	)	$	—	$	—		$	4	$	—
Government—non-U.S.			23				—			—			2		—			—		(1	)		—		—			24		—
U.S. corporate (1)			2,400				5			29			90		—			—		(42	)		14		(128	)		2,368		5
Corporate—non-U.S. (1)			1,819				1			9			36		—			—		(35	)		—		(32	)		1,798		1
Residential mortgage-backed			105				—			1			—		(23	)		—		(3	)		13		—			93		—
Commercial mortgage-backed			6				—			2			—		—			—		(1	)		6		—			13		—
Other asset-backed (1)			1,166				1			(4	)		16		(5	)		—		(37	)		36		(20	)		1,153		1
Total fixed maturity securities			5,524				7			37			144		(28	)		—		(120	)		69		(180	)		5,453		7
Equity securities			78				—			—			—		—			—		—			—		—			78		—
Other invested assets:
Trading securities			34				—			—			—		—			—		(3	)		—		—			31		—
Derivative assets:
Credit default swaps			10				—			—			—		—			—		(2	)		—		—			8		—
Equity index options			12				(7	)		—			6		—			—		—			—		—			11		(7	)
Other foreign currency contracts			3				(2	)		—			—		—			—		—			—		—			1		(2	)
Total derivative assets			25				(9	)		—			6		—			—		(2	)		—		—			20		(9	)
Total other invested assets			59				(9	)		—			6		—			—		(5	)		—		—			51		(9	)
Restricted other invested assets related to securitization entities			211				7			—			—		—			—		—			—		—			218		7
Reinsurance recoverable (2)			(1	)			2			—			—		—			1		—			—		—			2		2
Total Level 3 assets		$	5,871			$	7		$	37		$	150	$	(28	)	$	1	$	(125	)	$	69	$	(180	)	$	5,802	$	7
(1)	The transfers into and out of Level 3 for fixed maturity securities were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value, such as external ratings or credit spreads.
(2)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
The following table presents the gains and losses included in net income from assets measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value and the related income statement line item in which these gains and losses were presented for the three months ended March 31:
(Amounts in millions)		2015				2014
Total realized and unrealized gains (losses) included in net income:
Net investment income		$	11			$	8
Net investment gains (losses)			(11	)			(1	)
Total		$	—			$	7
Net gains (losses) included in net income attributable to assets still held:
Net investment income		$	—			$	8
Net investment gains (losses)			(8	)			(1	)
Total		$	(8	)		$	7
The amount presented for unrealized gains (losses) included in net income for available-for-sale securities represents impairments and accretion on certain fixed maturity securities.
The following tables present additional information about liabilities measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value as of or for the dates indicated:
		Beginning				Total realized and																Transfer		Transfer			Ending		Total
		balance				unrealized (gains)																into		out of			balance		(gains)
		as of				losses																Level 3		Level 3			as of		losses
		January 1,																									March 31,		included in
		2015																									2015		net (income)
																													attributable
																													to liabilities
(Amounts in millions)						Included			Included			Purchases		Sales			Issuances		Settlements										still held
						in net			in OCI
						(income)
Policyholder account balances:
GMWB embedded derivatives (1)		$	291			$	17		$	—		$	—	$	—		$	8	$	—		$	—	$	—		$	316	$	20
Fixed index annuity embedded derivatives			276				7			—			—		—			19		(2	)		—		—			300		7
Indexed universal life embedded derivatives			7	(1)						—			—		—			1		—			—		—			7		—
Total policyholder account balances			574				23			—			—		—			28		(2	)		—		—			623		27
Derivative liabilities:
Credit default swaps related to securitization entities			17				(8	)		—			1		—			—		—			—		—			10		(8	)
Total derivative liabilities			17				(8	)		—			1		—			—		—			—		—			10		(8	)
Borrowings related to securitization entities			85				(4	)		—			—		—			—		—			—		—			81		(4	)
Total Level 3 liabilities		$	676			$	11		$	—		$	1	$	—		$	28	$	(2	)	$	—	$	—		$	714	$	15
(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
		Beginning				Total realized and																Transfer		Transfer			Ending		Total
		balance				unrealized (gains)																into		out of			balance		(gains)
		as of				losses																Level 3		Level 3			as of		losses
		January 1,																									March 31,		included in
		2014																									2014		net (income)
																													attributable
																													to liabilities
(Amounts in millions)						Included			Included			Purchases		Sales			Issuances		Settlements										still held
						in net			in OCI
						(income)
Policyholder account balances:
GMWB embedded derivatives (1)		$	96			$	33		$	—		$	—	$	—		$	9	$	—		$	—	$	—		$	138	$	34
Fixed index annuity embedded derivatives			143				2			—			—		—			36		(1	)		—		—			180		2
Total policyholder account balances			239				35			—			—		—			45		(1	)		—		—			318		36
Derivative liabilities:
Credit default swaps related to securitization entities			32				(7	)		—			—		—			—		—			—		—			25		(7	)
Other foreign currency contracts			1				1			—			—		—			—		—			—		—			2		1
Total derivative liabilities			33				(6	)		—			—		—			—		—			—		—			27		(6	)
Borrowings related to securitization entities			75				4			—			—		—			—		—			—		—			79		4
Total Level 3 liabilities		$	347			$	33		$	—		$	—	$	—		$	45	$	(1	)	$	—	$	—		$	424	$	34
(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
The following table presents the gains and losses included in net (income) from liabilities measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value and the related income statement line item in which these gains and losses were presented for the three months ended March 31:
(Amounts in millions)		2015				2014
Total realized and unrealized (gains) losses included in net (income):
Net investment income		$	—			$	—
Net investment (gains) losses			11				33
Total		$	11			$	33
Total (gains) losses included in net (income) attributable to liabilities still held:
Net investment income		$	—			$	—
Net investment (gains) losses			15				34
Total		$	15			$	34
Purchases, sales, issuances and settlements represent the activity that occurred during the period that results in a change of the asset or liability but does not represent changes in fair value for the instruments held at the beginning of the period. Such activity primarily consists of purchases, sales and settlements of fixed maturity, equity and trading securities and purchases, issuances and settlements of derivative instruments.
Issuances presented for GMWB embedded derivative liabilities are characterized as the change in fair value associated with the product fees recognized that are attributed to the embedded derivative to equal the expected future benefit costs upon issuance. Issuances for fixed index annuity and indexed universal life embedded derivative liabilities represent the amount of the premium received that is attributed to the value of the embedded derivative. Settlements of embedded derivatives are characterized as the change in fair value upon exercising the embedded derivative instrument, effectively representing a settlement of the embedded derivative instrument. We have shown these changes in fair value separately based on the classification of this activity as effectively issuing and settling the embedded derivative instrument with all remaining changes in the fair value of these embedded derivative instruments being shown separately in the category labeled “included in net (income)” in the tables presented above.
Certain classes of instruments classified as Level 3 are excluded below as a result of not being material or due to limitations in being able to obtain the underlying inputs used by certain third-party sources, such as broker quotes, used as an input in determining fair value. The following table presents a summary of the significant unobservable inputs used for certain fair value measurements that are based on internal models and classified as Level 3 as of March 31, 2015:
									Range
(Amounts in millions)		Valuation technique		Fair value				Unobservable input	(weighted-average)
Assets
Fixed maturity securities:
U.S. corporate		Internal models		$	2,264			Credit spreads	60bps - 368bps (155bps)
Corporate—non-U.S.		Internal models			1,589			Credit spreads	67bps - 808bps (170bps)
Derivative assets:
Credit default swaps		Discounted cash flows			2			Credit spreads	8bps - 10bps (9bps)
Equity index options		Discounted cash flows			15			Equity index volatility	13% - 24% (21%)
Liabilities
Policyholder account balances:
								Withdrawal utilization rate	—  % - 98%
								Lapse rate	—  % - 15%
								Non-performance risk
								(credit spreads)	50bps - 85bps (79bps)
GMWB embedded derivatives (1)		Stochastic cash flow model			316			Equity index volatility	15% - 24% (21%)
Fixed index annuity embedded derivatives		Option budget method			300			Expected future interest credited	—  % - 2% (2%)
Indexed universal life embedded derivatives		Option budget method			7			Expected future interest credited	3% - 8% (5%)
(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.

Commitments_and_Contingencies

Commitments and Contingencies	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies	(7) Commitments and Contingencies
	(a) Litigation and Regulatory Matters
	We face the risk of litigation and regulatory investigations and actions in the ordinary course of operating our businesses, including the risk of class action lawsuits. Our pending legal and regulatory actions include proceedings specific to us and others generally applicable to business practices in the industries in which we operate. In our insurance operations, we are, have been, or may become subject to class actions and individual suits alleging, among other things, issues relating to sales or underwriting practices, increases to in-force long-term care insurance premiums, payment of contingent or other sales commissions, claims payments and procedures, product design, product disclosure, administration, additional premium charges for premiums paid on a periodic basis, denial or delay of benefits, charging excessive or impermissible fees on products, recommending unsuitable products to customers, our pricing structures and business practices in our mortgage insurance businesses, such as captive reinsurance arrangements with lenders and contract underwriting services, violations of the Real Estate Settlement and Procedures Act of 1974 (“RESPA”) or related state anti-inducement laws, and mortgage insurance policy rescissions and curtailments, and breaching fiduciary or other duties to customers, including but not limited to breach of customer information. Plaintiffs in class action and other lawsuits against us may seek very large or indeterminate amounts which may remain unknown for substantial periods of time. In our investment-related operations, we are subject to litigation involving commercial disputes with counterparties. We are also subject to litigation arising out of our general business activities such as our contractual and employment relationships. In addition, we are also subject to various regulatory inquiries, such as information requests, subpoenas, books and record examinations and market conduct and financial examinations from state, federal and international regulators and other authorities. A substantial legal liability or a significant regulatory action against us could have an adverse effect on our business, financial condition and results of operations. Moreover, even if we ultimately prevail in the litigation, regulatory action or investigation, we could suffer significant reputational harm, which could have an adverse effect on our business, financial condition or results of operations.
	In August 2014, Genworth Financial, Inc., its current chief executive officer and its current chief financial officer were named in a putative class action lawsuit captioned Manuel Esguerra v. Genworth Financial, Inc., et al, in the United States District Court for the Southern District of New York. Plaintiff alleged securities law violations involving certain disclosures in 2013 and 2014 concerning Genworth’s long-term care insurance reserves. The lawsuit sought unspecified compensatory damages, costs and expenses, including counsel fees and expert fees. In October 2014, a putative class action lawsuit captioned City of Pontiac General Employees’ Retirement System v. Genworth Financial, Inc., et al, was filed in the United States District Court for the Eastern District of Virginia. This lawsuit names the same defendants, alleges the same securities law violations, seeks the same damages and covers the same class as the Esguerra lawsuit. Following the filing of the City of Pontiac lawsuit, the Esguerra lawsuit was voluntarily dismissed without prejudice allowing the City of Pontiac lawsuit to proceed. In the City of Pontiac lawsuit, the United States District Court for the Eastern District of Virginia appointed Her Majesty the Queen in Right of Alberta and Fresno County Employees’ Retirement Association as lead plaintiffs and designated the caption of the action as In re Genworth Financial, Inc. Securities Litigation. On December 22, 2014, the lead plaintiffs filed an amended complaint. On February 5, 2015, we filed a motion to dismiss plaintiffs’ amended complaint. On March 9, 2015, plaintiffs filed a memorandum of law in opposition to our motion to dismiss. On March 24, 2015, we filed our reply memorandum of law in further support of our motion to dismiss. The Court heard argument on our motion to dismiss the complaint on April 28, 2015. We intend to vigorously defend this lawsuit.
	In April 2014, Genworth Financial, Inc., its former chief executive officer and its current chief financial officer were named in a putative class action lawsuit captioned City of Hialeah Employees’ Retirement System v. Genworth Financial, Inc., et al, in the United States District Court for the Southern District of New York. Plaintiff alleges securities law violations involving certain disclosures in 2012 concerning Genworth’s Australian mortgage insurance business, including our plans for an initial public offering of the business. The lawsuit seeks unspecified damages, costs and attorneys’ fees and such equitable/injunctive relief as the court may deem proper. The United States District Court for the Southern District of New York appointed City of Hialeah Employees’ Retirement System and New Bedford Contributory Retirement System as lead plaintiffs and designated the caption of the action as In re Genworth Financial, Inc. Securities Litigation. On October 3, 2014, the lead plaintiffs filed an amended complaint. On December 2, 2014, we filed a motion to dismiss plaintiffs’ amended complaint, which motion was fully briefed as of March 4, 2015. On March 25, 2015, the United States District Court for the Southern District of New York denied the motion but entered an order dismissing the amended complaint with leave to replead. On April 17, 2015, plaintiffs filed a second amended complaint. We intend to vigorously defend this action.
	Beginning in December 2011 and continuing through January 2013, one of our U.S. mortgage insurance subsidiaries was named along with several other mortgage insurance participants and mortgage lenders as a defendant in twelve putative class action lawsuits alleging that certain “captive reinsurance arrangements” were in violation of RESPA. Those cases are captioned as follows: Samp, et al. v. JPMorgan Chase Bank, N.A., et al., United States District Court for the Central District of California; White, et al., v. The PNC Financial Services Group, Inc., et al., United States District Court for the Eastern District of Pennsylvania; Menichino, et al. v. Citibank NA, et al., United States District Court for the Western District of Pennsylvania; McCarn, et al. v. HSBC USA, Inc., et al., United States District Court for the Eastern District of California; Manners, et al., v. Fifth Third Bank, et al., United States District Court for the Western District of Pennsylvania; Riddle, et al. v. Bank of America Corporation, et al., United States District Court for the Eastern District of Pennsylvania; Rulison et al. v. ABN AMRO Mortgage Group, Inc. et al., United States District Court for the Southern District of New York; Barlee, et al. v. First Horizon National Corporation, et al., United States District Court for the Eastern District of Pennsylvania; Cunningham, et al. v. M&T Bank Corp., et al., United States District Court for the Middle District of Pennsylvania; Orange, et al. v. Wachovia Bank, N.A., et al., United States District Court for the Central District of California; Hill et al. v. Flagstar Bank, FSB, et al., United States District Court for the Eastern District of Pennsylvania; and Moriba Ba, et al. v. HSBC USA, Inc., et al., United States District Court for the Eastern District of Pennsylvania. Plaintiffs allege that “captive reinsurance arrangements” with providers of private mortgage insurance whereby a mortgage lender through captive reinsurance arrangements received a portion of the borrowers’ private mortgage insurance premiums were in violation of RESPA and unjustly enriched the defendants for which plaintiffs seek declaratory relief and unspecified monetary damages, including restitution. The McCarn case was dismissed by the court with prejudice as to our subsidiary and certain other defendants on November 9, 2012. On July 3, 2012, the Rulison case was voluntarily dismissed by the plaintiffs. The Barlee case was dismissed by the court with prejudice as to our subsidiary and certain other defendants on February 27, 2013. The Manners case was dismissed by voluntary stipulation in March 2013. In early May 2013, the Samp and Orange cases were dismissed with prejudice as to our subsidiary. Plaintiffs appealed both of those dismissals, but have since withdrawn those appeals. The White case was dismissed by the court without prejudice on June 20, 2013, and on July 5, 2013 plaintiffs filed a second amended complaint again naming our U.S. mortgage insurance subsidiary as a defendant. The Menichino case was dismissed by the court without prejudice as to our subsidiary and certain other defendants on July 19, 2013. Plaintiffs filed a second amended complaint again naming our U.S. mortgage insurance subsidiary as a defendant and we moved to dismiss the second amended complaint. In the Riddle, Hill, Ba and Cunningham cases, the defendants’ motions to dismiss were denied, but the court in the Riddle, Hill and Cunningham cases limited discovery to issues surrounding whether the case should be dismissed on statute of limitations grounds. In the Hill case, on December 17, 2013, we moved for summary judgment dismissing the complaint. The court granted our motion, and in July 2014, the Hill plaintiffs filed a notice of appeal with the Third Circuit Court of Appeals. In the Riddle case, in late November 2013, the United States District Court for the Eastern District of Pennsylvania granted our motion for summary judgment dismissing the case. Plaintiffs appealed the dismissal. In October 2014, the Third Circuit Court of Appeals upheld the dismissal of the Riddle action. On January 30, 2015, our U.S. mortgage insurance subsidiary and all named plantiffs in the cases still pending as of such date entered into a settlement agreement that has resulted in the dismissal of all actions as to our subsidiary. This settlement had no impact on our financial position or results of operations.
	In December 2009, one of our former non-insurance subsidiaries, one of the former subsidiary’s officers and Genworth Financial, Inc. (now known as Genworth Holdings, Inc.) were named in a putative class action lawsuit captioned Michael J. Goodman and Linda Brown v. Genworth Financial Wealth Management, Inc. et al., in the United States District Court for the Eastern District of New York. Plaintiffs allege securities law and other violations involving the selection of mutual funds by our former subsidiary on behalf of certain of its Private Client Group clients. The lawsuit seeks unspecified monetary damages and other relief. In response to our motion to dismiss the complaint in its entirety, the court granted the motion to dismiss the state law fiduciary duty claim and denied the motion to dismiss the remaining federal claims. The District Court denied plaintiffs’ motion to certify a class on April 15, 2014. On April 29, 2014, plaintiffs filed a motion with the Second Circuit Court of Appeals for permission to appeal the District Court’s denial of their motion to certify a class, which we opposed. On July 9, 2014, the Second Circuit Court of Appeals denied plaintiffs’ motion. Pursuant to a joint stipulation of the parties, on March 20, 2015, the United States District Court for the Eastern District of New York entered a final order dismissing with prejudice all claims against the defendants.
	In April 2012, two of our U.S. mortgage insurance subsidiaries were named as respondents in two arbitrations, one brought by Bank of America, N.A. and one brought by Countrywide Home Loans, Inc. and Bank of America, N.A. as claimants. Claimants alleged breach of contract and breach of the covenant of good faith and fair dealing and sought a declaratory judgment relating to our denial, curtailment and rescission of mortgage insurance coverage. In June 2012, our U.S. mortgage insurance subsidiaries responded to the arbitration demands and asserted numerous counterclaims against the claimants. On December 31, 2013, the parties reached an agreement to resolve that portion of both arbitrations involving rescission practices, which settlement took effect in the second quarter of 2014. As a result, the arbitration demands and counterclaims related to that portion of both arbitrations involving rescission practices were dismissed in the third quarter of 2014. In October 2014, the parties executed a definitive settlement agreement to settle all remaining claims in the arbitrations. Implementation of the settlement to resolve the remaining claims was subject to the consent of the government-sponsored enterprises (the “GSEs”). The settlement provides that our U.S. mortgage insurance subsidiaries will remit a portion of the previously curtailed claim amounts to Bank of America, N.A. and will agree to certain limits on future curtailment activity for loans that are part of the settlement. The consents of the GSEs were obtained in January 2015, and therefore, the parties have moved to dismiss all remaining matters in the arbitration. We expect such dismissal actions to occur in the second half of 2015.
	In addition to the negotiated settlement with Bank of America, N.A. discussed above, we have resolved a matter involving a second servicer’s dispute with us on loss mitigation. This second dispute did not involve any formal legal proceeding, as is the case with other discussions we have had from time to time with other lenders and servicers over disputed loss mitigation activities. During the third quarter of 2014, we recorded an aggregate increase in our claim reserves for our U.S. mortgage insurance business of $53 million principally to provide for the anticipated financial impact in connection with the settlement of the Bank of America, N.A. arbitration, as well as the second dispute, both of which were settled for amounts which in the aggregate were included within the claim reserve increase mentioned above.
	At this time, we cannot determine or predict the ultimate outcome of any of the pending legal and regulatory matters specifically identified above or the likelihood of potential future legal and regulatory matters against us. Except as disclosed above, we also are not able to provide an estimate or range of reasonably possible losses related to these matters. Therefore, we cannot ensure that the current investigations and proceedings will not have a material adverse effect on our business, financial condition or results of operations. In addition, it is possible that related investigations and proceedings may be commenced in the future, and we could become subject to additional unrelated investigations and lawsuits. Increased regulatory scrutiny and any resulting investigations or proceedings could result in new legal precedents and industry-wide regulations or practices that could adversely affect our business, financial condition and results of operations.
	(b) Commitments
	As of March 31, 2015, we were committed to fund $71 million in limited partnership investments and $49 million in U.S. commercial mortgage loan investments.

Segment_Information

Segment Information	3 Months Ended
	Mar. 31, 2015
Segment Information	(8) Segment Information
	We operate through three divisions: Global Mortgage Insurance, U.S. Life Insurance and Corporate and Other. Under these divisions, there are five operating business segments. The Global Mortgage Insurance Division includes the International Mortgage Insurance and U.S. Mortgage Insurance segments. The U.S. Life Insurance Division includes the U.S. Life Insurance segment. The Corporate and Other Division includes the International Protection and Runoff segments and Corporate and Other activities. Our operating business segments are as follows: (1) International Mortgage Insurance, which includes mortgage insurance-related products and services; (2) U.S. Mortgage Insurance, which includes mortgage insurance-related products and services; (3) U.S. Life Insurance, which includes our long-term care insurance, life insurance and fixed annuities businesses; (4) International Protection, which includes our lifestyle protection insurance business; and (5) Runoff, which includes the results of non-strategic products which are no longer actively sold. Our non-strategic products primarily include our variable annuity, variable life insurance, institutional, corporate-owned life insurance and other accident and health insurance products. Institutional products consist of: funding agreements, FABNs and GICs.
	We also have Corporate and Other activities which include debt financing expenses that are incurred at the Genworth Holdings level, unallocated corporate income and expenses, eliminations of inter-segment transactions and the results of other businesses that are managed outside of our operating segments, including discontinued operations.
	In the first quarter of 2015, we revised how we allocate our consolidated provision for income taxes to our operating segments to simplify our process and reflect how our chief operating decision maker is evaluating segment performance. Our revised methodology applies a specific tax rate to the pre-tax income (loss) of each segment, which is then adjusted in each segment to reflect the tax attributes of items unique to that segment such as foreign income. The difference between the consolidated provision for income taxes and the sum of the provision for income taxes in each segment is reflected in Corporate and Other activities. Previously, we calculated a unique income tax provision for each segment based on quarterly changes to tax attributes and implications of transactions specific to each product within the segment.
	The annually-determined tax rates and adjustments to each segment’s provision for income taxes are estimates which are subject to review and could change from year to year. Prior year amounts have not been re-presented to reflect this revised presentation and are, therefore, not comparable to the current year provision for income taxes by segment. However, we do not believe that the previous methodology would have resulted in a materially different segment-level provision for income taxes.
	We use the same accounting policies and procedures to measure segment income (loss) and assets as our consolidated net income and assets. Our chief operating decision maker evaluates segment performance and allocates resources on the basis of “net operating income (loss).” We define net operating income (loss) as income (loss) from continuing operations excluding the after-tax effects of income attributable to noncontrolling interests, net investment gains (losses), goodwill impairments, gains (losses) on the sale of businesses, gains (losses) on the early extinguishment of debt, gains (losses) on insurance block transactions, restructuring costs and infrequent or unusual non-operating items. Gains (losses) on insurance block transactions are defined as gains (losses) on the early extinguishment of non-recourse funding obligations, early termination fees for other financing restructuring and/or resulting gains (losses) on reinsurance restructuring for certain blocks of business. We exclude net investment gains (losses) and infrequent or unusual non-operating items because we do not consider them to be related to the operating performance of our segments and Corporate and Other activities. A component of our net investment gains (losses) is the result of impairments, the size and timing of which can vary significantly depending on market credit cycles. In addition, the size and timing of other investment gains (losses) can be subject to our discretion and are influenced by market opportunities, as well as asset-liability matching considerations. Goodwill impairments, gains (losses) on the sale of businesses, gains (losses) on the early extinguishment of debt, gains (losses) on insurance block transactions and restructuring costs are also excluded from net operating income (loss) because, in our opinion, they are not indicative of overall operating trends. Infrequent or unusual non-operating items are also excluded from net operating income (loss) if, in our opinion, they are not indicative of overall operating trends.
	In the first quarter of 2015, we modified our definition to explicitly state that restructuring costs, which were previously included in the infrequent and unusual category, are excluded from net operating income (loss). There were no restructuring costs in the periods presented.
	While some of these items may be significant components of net income (loss) available to Genworth Financial, Inc.’s common stockholders in accordance with U.S. GAAP, we believe that net operating income (loss), and measures that are derived from or incorporate net operating income (loss), are appropriate measures that are useful to investors because they identify the income (loss) attributable to the ongoing operations of the business. Management also uses net operating income (loss) as a basis for determining awards and compensation for senior management and to evaluate performance on a basis comparable to that used by analysts. However, the items excluded from net operating income (loss) have occurred in the past and could, and in some cases will, recur in the future. Net operating income (loss) is not a substitute for net income (loss) available to Genworth Financial, Inc.’s common stockholders determined in accordance with U.S. GAAP. In addition, our definition of net operating income (loss) may differ from the definitions used by other companies.
	Adjustments to reconcile net income attributable to Genworth Financial, Inc.’s common stockholders and net operating income assume a 35% tax rate and are net of the portion attributable to noncontrolling interests. Net investment gains (losses) are also adjusted for deferred acquisition costs and other intangible amortization and certain benefit reserves.
	The following is a summary of revenues for our segments and Corporate and Other activities for the periods indicated:
		Three months ended
		March 31,
	(Amounts in millions)	2015			2014
	Revenues:
	International Mortgage Insurance segment:
	Canada	$	136		$	168
	Australia		118			131
	Other Countries		7			9
	International Mortgage Insurance segment’s revenues		261			308
	U.S. Mortgage Insurance segment’s revenues		170			155
	U.S. Life Insurance segment:
	Long-term care insurance		905			856
	Life insurance		487			480
	Fixed annuities		233			257
	U.S. Life Insurance segment’s revenues		1,625			1,593
	International Protection segment’s revenues		202			207
	Runoff segment’s revenues		74			73
	Corporate and Other’s revenues		3			(14	)
	Total revenues	$	2,335		$	2,322
	The following is a summary of net operating income for our segments and Corporate and Other activities and a reconciliation of net operating income for our segments and Corporate and Other activities to net income for the periods indicated:
		Three months ended
		March 31,
	(Amounts in millions)	2015			2014
	International Mortgage Insurance segment:
	Canada	$	40		$	41
	Australia		30			62
	Other Countries		(6	)		(4	)
	International Mortgage Insurance segment’s net operating income		64			99
	U.S. Mortgage Insurance segment’s net operating income		52			33
	U.S. Life Insurance segment:
	Long-term care insurance		10			46
	Life insurance		40			21
	Fixed annuities		31			27
	U.S. Life Insurance segment’s net operating income		81			94
	International Protection segment’s net operating income		—			7
	Runoff segment’s net operating income		11			12
	Corporate and Other’s net operating loss		(52	)		(51	)
	Net operating income		156			194
	Net investment gains (losses), net		(2	)		(10	)
	Net income available to Genworth Financial, Inc.’s common stockholders		154			184
	Add: net income attributable to noncontrolling interests		50			35
	Net income	$	204		$	219
	The following is a summary of total assets for our segments and Corporate and Other activities as of the dates indicated:
		March 31,			December 31,
	(Amounts in millions)	2015			2014
	Assets:
	International Mortgage Insurance	$	8,198		$	8,815
	U.S. Mortgage Insurance		2,367			2,324
	U.S. Life Insurance		84,209			82,906
	International Protection		1,657			1,833
	Runoff		12,884			12,971
	Corporate and Other		3,016			2,509
	Total assets	$	112,331		$	111,358

Changes_in_Accumulated_Other_C

Changes in Accumulated Other Comprehensive Income (Loss)	3 Months Ended
	Mar. 31, 2015
Changes in Accumulated Other Comprehensive Income (Loss)	(9) Changes in Accumulated Other Comprehensive Income (Loss)
	The following tables show the changes in accumulated other comprehensive income (loss), net of taxes, by component as of and for the periods indicated:
			Net						Foreign
			unrealized						currency
			investment			Derivatives			translation
			gains			qualifying as			and other
	(Amounts in millions)		(losses) (1)			hedges (2)			adjustments			Total
	Balances as of January 1, 2015		$	2,453		$	2,070		$	(77	)	$	4,446
	OCI before reclassifications			325			195			(370	)		150
	Amounts reclassified from (to) OCI			—			(18	)		—			(18	)
	Current period OCI			325			177			(370	)		132
	Balances as of March 31, 2015 before noncontrolling interests			2,778			2,247			(447	)		4,578
	Less: change in OCI attributable to noncontrolling interests			30			—			(144	)		(114	)
	Balances as of March 31, 2015		$	2,748		$	2,247		$	(303	)	$	4,692
	(1)	Net of adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves. See note 4 for additional information.
	(2)	See note 5 for additional information.
			Net						Foreign
			unrealized						currency
			investment			Derivatives			translation
			gains			qualifying as			and other
	(Amounts in millions)		(losses) (1)			hedges (2)			adjustments			Total
	Balances as of January 1, 2014		$	926		$	1,319		$	297		$	2,542
	OCI before reclassifications			701			228			(21	)		908
	Amounts reclassified from (to) OCI			11			(9	)		—			2
	Current period OCI			712			219			(21	)		910
	Balances as of March 31, 2014 before noncontrolling interests			1,638			1,538			276			3,452
	Less: change in OCI attributable to noncontrolling interests			14			—			(45	)		(31	)
	Balances as of March 31, 2014		$	1,624		$	1,538		$	321		$	3,483
	(1)	Net of adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves. See note 4 for additional information.
	(2)	See note 5 for additional information.
	The foreign currency translation and other adjustments balance included $32 million and $6 million, respectively, net of taxes of $14 million and $1 million, respectively, related to a net unrecognized postretirement benefit obligation as of March 31, 2015 and 2014. Amount also included taxes of $(91) million and $33 million, respectively, related to foreign currency translation adjustments as of March 31, 2015 and 2014.
	The following table shows reclassifications in (out) of accumulated other comprehensive income (loss), net of taxes, for the periods presented:
			Amount reclassified from accumulated						Affected line item in the
			other comprehensive income (loss)						consolidated statements
			Three months ended March 31,						of income
	(Amounts in millions)		2015			2014
	Net unrealized investment (gains) losses:
	Unrealized (gains) losses on investments (1)		$	—		$	17		Net investment (gains) losses
	Provision for income taxes			—			(6	)	Provision for income taxes
	Total		$	—		$	11
	Derivatives qualifying as hedges:
	Interest rate swaps hedging assets		$	(19	)	$	(15	)	Net investment income
	Inflation indexed swaps			(9	)		1		Net investment income
	Provision for income taxes			10			5		Provision for income taxes
	Total		$	(18	)	$	(9	)
	(1)	Amounts exclude adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves.

Condensed_Consolidating_Financ

Condensed Consolidating Financial Information	3 Months Ended
	Mar. 31, 2015
Condensed Consolidating Financial Information	(10) Condensed Consolidating Financial Information
	Genworth Financial provides a full and unconditional guarantee to the trustee of Genworth Holdings’ outstanding senior notes and the holders of the senior notes, on an unsecured unsubordinated basis, of the full and punctual payment of the principal of, premium, if any and interest on, and all other amounts payable under, each outstanding series of senior notes, and the full and punctual payment of all other amounts payable by Genworth Holdings under the senior notes indenture in respect of such senior notes. Genworth Financial also provides a full and unconditional guarantee to the trustee of Genworth Holdings’ outstanding subordinated notes and the holders of the subordinated notes, on an unsecured subordinated basis, of the full and punctual payment of the principal of, premium, if any and interest on, and all other amounts payable under, the outstanding subordinated notes, and the full and punctual payment of all other amounts payable by Genworth Holdings under the subordinated notes indenture in respect of the subordinated notes. Genworth Holdings is a direct, 100% owned subsidiary of Genworth Financial.
	The following condensed consolidating financial information of Genworth Financial and its direct and indirect subsidiaries have been prepared pursuant to rules regarding the preparation of consolidating financial information of Regulation S-X. The condensed consolidating financial information has been prepared as if the guarantee had been in place during the periods presented herein.
	The condensed consolidating financial information presents the condensed consolidating balance sheet information as of March 31, 2015 and December 31, 2014, the condensed consolidating income statement information and the condensed consolidating comprehensive income statement information for the three months ended March 31, 2015 and 2014 and the condensed consolidating cash flow statement information for the three months ended March 31, 2015 and 2014.
	The condensed consolidating financial information reflects Genworth Financial (“Parent Guarantor”), Genworth Holdings (“Issuer”) and each of Genworth Financial’s other direct and indirect subsidiaries (the “All Other Subsidiaries”) on a combined basis, none of which guarantee the senior notes or subordinated notes, as well as the eliminations necessary to present Genworth Financial’s financial information on a consolidated basis and total consolidated amounts.
	The accompanying condensed consolidating financial information is presented based on the equity method of accounting for all periods presented. Under this method, investments in subsidiaries are recorded at cost and adjusted for the subsidiaries’ cumulative results of operations, capital contributions and distributions, and other changes in equity. Elimination entries include consolidating and eliminating entries for investments in subsidiaries and intercompany activity.
	The following table presents the condensed consolidating balance sheet information as of March 31, 2015:
		Parent						All Other
	(Amounts in millions)	Guarantor			Issuer			Subsidiaries			Eliminations			Consolidated
	Assets
	Investments:
	Fixed maturity securities available-for-sale, at fair value	$	—		$	151		$	62,991		$	(200	)	$	62,942
	Equity securities available-for-sale, at fair value		—			—			306			—			306
	Commercial mortgage loans		—			—			6,149			—			6,149
	Restricted commercial mortgage loans related to securitization entities		—			—			188			—			188
	Policy loans		—			—			1,506			—			1,506
	Other invested assets		—			118			2,620			(15	)		2,723
	Restricted other invested assets related to securitization entities, at fair value		—			—			411			—			411
	Investments in subsidiaries		15,291			15,334			—			(30,625	)		—
	Total investments		15,291			15,603			74,171			(30,840	)		74,225
	Cash and cash equivalents		—			820			4,338			—			5,158
	Accrued investment income		—			—			742			(7	)		735
	Deferred acquisition costs		—			—			4,918			—			4,918
	Intangible assets		—			—			227			—			227
	Goodwill		—			—			15			—			15
	Reinsurance recoverable		—			—			17,339			—			17,339
	Other assets		—			281			370			(1	)		650
	Intercompany notes receivable		7			277			357			(641	)		—
	Separate account assets		—			—			9,064			—			9,064
	Total assets	$	15,298		$	16,981		$	111,541		$	(31,489	)	$	112,331
	Liabilities and stockholders’ equity
	Liabilities:
	Future policy benefits	$	—		$	—		$	36,488		$	—		$	36,488
	Policyholder account balances		—			—			26,146			—			26,146
	Liability for policy and contract claims		—			—			8,030			—			8,030
	Unearned premiums		—			—			3,731			—			3,731
	Other liabilities		(2	)		352			3,573			(24	)		3,899
	Intercompany notes payable		—			564			277			(841	)		—
	Borrowings related to securitization entities		—			—			205			—			205
	Non-recourse funding obligations		—			—			1,983			—			1,983
	Long-term borrowings		—			4,151			450			—			4,601
	Deferred tax liability		(24	)		(1,016	)		2,143			—			1,103
	Separate account liabilities		—			—			9,064			—			9,064
	Total liabilities		(26	)		4,051			92,090			(865	)		95,250
	Stockholders’ equity:
	Common stock		1			—			—			—			1
	Additional paid-in capital		11,998			9,162			17,104			(26,266	)		11,998
	Accumulated other comprehensive income (loss)		4,692			4,733			4,717			(9,450	)		4,692
	Retained earnings		1,333			(965	)		(4,132	)		5,097			1,333
	Treasury stock, at cost		(2,700	)		—			—			—			(2,700	)
	Total Genworth Financial, Inc.’s stockholders’ equity		15,324			12,930			17,689			(30,619	)		15,324
	Noncontrolling interests		—			—			1,762			(5	)		1,757
	Total stockholders’ equity		15,324			12,930			19,451			(30,624	)		17,081
	Total liabilities and stockholders’ equity	$	15,298		$	16,981		$	111,541		$	(31,489	)	$	112,331
	The following table presents the condensed consolidating balance sheet information as of December 31, 2014:
		Parent						All Other
	(Amounts in millions)	Guarantor			Issuer			Subsidiaries			Eliminations			Consolidated
	Assets
	Investments:
	Fixed maturity securities available-for-sale, at fair value	$	—		$	150		$	62,497		$	(200	)	$	62,447
	Equity securities available-for-sale, at fair value		—			—			282			—			282
	Commercial mortgage loans		—			—			6,100			—			6,100
	Restricted commercial mortgage loans related to securitization entities		—			—			201			—			201
	Policy loans		—			—			1,501			—			1,501
Other invested assets		—			14			2,287			(5	)		2,296
Restricted other invested assets related to securitization entities, at fair value		—			—			411			—			411
Investments in subsidiaries		14,895			15,003			—			(29,898	)		—
Total investments		14,895			15,167			73,279			(30,103	)		73,238
Cash and cash equivalents		—			953			3,965			—			4,918
Accrued investment income		—			—			689			(4	)		685
Deferred acquisition costs		—			—			5,042			—			5,042
Intangible assets		—			—			272			—			272
Goodwill		—			—			16			—			16
Reinsurance recoverable		—			—			17,346			—			17,346
Other assets		2			207			425			(1	)		633
Intercompany notes receivable		9			267			395			(671	)		—
Separate account assets		—			—			9,208			—			9,208
Total assets	$	14,906		$	16,594		$	110,637		$	(30,779	)	$	111,358
Liabilities and stockholders’ equity
Liabilities:
Future policy benefits	$	—		$	—		$	35,915		$	—		$	35,915
Policyholder account balances		—			—			26,043			—			26,043
Liability for policy and contract claims		—			—			8,043			—			8,043
Unearned premiums		—			—			3,986			—			3,986
Other liabilities		3			251			3,361			(11	)		3,604
Intercompany notes payable		—			604			267			(871	)		—
Borrowings related to securitization entities		—			—			219			—			219
Non-recourse funding obligations		—			—			1,996			—			1,996
Long-term borrowings		—			4,151			488			—			4,639
Deferred tax liability		(20	)		(970	)		1,898			—			908
Separate account liabilities		—			—			9,208			—			9,208
Total liabilities		(17	)		4,036			91,424			(882	)		94,561
Stockholders’ equity:
Common stock		1			—			—			—			1
Additional paid-in capital		11,997			9,162			17,080			(26,242	)		11,997
Accumulated other comprehensive income (loss)		4,446			4,449			4,459			(8,908	)		4,446
Retained earnings		1,179			(1,053	)		(4,205	)		5,258			1,179
Treasury stock, at cost		(2,700	)		—			—			—			(2,700	)
Total Genworth Financial, Inc.’s stockholders’ equity		14,923			12,558			17,334			(29,892	)		14,923
Noncontrolling interests		—			—			1,879			(5	)		1,874
Total stockholders’ equity		14,923			12,558			19,213			(29,897	)		16,797
Total liabilities and stockholders’ equity	$	14,906		$	16,594		$	110,637		$	(30,779	)	$	111,358
The following table presents the condensed consolidating income statement information for the three months ended March 31, 2015:
	Parent						All Other
(Amounts in millions)	Guarantor			Issuer			Subsidiaries			Eliminations			Consolidated
Revenues:
Premiums	$	—		$	—		$	1,323		$	—		$	1,323
Net investment income		—			—			807			(4	)		803
Net investment gains (losses)		—			3			(19	)		—			(16	)
Insurance and investment product fees and other		—			(9	)		234			—			225
Total revenues		—			(6	)		2,345			(4	)		2,335
Benefits and expenses:
Benefits and other changes in policy reserves		—			—			1,243			—			1,243
Interest credited		—			—			180			—			180
Acquisition and operating expenses, net of deferrals		5			1			374			—			380
Amortization of deferred acquisition costs and intangibles		—			—			121			—			121
Interest expense		—			77			43			(4	)		116
Total benefits and expenses		5			78			1,961			(4	)		2,040
Income (loss) before income taxes and equity in income of subsidiaries		(5	)		(84	)		384			—			295
Provision (benefit) for income taxes		(9	)		(29	)		129			—			91
Equity in income of subsidiaries		150			143			—			(293	)		—
Net income		154			88			255			(293	)		204
Less: net income attributable to noncontrolling interests		—			—			50			—			50
Net income available to Genworth Financial, Inc.’s common stockholders	$	154		$	88		$	205		$	(293	)	$	154
The following table presents the condensed consolidating income statement information for the three months ended March 31, 2014:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Revenues:
Premiums	$	—		$	—		$	1,307		$	—		$	1,307
Net investment income		—			—			809			(4	)		805
Net investment gains (losses)		—			(4	)		(13	)		—			(17	)
Insurance and investment product fees and other		—			—			227			—			227
Total revenues		—			(4	)		2,330			(4	)		2,322
Benefits and expenses:
Benefits and other changes in policy reserves		—			—			1,194			—			1,194
Interest credited		—			—			183			—			183
Acquisition and operating expenses, net of deferrals		7			—			371			—			378
Amortization of deferred acquisition costs and intangibles		—			—			134			—			134
Interest expense		—			84			47			(4	)		127
Total benefits and expenses		7			84			1,929			(4	)		2,016
Income (loss) before income taxes and equity in income of subsidiaries		(7	)		(88	)		401			—			306
Provision (benefit) for income taxes		10			(46	)		123			—			87
Equity in income of subsidiaries		201			202			—			(403	)		—
Net income		184			160			278			(403	)		219
Less: net income attributable to noncontrolling interests		—			—			35			—			35
Net income available to Genworth Financial, Inc.’s common stockholders	$	184		$	160		$	243		$	(403	)	$	184
The following table presents the condensed consolidating comprehensive income statement information for the three months ended March 31, 2015:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Net income	$	154		$	88		$	255		$	(293	)	$	204
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired		293			275			323			(568	)		323
Net unrealized gains (losses) on other-than-temporarily impaired securities		2			2			2			(4	)		2
Derivatives qualifying as hedges		177			177			189			(366	)		177
Foreign currency translation and other adjustments		(226	)		(170	)		(370	)		396			(370	)
Total other comprehensive income (loss)		246			284			144			(542	)		132
Total comprehensive income (loss)		400			372			399			(835	)		336
Less: comprehensive income attributable to noncontrolling interests		—			—			(64	)		—			(64	)
Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	400		$	372		$	463		$	(835	)	$	400
The following table presents the condensed consolidating comprehensive income statement information for the three months ended March 31, 2014:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Net income	$	184		$	160		$	278		$	(403	)	$	219
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired		692			675			707			(1,368	)		706
Net unrealized gains (losses) on other-than-temporarily impaired securities		6			6			6			(12	)		6
Derivatives qualifying as hedges		219			219			232			(451	)		219
Foreign currency translation and other adjustments		24			40			(21	)		(64	)		(21	)
Total other comprehensive income (loss)		941			940			924			(1,895	)		910
Total comprehensive income (loss)		1,125			1,100			1,202			(2,298	)		1,129
Less: comprehensive income attributable to noncontrolling interests		—			—			4			—			4
Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	1,125		$	1,100		$	1,198		$	(2,298	)	$	1,125
The following table presents the condensed consolidating cash flow statement information for the three months ended March 31, 2015:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Cash flows from operating activities:
Net income	$	154		$	88		$	255		$	(293	)	$	204
Adjustments to reconcile net income to net cash from operating activities:
Equity in income from subsidiaries		(150	)		(143	)		—			293			—
Dividends from subsidiaries		—			132			(132	)		—			—
Amortization of fixed maturity securities discounts and premiums and limited partnerships		—			—			(17	)		—			(17	)
Net investment losses (gains)		—			(3	)		19			—			16
Charges assessed to policyholders		—			—			(196	)		—			(196	)
Acquisition costs deferred		—			—			(110	)		—			(110	)
Amortization of deferred acquisition costs and intangibles		—			—			121			—			121
Deferred income taxes		(5	)		(40	)		84			—			39
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments		—			9			9			—			18
Stock-based compensation expense		2			—			(4	)		—			(2	)
Change in certain assets and liabilities:
Accrued investment income and other assets		2			(7	)		(73	)		3			(75	)
Insurance reserves		—			—			614			—			614
Current tax liabilities		(4	)		66			(65	)		—			(3	)
Other liabilities, policy and contract claims and other policy-related balances		—			(60	)		88			(13	)		15
Net cash from operating activities		(1	)		42			593			(10	)		624
Cash flows from investing activities:
Proceeds from maturities and repayments of investments:
Fixed maturity securities		—			—			1,153			—			1,153
Commercial mortgage loans		—			—			198			—			198
Restricted commercial mortgage loans related to securitization entities		—			—			13			—			13
Proceeds from sales of investments:
Fixed maturity and equity securities		—			—			420			—			420
Purchases and originations of investments:
Fixed maturity and equity securities		—			—			(1,839	)		—			(1,839	)
Commercial mortgage loans		—			—			(247	)		—			(247	)
Other invested assets, net		—			(100	)		26			10			(64	)
Intercompany notes receivable		2			(10	)		38			(30	)		—
Capital contributions to subsidiaries		—			(25	)		25			—			—
Net cash from investing activities		2			(135	)		(213	)		(20	)		(366	)
Cash flows from financing activities:
Deposits to universal life and investment contracts		—			—			630			—			630
Withdrawals from universal life and investment contracts		—			—			(527	)		—			(527	)
Redemption of non-recourse funding obligations		—			—			(13	)		—			(13	)
Repayment of borrowings related to securitization entities		—			—			(11	)		—			(11	)
Dividends paid to noncontrolling interests		—			—			(54	)		—			(54	)
Proceeds from intercompany notes payable		—			(40	)		10			30			—
Other, net		(1	)		—			11			—			10
Net cash from financing activities		(1	)		(40	)		46			30			35
Effect of exchange rate changes on cash and cash equivalents		—			—			(53	)		—			(53	)
Net change in cash and cash equivalents		—			(133	)		373			—			240
Cash and cash equivalents at beginning of period		—			953			3,965			—			4,918
Cash and cash equivalents at end of period	$	—		$	820		$	4,338		$	—		$	5,158
The following table presents the condensed consolidating cash flow statement information for the three months ended March 31, 2014:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Cash flows from operating activities:
Net income	$	184		$	160		$	278		$	(403	)	$	219
Adjustments to reconcile net income to net cash from operating activities:
Equity in income from subsidiaries		(201	)		(202	)		—			403			—
Dividends from subsidiaries		—			31			(31	)		—			—
Amortization of fixed maturity securities discounts and premiums and limited partnerships		—			—			(28	)		—			(28	)
Net investment losses (gains)		—			4			13			—			17
Charges assessed to policyholders		—			—			(187	)		—			(187	)
Acquisition costs deferred		—			—			(119	)		—			(119	)
Amortization of deferred acquisition costs and intangibles		—			—			134			—			134
Deferred income taxes		11			(84	)		90			—			17
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments		—			1			25			—			26
Stock-based compensation expense		5			—			3			—			8
Change in certain assets and liabilities:
Accrued investment income and other assets		3			50			(158	)		(4	)		(109	)
Insurance reserves		—			—			550			—			550
Current tax liabilities		4			16			(202	)		—			(182	)
Other liabilities, policy and contract claims and other policy-related balances		(10	)		—			(279	)		4			(285	)
Net cash from operating activities		(4	)		(24	)		89			—			61
Cash flows from investing activities:
Proceeds from maturities and repayments of investments:
Fixed maturity securities		—			—			1,135			—			1,135
Commercial mortgage loans		—			—			139			—			139
Restricted commercial mortgage loans related to securitization entities		—			—			7			—			7
Proceeds from sales of investments:
Fixed maturity and equity securities		—			—			708			—			708
Purchases and originations of investments:
Fixed maturity and equity securities		—			—			(2,172	)		—			(2,172	)
Commercial mortgage loans		—			—			(132	)		—			(132	)
Other invested assets, net		—			—			111			—			111
Intercompany notes receivable		6			(11	)		61			(56	)		—
Net cash from investing activities		6			(11	)		(143	)		(56	)		(204	)
Cash flows from financing activities:
Deposits to universal life and investment contracts		—			—			814			—			814
Withdrawals from universal life and investment contracts		—			—			(505	)		—			(505	)
Redemption of non-recourse funding obligations		—			—			(8	)		—			(8	)
Repayment of borrowings related to securitization entities		—			—			(7	)		—			(7	)
Dividends paid to noncontrolling interests		—			—			(13	)		—			(13	)
Proceeds from intercompany notes payable		—			(66	)		10			56			—
Other, net		(2	)		—			(10	)		—			(12	)
Net cash from financing activities		(2	)		(66	)		281			56			269
Effect of exchange rate changes on cash and cash equivalents		—			—			20			—			20
Net change in cash and cash equivalents		—			(101	)		247			—			146
Cash and cash equivalents at beginning of period		—			1,219			2,995			—			4,214
Cash and cash equivalents at end of period	$	—		$	1,118		$	3,242		$	—		$	4,360
Our insurance company subsidiaries are restricted by state and foreign laws and regulations as to the amount of dividends they may pay to their parent without regulatory approval in any year, the purpose of which is to protect affected insurance policyholders and contractholders, not stockholders. Any dividends in excess of limits are deemed “extraordinary” and require approval. Based on estimated statutory results as of December 31, 2014, in accordance with applicable dividend restrictions, our subsidiaries could pay dividends of approximately $0.5 billion to us in 2015 without obtaining regulatory approval, and the remaining net assets are considered restricted. While the $0.5 billion is unrestricted, we do not expect our insurance subsidiaries to pay dividends to us in 2015 at this level as they retain capital for growth and to meet capital requirements and desired thresholds. As of March 31, 2015, Genworth Financial’s and Genworth Holdings’ subsidiaries had restricted net assets of $14.8 billion and $14.9 billion, respectively.

Earnings_Per_Share_Tables

Earnings Per Share (Tables)	3 Months Ended
	Mar. 31, 2015
Earnings (Loss) per Share	Basic and diluted earnings per share are calculated by dividing each income category presented below by the weighted-average basic and diluted shares outstanding for the periods indicated:
		Three months ended
		March 31,
	(Amounts in millions, except per share amounts)	2015		2014
	Weighted-average shares used in basic earnings per common share calculations		497		495.8
	Potentially dilutive securities:
	Stock options, restricted stock units and stock appreciation rights		1.9		6.9
	Weighted-average shares used in diluted earnings per common share calculations		498.9		502.7
	Net income:
	Net income	$	204	$	219
	Less: net income attributable to noncontrolling interests		50		35
	Net income available to Genworth Financial, Inc.’s common stockholders	$	154	$	184
	Basic per common share	$	0.31	$	0.37
	Diluted per common share	$	0.31	$	0.37

Investments_Tables

Investments (Tables)	3 Months Ended
	Mar. 31, 2015
Net Investment Income	Sources of net investment income were as follows for the periods indicated:
			Three months ended
			March 31,
	(Amounts in millions)		2015			2014
	Fixed maturity securities—taxable		$	639		$	648
	Fixed maturity securities—non-taxable			3			3
	Commercial mortgage loans			85			83
	Restricted commercial mortgage loans related to securitization entities			4			4
	Equity securities			4			4
	Other invested assets			55			50
	Restricted other invested assets related to securitization entities			1			1
	Policy loans			33			31
	Cash, cash equivalents and short-term investments			3			5
	Gross investment income before expenses and fees			827			829
	Expenses and fees			(24	)		(24	)
	Net investment income		$	803		$	805
Net Investment Gains (Losses)	The following table sets forth net investment gains (losses) for the periods indicated:
			Three months ended
			March 31,
	(Amounts in millions)		2015			2014
	Available-for-sale securities:
	Realized gains		$	15		$	7
	Realized losses			(12	)		(23	)
	Net realized gains (losses) on available-for-sale securities			3			(16	)
	Impairments:
	Total other-than-temporary impairments			(3	)		(1	)
	Portion of other-than-temporary impairments included in other comprehensive income (loss)			—			—
	Net other-than-temporary impairments			(3	)		(1	)
	Trading securities			6			12
	Commercial mortgage loans			2			3
	Net gains (losses) related to securitization entities			8			6
	Derivative instruments (1)			(32	)		(21	)
	Net investment gains (losses)		$	(16	)	$	(17	)
	(1)	See note 5 for additional information on the impact of derivative instruments included in net investment gains (losses).
Credit Losses Recognized in Net Income (Loss)	The following represents the activity for credit losses recognized in net income on debt securities where an other-than-temporary impairment was identified and a portion of other-than-temporary impairments was included in other comprehensive income (loss) (“OCI”) as of and for the three months ended March 31:
	(Amounts in millions)		2015			2014
	Beginning balance		$	83		$	101
	Reductions:
	Securities sold, paid down or disposed			(5	)		(2	)
	Ending balance		$	78		$	99
Unrealized Investment Gains and Losses	Net unrealized gains and losses on available-for-sale investment securities reflected as a separate component of accumulated other comprehensive income (loss) were as follows as of the dates indicated:
	(Amounts in millions)		March 31, 2015			December 31, 2014
	Net unrealized gains (losses) on investment securities:
	Fixed maturity securities		$	6,500		$	5,560
	Equity securities			35			32
	Other invested assets			(2	)		(2	)
	Subtotal			6,533			5,590
	Adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves			(2,112	)		(1,656	)
	Income taxes, net			(1,534	)		(1,372	)
	Net unrealized investment gains (losses)			2,887			2,562
	Less: net unrealized investment gains (losses) attributable to noncontrolling interests			139			109
	Net unrealized investment gains (losses) attributable to Genworth Financial, Inc.		$	2,748		$	2,453
Change in Net Unrealized Gains (Losses) on Available-for-Sale Investment Securities Reported in Accumulated Other Comprehensive Income (Loss)	The change in net unrealized gains (losses) on available-for-sale investment securities reported in accumulated other comprehensive income (loss) was as follows as of and for the three months ended March 31:
	(Amounts in millions)		2015			2014
	Beginning balance		$	2,453		$	926
	Unrealized gains (losses) arising during the period:
	Unrealized gains (losses) on investment securities			943			1,431
	Adjustment to deferred acquisition costs			(98	)		(99	)
	Adjustment to present value of future profits			(20	)		(52	)
	Adjustment to sales inducements			(15	)		(13	)
	Adjustment to benefit reserves			(323	)		(188	)
	Provision for income taxes			(162	)		(378	)
	Change in unrealized gains (losses) on investment securities			325			701
	Reclassification adjustments to net investment (gains) losses, net of taxes of $— and $(6)			—			11
	Change in net unrealized investment gains (losses)			325			712
	Less: change in net unrealized investment gains (losses) attributable to noncontrolling interests			30			14
	Ending balance		$	2,748		$	1,624
Fixed Maturity and Equity Securities	As of March 31, 2015, the amortized cost or cost, gross unrealized gains (losses) and fair value of our fixed maturity and equity securities classified as available-for-sale were as follows:
						Gross unrealized gains						Gross unrealized losses
			Amortized			Not other-than-			Other-than-			Not other-than-			Other-than-
			cost or			temporarily			temporarily			temporarily			temporarily			Fair
	(Amounts in millions)		cost			impaired			impaired			impaired			impaired			value
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	4,985		$	1,147		$	—		$	—		$	—		$	6,132
	Tax-exempt			348			29			—			(16	)		—			361
	Government—non-U.S.			1,829			180			—			(1	)		—			2,008
	U.S. corporate			24,526			3,395			22			(43	)		—			27,900
	Corporate—non-U.S.			13,791			1,177			1			(83	)		—			14,886
	Residential mortgage-backed			4,746			414			15			(11	)		(1	)		5,163
	Commercial mortgage-backed			2,508			180			5			(3	)		—			2,690
	Other asset-backed			3,813			29			1			(41	)		—			3,802
	Total fixed maturity securities			56,546			6,551			44			(198	)		(1	)		62,942
	Equity securities			280			29			—			(3	)		—			306
	Total available-for-sale securities		$	56,826		$	6,580		$	44		$	(201	)	$	(1	)	$	63,248
	As of December 31, 2014, the amortized cost or cost, gross unrealized gains (losses) and fair value of our fixed maturity and equity securities classified as available-for-sale were as follows:
						Gross unrealized gains						Gross unrealized losses
			Amortized			Not other-than-			Other-than-			Not other-than-			Other-than-
			cost or			temporarily			temporarily			temporarily			temporarily			Fair
	(Amounts in millions)		cost			impaired			impaired			impaired			impaired			value
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	5,006		$	995		$	—		$	(1	)	$	—		$	6,000
	Tax-exempt			347			29			—			(14	)		—			362
	Government—non-U.S.			1,952			156			—			(2	)		—			2,106
	U.S. corporate			24,251			3,017			20			(88	)		—			27,200
	Corporate—non-U.S.			14,214			1,015			—			(97	)		—			15,132
	Residential mortgage-backed			4,881			362			15			(17	)		(1	)		5,240
	Commercial mortgage-backed			2,564			143			4			(9	)		—			2,702
	Other asset-backed			3,735			23			1			(54	)		—			3,705
	Total fixed maturity securities			56,950			5,740			40			(282	)		(1	)		62,447
	Equity securities			253			36			—			(7	)		—			282
	Total available-for-sale securities		$	57,203		$	5,776		$	40		$	(289	)	$	(1	)	$	62,729
Gross Unrealized Losses and Fair Values of Investment Securities	The following table presents the gross unrealized losses and fair values of our investment securities, aggregated by investment type and length of time that individual investment securities have been in a continuous unrealized loss position, as of March 31, 2015:
			Less than 12 months									12 months or more									Total
						Gross									Gross									Gross
			Fair			unrealized			Number of			Fair			unrealized			Number of			Fair			unrealized			Number of
	(Dollar amounts in millions)		value			losses			securities			value			losses (1)			securities			value			losses (1)			securities
	Description of Securities
	Fixed maturity securities:
	Tax-exempt		$	—		$	—			—		$	109		$	(16	)		10		$	109		$	(16	)		10
	Government—non-U.S.			50			(1	)		18			—			—			—			50			(1	)		18
	U.S. corporate			1,178			(19	)		174			468			(24	)		66			1,646			(43	)		240
	Corporate—non-U.S.			1,024			(68	)		172			249			(15	)		39			1,273			(83	)		211
	Residential mortgage-backed			—			—			—			129			(12	)		76			129			(12	)		76
	Commercial mortgage-backed			87			(1	)		14			99			(2	)		20			186			(3	)		34
	Other asset-backed			823			(4	)		116			432			(37	)		51			1,255			(41	)		167
	Subtotal, fixed maturity securities			3,162			(93	)		494			1,486			(106	)		262			4,648			(199	)		756
	Equity securities			68			(3	)		64			—			—			—			68			(3	)		64
	Total for securities in an unrealized loss position		$	3,230		$	(96	)		558		$	1,486		$	(106	)		262		$	4,716		$	(202	)		820
	% Below cost—fixed maturity securities:
	<20% Below cost		$	3,089		$	(66	)		483		$	1,369		$	(55	)		242		$	4,458		$	(121	)		725
	20%-50% Below cost			73			(27	)		11			117			(50	)		14			190			(77	)		25
	>50% Below cost			—			—			—			—			(1	)		6			—			(1	)		6
	Total fixed maturity securities			3,162			(93	)		494			1,486			(106	)		262			4,648			(199	)		756
	% Below cost—equity securities:
	<20% Below cost			64			(2	)		58			—			—			—			64			(2	)		58
	20%-50% Below cost			4			(1	)		6			—			—			—			4			(1	)		6
	Total equity securities			68			(3	)		64			—			—			—			68			(3	)		64
	Total for securities in an unrealized loss position		$	3,230		$	(96	)		558		$	1,486		$	(106	)		262		$	4,716		$	(202	)		820
	Investment grade		$	2,766		$	(59	)		445		$	1,292		$	(85	)		204		$	4,058		$	(144	)		649
	Below investment grade (2)			464			(37	)		113			194			(21	)		58			658			(58	)		171
	Total for securities in an unrealized loss position		$	3,230		$	(96	)		558		$	1,486		$	(106	)		262		$	4,716		$	(202	)		820
	(1)	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
	(2)	Amounts that have been in a continuous unrealized loss position for 12 months or more included $1 million of unrealized losses on other-than-temporarily impaired securities.
	The following table presents the gross unrealized losses and fair values of our investment securities, aggregated by investment type and length of time that individual investment securities have been in a continuous unrealized loss position, as of December 31, 2014:
			Less than 12 months									12 months or more									Total
						Gross									Gross									Gross
			Fair			unrealized			Number of			Fair			unrealized			Number of			Fair			unrealized			Number of
	(Dollar amounts in millions)		value			losses			securities			value			losses (1)			securities			value			losses (1)			securities
	Description of Securities
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	—		$	—			—		$	75		$	(1	)		10		$	75		$	(1	)		10
	Tax-exempt			—			—			—			111			(14	)		10			111			(14	)		10
	Government—non-U.S.			67			(1	)		18			22			(1	)		4			89			(2	)		22
	U.S. corporate			1,656			(31	)		240			1,359			(57	)		210			3,015			(88	)		450
	Corporate—non-U.S.			1,568			(69	)		239			515			(28	)		70			2,083			(97	)		309
	Residential mortgage-backed			180			(1	)		24			254			(17	)		90			434			(18	)		114
	Commercial mortgage-backed			163			—			21			362			(9	)		49			525			(9	)		70
	Other asset-backed			1,551			(12	)		215			487			(42	)		55			2,038			(54	)		270
	Subtotal, fixed maturity securities			5,185			(114	)		757			3,185			(169	)		498			8,370			(283	)		1,255
	Equity securities			30			(3	)		46			48			(4	)		6			78			(7	)		52
	Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
	% Below cost—fixed maturity securities:
	<20% Below cost		$	5,148		$	(103	)		753		$	3,054		$	(115	)		477		$	8,202		$	(218	)		1,230
	20%-50% Below cost			37			(11	)		4			131			(53	)		15			168			(64	)		19
	>50% Below cost			—			—			—			—			(1	)		6			—			(1	)		6
	Total fixed maturity securities			5,185			(114	)		757			3,185			(169	)		498			8,370			(283	)		1,255
	% Below cost—equity securities:
	<20% Below cost			26			(2	)		40			48			(4	)		6			74			(6	)		46
	20%-50% Below cost			4			(1	)		6			—			—			—			4			(1	)		6
	Total equity securities			30			(3	)		46			48			(4	)		6			78			(7	)		52
	Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
	Investment grade		$	4,623		$	(75	)		675		$	2,936		$	(146	)		431		$	7,559		$	(221	)		1,106
	Below investment grade (2)			592			(42	)		128			297			(27	)		73			889			(69	)		201
	Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
	(1)	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
(2)	Amounts that have been in a continuous unrealized loss position for 12 months or more included $1 million of unrealized losses on other-than-temporarily impaired securities.
Fixed Maturity Securities More Than 20% Below Cost and in Continuous Loss Position for 12 Months or More by Asset Class	The following tables present the concentration of gross unrealized losses and fair values of fixed maturity securities that were more than 20% below cost and in a continuous unrealized loss position for 12 months or more by asset class as of March 31, 2015:
			Investment Grade
			20% to 50%												Greater than 50%
									% of total												% of total
						Gross			gross									Gross			gross
			Fair			unrealized			unrealized			Number of			Fair			unrealized			unrealized			Number of
	(Dollar amounts in millions)		value			losses			losses			securities			value			losses			losses			securities
	Fixed maturity securities:
	Tax-exempt		$	9		$	(3	)		1	%		1		$	—		$	—			—	%		—
	U.S. corporate			26			(10	)		5			1			—			—			—			—
	Structured securities:
	Residential mortgage-backed			5			(4	)		2			4			—			—			—			—
	Other asset-backed			68			(26	)		13			4			—			—			—			—
	Total structured securities			73			(30	)		15			8			—			—			—			—
	Total		$	108		$	(43	)		21	%		10		$	—		$	—			—	%		—
			Below Investment Grade
			20% to 50%												Greater than 50%
									% of total												% of total
						Gross			gross									Gross			gross
			Fair			unrealized			unrealized			Number of			Fair			unrealized			unrealized			Number of
	(Dollar amounts in millions)		value			losses			losses			securities			value			losses			losses			securities
	Fixed maturity securities:
	Structured securities:
	Residential mortgage-backed		$	1		$	(1	)		—	%		3		$	—		$	(1	)		—	%		6
	Other asset-backed			8			(6	)		3			1			—			—			—			—
	Total structured securities			9			(7	)		3			4			—			(1	)		—			6
	Total		$	9		$	(7	)		3	%		4		$	—		$	(1	)		—	%		6
Maturity Distribution of Fixed Maturity Securities	The scheduled maturity distribution of fixed maturity securities as of March 31, 2015 is set forth below. Actual maturities may differ from contractual maturities because issuers of securities may have the right to call or prepay obligations with or without call or prepayment penalties.
			Amortized
			cost or			Fair
	(Amounts in millions)		cost			value
	Due one year or less		$	2,060		$	2,077
	Due after one year through five years			10,913			11,552
	Due after five years through ten years			11,584			12,343
	Due after ten years			20,922			25,315
	Subtotal			45,479			51,287
	Residential mortgage-backed			4,746			5,163
	Commercial mortgage-backed			2,508			2,690
	Other asset-backed			3,813			3,802
	Total		$	56,546		$	62,942
Commercial Mortgage Loans by Property Type	The following tables set forth the distribution across property type and geographic region for commercial mortgage loans as of the dates indicated:
			March 31, 2015						December 31, 2014
			Carrying			% of			Carrying			% of
	(Amounts in millions)		value			total			value			total
	Property type:
	Retail		$	2,193			36	%	$	2,150			35	%
	Office			1,660			27			1,643			27
	Industrial			1,553			25			1,597			26
	Apartments			494			8			494			8
	Mixed use/other			270			4			239			4
	Subtotal			6,170			100	%		6,123			100	%
	Unamortized balance of loan origination fees and costs			(1	)					(1	)
	Allowance for losses			(20	)					(22	)
	Total		$	6,149					$	6,100
Commercial Mortgage Loans by Geographic Region
			March 31, 2015						December 31, 2014
			Carrying			% of			Carrying			% of
	(Amounts in millions)		value			total			value			total
	Geographic region:
	South Atlantic		$	1,677			27	%	$	1,673			27	%
	Pacific			1,616			26			1,636			27
	Middle Atlantic			837			14			826			14
	Mountain			557			9			536			9
	East North Central			390			6			397			7
	West North Central			385			6			382			6
	West South Central			275			5			268			4
	New England			267			4			264			4
	East South Central			166			3			141			2
	Subtotal			6,170			100	%		6,123			100	%
	Unamortized balance of loan origination fees and costs			(1	)					(1	)
	Allowance for losses			(20	)					(22	)
	Total		$	6,149					$	6,100
Aging of Past Due Commercial Mortgage Loans by Property Type	The following tables set forth the aging of past due commercial mortgage loans by property type as of the dates indicated:
			March 31, 2015
			31 - 60 days			61 - 90 days			Greater than			Total			Current			Total
			past due			past due			90 days past			past due
	(Amounts in millions)								due
	Property type:
	Retail		$	—		$	—		$	—		$	—		$	2,193		$	2,193
	Office			—			—			3			3			1,657			1,660
	Industrial			—			—			2			2			1,551			1,553
	Apartments			—			—			—			—			494			494
	Mixed use/other			—			—			—			—			270			270
	Total recorded investment		$	—		$	—		$	5		$	5		$	6,165		$	6,170
	% of total commercial mortgage loans			—	%		—	%		—	%		—	%		100	%		100	%
			31-Dec-14
	(Amounts in millions)		31 - 60 days			61 - 90 days			Greater than			Total			Current			Total
			past due			past due			90 days past			past due
									due
	Property type:
	Retail		$	—		$	—		$	—		$	—		$	2,150		$	2,150
	Office			—			—			6			6			1,637			1,643
	Industrial			—			—			2			2			1,595			1,597
	Apartments			—			—			—			—			494			494
	Mixed use/other			—			—			—			—			239			239
	Total recorded investment		$	—		$	—		$	8		$	8		$	6,115		$	6,123
	% of total commercial mortgage loans			—	%		—	%		—	%		—	%		100	%		100	%
Allowance for Credit Losses and Recorded Investment in Commercial Mortgage Loans	The following table sets forth the allowance for credit losses and recorded investment in commercial mortgage loans as of or for the periods indicated:
			Three months ended
			March 31,
	(Amounts in millions)		2015			2014
	Allowance for credit losses:
	Beginning balance		$	22		$	33
	Charge-offs			(3	)		(1	)
	Recoveries			—			—
	Provision			1			(2	)
	Ending balance		$	20		$	30
	Ending allowance for individually impaired loans		$	—		$	—
	Ending allowance for loans not individually impaired that were evaluated collectively for impairment		$	20		$	30
	Recorded investment:
	Ending balance		$	6,170		$	5,924
	Ending balance of individually impaired loans		$	18		$	17
	Ending balance of loans not individually impaired that were evaluated collectively for impairment		$	6,152		$	5,907
Average Loan-to-Value of Commercial Mortgage Loans by Property Type	The following tables set forth the loan-to-value of commercial mortgage loans by property type as of the dates indicated:
			March 31, 2015
	(Amounts in millions)		0% - 50%			51% - 60%			61% - 75%			76% - 100%			Greater			Total
															than 100%  (1)
	Property type:
	Retail		$	715		$	428		$	958		$	74		$	18		$	2,193
	Office			464			261			798			116			21			1,660
	Industrial			426			282			766			56			23			1,553
	Apartments			215			74			197			8			—			494
	Mixed use/other			59			36			169			6			—			270
	Total recorded investment		$	1,879		$	1,081		$	2,888		$	260		$	62		$	6,170
	% of total			30	%		18	%		47	%		4	%		1	%		100	%
	Weighted-average debt service coverage ratio			2.14			1.76			1.61			0.98			0.56			1.76
	(1)	Included $15 million of impaired loans and $47 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 118%.
			December 31, 2014
	(Amounts in millions)		0% - 50%			51% - 60%			61% - 75%			76% - 100%			Greater			Total
															than 100%  (1)
	Property type:
	Retail		$	671		$	419		$	967		$	75		$	18		$	2,150
	Office			383			278			782			164			36			1,643
	Industrial			451			285			778			60			23			1,597
	Apartments			211			76			199			8			—			494
	Mixed use/other			45			43			145			6			—			239
	Total recorded investment		$	1,761		$	1,101		$	2,871		$	313		$	77		$	6,123
	% of total			29	%		18	%		47	%		5	%		1	%		100	%
	Weighted-average debt service coverage ratio			2.27			1.75			1.61			1.02			0.72			1.78
	(1)	Included $15 million of impaired loans, $6 million of loans past due and not individually impaired and $56 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 120%.
Debt Service Coverage Ratio for Fixed Rate Commercial Mortgage Loans by Property Type	The following tables set forth the debt service coverage ratio for fixed rate commercial mortgage loans by property type as of the dates indicated:
			March 31, 2015
	(Amounts in millions)		Less than 1.00			1.00 - 1.25			1.26 - 1.50			1.51 - 2.00			Greater			Total
															than 2.00
	Property type:
	Retail		$	76		$	248		$	553		$	901		$	415		$	2,193
	Office			115			94			298			768			378			1,653
	Industrial			160			143			240			675			333			1,551
	Apartments			1			48			91			185			169			494
	Mixed use/other			6			1			86			137			40			270
	Total recorded investment		$	358		$	534		$	1,268		$	2,666		$	1,335		$	6,161
	% of total			6	%		9	%		20	%		43	%		22	%		100	%
	Weighted-average loan-to-value			75	%		63	%		60	%		60	%		44	%		58	%
			31-Dec-14
	(Amounts in millions)		Less than 1.00			1.00 - 1.25			1.26 - 1.50			1.51 - 2.00			Greater			Total
															than 2.00
	Property type:
	Retail		$	80		$	253		$	524		$	870		$	423		$	2,150
	Office			119			101			247			780			389			1,636
	Industrial			158			142			246			706			343			1,595
	Apartments			1			48			88			186			171			494
	Mixed use/other			6			1			61			135			36			239
	Total recorded investment		$	364		$	545		$	1,166		$	2,677		$	1,362		$	6,114
	% of total			6	%		9	%		19	%		44	%		22	%		100	%
	Weighted-average loan-to-value			77	%		64	%		64	%		59	%		45	%		59	%

Derivative_Instruments_Tables

Derivative Instruments (Tables)	3 Months Ended
	Mar. 31, 2015
Schedule Of Positions in Derivative Instruments	The following table sets forth our positions in derivative instruments as of the dates indicated:
			Derivative assets										Derivative liabilities
					Fair value										Fair value
	(Amounts in millions)		Balance		March 31,				December 31,				Balance		March 31,			December 31,
			sheet classification		2015				2014				sheet classification		2015			2014
	Derivatives designated as hedges
	Cash flow hedges:
	Interest rate swaps		Other invested assets		$	948			$	639			Other liabilities		$	45		$	27
	Inflation indexed swaps		Other invested assets			—				—			Other liabilities			31			42
	Foreign currency swaps		Other invested assets			9				6			Other liabilities			—			—
	Total cash flow hedges					957				645						76			69
	Total derivatives designated as hedges					957				645						76			69
	Derivatives not designated as hedges
	Interest rate swaps		Other invested assets			492				452			Other liabilities			224			177
	Interest rate swaps related to securitization entities		Restricted other			—				—			Other liabilities			29			26
			invested assets
	Foreign currency swaps		Other invested assets			—				—			Other liabilities			15			7
	Credit default swaps		Other invested assets			3				4			Other liabilities			—			—
	Credit default swaps related to securitization entities		Restricted other			—				—			Other liabilities			10			17
			invested assets
	Equity index options		Other invested assets			15				17			Other liabilities			—			—
	Financial futures		Other invested assets			—				—			Other liabilities			—			—
	Equity return swaps		Other invested assets			—				—			Other liabilities			6			1
	Other foreign currency contracts		Other invested assets			17				14			Other liabilities			24			13
	GMWB embedded derivatives		Reinsurance			14				13			Policyholder			316			291
			recoverable (1)										account balances (2)
	Fixed index annuity embedded derivatives		Other assets			—				—			Policyholder			300			276
													account balances (3)
	Indexed universal life embedded derivatives		Reinsurance			—				—			Policyholder			7			7
			recoverable										account balances (4)
	Total derivatives not designated as hedges					541				500						931			815
	Total derivatives				$	1,498			$	1,145					$	1,007		$	884
	(1)	Represents embedded derivatives associated with the reinsured portion of our guaranteed minimum withdrawal benefits (“GMWB”) liabilities.
	(2)	Represents the embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
	(3)	Represents the embedded derivatives associated with our fixed index annuity liabilities.
	(4)	Represents the embedded derivatives associated with our indexed universal life liabilities.
Activity Associated with Derivative Instruments	The following tables represent activity associated with derivative instruments as of the dates indicated:
	(Notional in millions)		Measurement				December 31,				Additions				Maturities/			March 31,
							2014								terminations			2015
	Derivatives designated as hedges
	Cash flow hedges:
	Interest rate swaps			Notional			$	11,961			$	—			$	(6	)	$	11,955
	Inflation indexed swaps			Notional				571				1				(10	)		562
	Foreign currency swaps			Notional				35				—				—			35
	Total cash flow hedges							12,567				1				(16	)		12,552
	Total derivatives designated as hedges							12,567				1				(16	)		12,552
	Derivatives not designated as hedges
	Interest rate swaps			Notional				5,074				250				(392	)		4,932
	Interest rate swaps related to securitization entities			Notional				77				—				(4	)		73
	Credit default swaps			Notional				394				—				—			394
	Credit default swaps related to securitization entities			Notional				312				—				—			312
	Equity index options			Notional				994				212				(201	)		1,005
	Financial futures			Notional				1,331				1,465				(1,433	)		1,363
	Equity return swaps			Notional				108				127				(103	)		132
	Foreign currency swaps			Notional				104				4				—			108
	Other foreign currency contracts			Notional				425				104				(129	)		400
	Total derivatives not designated as hedges							8,819				2,162				(2,262	)		8,719
	Total derivatives						$	21,386			$	2,163			$	(2,278	)	$	21,271
	(Number of policies)		Measurement				December 31,				Additions				Maturities/			March 31,
							2014								terminations			2015
	Derivatives not designated as hedges
	GMWB embedded derivatives			Policies				39,015				—				(784	)		38,231
	Fixed index annuity embedded derivatives			Policies				13,901				1,179				(82	)		14,998
	Indexed universal life embedded derivatives			Policies				421				127				(2	)		546
Schedule of Pre-Tax Income (Loss) Effects of Cash Flow Hedges	The following table provides information about the pre-tax income effects of cash flow hedges for the three months ended March 31, 2015:
	(Amounts in millions)		Gain (loss)				Gain (loss)				Classification of gain		Gain (loss)				Classification of gain
			recognized				reclassified				(loss) reclassified into		recognized in				(loss) recognized in
			in OCI				into				net income		net income (1)				net income
							net income
							from OCI
	Interest rate swaps hedging assets		$	306			$	19			Net investment		$	4			Net investment
											income						gains (losses)
	Interest rate swaps hedging liabilities			(18	)			—			Interest expense			—			Net investment
																	gains (losses)
	Inflation indexed swaps			11				9			Net investment			—			Net investment
											income						gains (losses)
	Foreign currency swaps			3				—			Net investment			—			Net investment
											income						gains (losses)
	Total		$	302			$	28					$	4
	(1)	Represents ineffective portion of cash flow hedges as there were no amounts excluded from the measurement of effectiveness.
	The following table provides information about the pre-tax income effects of cash flow hedges for the three months ended March 31, 2014:
	(Amounts in millions)		Gain (loss)				Gain (loss)				Classification of gain		Gain (loss)				Classification of gain
			recognized				reclassified				(loss) reclassified into		recognized in				(loss) recognized in
			in OCI				into				net income		net income (1)				net income
							net income
							from OCI
	Interest rate swaps hedging assets		$	357			$	15			Net investment		$	4			Net investment
											income						gains (losses)
	Interest rate swaps hedging liabilities			(20	)			—			Interest expense			—			Net investment
																	gains (losses)
	Inflation indexed swaps			(3	)			(1	)		Net investment			—			Net investment
											income						gains (losses)
	Forward bond purchase commitments			18				—			Net investment			—			Net investment
											income						gains (losses)
	Total		$	352			$	14					$	4
	(1)	Represents ineffective portion of cash flow hedges as there were no amounts excluded from the measurement of effectiveness.
Reconciliation of Current Period Changes, Net of Applicable Income Taxes, for Derivatives Qualifying as Hedges	The following table provides a reconciliation of current period changes, net of applicable income taxes, for these designated derivatives presented in the separate component of stockholders’ equity labeled “derivatives qualifying as hedges,” for the periods indicated:
			Three months ended
			March 31,
	(Amounts in millions)		2015				2014
	Derivatives qualifying as effective accounting hedges as of January 1		$	2,070			$	1,319
	Current period increases (decreases) in fair value, net of deferred taxes of $(107) and $(124)			195				228
	Reclassification to net (income), net of deferred taxes of $10 and $5			(18	)			(9	)
	Derivatives qualifying as effective accounting hedges as of March 31		$	2,247			$	1,538
Schedule of Pre-Tax Gain (Loss) Recognized in Net Income (Loss) for Effects of Derivatives Not Designated as Hedges	The following table provides the pre-tax gain (loss) recognized in net income for the effects of derivatives not designated as hedges for the periods indicated:
			Three months ended March 31,								Classification of gain (loss) recognized
	(Amounts in millions)		2015				2014				in net income
	Interest rate swaps		$	8			$	(3	)		Net investment gains (losses)
	Interest rate swaps related to securitization entities			(3	)			(3	)		Net investment gains (losses)
	Credit default swaps			1				—			Net investment gains (losses)
	Credit default swaps related to securitization entities			8				7			Net investment gains (losses)
	Equity index options			(10	)			(7	)		Net investment gains (losses)
	Financial futures			7				27			Net investment gains (losses)
	Equity return swaps			(9	)			(1	)		Net investment gains (losses)
	Other foreign currency contracts			(1	)			(9	)		Net investment gains (losses)
	Foreign currency swaps			(10	)			—			Net investment gains (losses)
	GMWB embedded derivatives			(16	)			(31	)		Net investment gains (losses)
	Fixed index annuity embedded derivatives			(7	)			(1	)		Net investment gains (losses)
	Indexed universal life embedded derivatives			1				—			Net investment gains (losses)
	Total derivatives not designated as hedges		$	(31	)		$	(21	)
Derivative Assets and Liabilities Subject to Master Netting Arrangement	The following tables present additional information about derivative assets and liabilities subject to an enforceable master netting arrangement as of the dates indicated:
			March 31, 2015												December 31, 2014
	(Amounts in millions)		Derivatives				Derivatives				Net				Derivatives			Derivatives			Net
			assets (1)				liabilities (2)				derivatives				assets (1)			liabilities (2)			derivatives
	Amounts presented in the balance sheet:
	Gross amounts recognized		$	1,526			$	369			$	1,157			$	1,157		$	273		$	884
	Gross amounts offset in the balance sheet			—				—				—				—			—			—
	Net amounts presented in the balance sheet			1,526				369				1,157				1,157			273			884
	Gross amounts not offset in the balance sheet:
	Financial instruments (3)			(289	)			(289	)			—				(227	)		(227	)		—
	Collateral received			(1,088	)			—				(1,088	)			(884	)		—			(884	)
	Collateral pledged			—				(205	)			205				—			(49	)		49
	Over collateralization			2				125				(123	)			1			5			(4	)
	Net amount		$	151			$	—			$	151			$	47		$	2		$	45
	(1)	Included $42 million and $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of March 31, 2015 and December 31, 2014, respectively.
	(2)	Included $24 million and $6 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of March 31, 2015 and December 31, 2014, respectively.
	(3)	Amounts represent derivative assets and/or liabilities that are presented gross within the balance sheet but are held with the same counterparty where we have a master netting arrangement. This adjustment results in presenting the net asset and net liability position for each counterparty.
Schedule of Credit Default Swaps Where We Sell Protection on Single Name Reference Entities and Fair Values	The following table sets forth our credit default swaps where we sell protection on single name reference entities and the fair values as of the dates indicated:
			March 31, 2015												December 31, 2014
			Notional												Notional
	(Amounts in millions)		value				Assets				Liabilities				value			Assets			Liabilities
	Investment grade
	Matures in less than one year		$	—			$	—			$	—			$	—		$	—		$	—
	Matures after one year through five years			39				1				—				39			1			—
	Total credit default swaps on single name reference entities		$	39			$	1			$	—			$	39		$	1		$	—
Schedule of Credit Default Swaps Where We Sell Protection on Credit Default Swap Index Tranches and Fair Values	The following table sets forth our credit default swaps where we sell protection on credit default swap index tranches and the fair values as of the dates indicated:
			March 31, 2015												December 31, 2014
			Notional												Notional
	(Amounts in millions)		value				Assets				Liabilities				value			Assets			Liabilities
	Original index tranche attachment/detachment point and maturity:
	7% - 15% matures after one year through five years (1)		$	100			$	1			$	—			$	100		$	1		$	—
	9% - 12% matures in less than one year (2)			250				1				—				250			2			—
	Total credit default swap index tranches			350				2				—				350			3			—
	Customized credit default swap index tranches related to securitization entities:
	Portion backing third-party borrowings maturing 2017 (3)			12				—				—				12			—			—
	Portion backing our interest maturing 2017 (4)			300				—				10				300			—			17
	Total customized credit default swap index tranches related to securitization entities			312				—				10				312			—			17
	Total credit default swaps on index tranches		$	662			$	2			$	10			$	662		$	3		$	17
	(1)	The current attachment/detachment as of March 31, 2015 and December 31, 2014 was 7% – 15%.
	(2)	The current attachment/detachment as of March 31, 2015 and December 31, 2014 was 9% – 12%.
	(3)	Original notional value was $39 million.
	(4)	Original notional value was $300 million.

Fair_Value_of_Financial_Instru1

Fair Value of Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2015
Fair Value Financial Instruments Not Required to be Carried at Fair Value	The following represents our estimated fair value of financial assets and liabilities that are not required to be carried at fair value as of the dates indicated:
			March 31, 2015
	(Amounts in millions)		Notional				Carrying			Fair value
			amount				amount			Total			Level 1		Level 2			Level 3
	Assets:
	Commercial mortgage loans		$		(1)		$	6,149		$	6,588		$	—	$	—		$	6,588
	Restricted commercial mortgage loans				(1)			188			213			—		—			213
	Other invested assets				(1)			484			487			—		412			75
	Liabilities:
	Long-term borrowings				(1)			4,601			4,422			—		4,312			110
	Non-recourse funding obligations				(1)			1,983			1,435			—		—			1,435
	Borrowings related to securitization entities				(1)			124			133			—		133			—
	Investment contracts				(1)			17,514			18,597			—		7			18,590
	Other firm commitments:
	Commitments to fund limited partnerships			71				—			—			—		—			—
	Ordinary course of business lending commitments			49				—			—			—		—			—
			December 31, 2014
	(Amounts in millions)		Notional				Carrying			Fair value
			amount				amount			Total			Level 1		Level 2			Level 3
	Assets:
	Commercial mortgage loans		$		(1)		$	6,100		$	6,573		$	—	$	—		$	6,573
	Restricted commercial mortgage loans				(1)			201			228			—		—			228
	Other invested assets				(1)			374			385			—		300			85
	Liabilities:
	Long-term borrowings				(1)			4,639			4,300			—		4,181			119
	Non-recourse funding obligations				(1)			1,996			1,438			—		—			1,438
	Borrowings related to securitization entities				(1)			134			146			—		146			—
	Investment contracts				(1)			17,497			18,023			—		7			18,016
	Other firm commitments:
	Commitments to fund limited partnerships			53				—			—			—		—			—
	Ordinary course of business lending commitments			155				—			—			—		—			—
	(1)	These financial instruments do not have notional amounts.
Assets and Liabilities that are Measured at Fair Value on Recurring Basis	The following tables set forth our assets and liabilities by class of instrument that are measured at fair value on a recurring basis as of the dates indicated:
			March 31, 2015
	(Amounts in millions)		Total				Level 1			Level 2			Level 3
	Assets
	Investments:
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	6,132			$	—		$	6,129		$	3
	Tax-exempt			361				—			361			—
	Government—non-U.S.			2,008				—			2,002			6
	U.S. corporate			27,900				—			25,422			2,478
	Corporate—non-U.S.			14,886				—			13,109			1,777
	Residential mortgage-backed			5,163				—			5,094			69
	Commercial mortgage-backed			2,690				—			2,686			4
	Other asset-backed			3,802				—			2,346			1,456
	Total fixed maturity securities			62,942				—			57,149			5,793
	Equity securities			306				269			3			34
	Other invested assets:
	Trading securities			218				—			218			—
	Derivative assets:
	Interest rate swaps			1,440				—			1,440			—
	Foreign currency swaps			9				—			9			—
	Credit default swaps			3				—			1			2
	Equity index options			15				—			—			15
	Other foreign currency contracts			17				—			17			—
	Total derivative assets			1,484				—			1,467			17
	Securities lending collateral			323				—			323			—
	Total other invested assets			2,025				—			2,008			17
	Restricted other invested assets related to securitization entities			411				—			181			230
	Reinsurance recoverable (1)			14				—			—			14
	Separate account assets			9,064				9,064			—			—
	Total assets		$	74,762			$	9,333		$	59,341		$	6,088
	Liabilities
	Policyholder account balances:
	GMWB embedded derivatives (2)		$	316			$	—		$	—		$	316
	Fixed index annuity embedded derivatives			300				—			—			300
	Indexed universal life embedded derivatives			7				—			—			7
	Total policyholder account balances			623				—			—			623
	Derivative liabilities:
	Interest rate swaps			269				—			269			—
	Interest rate swaps related to securitization entities			29				—			29			—
	Inflation indexed swaps			31				—			31			—
	Foreign currency swaps			15				—			15			—
	Credit default swaps related to securitization entities			10				—			—			10
	Equity return swaps			6				—			6			—
	Other foreign currency contracts			24				—			24			—
	Total derivative liabilities			384				—			374			10
	Borrowings related to securitization entities			81				—			—			81
	Total liabilities		$	1,088			$	—		$	374		$	714
	(1)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
	(2)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
			December 31, 2014
	(Amounts in millions)		Total				Level 1			Level 2			Level 3
	Assets
	Investments:
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	6,000			$	—		$	5,996		$	4
	Tax-exempt			362				—			362			—
	Government—non-U.S.			2,106				—			2,099			7
	U.S. corporate			27,200				—			24,752			2,448
	Corporate—non-U.S.			15,132				—			13,327			1,805
	Residential mortgage-backed			5,240				—			5,165			75
	Commercial mortgage-backed			2,702				—			2,697			5
	Other asset-backed			3,705				—			2,285			1,420
	Total fixed maturity securities			62,447				—			56,683			5,764
Equity securities			282				244			4			34
Other invested assets:
Trading securities			241				—			241			—
Derivative assets:
Interest rate swaps			1,091				—			1,091			—
Foreign currency swaps			6				—			6			—
Credit default swaps			4				—			1			3
Equity index options			17				—			—			17
Other foreign currency contracts			14				—			14			—
Total derivative assets			1,132				—			1,112			20
Securities lending collateral			289				—			289			—
Total other invested assets			1,662				—			1,642			20
Restricted other invested assets related to securitization entities			411				—			181			230
Reinsurance recoverable (1)			13				—			—			13
Separate account assets			9,208				9,208			—			—
Total assets		$	74,023			$	9,452		$	58,510		$	6,061
Liabilities
Policyholder account balances:
GMWB embedded derivatives (2)		$	291			$	—		$	—		$	291
Fixed index annuity embedded derivatives			276				—			—			276
Indexed universal life embedded derivatives			7				—			—			7
Total policyholder account balances			574				—			—			574
Derivative liabilities:
Interest rate swaps			204				—			204			—
Interest rate swaps related to securitization entities			26				—			26			—
Inflation indexed swaps			42				—			42			—
Foreign currency swaps			7				—			7			—
Credit default swaps related to securitization entities			17				—			—			17
Equity return swaps			1				—			1			—
Other foreign currency contracts			13				—			13			—
Total derivative liabilities			310				—			293			17
Borrowings related to securitization entities			85				—			—			85
Total liabilities		$	969			$	—		$	293		$	676
(1)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
(2)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
Assets Measured at Fair Value on Recurring Basis and Utilized Significant Unobservable (Level 3) Inputs to Determine Fair Value	The following tables present additional information about assets measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value as of or for the dates indicated:
			Beginning				Total realized and																					Ending		Total gains
			balance																									balance		(losses)
			as of				unrealized gains																					as of		included in
			January 1,				(losses)																					March 31,		net income
			2015				Included in																Transfer		Transfer			2015		attributable
							net			Included													into		out of					to assets
	(Amounts in millions)						income			in OCI			Purchases		Sales			Issuances		Settlements			Level 3		Level 3					still held
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	4			$	—		$	—		$	—	$	—		$	—	$	(1	)	$	—	$	—		$	3	$	—
	Government—non-U.S.			7				—			—			—		—			—		(1	)		—		—			6		—
	U.S. corporate			2,448				8			41			47		—			—		(52	)		—		(14	)		2,478		—
	Corporate—non-U.S.			1,805				—			21			7		(9	)		—		(46	)		—		(1	)		1,777		—
	Residential mortgage-backed			75				—			(2	)		—		—			—		(3	)		—		(1	)		69		—
	Commercial mortgage- backed			5				—			—			—		—			—		—			—		(1	)		4		—
	Other asset-backed (1)			1,420				1			13			38		—			—		(11	)		33		(38	)		1,456		(1	)
	Total fixed maturity securities			5,764				9			73			92		(9	)		—		(114	)		33		(55	)		5,793		(1	)
	Equity securities			34				—			—			1		(1	)		—		—			—		—			34		—
	Other invested assets:
	Derivative assets:
	Credit default swaps			3				—			—			—		—			—		(1	)		—		—			2		—
	Equity index options			17				(10	)		—			8		—			—		—			—		—			15		(8	)
	Total derivative assets			20				(10	)		—			8		—			—		(1	)		—		—			17		(8	)
	Total other invested assets			20				(10	)		—			8		—			—		(1	)		—		—			17		(8	)
	Restricted other invested assets related to securitization entities			230				—			—			—		—			—		—			—		—			230		—
	Reinsurance recoverable (2)			13				1			—			—		—			—		—			—		—			14		1
	Total Level 3 assets		$	6,061			$	—		$	73		$	101	$	(10	)	$	—	$	(115	)	$	33	$	(55	)	$	6,088	$	(8	)
	(1)	The transfers into and out of Level 3 for fixed maturity securities were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value, such as external ratings or credit spreads.
	(2)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
			Beginning																									Ending		Total gains
			balance				Total realized and																					balance		(losses)
			as of				unrealized gains																					as of		included in
			January 1,				(losses)																					March 31,		net income
			2014				Included																Transfer		Transfer			2014		attributable
							in net			Included													into		out of					to assets
	(Amounts in millions)						income			in OCI			Purchases		Sales			Issuances		Settlements			Level 3		Level 3					still held
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	5			$	—		$	—		$	—	$	—		$	—	$	(1	)	$	—	$	—		$	4	$	—
	Government—non-U.S.			23				—			—			2		—			—		(1	)		—		—			24		—
	U.S. corporate (1)			2,400				5			29			90		—			—		(42	)		14		(128	)		2,368		5
	Corporate—non-U.S. (1)			1,819				1			9			36		—			—		(35	)		—		(32	)		1,798		1
	Residential mortgage-backed			105				—			1			—		(23	)		—		(3	)		13		—			93		—
	Commercial mortgage-backed			6				—			2			—		—			—		(1	)		6		—			13		—
	Other asset-backed (1)			1,166				1			(4	)		16		(5	)		—		(37	)		36		(20	)		1,153		1
	Total fixed maturity securities			5,524				7			37			144		(28	)		—		(120	)		69		(180	)		5,453		7
	Equity securities			78				—			—			—		—			—		—			—		—			78		—
	Other invested assets:
	Trading securities			34				—			—			—		—			—		(3	)		—		—			31		—
	Derivative assets:
	Credit default swaps			10				—			—			—		—			—		(2	)		—		—			8		—
	Equity index options			12				(7	)		—			6		—			—		—			—		—			11		(7	)
	Other foreign currency contracts			3				(2	)		—			—		—			—		—			—		—			1		(2	)
	Total derivative assets			25				(9	)		—			6		—			—		(2	)		—		—			20		(9	)
	Total other invested assets			59				(9	)		—			6		—			—		(5	)		—		—			51		(9	)
	Restricted other invested assets related to securitization entities			211				7			—			—		—			—		—			—		—			218		7
	Reinsurance recoverable (2)			(1	)			2			—			—		—			1		—			—		—			2		2
	Total Level 3 assets		$	5,871			$	7		$	37		$	150	$	(28	)	$	1	$	(125	)	$	69	$	(180	)	$	5,802	$	7
	(1)	The transfers into and out of Level 3 for fixed maturity securities were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value, such as external ratings or credit spreads.
	(2)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
Gains and Losses Included in Net Income (Loss) from Assets and Liabilities Recorded at Fair Value	The following table presents the gains and losses included in net income from assets measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value and the related income statement line item in which these gains and losses were presented for the three months ended March 31:
	(Amounts in millions)		2015				2014
	Total realized and unrealized gains (losses) included in net income:
	Net investment income		$	11			$	8
	Net investment gains (losses)			(11	)			(1	)
	Total		$	—			$	7
	Net gains (losses) included in net income attributable to assets still held:
	Net investment income		$	—			$	8
	Net investment gains (losses)			(8	)			(1	)
	Total		$	(8	)		$	7
	The following table presents the gains and losses included in net (income) from liabilities measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value and the related income statement line item in which these gains and losses were presented for the three months ended March 31:
	(Amounts in millions)		2015				2014
	Total realized and unrealized (gains) losses included in net (income):
	Net investment income		$	—			$	—
	Net investment (gains) losses			11				33
	Total		$	11			$	33
	Total (gains) losses included in net (income) attributable to liabilities still held:
	Net investment income		$	—			$	—
	Net investment (gains) losses			15				34
	Total		$	15			$	34
Liabilities Measured at Fair Value on Recurring Basis and Utilized Significant Unobservable (Level 3) Inputs to Determine Fair Value	The following tables present additional information about liabilities measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value as of or for the dates indicated:
			Beginning				Total realized and																Transfer		Transfer			Ending		Total
			balance				unrealized (gains)																into		out of			balance		(gains)
			as of				losses																Level 3		Level 3			as of		losses
			January 1,																									March 31,		included in
			2015																									2015		net (income)
																														attributable
																														to liabilities
	(Amounts in millions)						Included			Included			Purchases		Sales			Issuances		Settlements										still held
							in net			in OCI
							(income)
	Policyholder account balances:
	GMWB embedded derivatives (1)		$	291			$	17		$	—		$	—	$	—		$	8	$	—		$	—	$	—		$	316	$	20
	Fixed index annuity embedded derivatives			276				7			—			—		—			19		(2	)		—		—			300		7
	Indexed universal life embedded derivatives			7	(1)						—			—		—			1		—			—		—			7		—
	Total policyholder account balances			574				23			—			—		—			28		(2	)		—		—			623		27
	Derivative liabilities:
	Credit default swaps related to securitization entities			17				(8	)		—			1		—			—		—			—		—			10		(8	)
	Total derivative liabilities			17				(8	)		—			1		—			—		—			—		—			10		(8	)
	Borrowings related to securitization entities			85				(4	)		—			—		—			—		—			—		—			81		(4	)
	Total Level 3 liabilities		$	676			$	11		$	—		$	1	$	—		$	28	$	(2	)	$	—	$	—		$	714	$	15
	(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
			Beginning				Total realized and																Transfer		Transfer			Ending		Total
			balance				unrealized (gains)																into		out of			balance		(gains)
			as of				losses																Level 3		Level 3			as of		losses
			January 1,																									March 31,		included in
			2014																									2014		net (income)
																														attributable
																														to liabilities
	(Amounts in millions)						Included			Included			Purchases		Sales			Issuances		Settlements										still held
							in net			in OCI
							(income)
	Policyholder account balances:
	GMWB embedded derivatives (1)		$	96			$	33		$	—		$	—	$	—		$	9	$	—		$	—	$	—		$	138	$	34
	Fixed index annuity embedded derivatives			143				2			—			—		—			36		(1	)		—		—			180		2
	Total policyholder account balances			239				35			—			—		—			45		(1	)		—		—			318		36
	Derivative liabilities:
	Credit default swaps related to securitization entities			32				(7	)		—			—		—			—		—			—		—			25		(7	)
	Other foreign currency contracts			1				1			—			—		—			—		—			—		—			2		1
	Total derivative liabilities			33				(6	)		—			—		—			—		—			—		—			27		(6	)
	Borrowings related to securitization entities			75				4			—			—		—			—		—			—		—			79		4
	Total Level 3 liabilities		$	347			$	33		$	—		$	—	$	—		$	45	$	(1	)	$	—	$	—		$	424	$	34
	(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
Fair Value Inputs, Assets and Liabilities, Quantitative Information	The following table presents a summary of the significant unobservable inputs used for certain fair value measurements that are based on internal models and classified as Level 3 as of March 31, 2015:
										Range
	(Amounts in millions)		Valuation technique		Fair value				Unobservable input	(weighted-average)
	Assets
	Fixed maturity securities:
	U.S. corporate		Internal models		$	2,264			Credit spreads	60bps - 368bps (155bps)
	Corporate—non-U.S.		Internal models			1,589			Credit spreads	67bps - 808bps (170bps)
	Derivative assets:
	Credit default swaps		Discounted cash flows			2			Credit spreads	8bps - 10bps (9bps)
	Equity index options		Discounted cash flows			15			Equity index volatility	13% - 24% (21%)
	Liabilities
	Policyholder account balances:
									Withdrawal utilization rate	—  % - 98%
									Lapse rate	—  % - 15%
									Non-performance risk
									(credit spreads)	50bps - 85bps (79bps)
	GMWB embedded derivatives (1)		Stochastic cash flow model			316			Equity index volatility	15% - 24% (21%)
	Fixed index annuity embedded derivatives		Option budget method			300			Expected future interest credited	—  % - 2% (2%)
	Indexed universal life embedded derivatives		Option budget method			7			Expected future interest credited	3% - 8% (5%)
	(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.

Segment_Information_Tables

Segment Information (Tables)	3 Months Ended
	Mar. 31, 2015
Summary of Revenues for Segments and Corporate and Other Activities	The following is a summary of revenues for our segments and Corporate and Other activities for the periods indicated:
		Three months ended
		March 31,
	(Amounts in millions)	2015			2014
	Revenues:
	International Mortgage Insurance segment:
	Canada	$	136		$	168
	Australia		118			131
	Other Countries		7			9
	International Mortgage Insurance segment’s revenues		261			308
	U.S. Mortgage Insurance segment’s revenues		170			155
	U.S. Life Insurance segment:
	Long-term care insurance		905			856
	Life insurance		487			480
	Fixed annuities		233			257
	U.S. Life Insurance segment’s revenues		1,625			1,593
	International Protection segment’s revenues		202			207
	Runoff segment’s revenues		74			73
	Corporate and Other’s revenues		3			(14	)
	Total revenues	$	2,335		$	2,322
Summary of Net Operating Income for Segments and Corporate and Other Activities	The following is a summary of net operating income for our segments and Corporate and Other activities and a reconciliation of net operating income for our segments and Corporate and Other activities to net income for the periods indicated:
		Three months ended
		March 31,
	(Amounts in millions)	2015			2014
	International Mortgage Insurance segment:
	Canada	$	40		$	41
	Australia		30			62
	Other Countries		(6	)		(4	)
	International Mortgage Insurance segment’s net operating income		64			99
	U.S. Mortgage Insurance segment’s net operating income		52			33
	U.S. Life Insurance segment:
	Long-term care insurance		10			46
	Life insurance		40			21
	Fixed annuities		31			27
	U.S. Life Insurance segment’s net operating income		81			94
	International Protection segment’s net operating income		—			7
	Runoff segment’s net operating income		11			12
	Corporate and Other’s net operating loss		(52	)		(51	)
	Net operating income		156			194
	Net investment gains (losses), net		(2	)		(10	)
	Net income available to Genworth Financial, Inc.’s common stockholders		154			184
	Add: net income attributable to noncontrolling interests		50			35
	Net income	$	204		$	219
Summary of Total Assets for Segments and Corporate and Other Activities	The following is a summary of total assets for our segments and Corporate and Other activities as of the dates indicated:
		March 31,			December 31,
	(Amounts in millions)	2015			2014
	Assets:
	International Mortgage Insurance	$	8,198		$	8,815
	U.S. Mortgage Insurance		2,367			2,324
	U.S. Life Insurance		84,209			82,906
	International Protection		1,657			1,833
	Runoff		12,884			12,971
	Corporate and Other		3,016			2,509
	Total assets	$	112,331		$	111,358

Changes_in_Accumulated_Other_C1

Changes in Accumulated Other Comprehensive Income (Loss) (Tables)	3 Months Ended
	Mar. 31, 2015
Component of Changes in Accumulated Other Comprehensive Income (Loss), Net of Taxes	The following tables show the changes in accumulated other comprehensive income (loss), net of taxes, by component as of and for the periods indicated:
			Net						Foreign
			unrealized						currency
			investment			Derivatives			translation
			gains			qualifying as			and other
	(Amounts in millions)		(losses) (1)			hedges (2)			adjustments			Total
	Balances as of January 1, 2015		$	2,453		$	2,070		$	(77	)	$	4,446
	OCI before reclassifications			325			195			(370	)		150
	Amounts reclassified from (to) OCI			—			(18	)		—			(18	)
	Current period OCI			325			177			(370	)		132
	Balances as of March 31, 2015 before noncontrolling interests			2,778			2,247			(447	)		4,578
	Less: change in OCI attributable to noncontrolling interests			30			—			(144	)		(114	)
	Balances as of March 31, 2015		$	2,748		$	2,247		$	(303	)	$	4,692
	(1)	Net of adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves. See note 4 for additional information.
	(2)	See note 5 for additional information.
			Net						Foreign
			unrealized						currency
			investment			Derivatives			translation
			gains			qualifying as			and other
	(Amounts in millions)		(losses) (1)			hedges (2)			adjustments			Total
	Balances as of January 1, 2014		$	926		$	1,319		$	297		$	2,542
	OCI before reclassifications			701			228			(21	)		908
	Amounts reclassified from (to) OCI			11			(9	)		—			2
	Current period OCI			712			219			(21	)		910
	Balances as of March 31, 2014 before noncontrolling interests			1,638			1,538			276			3,452
	Less: change in OCI attributable to noncontrolling interests			14			—			(45	)		(31	)
	Balances as of March 31, 2014		$	1,624		$	1,538		$	321		$	3,483
	(1)	Net of adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves. See note 4 for additional information.
	(2)	See note 5 for additional information.
Reclassifications in (out) of Accumulated Other Comprehensive Income (Loss), Net of Taxes	The following table shows reclassifications in (out) of accumulated other comprehensive income (loss), net of taxes, for the periods presented:
			Amount reclassified from accumulated						Affected line item in the
			other comprehensive income (loss)						consolidated statements
			Three months ended March 31,						of income
	(Amounts in millions)		2015			2014
	Net unrealized investment (gains) losses:
	Unrealized (gains) losses on investments (1)		$	—		$	17		Net investment (gains) losses
	Provision for income taxes			—			(6	)	Provision for income taxes
	Total		$	—		$	11
	Derivatives qualifying as hedges:
	Interest rate swaps hedging assets		$	(19	)	$	(15	)	Net investment income
	Inflation indexed swaps			(9	)		1		Net investment income
	Provision for income taxes			10			5		Provision for income taxes
	Total		$	(18	)	$	(9	)
	(1)	Amounts exclude adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves.

Condensed_Consolidating_Financ1

Condensed Consolidating Financial Information (Tables)	3 Months Ended
	Mar. 31, 2015
Condensed Consolidating Balance Sheet	The following table presents the condensed consolidating balance sheet information as of March 31, 2015:
		Parent						All Other
	(Amounts in millions)	Guarantor			Issuer			Subsidiaries			Eliminations			Consolidated
	Assets
	Investments:
	Fixed maturity securities available-for-sale, at fair value	$	—		$	151		$	62,991		$	(200	)	$	62,942
	Equity securities available-for-sale, at fair value		—			—			306			—			306
	Commercial mortgage loans		—			—			6,149			—			6,149
	Restricted commercial mortgage loans related to securitization entities		—			—			188			—			188
	Policy loans		—			—			1,506			—			1,506
	Other invested assets		—			118			2,620			(15	)		2,723
	Restricted other invested assets related to securitization entities, at fair value		—			—			411			—			411
	Investments in subsidiaries		15,291			15,334			—			(30,625	)		—
	Total investments		15,291			15,603			74,171			(30,840	)		74,225
	Cash and cash equivalents		—			820			4,338			—			5,158
	Accrued investment income		—			—			742			(7	)		735
	Deferred acquisition costs		—			—			4,918			—			4,918
	Intangible assets		—			—			227			—			227
	Goodwill		—			—			15			—			15
	Reinsurance recoverable		—			—			17,339			—			17,339
	Other assets		—			281			370			(1	)		650
	Intercompany notes receivable		7			277			357			(641	)		—
	Separate account assets		—			—			9,064			—			9,064
	Total assets	$	15,298		$	16,981		$	111,541		$	(31,489	)	$	112,331
	Liabilities and stockholders’ equity
	Liabilities:
	Future policy benefits	$	—		$	—		$	36,488		$	—		$	36,488
	Policyholder account balances		—			—			26,146			—			26,146
	Liability for policy and contract claims		—			—			8,030			—			8,030
	Unearned premiums		—			—			3,731			—			3,731
	Other liabilities		(2	)		352			3,573			(24	)		3,899
	Intercompany notes payable		—			564			277			(841	)		—
	Borrowings related to securitization entities		—			—			205			—			205
	Non-recourse funding obligations		—			—			1,983			—			1,983
	Long-term borrowings		—			4,151			450			—			4,601
	Deferred tax liability		(24	)		(1,016	)		2,143			—			1,103
	Separate account liabilities		—			—			9,064			—			9,064
	Total liabilities		(26	)		4,051			92,090			(865	)		95,250
	Stockholders’ equity:
	Common stock		1			—			—			—			1
	Additional paid-in capital		11,998			9,162			17,104			(26,266	)		11,998
	Accumulated other comprehensive income (loss)		4,692			4,733			4,717			(9,450	)		4,692
	Retained earnings		1,333			(965	)		(4,132	)		5,097			1,333
	Treasury stock, at cost		(2,700	)		—			—			—			(2,700	)
	Total Genworth Financial, Inc.’s stockholders’ equity		15,324			12,930			17,689			(30,619	)		15,324
	Noncontrolling interests		—			—			1,762			(5	)		1,757
	Total stockholders’ equity		15,324			12,930			19,451			(30,624	)		17,081
	Total liabilities and stockholders’ equity	$	15,298		$	16,981		$	111,541		$	(31,489	)	$	112,331
	The following table presents the condensed consolidating balance sheet information as of December 31, 2014:
		Parent						All Other
	(Amounts in millions)	Guarantor			Issuer			Subsidiaries			Eliminations			Consolidated
	Assets
	Investments:
	Fixed maturity securities available-for-sale, at fair value	$	—		$	150		$	62,497		$	(200	)	$	62,447
	Equity securities available-for-sale, at fair value		—			—			282			—			282
	Commercial mortgage loans		—			—			6,100			—			6,100
	Restricted commercial mortgage loans related to securitization entities		—			—			201			—			201
	Policy loans		—			—			1,501			—			1,501
	Other invested assets		—			14			2,287			(5	)		2,296
	Restricted other invested assets related to securitization entities, at fair value		—			—			411			—			411
	Investments in subsidiaries		14,895			15,003			—			(29,898	)		—
	Total investments		14,895			15,167			73,279			(30,103	)		73,238
	Cash and cash equivalents		—			953			3,965			—			4,918
	Accrued investment income		—			—			689			(4	)		685
Deferred acquisition costs		—			—			5,042			—			5,042
Intangible assets		—			—			272			—			272
Goodwill		—			—			16			—			16
Reinsurance recoverable		—			—			17,346			—			17,346
Other assets		2			207			425			(1	)		633
Intercompany notes receivable		9			267			395			(671	)		—
Separate account assets		—			—			9,208			—			9,208
Total assets	$	14,906		$	16,594		$	110,637		$	(30,779	)	$	111,358
Liabilities and stockholders’ equity
Liabilities:
Future policy benefits	$	—		$	—		$	35,915		$	—		$	35,915
Policyholder account balances		—			—			26,043			—			26,043
Liability for policy and contract claims		—			—			8,043			—			8,043
Unearned premiums		—			—			3,986			—			3,986
Other liabilities		3			251			3,361			(11	)		3,604
Intercompany notes payable		—			604			267			(871	)		—
Borrowings related to securitization entities		—			—			219			—			219
Non-recourse funding obligations		—			—			1,996			—			1,996
Long-term borrowings		—			4,151			488			—			4,639
Deferred tax liability		(20	)		(970	)		1,898			—			908
Separate account liabilities		—			—			9,208			—			9,208
Total liabilities		(17	)		4,036			91,424			(882	)		94,561
Stockholders’ equity:
Common stock		1			—			—			—			1
Additional paid-in capital		11,997			9,162			17,080			(26,242	)		11,997
Accumulated other comprehensive income (loss)		4,446			4,449			4,459			(8,908	)		4,446
Retained earnings		1,179			(1,053	)		(4,205	)		5,258			1,179
Treasury stock, at cost		(2,700	)		—			—			—			(2,700	)
Total Genworth Financial, Inc.’s stockholders’ equity		14,923			12,558			17,334			(29,892	)		14,923
Noncontrolling interests		—			—			1,879			(5	)		1,874
Total stockholders’ equity		14,923			12,558			19,213			(29,897	)		16,797
Total liabilities and stockholders’ equity	$	14,906		$	16,594		$	110,637		$	(30,779	)	$	111,358
Condensed Consolidating Income Statement	The following table presents the condensed consolidating income statement information for the three months ended March 31, 2015:
		Parent						All Other
	(Amounts in millions)	Guarantor			Issuer			Subsidiaries			Eliminations			Consolidated
	Revenues:
	Premiums	$	—		$	—		$	1,323		$	—		$	1,323
	Net investment income		—			—			807			(4	)		803
	Net investment gains (losses)		—			3			(19	)		—			(16	)
	Insurance and investment product fees and other		—			(9	)		234			—			225
	Total revenues		—			(6	)		2,345			(4	)		2,335
	Benefits and expenses:
	Benefits and other changes in policy reserves		—			—			1,243			—			1,243
	Interest credited		—			—			180			—			180
	Acquisition and operating expenses, net of deferrals		5			1			374			—			380
	Amortization of deferred acquisition costs and intangibles		—			—			121			—			121
	Interest expense		—			77			43			(4	)		116
	Total benefits and expenses		5			78			1,961			(4	)		2,040
	Income (loss) before income taxes and equity in income of subsidiaries		(5	)		(84	)		384			—			295
	Provision (benefit) for income taxes		(9	)		(29	)		129			—			91
	Equity in income of subsidiaries		150			143			—			(293	)		—
	Net income		154			88			255			(293	)		204
	Less: net income attributable to noncontrolling interests		—			—			50			—			50
	Net income available to Genworth Financial, Inc.’s common stockholders	$	154		$	88		$	205		$	(293	)	$	154
	The following table presents the condensed consolidating income statement information for the three months ended March 31, 2014:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Revenues:
	Premiums	$	—		$	—		$	1,307		$	—		$	1,307
	Net investment income		—			—			809			(4	)		805
	Net investment gains (losses)		—			(4	)		(13	)		—			(17	)
	Insurance and investment product fees and other		—			—			227			—			227
	Total revenues		—			(4	)		2,330			(4	)		2,322
	Benefits and expenses:
	Benefits and other changes in policy reserves		—			—			1,194			—			1,194
	Interest credited		—			—			183			—			183
	Acquisition and operating expenses, net of deferrals		7			—			371			—			378
	Amortization of deferred acquisition costs and intangibles		—			—			134			—			134
	Interest expense		—			84			47			(4	)		127
	Total benefits and expenses		7			84			1,929			(4	)		2,016
	Income (loss) before income taxes and equity in income of subsidiaries		(7	)		(88	)		401			—			306
	Provision (benefit) for income taxes		10			(46	)		123			—			87
	Equity in income of subsidiaries		201			202			—			(403	)		—
	Net income		184			160			278			(403	)		219
	Less: net income attributable to noncontrolling interests		—			—			35			—			35
	Net income available to Genworth Financial, Inc.’s common stockholders	$	184		$	160		$	243		$	(403	)	$	184
Condensed Consolidating Statement of Comprehensive Income	The following table presents the condensed consolidating comprehensive income statement information for the three months ended March 31, 2015:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Net income	$	154		$	88		$	255		$	(293	)	$	204
	Other comprehensive income (loss), net of taxes:
	Net unrealized gains (losses) on securities not other-than-temporarily impaired		293			275			323			(568	)		323
	Net unrealized gains (losses) on other-than-temporarily impaired securities		2			2			2			(4	)		2
	Derivatives qualifying as hedges		177			177			189			(366	)		177
	Foreign currency translation and other adjustments		(226	)		(170	)		(370	)		396			(370	)
	Total other comprehensive income (loss)		246			284			144			(542	)		132
	Total comprehensive income (loss)		400			372			399			(835	)		336
	Less: comprehensive income attributable to noncontrolling interests		—			—			(64	)		—			(64	)
	Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	400		$	372		$	463		$	(835	)	$	400
	The following table presents the condensed consolidating comprehensive income statement information for the three months ended March 31, 2014:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Net income	$	184		$	160		$	278		$	(403	)	$	219
	Other comprehensive income (loss), net of taxes:
	Net unrealized gains (losses) on securities not other-than-temporarily impaired		692			675			707			(1,368	)		706
	Net unrealized gains (losses) on other-than-temporarily impaired securities		6			6			6			(12	)		6
	Derivatives qualifying as hedges		219			219			232			(451	)		219
	Foreign currency translation and other adjustments		24			40			(21	)		(64	)		(21	)
	Total other comprehensive income (loss)		941			940			924			(1,895	)		910
	Total comprehensive income (loss)		1,125			1,100			1,202			(2,298	)		1,129
	Less: comprehensive income attributable to noncontrolling interests		—			—			4			—			4
	Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	1,125		$	1,100		$	1,198		$	(2,298	)	$	1,125
Condensed Consolidating Statement of Cash Flows	The following table presents the condensed consolidating cash flow statement information for the three months ended March 31, 2015:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Cash flows from operating activities:
	Net income	$	154		$	88		$	255		$	(293	)	$	204
	Adjustments to reconcile net income to net cash from operating activities:
	Equity in income from subsidiaries		(150	)		(143	)		—			293			—
	Dividends from subsidiaries		—			132			(132	)		—			—
	Amortization of fixed maturity securities discounts and premiums and limited partnerships		—			—			(17	)		—			(17	)
	Net investment losses (gains)		—			(3	)		19			—			16
	Charges assessed to policyholders		—			—			(196	)		—			(196	)
	Acquisition costs deferred		—			—			(110	)		—			(110	)
	Amortization of deferred acquisition costs and intangibles		—			—			121			—			121
	Deferred income taxes		(5	)		(40	)		84			—			39
	Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments		—			9			9			—			18
	Stock-based compensation expense		2			—			(4	)		—			(2	)
	Change in certain assets and liabilities:
	Accrued investment income and other assets		2			(7	)		(73	)		3			(75	)
	Insurance reserves		—			—			614			—			614
	Current tax liabilities		(4	)		66			(65	)		—			(3	)
	Other liabilities, policy and contract claims and other policy-related balances		—			(60	)		88			(13	)		15
	Net cash from operating activities		(1	)		42			593			(10	)		624
	Cash flows from investing activities:
	Proceeds from maturities and repayments of investments:
	Fixed maturity securities		—			—			1,153			—			1,153
	Commercial mortgage loans		—			—			198			—			198
	Restricted commercial mortgage loans related to securitization entities		—			—			13			—			13
	Proceeds from sales of investments:
	Fixed maturity and equity securities		—			—			420			—			420
	Purchases and originations of investments:
	Fixed maturity and equity securities		—			—			(1,839	)		—			(1,839	)
	Commercial mortgage loans		—			—			(247	)		—			(247	)
	Other invested assets, net		—			(100	)		26			10			(64	)
	Intercompany notes receivable		2			(10	)		38			(30	)		—
	Capital contributions to subsidiaries		—			(25	)		25			—			—
	Net cash from investing activities		2			(135	)		(213	)		(20	)		(366	)
	Cash flows from financing activities:
	Deposits to universal life and investment contracts		—			—			630			—			630
	Withdrawals from universal life and investment contracts		—			—			(527	)		—			(527	)
	Redemption of non-recourse funding obligations		—			—			(13	)		—			(13	)
	Repayment of borrowings related to securitization entities		—			—			(11	)		—			(11	)
	Dividends paid to noncontrolling interests		—			—			(54	)		—			(54	)
	Proceeds from intercompany notes payable		—			(40	)		10			30			—
	Other, net		(1	)		—			11			—			10
	Net cash from financing activities		(1	)		(40	)		46			30			35
	Effect of exchange rate changes on cash and cash equivalents		—			—			(53	)		—			(53	)
	Net change in cash and cash equivalents		—			(133	)		373			—			240
	Cash and cash equivalents at beginning of period		—			953			3,965			—			4,918
	Cash and cash equivalents at end of period	$	—		$	820		$	4,338		$	—		$	5,158
	The following table presents the condensed consolidating cash flow statement information for the three months ended March 31, 2014:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Cash flows from operating activities:
	Net income	$	184		$	160		$	278		$	(403	)	$	219
	Adjustments to reconcile net income to net cash from operating activities:
	Equity in income from subsidiaries		(201	)		(202	)		—			403			—
	Dividends from subsidiaries		—			31			(31	)		—			—
	Amortization of fixed maturity securities discounts and premiums and limited partnerships		—			—			(28	)		—			(28	)
	Net investment losses (gains)		—			4			13			—			17
	Charges assessed to policyholders		—			—			(187	)		—			(187	)
	Acquisition costs deferred		—			—			(119	)		—			(119	)
	Amortization of deferred acquisition costs and intangibles		—			—			134			—			134
	Deferred income taxes		11			(84	)		90			—			17
	Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments		—			1			25			—			26
Stock-based compensation expense		5			—			3			—			8
Change in certain assets and liabilities:
Accrued investment income and other assets		3			50			(158	)		(4	)		(109	)
Insurance reserves		—			—			550			—			550
Current tax liabilities		4			16			(202	)		—			(182	)
Other liabilities, policy and contract claims and other policy-related balances		(10	)		—			(279	)		4			(285	)
Net cash from operating activities		(4	)		(24	)		89			—			61
Cash flows from investing activities:
Proceeds from maturities and repayments of investments:
Fixed maturity securities		—			—			1,135			—			1,135
Commercial mortgage loans		—			—			139			—			139
Restricted commercial mortgage loans related to securitization entities		—			—			7			—			7
Proceeds from sales of investments:
Fixed maturity and equity securities		—			—			708			—			708
Purchases and originations of investments:
Fixed maturity and equity securities		—			—			(2,172	)		—			(2,172	)
Commercial mortgage loans		—			—			(132	)		—			(132	)
Other invested assets, net		—			—			111			—			111
Intercompany notes receivable		6			(11	)		61			(56	)		—
Net cash from investing activities		6			(11	)		(143	)		(56	)		(204	)
Cash flows from financing activities:
Deposits to universal life and investment contracts		—			—			814			—			814
Withdrawals from universal life and investment contracts		—			—			(505	)		—			(505	)
Redemption of non-recourse funding obligations		—			—			(8	)		—			(8	)
Repayment of borrowings related to securitization entities		—			—			(7	)		—			(7	)
Dividends paid to noncontrolling interests		—			—			(13	)		—			(13	)
Proceeds from intercompany notes payable		—			(66	)		10			56			—
Other, net		(2	)		—			(10	)		—			(12	)
Net cash from financing activities		(2	)		(66	)		281			56			269
Effect of exchange rate changes on cash and cash equivalents		—			—			20			—			20
Net change in cash and cash equivalents		—			(101	)		247			—			146
Cash and cash equivalents at beginning of period		—			1,219			2,995			—			4,214
Cash and cash equivalents at end of period	$	—		$	1,118		$	3,242		$	—		$	4,360

Formation_of_Genworth_and_Basi1

Formation of Genworth and Basis of Presentation - Additional Information (Detail) (Genworth Holdings)	Mar. 31, 2015	Apr. 01, 2013
Genworth Holdings
Percentage of subsidiary equity ownership	100.00%	100.00%

Earnings_Loss_Per_Share_Detail

Earnings (Loss) Per Share (Detail) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Earnings (Loss) Per Share [Abstract]
Weighted-average shares used in basic earnings per common share calculations	497	495.8
Stock options, restricted stock units and stock appreciation rights	1.9	6.9
Weighted-average shares used in diluted earnings per common share calculations	498.9	502.7
Net income:
Net income	$204	$219
Less: net income attributable to noncontrolling interests	50	35
Net income available to Genworth Financial, Inc.'s common stockholders	$154	$184
Basic per common share	$0.31	$0.37
Diluted per common share	$0.31	$0.37

Net_Investment_Income_Detail

Net Investment Income (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Net Investment Income [Line Items]
Gross investment income before expenses and fees	$827	$829
Expenses and fees	-24	-24
Net investment income	803	805
Fixed maturity securities - taxable
Net Investment Income [Line Items]
Gross investment income before expenses and fees	639	648
Fixed maturity securities - non-taxable
Net Investment Income [Line Items]
Gross investment income before expenses and fees	3	3
Commercial mortgage loans
Net Investment Income [Line Items]
Gross investment income before expenses and fees	85	83
Restricted commercial mortgage loans related to securitization entities
Net Investment Income [Line Items]
Gross investment income before expenses and fees	4	4
Equity Securities
Net Investment Income [Line Items]
Gross investment income before expenses and fees	4	4
Other invested assets
Net Investment Income [Line Items]
Gross investment income before expenses and fees	55	50
Restricted other invested assets related to securitization entities
Net Investment Income [Line Items]
Gross investment income before expenses and fees	1	1
Policy Loans
Net Investment Income [Line Items]
Gross investment income before expenses and fees	33	31
Cash, cash equivalents and short-term investments
Net Investment Income [Line Items]
Gross investment income before expenses and fees	$3	$5

Net_Investment_Gains_Losses_De

Net Investment Gains (Losses) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Investments [Abstract]
Realized gains	$15		$7
Realized losses	-12		-23
Net realized gains (losses) on available-for-sale securities	3		-16
Total other-than-temporary impairments	-3		-1
Portion of other-than-temporary impairments included in other comprehensive income (loss)	0		0
Net other-than-temporary impairments	-3		-1
Trading securities	6		12
Commercial mortgage loans	2		3
Net gains (losses) related to securitization entities	8		6
Derivative instruments	-32	[1]	-21	[1]
Net investment gains (losses)	($16)		($17)
[1]	See note 5 for additional information on the impact of derivative instruments included in net investment gains (losses).

Investments_Additional_Informa

Investments - Additional Information (Detail) (USD $)	3 Months Ended			12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
	Loan
Schedule of Investments [Line Items]
Aggregate fair value of securities sold	$140		$265
Aggregate fair value of securities sold, percentage of book value	93.00%		92.00%
12 months or more, Gross unrealized losses	106	[1]		173	[1]
Investments subject to call provisions	7,229
Percentage of investment portfolio by which no other industry group exceeded	10.00%
Percentage of stockholders' equity by which no single issuer of fixed maturity securities exceeded	10
Commercial mortgage loans outstanding more than 90 days, interest accruing	0			0
Commercial mortgage loans on nonaccrual status, past due less than 90 days	0			0
Commercial mortgage loans modified or extended, number of loans	3			28
Commercial mortgage loans modified or extended, carrying value	48			254
Commercial mortgage loans, recorded investment	6,170			6,123
Floating rate commercial mortgage loans
Schedule of Investments [Line Items]
Commercial mortgage loans, recorded investment	9			9
Investment grade
Schedule of Investments [Line Items]
12 months or more, Gross unrealized losses	85	[1]		146	[1]
Office
Schedule of Investments [Line Items]
Individually impaired commercial mortgage loans	3
Impaired loans, unpaid principal balance	6
Individually impaired loans, charge-offs	3
Commercial mortgage loans, recorded investment	1,660			1,643
Industrial
Schedule of Investments [Line Items]
Individually impaired commercial mortgage loans	15			15
Impaired loans, unpaid principal balance	16			16
Individually impaired loans, charge-offs	1			1
Commercial mortgage loans, recorded investment	1,553			1,597
Less Than Twelve Months
Schedule of Investments [Line Items]
Average fair value percentage below cost for securities in a continuous loss position	3.00%
Less Than Twelve Months | Less Than 20 Percent Below Cost | Investment grade
Schedule of Investments [Line Items]
Stated percentage below cost of securities in unrealized loss position	20.00%
Fixed maturity securities
Schedule of Investments [Line Items]
12 months or more, Gross unrealized losses	106	[1]		169	[1]
Fixed maturity securities | Utilities and energy
Schedule of Investments [Line Items]
Percent of investment portfolio, greater than 10%	25.00%
Fixed maturity securities | Finance and insurance
Schedule of Investments [Line Items]
Percent of investment portfolio, greater than 10%	19.00%
Fixed maturity securities | Consumer-non-cyclical
Schedule of Investments [Line Items]
Percent of investment portfolio, greater than 10%	12.00%
Fixed maturity securities | Less Than 20 Percent Below Cost
Schedule of Investments [Line Items]
12 months or more, Gross unrealized losses	55	[1]		115	[1]
Fixed maturity securities | Less Than 20 Percent Below Cost | Investment grade
Schedule of Investments [Line Items]
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	75.00%
Fixed maturity securities | 12 Months Or More | Less Than 20 Percent Below Cost
Schedule of Investments [Line Items]
Stated percentage below cost of securities in unrealized loss position	20.00%
Average fair value percentage below cost for securities in a continuous loss position	4.00%
Fixed maturity securities | 12 Months Or More | More Than 20% Below Cost
Schedule of Investments [Line Items]
Stated percentage below cost of securities in unrealized loss position	20.00%
Structured Securities | More Than 20% Below Cost
Schedule of Investments [Line Items]
12 months or more, Gross unrealized losses	38
Structured Securities | 12 Months Or More | More Than 20% Below Cost
Schedule of Investments [Line Items]
Stated percentage below cost of securities in unrealized loss position	20.00%
Unrealized losses on other than temporarily impaired securities, portion recognized in OCI, securities in a loss position	$1
[1]	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.

Credit_Losses_Recognized_in_Ne

Credit Losses Recognized in Net Income (Loss) on Debt Securities (Detail) (Debt Securities, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Debt Securities
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Cumulative credit losses, beginning balance	$83	$101
Securities sold, paid down or disposed	-5	-2
Cumulative credit losses, ending balance	$78	$99

Net_Unrealized_Gains_and_Losse

Net Unrealized Gains and Losses on Available-for-Sale Investment Securities Reflected as Separate Component of Accumulated Other Comprehensive Income (Loss) (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Components of Net Unrealized Investment Gains Losses Included in Accumulated Other Comprehensive Income Loss [Line Items]
Adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves	($2,112)		($1,656)
Income taxes, net	-1,534		-1,372
Net unrealized investment gains (losses) including noncontrolling interests	2,887		2,562
Less: net unrealized investment gains (losses) attributable to noncontrolling interests	139		109
Net unrealized investment gains (losses)	2,748	[1]	2,453	[1]	1,624	[1]	926	[1]
Net Unrealized Gains (Losses) On Investment Securities
Components of Net Unrealized Investment Gains Losses Included in Accumulated Other Comprehensive Income Loss [Line Items]
Fixed maturity securities	6,500		5,560
Equity securities	35		32
Other invested assets	-2		-2
Subtotal	$6,533		$5,590
[1]	Net of adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves. See note 4 for additional information.

Change_in_Net_Unrealized_Gains

Change in Net Unrealized Gains (Losses) on Available-for-Sale Securities Reported in Accumulated Other Comprehensive Income (Loss) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Investments [Abstract]
Net unrealized investment gains (losses), beginning of period	$2,453	[1]	$926	[1]
Unrealized gains (losses) on investment securities	943		1,431
Adjustment to deferred acquisition costs	-98		-99
Adjustment to present value of future profits	-20		-52
Adjustment to sales inducements	-15		-13
Adjustment to benefit reserves	-323		-188
Provision for income taxes	-162		-378
Change in unrealized gains (losses) on investment securities	325	[1]	701	[1]
Reclassification adjustments to net investment (gains) losses, net of taxes	0	[1]	11	[1]
Change in net unrealized investment gains (losses)	325	[1]	712	[1]
Less: change in net unrealized investment gains (losses) attributable to noncontrolling interests	30	[1]	14	[1]
Net unrealized investment gains (losses), end of period	$2,748	[1]	$1,624	[1]
[1]	Net of adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves. See note 4 for additional information.

Change_in_Net_Unrealized_Gains1

Change in Net Unrealized Gains (Losses) on Available-for-Sale Securities Reported in Accumulated Other Comprehensive Income (Loss) (Parenthetical) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Components of Net Unrealized Investment Gains Losses Included in Accumulated Other Comprehensive Income Loss [Line Items]
Reclassification adjustments to net investment (gains) losses, taxes	$0	($6)

Amortized_Cost_or_Cost_Gross_U

Amortized Cost or Cost, Gross Unrealized Gains (Losses) and Fair Value of Fixed Maturity and Equity Securities Classified as Available-for-Sale (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	$56,546	$56,950
Fair value, fixed maturity securities	62,942	62,447
Amortized cost or cost, equity securities	280	253
Fair value, equity securities	306	282
Amortized cost or cost, total	56,826	57,203
Fair value, total	63,248	62,729
Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	4,985	5,006
Fair value, fixed maturity securities	6,132	6,000
Fixed maturity securities | Tax-exempt
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	348	347
Fair value, fixed maturity securities	361	362
Fixed maturity securities | Government - non-U.S.
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	1,829	1,952
Fair value, fixed maturity securities	2,008	2,106
Fixed maturity securities | U.S. corporate
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	24,526	24,251
Fair value, fixed maturity securities	27,900	27,200
Fixed maturity securities | Corporate - non-U.S.
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	13,791	14,214
Fair value, fixed maturity securities	14,886	15,132
Fixed maturity securities | Residential mortgage-backed
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	4,746	4,881
Fair value, fixed maturity securities	5,163	5,240
Fixed maturity securities | Commercial mortgage-backed
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	2,508	2,564
Fair value, fixed maturity securities	2,690	2,702
Fixed maturity securities | Other asset-backed
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	3,813	3,735
Fair value, fixed maturity securities	3,802	3,705
Not other-than-temporary impairments
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	6,551	5,740
Gross unrealized losses, fixed maturity securities	-198	-282
Gross unrealized gains, equity securities	29	36
Gross unrealized losses, equity securities	-3	-7
Gross unrealized gains	6,580	5,776
Gross unrealized losses	-201	-289
Not other-than-temporary impairments | Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	1,147	995
Gross unrealized losses, fixed maturity securities	0	-1
Not other-than-temporary impairments | Fixed maturity securities | Tax-exempt
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	29	29
Gross unrealized losses, fixed maturity securities	-16	-14
Not other-than-temporary impairments | Fixed maturity securities | Government - non-U.S.
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	180	156
Gross unrealized losses, fixed maturity securities	-1	-2
Not other-than-temporary impairments | Fixed maturity securities | U.S. corporate
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	3,395	3,017
Gross unrealized losses, fixed maturity securities	-43	-88
Not other-than-temporary impairments | Fixed maturity securities | Corporate - non-U.S.
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	1,177	1,015
Gross unrealized losses, fixed maturity securities	-83	-97
Not other-than-temporary impairments | Fixed maturity securities | Residential mortgage-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	414	362
Gross unrealized losses, fixed maturity securities	-11	-17
Not other-than-temporary impairments | Fixed maturity securities | Commercial mortgage-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	180	143
Gross unrealized losses, fixed maturity securities	-3	-9
Not other-than-temporary impairments | Fixed maturity securities | Other asset-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	29	23
Gross unrealized losses, fixed maturity securities	-41	-54
Other-than-temporary impairments
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	44	40
Gross unrealized losses, fixed maturity securities	-1	-1
Gross unrealized gains, equity securities	0	0
Gross unrealized losses, equity securities	0	0
Gross unrealized gains	44	40
Gross unrealized losses	-1	-1
Other-than-temporary impairments | Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	0	0
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | Tax-exempt
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	0	0
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | Government - non-U.S.
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	0	0
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | U.S. corporate
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	22	20
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | Corporate - non-U.S.
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	1	0
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | Residential mortgage-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	15	15
Gross unrealized losses, fixed maturity securities	-1	-1
Other-than-temporary impairments | Fixed maturity securities | Commercial mortgage-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	5	4
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | Other asset-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	1	1
Gross unrealized losses, fixed maturity securities	$0	$0

Gross_Unrealized_Losses_and_Fa

Gross Unrealized Losses and Fair Value of Investment Securities (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified	Securities		Securities
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	$3,230		$5,215
Less than 12 months, Gross unrealized losses	-96		-117
Less than 12 months, Number of securities in a continuous loss position	558		803
12 months or more, Fair value	1,486		3,233
12 months or more, Gross unrealized losses	-106	[1]	-173	[1]
12 months or more, Number of securities in a continuous loss position	262		504
Fair value	4,716		8,448
Gross unrealized losses	-202	[1]	-290	[1]
Number of securities in a continuous loss position	820		1,307
Below investment grade
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	464	[2]	592	[2]
Less than 12 months, Gross unrealized losses	-37	[2]	-42	[2]
Less than 12 months, Number of securities in a continuous loss position	113	[2]	128	[2]
12 months or more, Fair value	194	[2]	297	[2]
12 months or more, Gross unrealized losses	-21	[1],[2]	-27	[1],[2]
12 months or more, Number of securities in a continuous loss position	58	[2]	73	[2]
Fair value	658	[2]	889	[2]
Gross unrealized losses	-58	[1],[2]	-69	[1],[2]
Number of securities in a continuous loss position	171	[2]	201	[2]
Investment grade
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	2,766		4,623
Less than 12 months, Gross unrealized losses	-59		-75
Less than 12 months, Number of securities in a continuous loss position	445		675
12 months or more, Fair value	1,292		2,936
12 months or more, Gross unrealized losses	-85	[1]	-146	[1]
12 months or more, Number of securities in a continuous loss position	204		431
Fair value	4,058		7,559
Gross unrealized losses	-144	[1]	-221	[1]
Number of securities in a continuous loss position	649		1,106
Fixed maturity securities
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	3,162		5,185
Less than 12 months, Gross unrealized losses	-93		-114
Less than 12 months, Number of securities in a continuous loss position	494		757
12 months or more, Fair value	1,486		3,185
12 months or more, Gross unrealized losses	-106	[1]	-169	[1]
12 months or more, Number of securities in a continuous loss position	262		498
Fair value	4,648		8,370
Gross unrealized losses	-199	[1]	-283	[1]
Number of securities in a continuous loss position	756		1,255
Fixed maturity securities | Less Than 20 Percent Below Cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	3,089		5,148
Less than 12 months, Gross unrealized losses	-66		-103
Less than 12 months, Number of securities in a continuous loss position	483		753
12 months or more, Fair value	1,369		3,054
12 months or more, Gross unrealized losses	-55	[1]	-115	[1]
12 months or more, Number of securities in a continuous loss position	242		477
Fair value	4,458		8,202
Gross unrealized losses	-121	[1]	-218	[1]
Number of securities in a continuous loss position	725		1,230
Fixed maturity securities | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	73		37
Less than 12 months, Gross unrealized losses	-27		-11
Less than 12 months, Number of securities in a continuous loss position	11		4
12 months or more, Fair value	117		131
12 months or more, Gross unrealized losses	-50	[1]	-53	[1]
12 months or more, Number of securities in a continuous loss position	14		15
Fair value	190		168
Gross unrealized losses	-77	[1]	-64	[1]
Number of securities in a continuous loss position	25		19
Fixed maturity securities | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	0		0
Less than 12 months, Gross unrealized losses	0		0
Less than 12 months, Number of securities in a continuous loss position	0		0
12 months or more, Fair value	0		0
12 months or more, Gross unrealized losses	-1	[1]	-1	[1]
12 months or more, Number of securities in a continuous loss position	6		6
Fair value	0		0
Gross unrealized losses	-1	[1]	-1	[1]
Number of securities in a continuous loss position	6		6
Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value			0
Less than 12 months, Gross unrealized losses			0
Less than 12 months, Number of securities in a continuous loss position			0
12 months or more, Fair value			75
12 months or more, Gross unrealized losses			-1	[1]
12 months or more, Number of securities in a continuous loss position			10
Fair value			75
Gross unrealized losses			-1	[1]
Number of securities in a continuous loss position			10
Fixed maturity securities | Tax-exempt
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	0		0
Less than 12 months, Gross unrealized losses	0		0
Less than 12 months, Number of securities in a continuous loss position	0		0
12 months or more, Fair value	109		111
12 months or more, Gross unrealized losses	-16	[1]	-14	[1]
12 months or more, Number of securities in a continuous loss position	10		10
Fair value	109		111
Gross unrealized losses	-16	[1]	-14	[1]
Number of securities in a continuous loss position	10		10
Fixed maturity securities | Government - non-U.S.
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	50		67
Less than 12 months, Gross unrealized losses	-1		-1
Less than 12 months, Number of securities in a continuous loss position	18		18
12 months or more, Fair value	0		22
12 months or more, Gross unrealized losses	0	[1]	-1	[1]
12 months or more, Number of securities in a continuous loss position	0		4
Fair value	50		89
Gross unrealized losses	-1	[1]	-2	[1]
Number of securities in a continuous loss position	18		22
Fixed maturity securities | U.S. corporate
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	1,178		1,656
Less than 12 months, Gross unrealized losses	-19		-31
Less than 12 months, Number of securities in a continuous loss position	174		240
12 months or more, Fair value	468		1,359
12 months or more, Gross unrealized losses	-24	[1]	-57	[1]
12 months or more, Number of securities in a continuous loss position	66		210
Fair value	1,646		3,015
Gross unrealized losses	-43	[1]	-88	[1]
Number of securities in a continuous loss position	240		450
Fixed maturity securities | Corporate - non-U.S.
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	1,024		1,568
Less than 12 months, Gross unrealized losses	-68		-69
Less than 12 months, Number of securities in a continuous loss position	172		239
12 months or more, Fair value	249		515
12 months or more, Gross unrealized losses	-15	[1]	-28	[1]
12 months or more, Number of securities in a continuous loss position	39		70
Fair value	1,273		2,083
Gross unrealized losses	-83	[1]	-97	[1]
Number of securities in a continuous loss position	211		309
Fixed maturity securities | Residential mortgage-backed
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	0		180
Less than 12 months, Gross unrealized losses	0		-1
Less than 12 months, Number of securities in a continuous loss position	0		24
12 months or more, Fair value	129		254
12 months or more, Gross unrealized losses	-12	[1]	-17	[1]
12 months or more, Number of securities in a continuous loss position	76		90
Fair value	129		434
Gross unrealized losses	-12	[1]	-18	[1]
Number of securities in a continuous loss position	76		114
Fixed maturity securities | Commercial mortgage-backed
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	87		163
Less than 12 months, Gross unrealized losses	-1		0
Less than 12 months, Number of securities in a continuous loss position	14		21
12 months or more, Fair value	99		362
12 months or more, Gross unrealized losses	-2	[1]	-9	[1]
12 months or more, Number of securities in a continuous loss position	20		49
Fair value	186		525
Gross unrealized losses	-3	[1]	-9	[1]
Number of securities in a continuous loss position	34		70
Fixed maturity securities | Other asset-backed
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	823		1,551
Less than 12 months, Gross unrealized losses	-4		-12
Less than 12 months, Number of securities in a continuous loss position	116		215
12 months or more, Fair value	432		487
12 months or more, Gross unrealized losses	-37	[1]	-42	[1]
12 months or more, Number of securities in a continuous loss position	51		55
Fair value	1,255		2,038
Gross unrealized losses	-41	[1]	-54	[1]
Number of securities in a continuous loss position	167		270
Fixed maturity securities | Below investment grade | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	9
12 months or more, Gross unrealized losses	-7
12 months or more, Number of securities in a continuous loss position	4
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	3.00%
Fixed maturity securities | Below investment grade | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	-1
12 months or more, Number of securities in a continuous loss position	6
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Fixed maturity securities | Investment grade | Less Than 20 Percent Below Cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	75.00%
Fixed maturity securities | Investment grade | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	108
12 months or more, Gross unrealized losses	-43
12 months or more, Number of securities in a continuous loss position	10
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	21.00%
Fixed maturity securities | Investment grade | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Fixed maturity securities | Investment grade | Tax-exempt | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	9
12 months or more, Gross unrealized losses	-3
12 months or more, Number of securities in a continuous loss position	1
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	1.00%
Fixed maturity securities | Investment grade | Tax-exempt | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Fixed maturity securities | Investment grade | U.S. corporate | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	26
12 months or more, Gross unrealized losses	-10
12 months or more, Number of securities in a continuous loss position	1
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	5.00%
Fixed maturity securities | Investment grade | U.S. corporate | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Equity Securities
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	68		30
Less than 12 months, Gross unrealized losses	-3		-3
Less than 12 months, Number of securities in a continuous loss position	64		46
12 months or more, Fair value	0		48
12 months or more, Gross unrealized losses	0	[1]	-4	[1]
12 months or more, Number of securities in a continuous loss position	0		6
Fair value	68		78
Gross unrealized losses	-3	[1]	-7	[1]
Number of securities in a continuous loss position	64		52
Equity Securities | Less Than 20 Percent Below Cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	64		26
Less than 12 months, Gross unrealized losses	-2		-2
Less than 12 months, Number of securities in a continuous loss position	58		40
12 months or more, Fair value	0		48
12 months or more, Gross unrealized losses	0	[1]	-4	[1]
12 months or more, Number of securities in a continuous loss position	0		6
Fair value	64		74
Gross unrealized losses	-2	[1]	-6	[1]
Number of securities in a continuous loss position	58		46
Equity Securities | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	4		4
Less than 12 months, Gross unrealized losses	-1		-1
Less than 12 months, Number of securities in a continuous loss position	6		6
12 months or more, Fair value	0		0
12 months or more, Gross unrealized losses	0	[1]	0	[1]
12 months or more, Number of securities in a continuous loss position	0		0
Fair value	4		4
Gross unrealized losses	-1	[1]	-1	[1]
Number of securities in a continuous loss position	6		6
Structured Securities | Below investment grade | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	9
12 months or more, Gross unrealized losses	-7
12 months or more, Number of securities in a continuous loss position	4
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	3.00%
Structured Securities | Below investment grade | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	-1
12 months or more, Number of securities in a continuous loss position	6
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Below investment grade | Residential mortgage-backed | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	1
12 months or more, Gross unrealized losses	-1
12 months or more, Number of securities in a continuous loss position	3
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Below investment grade | Residential mortgage-backed | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	-1
12 months or more, Number of securities in a continuous loss position	6
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Below investment grade | Other asset-backed | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	8
12 months or more, Gross unrealized losses	-6
12 months or more, Number of securities in a continuous loss position	1
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	3.00%
Structured Securities | Below investment grade | Other asset-backed | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Investment grade | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	73
12 months or more, Gross unrealized losses	-30
12 months or more, Number of securities in a continuous loss position	8
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	15.00%
Structured Securities | Investment grade | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Investment grade | Residential mortgage-backed | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	5
12 months or more, Gross unrealized losses	-4
12 months or more, Number of securities in a continuous loss position	4
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	2.00%
Structured Securities | Investment grade | Residential mortgage-backed | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Investment grade | Other asset-backed | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	68
12 months or more, Gross unrealized losses	-26
12 months or more, Number of securities in a continuous loss position	4
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	13.00%
Structured Securities | Investment grade | Other asset-backed | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	$0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
[1]	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
[2]	Amounts that have been in a continuous unrealized loss position for 12 months or more included $1 million of unrealized losses on other-than-temporarily impaired securities.

Gross_Unrealized_Losses_and_Fa1

Gross Unrealized Losses and Fair Value of Investment Securities (Parenthetical) (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Gross unrealized losses	$106	[1]	$173	[1]
Gross unrealized losses	202	[1]	290	[1]
Other-than-temporary impairments
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Gross unrealized losses	1		1
Gross unrealized losses	1		1
Below investment grade
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Gross unrealized losses	21	[1],[2]	27	[1],[2]
Gross unrealized losses	58	[1],[2]	69	[1],[2]
Below investment grade | Other-than-temporary impairments
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Gross unrealized losses	$1		$1
[1]	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
[2]	Amounts that have been in a continuous unrealized loss position for 12 months or more included $1 million of unrealized losses on other-than-temporarily impaired securities.

Scheduled_Maturity_Distributio

Scheduled Maturity Distribution of Fixed Maturity Securities (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Amortized cost or cost
Due one year or less	$2,060
Due after one year through five years	10,913
Due after five years through ten years	11,584
Due after ten years	20,922
Subtotal	45,479
Amortized cost or cost, fixed maturity securities	56,546	56,950
Fair value
Due one year or less	2,077
Due after one year through five years	11,552
Due after five years through ten years	12,343
Due after ten years	25,315
Subtotal	51,287
Fair value, fixed maturity securities	62,942	62,447
Residential mortgage-backed
Amortized cost or cost
Fixed maturity securities	4,746
Fair value
Fixed maturity securities	5,163
Commercial mortgage-backed
Amortized cost or cost
Fixed maturity securities	2,508
Fair value
Fixed maturity securities	2,690
Other asset-backed
Amortized cost or cost
Fixed maturity securities	3,813
Fair value
Fixed maturity securities	$3,802

Distribution_Across_Property_T

Distribution Across Property Type and Geographic Region for Commercial Mortgage Loans (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	$6,170	$6,123
Unamortized balance of loan origination fees and costs	-1	-1
% of total	100.00%	100.00%
Allowance for losses	-20	-22
Total	6,149	6,100
Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	6,170	6,123
Unamortized balance of loan origination fees and costs	-1	-1
% of total	100.00%	100.00%
Allowance for losses	-20	-22
Total	6,149	6,100
South Atlantic | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,677	1,673
% of total	27.00%	27.00%
Pacific | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,616	1,636
% of total	26.00%	27.00%
Middle Atlantic | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	837	826
% of total	14.00%	14.00%
Mountain | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	557	536
% of total	9.00%	9.00%
East North Central | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	390	397
% of total	6.00%	7.00%
West North Central | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	385	382
% of total	6.00%	6.00%
West South Central | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	275	268
% of total	5.00%	4.00%
New England | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	267	264
% of total	4.00%	4.00%
East South Central | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	166	141
% of total	3.00%	2.00%
Retail
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	2,193	2,150
% of total	36.00%	35.00%
Office
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,660	1,643
% of total	27.00%	27.00%
Industrial
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,553	1,597
% of total	25.00%	26.00%
Apartments
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	494	494
% of total	8.00%	8.00%
Mixed use/other
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	$270	$239
% of total	4.00%	4.00%

Aging_of_Past_Due_Commercial_M

Aging of Past Due Commercial Mortgage Loans by Property Type (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	$6,170	$6,123
% of total	100.00%	100.00%
Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	2,193	2,150
% of total	36.00%	35.00%
Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,660	1,643
% of total	27.00%	27.00%
Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,553	1,597
% of total	25.00%	26.00%
Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	494	494
% of total	8.00%	8.00%
Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	270	239
% of total	4.00%	4.00%
31-60 days past due
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
% of total	0.00%	0.00%
31-60 days past due | Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
31-60 days past due | Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
31-60 days past due | Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
31-60 days past due | Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
31-60 days past due | Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
61-90 days past due
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
% of total	0.00%	0.00%
61-90 days past due | Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
61-90 days past due | Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
61-90 days past due | Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
61-90 days past due | Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
61-90 days past due | Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Greater than 90 days past due
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	5	8
% of total	0.00%	0.00%
Greater than 90 days past due | Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Greater than 90 days past due | Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	3	6
Greater than 90 days past due | Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	2	2
Greater than 90 days past due | Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Greater than 90 days past due | Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Total past due
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	5	8
% of total	0.00%	0.00%
Total past due | Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Total past due | Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	3	6
Total past due | Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	2	2
Total past due | Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Total past due | Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Current
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	6,165	6,115
% of total	100.00%	100.00%
Current | Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	2,193	2,150
Current | Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,657	1,637
Current | Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,551	1,595
Current | Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	494	494
Current | Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	$270	$239

Allowance_for_Credit_Losses_an

Allowance for Credit Losses and Recorded Investment in Commercial Mortgage Loans (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			$22
Ending balance	20		22
Ending balance	6,170		6,123
Allowance for Credit Losses
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	22	33
Charge-offs	-3	-1
Recoveries	0	0
Provision	1	-2
Ending balance	20	30
Ending allowance for individually impaired loans	0	0
Ending allowance for loans not individually impaired that were evaluated collectively for impairment	20	30
Commercial Mortgage Loans Recorded Investment
Financing Receivable, Allowance for Credit Losses [Line Items]
Ending balance	6,170	5,924
Ending balance of individually impaired loans	18	17
Ending balance of loans not individually impaired that were evaluated collectively for impairment	$6,152	$5,907

LoantoValue_of_Commercial_Mort

Loan-to-Value of Commercial Mortgage Loans by Property Type (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	$6,170		$6,123
% of total	100.00%		100.00%
Weighted-average debt service coverage ratio	1.76		1.78
Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	2,193		2,150
% of total	36.00%		35.00%
Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,660		1,643
% of total	27.00%		27.00%
Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,553		1,597
% of total	25.00%		26.00%
Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	494		494
% of total	8.00%		8.00%
Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	270		239
% of total	4.00%		4.00%
Greater than 100%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	62	[1]	77	[2]
% of total	1.00%	[1]	1.00%	[2]
Weighted-average debt service coverage ratio	0.56	[1]	0.72	[2]
Greater than 100% | Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	18	[1]	18	[2]
Greater than 100% | Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	21	[1]	36	[2]
Greater than 100% | Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	23	[1]	23	[2]
Greater than 100% | Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	0	[1]	0	[2]
Greater than 100% | Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	0	[1]	0	[2]
0% - 50%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,879		1,761
% of total	30.00%		29.00%
Weighted-average debt service coverage ratio	2.14		2.27
0% - 50% | Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	715		671
0% - 50% | Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	464		383
0% - 50% | Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	426		451
0% - 50% | Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	215		211
0% - 50% | Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	59		45
51% - 60%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,081		1,101
% of total	18.00%		18.00%
Weighted-average debt service coverage ratio	1.76		1.75
51% - 60% | Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	428		419
51% - 60% | Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	261		278
51% - 60% | Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	282		285
51% - 60% | Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	74		76
51% - 60% | Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	36		43
61% - 75%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	2,888		2,871
% of total	47.00%		47.00%
Weighted-average debt service coverage ratio	1.61		1.61
61% - 75% | Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	958		967
61% - 75% | Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	798		782
61% - 75% | Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	766		778
61% - 75% | Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	197		199
61% - 75% | Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	169		145
76% - 100%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	260		313
% of total	4.00%		5.00%
Weighted-average debt service coverage ratio	0.98		1.02
76% - 100% | Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	74		75
76% - 100% | Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	116		164
76% - 100% | Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	56		60
76% - 100% | Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	8		8
76% - 100% | Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	$6		$6
[1]	Included $15 million of impaired loans and $47 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 118%.
[2]	Included $15 million of impaired loans, $6 million of loans past due and not individually impaired and $56 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 120%.

LoantoValue_of_Commercial_Mort1

Loan-to-Value of Commercial Mortgage Loans by Property Type (Parenthetical) (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	6,170		6,123
Greater than 100%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	62	[1]	77	[2]
Greater than 100% | Weighted Average Loan-To-Value
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Weighted-average loan-to-value	118.00%		120.00%
Greater than 100% | Impaired Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	15		15
Greater than 100% | Loans Past Due and Not Individually Impaired
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment			6
Greater than 100% | Loans in Good Standing
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	47		56
[1]	Included $15 million of impaired loans and $47 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 118%.
[2]	Included $15 million of impaired loans, $6 million of loans past due and not individually impaired and $56 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 120%.

Debt_Service_Coverage_Ratio_fo

Debt Service Coverage Ratio for Fixed Rate Commercial Mortgage Loans by Property Type (Detail) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	$6,170	$6,123
% of total	100.00%	100.00%
Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	6,161	6,114
% of total	100.00%	100.00%
Weighted-average loan-to-value	58.00%	59.00%
Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	2,193	2,150
% of total	36.00%	35.00%
Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	2,193	2,150
Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,660	1,643
% of total	27.00%	27.00%
Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,653	1,636
Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,553	1,597
% of total	25.00%	26.00%
Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,551	1,595
Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	494	494
% of total	8.00%	8.00%
Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	494	494
Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	270	239
% of total	4.00%	4.00%
Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	270	239
Less than 1.00 | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	358	364
% of total	6.00%	6.00%
Weighted-average loan-to-value	75.00%	77.00%
Less than 1.00 | Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	76	80
Less than 1.00 | Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	115	119
Less than 1.00 | Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	160	158
Less than 1.00 | Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1	1
Less than 1.00 | Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	6	6
1.00 - 1.25 | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	534	545
% of total	9.00%	9.00%
Weighted-average loan-to-value	63.00%	64.00%
1.00 - 1.25 | Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	248	253
1.00 - 1.25 | Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	94	101
1.00 - 1.25 | Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	143	142
1.00 - 1.25 | Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	48	48
1.00 - 1.25 | Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1	1
1.26 - 1.50 | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,268	1,166
% of total	20.00%	19.00%
Weighted-average loan-to-value	60.00%	64.00%
1.26 - 1.50 | Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	553	524
1.26 - 1.50 | Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	298	247
1.26 - 1.50 | Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	240	246
1.26 - 1.50 | Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	91	88
1.26 - 1.50 | Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	86	61
1.51 - 2.00 | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	2,666	2,677
% of total	43.00%	44.00%
Weighted-average loan-to-value	60.00%	59.00%
1.51 - 2.00 | Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	901	870
1.51 - 2.00 | Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	768	780
1.51 - 2.00 | Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	675	706
1.51 - 2.00 | Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	185	186
1.51 - 2.00 | Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	137	135
Greater than 2.00 | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,335	1,362
% of total	22.00%	22.00%
Weighted-average loan-to-value	44.00%	45.00%
Greater than 2.00 | Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	415	423
Greater than 2.00 | Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	378	389
Greater than 2.00 | Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	333	343
Greater than 2.00 | Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	169	171
Greater than 2.00 | Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	$40	$36

Schedule_of_Positions_in_Deriv

Schedule of Positions in Derivative Instruments (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Derivative [Line Items]
Derivative assets, fair value	$1,498		$1,145
Derivative liabilities, fair value	1,007		884
Designated As Hedging Instrument
Derivative [Line Items]
Derivative assets, fair value	957		645
Derivative liabilities, fair value	76		69
Designated As Hedging Instrument | Cash Flow Hedges
Derivative [Line Items]
Derivative assets, fair value	957		645
Derivative liabilities, fair value	76		69
Designated As Hedging Instrument | Cash Flow Hedges | Interest rate swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	45		27
Designated As Hedging Instrument | Cash Flow Hedges | Interest rate swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	948		639
Designated As Hedging Instrument | Cash Flow Hedges | Inflation indexed swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	31		42
Designated As Hedging Instrument | Cash Flow Hedges | Inflation indexed swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Designated As Hedging Instrument | Cash Flow Hedges | Foreign currency swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	0		0
Designated As Hedging Instrument | Cash Flow Hedges | Foreign currency swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	9		6
Derivatives not designated as hedges
Derivative [Line Items]
Derivative assets, fair value	541		500
Derivative liabilities, fair value	931		815
Derivatives not designated as hedges | Interest rate swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	224		177
Derivatives not designated as hedges | Interest rate swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	492		452
Derivatives not designated as hedges | Foreign currency swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	15		7
Derivatives not designated as hedges | Foreign currency swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Derivatives not designated as hedges | Interest rate swaps related to securitization entities | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	29		26
Derivatives not designated as hedges | Interest rate swaps related to securitization entities | Restricted other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Derivatives not designated as hedges | Credit default swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	0		0
Derivatives not designated as hedges | Credit default swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	3		4
Derivatives not designated as hedges | Credit default swaps related to securitization entities | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	10		17
Derivatives not designated as hedges | Credit default swaps related to securitization entities | Restricted other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Derivatives not designated as hedges | Equity index options | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	0		0
Derivatives not designated as hedges | Equity index options | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	15		17
Derivatives not designated as hedges | Financial futures | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	0		0
Derivatives not designated as hedges | Financial futures | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Derivatives not designated as hedges | Equity return swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	6		1
Derivatives not designated as hedges | Equity return swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Derivatives not designated as hedges | Other foreign currency contracts | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	24		13
Derivatives not designated as hedges | Other foreign currency contracts | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	17		14
Derivatives not designated as hedges | GMWB embedded derivatives | Policyholder account balances
Derivative [Line Items]
Derivative liabilities, fair value	316	[1]	291	[1]
Derivatives not designated as hedges | GMWB embedded derivatives | Reinsurance recoverable
Derivative [Line Items]
Derivative assets, fair value	14	[2]	13	[2]
Derivatives not designated as hedges | Fixed index annuity embedded derivatives | Policyholder account balances
Derivative [Line Items]
Derivative liabilities, fair value	300	[3]	276	[3]
Derivatives not designated as hedges | Fixed index annuity embedded derivatives | Other assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Derivatives not designated as hedges | Indexed universal life embedded derivatives | Policyholder account balances
Derivative [Line Items]
Derivative liabilities, fair value	7	[4]	7	[4]
Derivatives not designated as hedges | Indexed universal life embedded derivatives | Reinsurance recoverable
Derivative [Line Items]
Derivative assets, fair value	$0		$0
[1]	Represents the embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
[2]	Represents embedded derivatives associated with the reinsured portion of our guaranteed minimum withdrawal benefits ("GMWB") liabilities.
[3]	Represents the embedded derivatives associated with our fixed index annuity liabilities.
[4]	Represents the embedded derivatives associated with our indexed universal life liabilities.

Activity_Associated_with_Deriv

Activity Associated with Derivative Instruments (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015
Derivative [Line Items]
Notional amount, beginning balance	$21,386
Additions	2,163
Maturities/ terminations	-2,278
Notional amount, ending balance	21,271
Derivatives Designated As Hedges
Derivative [Line Items]
Notional amount, beginning balance	12,567
Additions	1
Maturities/ terminations	-16
Notional amount, ending balance	12,552
Derivatives Designated As Hedges | Cash Flow Hedges
Derivative [Line Items]
Notional amount, beginning balance	12,567
Additions	1
Maturities/ terminations	-16
Notional amount, ending balance	12,552
Derivatives Designated As Hedges | Cash Flow Hedges | Interest rate swaps
Derivative [Line Items]
Notional amount, beginning balance	11,961
Additions	0
Maturities/ terminations	-6
Notional amount, ending balance	11,955
Derivatives Designated As Hedges | Cash Flow Hedges | Inflation indexed swaps
Derivative [Line Items]
Notional amount, beginning balance	571
Additions	1
Maturities/ terminations	-10
Notional amount, ending balance	562
Derivatives Designated As Hedges | Cash Flow Hedges | Foreign currency swaps
Derivative [Line Items]
Notional amount, beginning balance	35
Additions	0
Maturities/ terminations	0
Notional amount, ending balance	35
Derivatives not designated as hedges
Derivative [Line Items]
Notional amount, beginning balance	8,819
Additions	2,162
Maturities/ terminations	-2,262
Notional amount, ending balance	8,719
Derivatives not designated as hedges | Interest rate swaps
Derivative [Line Items]
Notional amount, beginning balance	5,074
Additions	250
Maturities/ terminations	-392
Notional amount, ending balance	4,932
Derivatives not designated as hedges | Foreign currency swaps
Derivative [Line Items]
Notional amount, beginning balance	104
Additions	4
Maturities/ terminations	0
Notional amount, ending balance	108
Derivatives not designated as hedges | Interest rate swaps related to securitization entities
Derivative [Line Items]
Notional amount, beginning balance	77
Additions	0
Maturities/ terminations	-4
Notional amount, ending balance	73
Derivatives not designated as hedges | Credit default swaps
Derivative [Line Items]
Notional amount, beginning balance	394
Additions	0
Maturities/ terminations	0
Notional amount, ending balance	394
Derivatives not designated as hedges | Credit default swaps related to securitization entities
Derivative [Line Items]
Notional amount, beginning balance	312
Additions	0
Maturities/ terminations	0
Notional amount, ending balance	312
Derivatives not designated as hedges | Equity index options
Derivative [Line Items]
Notional amount, beginning balance	994
Additions	212
Maturities/ terminations	-201
Notional amount, ending balance	1,005
Derivatives not designated as hedges | Financial futures
Derivative [Line Items]
Notional amount, beginning balance	1,331
Additions	1,465
Maturities/ terminations	-1,433
Notional amount, ending balance	1,363
Derivatives not designated as hedges | Equity return swaps
Derivative [Line Items]
Notional amount, beginning balance	108
Additions	127
Maturities/ terminations	-103
Notional amount, ending balance	132
Derivatives not designated as hedges | Other foreign currency contracts
Derivative [Line Items]
Notional amount, beginning balance	425
Additions	104
Maturities/ terminations	-129
Notional amount, ending balance	$400
Derivatives not designated as hedges | GMWB embedded derivatives
Derivative [Line Items]
Notional amount, beginning balance	39,015
Additions	0
Maturities/ terminations	-784
Notional amount, ending balance	38,231
Derivatives not designated as hedges | Fixed index annuity embedded derivatives
Derivative [Line Items]
Notional amount, beginning balance	13,901
Additions	1,179
Maturities/ terminations	-82
Notional amount, ending balance	14,998
Derivatives not designated as hedges | Indexed universal life embedded derivatives
Derivative [Line Items]
Notional amount, beginning balance	421
Additions	127
Maturities/ terminations	-2
Notional amount, ending balance	546

Schedule_of_PreTax_Income_Loss

Schedule of Pre-Tax Income (Loss) Effects of Cash Flow Hedges (Detail) (Cash Flow Hedges, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	$302		$352
Gain (loss) reclassified into net income (loss) from OCI	28		14
Gain (loss) recognized in net income	4	[1]	4	[1]
Interest Rate Swaps Hedging Assets | Net Investment Income
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	306		357
Gain (loss) reclassified into net income (loss) from OCI	19		15
Interest Rate Swaps Hedging Assets | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in net income	4	[1]	4	[1]
Interest Rate Swaps Hedging Liabilities | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in net income	0	[1]	0	[1]
Interest Rate Swaps Hedging Liabilities | Interest Expense
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	-18		-20
Gain (loss) reclassified into net income (loss) from OCI	0		0
Inflation indexed swaps | Net Investment Income
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	11		-3
Gain (loss) reclassified into net income (loss) from OCI	9		-1
Inflation indexed swaps | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in net income	0	[1]	0	[1]
Foreign currency swaps | Net Investment Income
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	3
Gain (loss) reclassified into net income (loss) from OCI	0
Foreign currency swaps | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in net income	0	[1]
Forward bond purchase commitments | Net Investment Income
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI			18
Gain (loss) reclassified into net income (loss) from OCI			0
Forward bond purchase commitments | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in net income			$0	[1]
[1]	Represents ineffective portion of cash flow hedges as there were no amounts excluded from the measurement of effectiveness.

Reconciliation_of_Current_Peri

Reconciliation of Current Period Changes, Net of Applicable Income Taxes, for Derivatives Qualifying as Hedges (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Derivative Instruments [Abstract]
Derivatives qualifying as effective accounting hedges, beginning of period	$2,070	[1]	$1,319	[1]
Current period increases (decreases) in fair value, net of deferred taxes	195	[1]	228	[1]
Reclassification to net (income) loss, net of deferred taxes	-18	[1]	-9	[1]
Derivatives qualifying as effective accounting hedges, end of period	$2,247	[1]	$1,538	[1]
[1]	See note 5 for additional information.

Reconciliation_of_Current_Peri1

Reconciliation of Current Period Changes, Net of Applicable Income Taxes, for Derivatives Qualifying as Hedges (Parenthetical) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Current period increases (decreases) in fair value, deferred taxes	($107)	($124)
Reclassification to net (income), net of deferred taxes	$10	$5

Derivative_Instruments_Additio

Derivative Instruments - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014		Dec. 31, 2013
Derivative [Line Items]
Derivatives designated as cash flow hedges gain (loss), amount expected to be reclassified to future net income (loss), net of tax	$2,247	[1]	$2,070	[1]	$1,538	[1]	$1,319	[1]
Year by which all forecasted transactions associated with qualifying cash flow hedges are expected to occur	2047
Derivatives designated as cash flow hedges gain (loss), amount expected to be reclassified to net income (loss) in the next 12 months, net of tax	59
Derivative liabilities | Subject to enforceable master netting arrangement
Derivative [Line Items]
Amount required for disbursement to counterparties if the downgrade provisions had been triggered	0	[2]	2	[2]
Derivative assets | Subject to enforceable master netting arrangement
Derivative [Line Items]
Amount to claim from counterparties if the downgrade provisions had been triggered	$151	[3]	$47	[3]
[1]	See note 5 for additional information.
[2]	Included $24 million and $6 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of March 31, 2015 and December 31, 2014, respectively.
[3]	Included $42 million and $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of March 31, 2015 and December 31, 2014, respectively.

Schedule_of_PreTax_Gain_Loss_R

Schedule of Pre-Tax Gain (Loss) Recognized in Net Income (Loss) for Effects of Derivatives not Designated as Hedges (Detail) (Derivatives not designated as hedges, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	($31)	($21)
Interest rate swaps | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	8	-3
Interest rate swaps related to securitization entities | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-3	-3
Credit default swaps | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	1	0
Credit default swaps related to securitization entities | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	8	7
Equity index options | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-10	-7
Financial futures | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	7	27
Equity return swaps | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-9	-1
Other foreign currency contracts | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-1	-9
Foreign currency swaps | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-10	0
GMWB embedded derivatives | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-16	-31
Fixed index annuity embedded derivatives | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-7	-1
Indexed universal life embedded derivatives | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	$1	$0

Additional_Information_about_D

Additional Information about Derivative Assets and Liabilities Subject to Enforceable Master Netting Arrangement (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Derivative [Line Items]
Gross amounts recognized, derivatives assets	$1,498		$1,145
Gross amounts recognized, derivatives liabilities	1,007		884
Derivative assets
Derivative [Line Items]
Net amounts presented in the balance sheet, derivatives assets	1,484		1,132
Derivative liabilities
Derivative [Line Items]
Net amounts presented in the balance sheet, derivatives liabilities	384		310
Subject to enforceable master netting arrangement
Derivative [Line Items]
Collateral received	-1,088		-884
Over collateralization, derivatives assets	-123		-4
Gross amounts recognized, net derivatives	1,157		884
Gross amounts offset in the balance sheet, net derivatives	0		0
Net amounts presented in the balance sheet, net derivatives	1,157		884
Gross amounts not offset in the balance sheet, financial instruments, net derivatives	0	[1]	0	[1]
Collateral pledged	205		49
Net amount	151		45
Subject to enforceable master netting arrangement | Derivative assets
Derivative [Line Items]
Gross amounts recognized, derivatives assets	1,526	[2]	1,157	[2]
Gross amounts offset in the balance sheet, derivatives assets	0	[2]	0	[2]
Net amounts presented in the balance sheet, derivatives assets	1,526	[2]	1,157	[2]
Gross amounts not offset in the balance sheet, financial instruments, derivatives assets	-289	[1],[2]	-227	[1],[2]
Collateral received	-1,088	[2]	-884	[2]
Over collateralization, derivatives assets	2	[2]	1	[2]
Net amount, derivatives assets	151	[2]	47	[2]
Subject to enforceable master netting arrangement | Derivative liabilities
Derivative [Line Items]
Gross amounts recognized, derivatives liabilities	369	[3]	273	[3]
Gross amounts offset in the balance sheet, derivatives liabilities	0	[3]	0	[3]
Net amounts presented in the balance sheet, derivatives liabilities	369	[3]	273	[3]
Gross amounts not offset in the balance sheet, financial instruments, derivative liabilities	-289	[1],[3]	-227	[1],[3]
Collateral pledged	-205	[3]	-49	[3]
Over collateralization, derivatives liabilities	125	[3]	5	[3]
Net amount, derivatives liabilities	$0	[3]	$2	[3]
[1]	Amounts represent derivative assets and/or liabilities that are presented gross within the balance sheet but are held with the same counterparty where we have a master netting arrangement. This adjustment results in presenting the net asset and net liability position for each counterparty.
[2]	Included $42 million and $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of March 31, 2015 and December 31, 2014, respectively.
[3]	Included $24 million and $6 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of March 31, 2015 and December 31, 2014, respectively.

Additional_Information_about_D1

Additional Information about Derivative Assets and Liabilities Subject to Enforceable Master Netting Arrangement (Parenthetical) (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Derivative liabilities
Derivative [Line Items]
Net amounts presented in the balance sheet, accruals on derivative liabilities	$384		$310
Derivative liabilities | Subject to enforceable master netting arrangement
Derivative [Line Items]
Net amounts presented in the balance sheet, accruals on derivative liabilities	369	[1]	273	[1]
Derivative liabilities | Other liabilities | Subject to enforceable master netting arrangement
Derivative [Line Items]
Net amounts presented in the balance sheet, accruals on derivative liabilities	24		6
Derivative assets
Derivative [Line Items]
Net amounts presented in the balance sheet, accruals on derivative assets	1,484		1,132
Derivative assets | Subject to enforceable master netting arrangement
Derivative [Line Items]
Net amounts presented in the balance sheet, accruals on derivative assets	1,526	[2]	1,157	[2]
Derivative assets | Other assets | Subject to enforceable master netting arrangement
Derivative [Line Items]
Net amounts presented in the balance sheet, accruals on derivative assets	$42		$25
[1]	Included $24 million and $6 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of March 31, 2015 and December 31, 2014, respectively.
[2]	Included $42 million and $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of March 31, 2015 and December 31, 2014, respectively.

Derivative_Instruments_Schedul

Derivative Instruments Schedule of Credit Default Swaps where we Sell Protection on Single Name Reference Entities and Fair Values (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivative [Line Items]
Notional value	$21,271	$21,386
Credit default swaps | Single Name Reference Entities
Derivative [Line Items]
Notional value	39	39
Assets	1	1
Liabilities	0	0
Credit default swaps | Single Name Reference Entities | Investment grade | Matures Less Than One Year
Derivative [Line Items]
Notional value	0	0
Assets	0	0
Liabilities	0	0
Credit default swaps | Single Name Reference Entities | Investment grade | Matures After One Year Through Five Years
Derivative [Line Items]
Notional value	39	39
Assets	1	1
Liabilities	$0	$0

Schedule_of_Credit_Default_Swa

Schedule of Credit Default Swaps where we Sell Protection on Credit Default Swap Index Tranches and Fair Values (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Derivative [Line Items]
Notional value	$21,271		$21,386
Credit default swaps | Original Index Tranche Attachment/Detachment Point And Maturity | Index Tranches
Derivative [Line Items]
Notional value	350		350
Assets	2		3
Liabilities	0		0
Credit default swaps | Original Index Tranche Attachment/Detachment Point And Maturity | Index Tranches | Matures Less Than One Year | 9% - 12%
Derivative [Line Items]
Notional value	250	[1]	250	[1]
Assets	1	[1]	2	[1]
Liabilities	0	[1]	0	[1]
Credit default swaps | Original Index Tranche Attachment/Detachment Point And Maturity | Index Tranches | Matures After One Year Through Five Years | 7% - 15%
Derivative [Line Items]
Notional value	100	[2]	100	[2]
Assets	1	[2]	1	[2]
Liabilities	0	[2]	0	[2]
Credit default swaps | Securitization Entities | Index Tranches
Derivative [Line Items]
Notional value	312		312
Assets	0		0
Liabilities	10		17
Credit default swaps | Securitization Entities | Index Tranches | Portion Backing Third-Party Borrowings Maturing 2017
Derivative [Line Items]
Notional value	12	[3]	12	[3]
Assets	0	[3]	0	[3]
Liabilities	0	[3]	0	[3]
Credit default swaps | Securitization Entities | Index Tranches | Portion Backing Interest Maturing 2017
Derivative [Line Items]
Notional value	300	[4]	300	[4]
Assets	0	[4]	0	[4]
Liabilities	10	[4]	17	[4]
Total Credit Default Swaps on Index Tranches
Derivative [Line Items]
Notional value	662		662
Assets	2		3
Liabilities	$10		$17
[1]	The current attachment/detachment as of March 31, 2015 and December 31, 2014 was 9% - 12%.
[2]	The current attachment/detachment as of March 31, 2015 and December 31, 2014 was 7% - 15%.
[3]	Original notional value was $39 million.
[4]	Original notional value was $300 million.

Schedule_of_Credit_Default_Swa1

Schedule of Credit Default Swaps where we Sell Protection on Credit Default Swap Index Tranches and Fair Values (Parenthetical) (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Derivative [Line Items]
Notional value	$21,271		$21,386
Index Tranches | Original Index Tranche Attachment/Detachment Point And Maturity | Credit default swaps
Derivative [Line Items]
Notional value	350		350
Index Tranches | Securitization Entities | Credit default swaps
Derivative [Line Items]
Notional value	312		312
Index Tranches | Securitization Entities | Portion Backing Third-Party Borrowings Maturing 2017 | Credit default swaps
Derivative [Line Items]
Notional value	12	[1]	12	[1]
Index Tranches | Securitization Entities | Portion Backing Interest Maturing 2017 | Credit default swaps
Derivative [Line Items]
Notional value	300	[2]	300	[2]
7% - 15% | Index Tranches | Original Index Tranche Attachment/Detachment Point And Maturity | Matures After One Year Through Five Years | Credit default swaps
Derivative [Line Items]
Current attachment percentage	7.00%		7.00%
Current detachment percentage	15.00%		15.00%
Notional value	100	[3]	100	[3]
9% - 12% | Index Tranches | Original Index Tranche Attachment/Detachment Point And Maturity | Matures Less Than One Year | Credit default swaps
Derivative [Line Items]
Current attachment percentage	9.00%		9.00%
Current detachment percentage	12.00%		12.00%
Notional value	250	[4]	250	[4]
Original Amount | Securitization Entities | Portion Backing Third-Party Borrowings Maturing 2017
Derivative [Line Items]
Notional value	39
Original Amount | Securitization Entities | Portion Backing Interest Maturing 2017
Derivative [Line Items]
Notional value	$300
[1]	Original notional value was $39 million.
[2]	Original notional value was $300 million.
[3]	The current attachment/detachment as of March 31, 2015 and December 31, 2014 was 7% - 15%.
[4]	The current attachment/detachment as of March 31, 2015 and December 31, 2014 was 9% - 12%.

Fair_Value_Financial_Instrumen

Fair Value Financial Instruments Not Required to Be Carried at Fair Value (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	$6,149		$6,100
Restricted commercial mortgage loans	188		201
Other invested assets	2,723		2,296
Long-term borrowings	4,601		4,639
Non-recourse funding obligations	1,983		1,996
Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	0		0
Restricted commercial mortgage loans	0		0
Other invested assets	0		0
Long-term borrowings	0		0
Non-recourse funding obligations	0		0
Borrowings related to securitization entities	0		0
Investment contracts	0		0
Commitments to fund limited partnerships	0		0
Ordinary course of business lending commitments	0		0
Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	0		0
Restricted commercial mortgage loans	0		0
Other invested assets	412		300
Long-term borrowings	4,312		4,181
Non-recourse funding obligations	0		0
Borrowings related to securitization entities	133		146
Investment contracts	7		7
Commitments to fund limited partnerships	0		0
Ordinary course of business lending commitments	0		0
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	6,588		6,573
Restricted commercial mortgage loans	213		228
Other invested assets	75		85
Long-term borrowings	110		119
Non-recourse funding obligations	1,435		1,438
Borrowings related to securitization entities	0		0
Investment contracts	18,590		18,016
Commitments to fund limited partnerships	0		0
Ordinary course of business lending commitments	0		0
Notional amount
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	0	[1]	0	[1]
Restricted commercial mortgage loans	0	[1]	0	[1]
Other invested assets	0	[1]	0	[1]
Long-term borrowings	0	[1]	0	[1]
Non-recourse funding obligations	0	[1]	0	[1]
Borrowings related to securitization entities	0	[1]	0	[1]
Investment contracts	0	[1]	0	[1]
Commitments to fund limited partnerships	71		53
Ordinary course of business lending commitments	49		155
Carrying value
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	6,149		6,100
Restricted commercial mortgage loans	188		201
Other invested assets	484		374
Long-term borrowings	4,601		4,639
Non-recourse funding obligations	1,983		1,996
Borrowings related to securitization entities	124		134
Investment contracts	17,514		17,497
Commitments to fund limited partnerships	0		0
Ordinary course of business lending commitments	0		0
Fair value
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	6,588		6,573
Restricted commercial mortgage loans	213		228
Other invested assets	487		385
Long-term borrowings	4,422		4,300
Non-recourse funding obligations	1,435		1,438
Borrowings related to securitization entities	133		146
Investment contracts	18,597		18,023
Commitments to fund limited partnerships	0		0
Ordinary course of business lending commitments	$0		$0
[1]	These financial instruments do not have notional amounts.

Fair_Value_of_Financial_Instru2

Fair Value of Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Fair Value of Financial Instruments [Line Items]
Period end valuation	0
GMWB non-performance risk impact	$81	$74
Minimum
Fair Value of Financial Instruments [Line Items]
Percentage of changes in fair value of fixed maturity, equity and trading securities each month	10.00%

Assets_and_Liabilities_that_ar

Assets and Liabilities that are Measured at Fair Value on Recurring Basis (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	$62,942		$62,447
Available-for-sale equity securities	306		282
Securities lending collateral	323		289
Total other invested assets	2,025		1,662
Restricted other invested assets related to securitization entities	411		411
Reinsurance recoverable	14	[1]	13	[1]
Separate account assets	9,064		9,208
Total assets	74,762		74,023
Policyholder account balances	26,146		26,043
Borrowings related to securitization entities	81		85
Total liabilities	1,088		969
Trading Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading securities	218		241
Derivative assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	1,484		1,132
Derivative assets | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	1,440		1,091
Derivative assets | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	9		6
Derivative assets | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	3		4
Derivative assets | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	15		17
Derivative assets | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	17		14
Fixed maturity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	62,942		62,447
Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	6,132		6,000
Fixed maturity securities | Tax-exempt
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	361		362
Fixed maturity securities | Government - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,008		2,106
Fixed maturity securities | U.S. corporate
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	27,900		27,200
Fixed maturity securities | Corporate - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	14,886		15,132
Fixed maturity securities | Residential mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	5,163		5,240
Fixed maturity securities | Commercial mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,690		2,702
Fixed maturity securities | Other asset-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	3,802		3,705
Equity Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale equity securities	306		282
Fair value
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	623		574
Fair value | GMWB embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	316	[2]	291	[2]
Fair value | Fixed index annuity embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	300		276
Fair value | Indexed universal life embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	7		7
Derivative liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	384		310
Derivative liabilities | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	269		204
Derivative liabilities | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	15		7
Derivative liabilities | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	24		13
Derivative liabilities | Interest rate swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	29		26
Derivative liabilities | Inflation indexed swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	31		42
Derivative liabilities | Credit default swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	10		17
Derivative liabilities | Equity return swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	6		1
Level 1
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Securities lending collateral	0		0
Total other invested assets	0		0
Restricted other invested assets related to securitization entities	0		0
Reinsurance recoverable	0	[1]	0	[1]
Separate account assets	9,064		9,208
Total assets	9,333		9,452
Borrowings related to securitization entities	0		0
Total liabilities	0		0
Level 1 | Trading Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading securities	0		0
Level 1 | Derivative assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Derivative assets | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Derivative assets | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Derivative assets | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Derivative assets | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Derivative assets | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Fixed maturity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Tax-exempt
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Government - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | U.S. corporate
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Corporate - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Residential mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Commercial mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Other asset-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Equity Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale equity securities	269		244
Level 1 | Fair value
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0		0
Level 1 | Fair value | GMWB embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0	[2]	0	[2]
Level 1 | Fair value | Fixed index annuity embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0		0
Level 1 | Fair value | Indexed universal life embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0		0
Level 1 | Derivative liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Interest rate swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Inflation indexed swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Credit default swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Equity return swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 2
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Securities lending collateral	323		289
Total other invested assets	2,008		1,642
Restricted other invested assets related to securitization entities	181		181
Reinsurance recoverable	0	[1]	0	[1]
Separate account assets	0		0
Total assets	59,341		58,510
Borrowings related to securitization entities	0		0
Total liabilities	374		293
Level 2 | Trading Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading securities	218		241
Level 2 | Derivative assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	1,467		1,112
Level 2 | Derivative assets | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	1,440		1,091
Level 2 | Derivative assets | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	9		6
Level 2 | Derivative assets | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	1		1
Level 2 | Derivative assets | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 2 | Derivative assets | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	17		14
Level 2 | Fixed maturity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	57,149		56,683
Level 2 | Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	6,129		5,996
Level 2 | Fixed maturity securities | Tax-exempt
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	361		362
Level 2 | Fixed maturity securities | Government - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,002		2,099
Level 2 | Fixed maturity securities | U.S. corporate
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	25,422		24,752
Level 2 | Fixed maturity securities | Corporate - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	13,109		13,327
Level 2 | Fixed maturity securities | Residential mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	5,094		5,165
Level 2 | Fixed maturity securities | Commercial mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,686		2,697
Level 2 | Fixed maturity securities | Other asset-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,346		2,285
Level 2 | Equity Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale equity securities	3		4
Level 2 | Fair value
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0		0
Level 2 | Fair value | GMWB embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0	[2]	0	[2]
Level 2 | Fair value | Fixed index annuity embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0		0
Level 2 | Fair value | Indexed universal life embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0		0
Level 2 | Derivative liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	374		293
Level 2 | Derivative liabilities | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	269		204
Level 2 | Derivative liabilities | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	15		7
Level 2 | Derivative liabilities | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	24		13
Level 2 | Derivative liabilities | Interest rate swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	29		26
Level 2 | Derivative liabilities | Inflation indexed swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	31		42
Level 2 | Derivative liabilities | Credit default swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 2 | Derivative liabilities | Equity return swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	6		1
Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Securities lending collateral	0		0
Total other invested assets	17		20
Restricted other invested assets related to securitization entities	230		230
Reinsurance recoverable	14	[1]	13	[1]
Separate account assets	0		0
Total assets	6,088		6,061
Borrowings related to securitization entities	81		85
Total liabilities	714		676
Level 3 | Fixed index annuity embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	300
Level 3 | Indexed universal life embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	7
Level 3 | Trading Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading securities	0		0
Level 3 | Derivative assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	17		20
Level 3 | Derivative assets | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 3 | Derivative assets | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 3 | Derivative assets | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	2		3
Level 3 | Derivative assets | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	15		17
Level 3 | Derivative assets | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 3 | Fixed maturity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	5,793		5,764
Level 3 | Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	3		4
Level 3 | Fixed maturity securities | Tax-exempt
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 3 | Fixed maturity securities | Government - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	6		7
Level 3 | Fixed maturity securities | U.S. corporate
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,478		2,448
Level 3 | Fixed maturity securities | Corporate - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	1,777		1,805
Level 3 | Fixed maturity securities | Residential mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	69		75
Level 3 | Fixed maturity securities | Commercial mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	4		5
Level 3 | Fixed maturity securities | Other asset-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	1,456		1,420
Level 3 | Equity Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale equity securities	34		34
Level 3 | Fair value
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	623		574
Level 3 | Fair value | GMWB embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	316	[2]	291	[2]
Level 3 | Fair value | Fixed index annuity embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	300		276
Level 3 | Fair value | Indexed universal life embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	7		7
Level 3 | Derivative liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	10		17
Level 3 | Derivative liabilities | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 3 | Derivative liabilities | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 3 | Derivative liabilities | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 3 | Derivative liabilities | Interest rate swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 3 | Derivative liabilities | Inflation indexed swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 3 | Derivative liabilities | Credit default swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	10		17
Level 3 | Derivative liabilities | Equity return swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	$0		$0
[1]	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
[2]	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.

Assets_Measured_at_Fair_Value_

Assets Measured at Fair Value on Recurring Basis and Utilized Significant Unobservable (Level 3) Inputs to Determine Fair Value (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	$6,061		$5,871
Total realized and unrealized gains (losses), Included in net income (loss)	0		7
Total realized and unrealized gains (losses), Included in OCI	73		37
Purchases	101		150
Sales	-10		-28
Issuances	0		1
Settlements	-115		-125
Transfer into Level 3	33		69
Transfer out of Level 3	-55		-180
Ending balance	6,088		5,802
Total gains (losses) included in net income (loss) attributable to assets still held	-8		7
Restricted other invested assets related to securitization entities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	230		211
Total realized and unrealized gains (losses), Included in net income (loss)	0		7
Total realized and unrealized gains (losses), Included in OCI	0		0
Purchases	0		0
Sales	0		0
Issuances	0		0
Settlements	0		0
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	230		218
Total gains (losses) included in net income (loss) attributable to assets still held	0		7
Reinsurance recoverable
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	13	[1]	-1	[1]
Total realized and unrealized gains (losses), Included in net income (loss)	1	[1]	2	[1]
Total realized and unrealized gains (losses), Included in OCI	0	[1]	0	[1]
Purchases	0	[1]	0	[1]
Sales	0	[1]	0	[1]
Issuances	0	[1]	1	[1]
Settlements	0	[1]	0	[1]
Transfer into Level 3	0	[1]	0	[1]
Transfer out of Level 3	0	[1]	0	[1]
Ending balance	14	[1]	2	[1]
Total gains (losses) included in net income (loss) attributable to assets still held	1	[1]	2	[1]
Fixed maturity securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	5,764		5,524
Total realized and unrealized gains (losses), Included in net income (loss)	9		7
Total realized and unrealized gains (losses), Included in OCI	73		37
Purchases	92		144
Sales	-9		-28
Issuances	0		0
Settlements	-114		-120
Transfer into Level 3	33		69
Transfer out of Level 3	-55		-180
Ending balance	5,793		5,453
Total gains (losses) included in net income (loss) attributable to assets still held	-1		7
Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	4		5
Total realized and unrealized gains (losses), Included in net income (loss)	0		0
Total realized and unrealized gains (losses), Included in OCI	0		0
Purchases	0		0
Sales	0		0
Issuances	0		0
Settlements	-1		-1
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	3		4
Total gains (losses) included in net income (loss) attributable to assets still held	0		0
Fixed maturity securities | Government - non-U.S.
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	7		23
Total realized and unrealized gains (losses), Included in net income (loss)	0		0
Total realized and unrealized gains (losses), Included in OCI	0		0
Purchases	0		2
Sales	0		0
Issuances	0		0
Settlements	-1		-1
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	6		24
Total gains (losses) included in net income (loss) attributable to assets still held	0		0
Fixed maturity securities | U.S. corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	2,448		2,400	[2]
Total realized and unrealized gains (losses), Included in net income (loss)	8		5	[2]
Total realized and unrealized gains (losses), Included in OCI	41		29	[2]
Purchases	47		90	[2]
Sales	0		0	[2]
Issuances	0		0	[2]
Settlements	-52		-42	[2]
Transfer into Level 3	0		14	[2]
Transfer out of Level 3	-14		-128	[2]
Ending balance	2,478		2,368	[2]
Total gains (losses) included in net income (loss) attributable to assets still held	0		5	[2]
Fixed maturity securities | Corporate - non-U.S.
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	1,805		1,819	[2]
Total realized and unrealized gains (losses), Included in net income (loss)	0		1	[2]
Total realized and unrealized gains (losses), Included in OCI	21		9	[2]
Purchases	7		36	[2]
Sales	-9		0	[2]
Issuances	0		0	[2]
Settlements	-46		-35	[2]
Transfer into Level 3	0		0	[2]
Transfer out of Level 3	-1		-32	[2]
Ending balance	1,777		1,798	[2]
Total gains (losses) included in net income (loss) attributable to assets still held	0		1	[2]
Fixed maturity securities | Residential mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	75		105
Total realized and unrealized gains (losses), Included in net income (loss)	0		0
Total realized and unrealized gains (losses), Included in OCI	-2		1
Purchases	0		0
Sales	0		-23
Issuances	0		0
Settlements	-3		-3
Transfer into Level 3	0		13
Transfer out of Level 3	-1		0
Ending balance	69		93
Total gains (losses) included in net income (loss) attributable to assets still held	0		0
Fixed maturity securities | Commercial mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	5		6
Total realized and unrealized gains (losses), Included in net income (loss)	0		0
Total realized and unrealized gains (losses), Included in OCI	0		2
Purchases	0		0
Sales	0		0
Issuances	0		0
Settlements	0		-1
Transfer into Level 3	0		6
Transfer out of Level 3	-1		0
Ending balance	4		13
Total gains (losses) included in net income (loss) attributable to assets still held	0		0
Fixed maturity securities | Other asset-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	1,420	[2]	1,166	[2]
Total realized and unrealized gains (losses), Included in net income (loss)	1	[2]	1	[2]
Total realized and unrealized gains (losses), Included in OCI	13	[2]	-4	[2]
Purchases	38	[2]	16	[2]
Sales	0	[2]	-5	[2]
Issuances	0	[2]	0	[2]
Settlements	-11	[2]	-37	[2]
Transfer into Level 3	33	[2]	36	[2]
Transfer out of Level 3	-38	[2]	-20	[2]
Ending balance	1,456	[2]	1,153	[2]
Total gains (losses) included in net income (loss) attributable to assets still held	-1	[2]	1	[2]
Equity Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	34		78
Total realized and unrealized gains (losses), Included in net income (loss)	0		0
Total realized and unrealized gains (losses), Included in OCI	0		0
Purchases	1		0
Sales	-1		0
Issuances	0		0
Settlements	0		0
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	34		78
Total gains (losses) included in net income (loss) attributable to assets still held	0		0
Other invested assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	20		59
Total realized and unrealized gains (losses), Included in net income (loss)	-10		-9
Total realized and unrealized gains (losses), Included in OCI	0		0
Purchases	8		6
Sales	0		0
Issuances	0		0
Settlements	-1		-5
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	17		51
Total gains (losses) included in net income (loss) attributable to assets still held	-8		-9
Other invested assets | Trading Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance			34
Total realized and unrealized gains (losses), Included in net income (loss)			0
Total realized and unrealized gains (losses), Included in OCI			0
Purchases			0
Sales			0
Issuances			0
Settlements			-3
Transfer into Level 3			0
Transfer out of Level 3			0
Ending balance			31
Total gains (losses) included in net income (loss) attributable to assets still held			0
Other invested assets | Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	20		25
Total realized and unrealized gains (losses), Included in net income (loss)	-10		-9
Total realized and unrealized gains (losses), Included in OCI	0		0
Purchases	8		6
Sales	0		0
Issuances	0		0
Settlements	-1		-2
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	17		20
Total gains (losses) included in net income (loss) attributable to assets still held	-8		-9
Other invested assets | Credit default swaps | Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	3		10
Total realized and unrealized gains (losses), Included in net income (loss)	0		0
Total realized and unrealized gains (losses), Included in OCI	0		0
Purchases	0		0
Sales	0		0
Issuances	0		0
Settlements	-1		-2
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	2		8
Total gains (losses) included in net income (loss) attributable to assets still held	0		0
Other invested assets | Equity index options | Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	17		12
Total realized and unrealized gains (losses), Included in net income (loss)	-10		-7
Total realized and unrealized gains (losses), Included in OCI	0		0
Purchases	8		6
Sales	0		0
Issuances	0		0
Settlements	0		0
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	15		11
Total gains (losses) included in net income (loss) attributable to assets still held	-8		-7
Other invested assets | Other foreign currency contracts | Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance			3
Total realized and unrealized gains (losses), Included in net income (loss)			-2
Total realized and unrealized gains (losses), Included in OCI			0
Purchases			0
Sales			0
Issuances			0
Settlements			0
Transfer into Level 3			0
Transfer out of Level 3			0
Ending balance			1
Total gains (losses) included in net income (loss) attributable to assets still held			($2)
[1]	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
[2]	The transfers into and out of Level 3 for fixed maturity securities were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value, such as external ratings or credit spreads.

Gains_and_Losses_Included_in_N

Gains and Losses Included in Net Income (Loss) from Assets and Liabilities Recorded at Fair Value (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Fair value of financial instruments [Abstract]
Total realized and unrealized gains (losses) included in net income (loss), assets	$0	$7
Total gains (losses) included in net income (loss) attributable to assets still held, assets	-8	7
Total realized and unrealized (gains) losses included in net (income) loss, liabilities	11	33
Total (gains) losses included in net (income) loss attributable to liabilities still held, liabilities	15	34
Net Investment Income
Fair value of financial instruments [Abstract]
Total realized and unrealized gains (losses) included in net income (loss), assets	11	8
Total gains (losses) included in net income (loss) attributable to assets still held, assets	0	8
Total realized and unrealized (gains) losses included in net (income) loss, liabilities	0	0
Total (gains) losses included in net (income) loss attributable to liabilities still held, liabilities	0	0
Net Investment Gains (Losses)
Fair value of financial instruments [Abstract]
Total realized and unrealized gains (losses) included in net income (loss), assets	-11	-1
Total gains (losses) included in net income (loss) attributable to assets still held, assets	-8	-1
Total realized and unrealized (gains) losses included in net (income) loss, liabilities	11	33
Total (gains) losses included in net (income) loss attributable to liabilities still held, liabilities	$15	$34

Liabilities_Measured_at_Fair_V

Liabilities Measured at Fair Value on Recurring Basis and Utilized Significant Unobservable (Level 3) Inputs to Determine Fair Value (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	$676		$347
Total realized and unrealized (gains) losses included in net (income) loss	11		33
Total realized and unrealized (gains) losses included in OCI	0		0
Purchases	1		0
Sales	0		0
Issuances	28		45
Settlements	-2		-1
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	714		424
Total (gains) losses included in net (income) loss attributable to liabilities still held	15		34
Derivative liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	17		33
Total realized and unrealized (gains) losses included in net (income) loss	-8		-6
Total realized and unrealized (gains) losses included in OCI	0		0
Purchases	1		0
Sales	0		0
Issuances	0		0
Settlements	0		0
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	10		27
Total (gains) losses included in net (income) loss attributable to liabilities still held	-8		-6
Policyholder account balances
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	574		239
Total realized and unrealized (gains) losses included in net (income) loss	23		35
Total realized and unrealized (gains) losses included in OCI	0		0
Purchases	0		0
Sales	0		0
Issuances	28		45
Settlements	-2		-1
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	623		318
Total (gains) losses included in net (income) loss attributable to liabilities still held	27		36
Policyholder account balances | GMWB embedded derivatives
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	291	[1]	96	[1]
Total realized and unrealized (gains) losses included in net (income) loss	17	[1]	33	[1]
Total realized and unrealized (gains) losses included in OCI	0	[1]	0	[1]
Purchases	0	[1]	0	[1]
Sales	0	[1]	0	[1]
Issuances	8	[1]	9	[1]
Settlements	0	[1]	0	[1]
Transfer into Level 3	0	[1]	0	[1]
Transfer out of Level 3	0	[1]	0	[1]
Ending balance	316	[1]	138	[1]
Total (gains) losses included in net (income) loss attributable to liabilities still held	20	[1]	34	[1]
Policyholder account balances | Fixed index annuity embedded derivatives
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	276		143
Total realized and unrealized (gains) losses included in net (income) loss	7		2
Total realized and unrealized (gains) losses included in OCI	0		0
Purchases	0		0
Sales	0		0
Issuances	19		36
Settlements	-2		-1
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	300		180
Total (gains) losses included in net (income) loss attributable to liabilities still held	7		2
Policyholder account balances | Indexed universal life embedded derivatives
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	7
Total realized and unrealized (gains) losses included in net (income) loss	-1
Total realized and unrealized (gains) losses included in OCI	0
Purchases	0
Sales	0
Issuances	1
Settlements	0
Transfer into Level 3	0
Transfer out of Level 3	0
Ending balance	7
Total (gains) losses included in net (income) loss attributable to liabilities still held	0
Credit default swaps related to securitization entities | Derivative liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	17		32
Total realized and unrealized (gains) losses included in net (income) loss	-8		-7
Total realized and unrealized (gains) losses included in OCI	0		0
Purchases	1		0
Sales	0		0
Issuances	0		0
Settlements	0		0
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	10		25
Total (gains) losses included in net (income) loss attributable to liabilities still held	-8		-7
Borrowings related to securitization entities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	85		75
Total realized and unrealized (gains) losses included in net (income) loss	-4		4
Total realized and unrealized (gains) losses included in OCI	0		0
Purchases	0		0
Sales	0		0
Issuances	0		0
Settlements	0		0
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	81		79
Total (gains) losses included in net (income) loss attributable to liabilities still held	-4		4
Other foreign currency contracts | Derivative liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance			1
Total realized and unrealized (gains) losses included in net (income) loss			1
Total realized and unrealized (gains) losses included in OCI			0
Purchases			0
Sales			0
Issuances			0
Settlements			0
Transfer into Level 3			0
Transfer out of Level 3			0
Ending balance			2
Total (gains) losses included in net (income) loss attributable to liabilities still held			$1
[1]	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.

Summary_of_Significant_Unobser

Summary of Significant Unobservable Inputs Used for Fair Value Measurements Classified As Level 3 (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fixed maturity securities available-for-sale, at fair value	$62,942		$62,447
Policyholder account balances	26,146		26,043
Level 3 | GMWB embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair value, withdrawal utilization rate, lower limit	0.00%	[1]
Valuation technique	Stochastic cash flow model	[1]
Fair value, withdrawal utilization rate, upper limit	98.00%	[1]
Policyholder account balances	316	[1]
Fair value, lapse rate, lower limit	0.00%	[1]
Fair value, lapse rate, upper limit	15.00%	[1]
Fair value input, credit spreads, lower limit	0.50%	[1]
Fair value input, credit spreads, upper limit	0.85%	[1]
Fair value input, credit spreads, weighted-average	0.79%	[1]
Fair value input, equity index volatility, lower limit	15.00%	[1]
Fair value input, equity index volatility, upper limit	24.00%	[1]
Fair value input, equity index volatility, weighted-average	21.00%	[1]
Level 3 | Fixed index annuity embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Option budget method
Policyholder account balances	300
Fair value, expected future interest credited, lower limit	0.00%
Fair value, expected future interest credited, upper limit	2.00%
Fair value, expected future interest credited, weighted-average	2.00%
Level 3 | Indexed universal life embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Option budget method
Policyholder account balances	7
Fair value, expected future interest credited, lower limit	3.00%
Fair value, expected future interest credited, upper limit	8.00%
Fair value, expected future interest credited, weighted-average	5.00%
Derivative assets
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative assets, fair value	1,484		1,132
Derivative assets | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative assets, fair value	3		4
Derivative assets | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative assets, fair value	15		17
Derivative assets | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative assets, fair value	17		20
Derivative assets | Level 3 | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Discounted cash flows
Derivative assets, fair value	2		3
Fair value input, credit spreads, lower limit	0.08%
Fair value input, credit spreads, upper limit	0.10%
Fair value input, credit spreads, weighted-average	0.09%
Derivative assets | Level 3 | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Discounted cash flows
Derivative assets, fair value	15		17
Fair value input, equity index volatility, lower limit	13.00%
Fair value input, equity index volatility, upper limit	24.00%
Fair value input, equity index volatility, weighted-average	21.00%
Internal Models | Level 3 | U.S. corporate
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Internal models
Fixed maturity securities available-for-sale, at fair value	2,264
Fair value input, credit spreads, lower limit	0.60%
Fair value input, credit spreads, upper limit	3.68%
Fair value input, credit spreads, weighted-average	1.55%
Internal Models | Level 3 | Corporate - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Internal models
Fixed maturity securities available-for-sale, at fair value	$1,589
Fair value input, credit spreads, lower limit	0.67%
Fair value input, credit spreads, upper limit	8.08%
Fair value input, credit spreads, weighted-average	1.70%
[1]	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.

Commitments_and_Contingencies_

Commitments and Contingencies - Additional Information (Detail) (USD $)	Mar. 31, 2015	Sep. 30, 2014
In Millions, unless otherwise specified
Commitments and Contingencies Disclosure [Line Items]
Commitment to fund limited partnership investments	$71
Commitment to fund U.S. commercial mortgage loan investments	49
U.S. Mortgage Insurance
Commitments and Contingencies Disclosure [Line Items]
Arbitration settlement		$53

Segment_Information_Additional

Segment Information - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2015
	Segment
Segment Reporting Information [Line Items]
Number of operating segments	5
Assumed tax rate on adjustments to net operating income	35.00%

Summary_of_Revenues_for_Segmen

Summary of Revenues for Segments and Corporate and Other Activities (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Segment Reporting Information [Line Items]
Revenues	$2,335	$2,322
Canada Mortgage Insurance
Segment Reporting Information [Line Items]
Revenues	136	168
Australia Mortgage Insurance
Segment Reporting Information [Line Items]
Revenues	118	131
Other Countries Mortgage Insurance
Segment Reporting Information [Line Items]
Revenues	7	9
International Mortgage Insurance
Segment Reporting Information [Line Items]
Revenues	261	308
U.S. Mortgage Insurance
Segment Reporting Information [Line Items]
Revenues	170	155
Long-term Care Insurance
Segment Reporting Information [Line Items]
Revenues	905	856
Life Insurance
Segment Reporting Information [Line Items]
Revenues	487	480
Fixed Annuities
Segment Reporting Information [Line Items]
Revenues	233	257
U.S. Life Insurance
Segment Reporting Information [Line Items]
Revenues	1,625	1,593
International Protection
Segment Reporting Information [Line Items]
Revenues	202	207
Runoff
Segment Reporting Information [Line Items]
Revenues	74	73
Corporate and Other
Segment Reporting Information [Line Items]
Revenues	$3	($14)

Summary_of_Net_Operating_Incom

Summary of Net Operating Income for Segments and Corporate and Other Activities (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Segment Reporting Information [Line Items]
Net operating income (loss)	$156	$194
Net investment gains (losses), net	-2	-10
Net income available to Genworth Financial, Inc.'s common stockholders	154	184
Add: net income attributable to noncontrolling interests	50	35
Net income	204	219
Canada Mortgage Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)	40	41
Australia Mortgage Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)	30	62
Other Countries Mortgage Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)	-6	-4
International Mortgage Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)	64	99
U.S. Mortgage Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)	52	33
Long-term Care Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)	10	46
Life Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)	40	21
Fixed Annuities
Segment Reporting Information [Line Items]
Net operating income (loss)	31	27
U.S. Life Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)	81	94
International Protection
Segment Reporting Information [Line Items]
Net operating income (loss)	0	7
Runoff
Segment Reporting Information [Line Items]
Net operating income (loss)	11	12
Corporate and Other
Segment Reporting Information [Line Items]
Net operating income (loss)	($52)	($51)

Summary_of_Total_Assets_for_Se

Summary of Total Assets for Segments and Corporate and Other Activities (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Segment Reporting Information [Line Items]
Total assets	$112,331	$111,358
Segment, Continuing Operations | International Mortgage Insurance
Segment Reporting Information [Line Items]
Total assets	8,198	8,815
Segment, Continuing Operations | U.S. Mortgage Insurance
Segment Reporting Information [Line Items]
Total assets	2,367	2,324
Segment, Continuing Operations | U.S. Life Insurance
Segment Reporting Information [Line Items]
Total assets	84,209	82,906
Segment, Continuing Operations | International Protection
Segment Reporting Information [Line Items]
Total assets	1,657	1,833
Segment, Continuing Operations | Runoff
Segment Reporting Information [Line Items]
Total assets	12,884	12,971
Segment, Continuing Operations | Corporate and Other
Segment Reporting Information [Line Items]
Total assets	$3,016	$2,509

Component_of_Changes_In_Accumu

Component of Changes In Accumulated Other Comprehensive Income (Loss), Net of Taxes (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Net unrealized investment gains (losses), beginning of period	$2,453	[1]	$926	[1]
Net unrealized investment gains (losses), OCI before reclassifications	325	[1]	701	[1]
Net unrealized investment gains (losses), amounts reclassified from (to) OCI	0	[1]	11	[1]
Net unrealized investment gains (losses), current period OCI	325	[1]	712	[1]
Net unrealized investment gains (losses), before noncontrolling interest	2,778	[1]	1,638	[1]
Less: Net unrealized investment gains (losses), change in OCI attributable to noncontrolling interests	30	[1]	14	[1]
Net unrealized investment gains (losses), end of period	2,748	[1]	1,624	[1]
Derivatives qualifying as effective accounting hedges, beginning of period	2,070	[2]	1,319	[2]
Derivatives qualifying as hedges, OCI before reclassifications	195	[2]	228	[2]
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	-18	[2]	-9	[2]
Derivatives qualifying as hedges, current period OCI	177	[2]	219	[2]
Derivatives qualifying as hedges, before noncontrolling interests	2,247	[2]	1,538	[2]
Less: Derivatives qualifying as hedges, change in OCI attributable to noncontrolling interests	0	[2]	0	[2]
Derivatives qualifying as effective accounting hedges, end of period	2,247	[2]	1,538	[2]
Foreign currency translation and other adjustments, beginning balances	-77		297
Foreign currency translation and other adjustments, OCI before reclassifications	-370		-21
Foreign currency translation and other adjustments, amounts reclassified from (to) OCI	0		0
Foreign currency translation and other adjustments, current period OCI	-370		-21
Foreign currency translation and other adjustments, before noncontrolling interests	-447		276
Less: Foreign currency translation and other adjustments, change in OCI attributable to noncontrolling interests	-144		-45
Foreign currency translation and other adjustments, ending balances	-303		321
Accumulated other comprehensive income (loss), beginning balances	4,446		2,542
OCI before reclassifications	150		908
Amounts reclassified from (to) OCI	-18		2
Total other comprehensive income (loss)	132		910
Accumulated other comprehensive income (loss), before noncontrolling interests	4,578		3,452
Less: change in OCI attributable to noncontrolling interests	-114		-31
Accumulated other comprehensive income (loss), ending balances	$4,692		$3,483
[1]	Net of adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves. See note 4 for additional information.
[2]	See note 5 for additional information.

Recovered_Sheet1

Changes In Accumulated Other Comprehensive Income (Loss) - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Unrecognized postretirement benefit obligation, current period OCI	$32	$6
Unrecognized postretirement benefit obligation, current period OCI, tax	14	1
Foreign currency translation and other adjustments, current period OCI, tax	($91)	$33

Reclassifications_In_Out_of_Ac

Reclassifications In (Out) of Accumulated Other Comprehensive Income (Loss), Net of Taxes (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Net unrealized investment gains (losses), amounts reclassified from (to) OCI, provision for income taxes	$0		($6)
Net unrealized investment gains (losses), amounts reclassified from (to) OCI	0	[1]	11	[1]
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	-18	[2]	-9	[2]
Provision for income taxes
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Net unrealized investment gains (losses), amounts reclassified from (to) OCI, provision for income taxes	0		-6
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	10		5
Interest Rate Swaps Hedging Assets | Net Investment Income
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	-19		-15
Inflation indexed swaps | Net Investment Income
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	-9		1
Unrealized gains (losses) on investment | Net Investment Gains (Losses)
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Net unrealized investment gains (losses), amounts reclassified from (to) OCI, before tax	$0	[3]	$17	[3]
[1]	Net of adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves. See note 4 for additional information.
[2]	See note 5 for additional information.
[3]	Amounts exclude adjustments to deferred acquisition costs, present value of future profits, sales inducements and benefit reserves.

Condensed_Consolidating_Financ2

Condensed Consolidating Financial Information - Additional Information (Detail) (USD $)	Mar. 31, 2015	Apr. 01, 2013
In Billions, unless otherwise specified
Condensed Financial Statements, Captions [Line Items]
Amount of dividend our subsidiaries could pay in 2015 without obtaining regulatory approval	0.5
Genworth Financial's Subsidiaries
Condensed Financial Statements, Captions [Line Items]
Restricted net assets	14.8
Genworth Holdings' Subsidiaries
Condensed Financial Statements, Captions [Line Items]
Restricted net assets	14.9
Genworth Holdings
Condensed Financial Statements, Captions [Line Items]
Percentage of subsidiary equity ownership	100.00%	100.00%

Condensed_Consolidating_Balanc

Condensed Consolidating Balance Sheet (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets
Fixed maturity securities available-for-sale, at fair value	$62,942	$62,447
Equity securities available-for-sale, at fair value	306	282
Commercial mortgage loans	6,149	6,100
Restricted commercial mortgage loans related to securitization entities	188	201
Policy loans	1,506	1,501
Other invested assets	2,723	2,296
Restricted other invested assets related to securitization entities, at fair value	411	411
Investments in subsidiaries	0	0
Total investments	74,225	73,238
Cash and cash equivalents	5,158	4,918	4,360	4,214
Accrued investment income	735	685
Deferred acquisition costs	4,918	5,042
Intangible assets	227	272
Goodwill	15	16
Reinsurance recoverable	17,339	17,346
Other assets	650	633
Intercompany notes receivable	0	0
Separate account assets	9,064	9,208
Total assets	112,331	111,358
Liabilities and stockholders' equity
Future policy benefits	36,488	35,915
Policyholder account balances	26,146	26,043
Liability for policy and contract claims	8,030	8,043
Unearned premiums	3,731	3,986
Other liabilities	3,899	3,604
Intercompany notes payable	0	0
Borrowings related to securitization entities	205	219
Non-recourse funding obligations	1,983	1,996
Long-term borrowings	4,601	4,639
Deferred tax liability	1,103	908
Separate account liabilities	9,064	9,208
Total liabilities	95,250	94,561
Stockholders' equity:
Common stock	1	1
Additional paid-in capital	11,998	11,997
Accumulated other comprehensive income (loss)	4,692	4,446	3,483	2,542
Retained earnings	1,333	1,179
Treasury stock, at cost	-2,700	-2,700
Total Genworth Financial, Inc.'s stockholders' equity	15,324	14,923
Noncontrolling interests	1,757	1,874
Total stockholders' equity	17,081	16,797	16,734	15,620
Total liabilities and stockholders' equity	112,331	111,358
Parent Guarantor
Assets
Fixed maturity securities available-for-sale, at fair value	0	0
Equity securities available-for-sale, at fair value	0	0
Commercial mortgage loans	0	0
Restricted commercial mortgage loans related to securitization entities	0	0
Policy loans	0	0
Other invested assets	0	0
Restricted other invested assets related to securitization entities, at fair value	0	0
Investments in subsidiaries	15,291	14,895
Total investments	15,291	14,895
Cash and cash equivalents	0	0	0	0
Accrued investment income	0	0
Deferred acquisition costs	0	0
Intangible assets	0	0
Goodwill	0	0
Reinsurance recoverable	0	0
Other assets	0	2
Intercompany notes receivable	7	9
Separate account assets	0	0
Total assets	15,298	14,906
Liabilities and stockholders' equity
Future policy benefits	0	0
Policyholder account balances	0	0
Liability for policy and contract claims	0	0
Unearned premiums	0	0
Other liabilities	-2	3
Intercompany notes payable	0	0
Borrowings related to securitization entities	0	0
Non-recourse funding obligations	0	0
Long-term borrowings	0	0
Deferred tax liability	-24	-20
Separate account liabilities	0	0
Total liabilities	-26	-17
Stockholders' equity:
Common stock	1	1
Additional paid-in capital	11,998	11,997
Accumulated other comprehensive income (loss)	4,692	4,446
Retained earnings	1,333	1,179
Treasury stock, at cost	-2,700	-2,700
Total Genworth Financial, Inc.'s stockholders' equity	15,324	14,923
Noncontrolling interests	0	0
Total stockholders' equity	15,324	14,923
Total liabilities and stockholders' equity	15,298	14,906
Issuer
Assets
Fixed maturity securities available-for-sale, at fair value	151	150
Equity securities available-for-sale, at fair value	0	0
Commercial mortgage loans	0	0
Restricted commercial mortgage loans related to securitization entities	0	0
Policy loans	0	0
Other invested assets	118	14
Restricted other invested assets related to securitization entities, at fair value	0	0
Investments in subsidiaries	15,334	15,003
Total investments	15,603	15,167
Cash and cash equivalents	820	953	1,118	1,219
Accrued investment income	0	0
Deferred acquisition costs	0	0
Intangible assets	0	0
Goodwill	0	0
Reinsurance recoverable	0	0
Other assets	281	207
Intercompany notes receivable	277	267
Separate account assets	0	0
Total assets	16,981	16,594
Liabilities and stockholders' equity
Future policy benefits	0	0
Policyholder account balances	0	0
Liability for policy and contract claims	0	0
Unearned premiums	0	0
Other liabilities	352	251
Intercompany notes payable	564	604
Borrowings related to securitization entities	0	0
Non-recourse funding obligations	0	0
Long-term borrowings	4,151	4,151
Deferred tax liability	-1,016	-970
Separate account liabilities	0	0
Total liabilities	4,051	4,036
Stockholders' equity:
Common stock	0	0
Additional paid-in capital	9,162	9,162
Accumulated other comprehensive income (loss)	4,733	4,449
Retained earnings	-965	-1,053
Treasury stock, at cost	0	0
Total Genworth Financial, Inc.'s stockholders' equity	12,930	12,558
Noncontrolling interests	0	0
Total stockholders' equity	12,930	12,558
Total liabilities and stockholders' equity	16,981	16,594
All Other Subsidiaries
Assets
Fixed maturity securities available-for-sale, at fair value	62,991	62,497
Equity securities available-for-sale, at fair value	306	282
Commercial mortgage loans	6,149	6,100
Restricted commercial mortgage loans related to securitization entities	188	201
Policy loans	1,506	1,501
Other invested assets	2,620	2,287
Restricted other invested assets related to securitization entities, at fair value	411	411
Investments in subsidiaries	0	0
Total investments	74,171	73,279
Cash and cash equivalents	4,338	3,965	3,242	2,995
Accrued investment income	742	689
Deferred acquisition costs	4,918	5,042
Intangible assets	227	272
Goodwill	15	16
Reinsurance recoverable	17,339	17,346
Other assets	370	425
Intercompany notes receivable	357	395
Separate account assets	9,064	9,208
Total assets	111,541	110,637
Liabilities and stockholders' equity
Future policy benefits	36,488	35,915
Policyholder account balances	26,146	26,043
Liability for policy and contract claims	8,030	8,043
Unearned premiums	3,731	3,986
Other liabilities	3,573	3,361
Intercompany notes payable	277	267
Borrowings related to securitization entities	205	219
Non-recourse funding obligations	1,983	1,996
Long-term borrowings	450	488
Deferred tax liability	2,143	1,898
Separate account liabilities	9,064	9,208
Total liabilities	92,090	91,424
Stockholders' equity:
Common stock	0	0
Additional paid-in capital	17,104	17,080
Accumulated other comprehensive income (loss)	4,717	4,459
Retained earnings	-4,132	-4,205
Treasury stock, at cost	0	0
Total Genworth Financial, Inc.'s stockholders' equity	17,689	17,334
Noncontrolling interests	1,762	1,879
Total stockholders' equity	19,451	19,213
Total liabilities and stockholders' equity	111,541	110,637
Eliminations
Assets
Fixed maturity securities available-for-sale, at fair value	-200	-200
Equity securities available-for-sale, at fair value	0	0
Commercial mortgage loans	0	0
Restricted commercial mortgage loans related to securitization entities	0	0
Policy loans	0	0
Other invested assets	-15	-5
Restricted other invested assets related to securitization entities, at fair value	0	0
Investments in subsidiaries	-30,625	-29,898
Total investments	-30,840	-30,103
Cash and cash equivalents	0	0	0	0
Accrued investment income	-7	-4
Deferred acquisition costs	0	0
Intangible assets	0	0
Goodwill	0	0
Reinsurance recoverable	0	0
Other assets	-1	-1
Intercompany notes receivable	-641	-671
Separate account assets	0	0
Total assets	-31,489	-30,779
Liabilities and stockholders' equity
Future policy benefits	0	0
Policyholder account balances	0	0
Liability for policy and contract claims	0	0
Unearned premiums	0	0
Other liabilities	-24	-11
Intercompany notes payable	-841	-871
Borrowings related to securitization entities	0	0
Non-recourse funding obligations	0	0
Long-term borrowings	0	0
Deferred tax liability	0	0
Separate account liabilities	0	0
Total liabilities	-865	-882
Stockholders' equity:
Common stock	0	0
Additional paid-in capital	-26,266	-26,242
Accumulated other comprehensive income (loss)	-9,450	-8,908
Retained earnings	5,097	5,258
Treasury stock, at cost	0	0
Total Genworth Financial, Inc.'s stockholders' equity	-30,619	-29,892
Noncontrolling interests	-5	-5
Total stockholders' equity	-30,624	-29,897
Total liabilities and stockholders' equity	($31,489)	($30,779)

Condensed_Consolidating_Income

Condensed Consolidating Income Statement (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Revenues:
Premiums	$1,323	$1,307
Net investment income	803	805
Net investment gains (losses)	-16	-17
Insurance and investment product fees and other	225	227
Total revenues	2,335	2,322
Benefits and expenses:
Benefits and other changes in policy reserves	1,243	1,194
Interest credited	180	183
Acquisition and operating expenses, net of deferrals	380	378
Amortization of deferred acquisition costs and intangibles	121	134
Interest expense	116	127
Total benefits and expenses	2,040	2,016
Income (loss) before income taxes and equity in income of subsidiaries	295	306
Provision (benefit) for income taxes	91	87
Equity in income of subsidiaries	0	0
Net income	204	219
Less: net income attributable to noncontrolling interests	50	35
Net income available to Genworth Financial, Inc.'s common stockholders	154	184
Parent Guarantor
Revenues:
Premiums	0	0
Net investment income	0	0
Net investment gains (losses)	0	0
Insurance and investment product fees and other	0	0
Total revenues	0	0
Benefits and expenses:
Benefits and other changes in policy reserves	0	0
Interest credited	0	0
Acquisition and operating expenses, net of deferrals	5	7
Amortization of deferred acquisition costs and intangibles	0	0
Interest expense	0	0
Total benefits and expenses	5	7
Income (loss) before income taxes and equity in income of subsidiaries	-5	-7
Provision (benefit) for income taxes	-9	10
Equity in income of subsidiaries	150	201
Net income	154	184
Less: net income attributable to noncontrolling interests	0	0
Net income available to Genworth Financial, Inc.'s common stockholders	154	184
Issuer
Revenues:
Premiums	0	0
Net investment income	0	0
Net investment gains (losses)	3	-4
Insurance and investment product fees and other	-9	0
Total revenues	-6	-4
Benefits and expenses:
Benefits and other changes in policy reserves	0	0
Interest credited	0	0
Acquisition and operating expenses, net of deferrals	1	0
Amortization of deferred acquisition costs and intangibles	0	0
Interest expense	77	84
Total benefits and expenses	78	84
Income (loss) before income taxes and equity in income of subsidiaries	-84	-88
Provision (benefit) for income taxes	-29	-46
Equity in income of subsidiaries	143	202
Net income	88	160
Less: net income attributable to noncontrolling interests	0	0
Net income available to Genworth Financial, Inc.'s common stockholders	88	160
All Other Subsidiaries
Revenues:
Premiums	1,323	1,307
Net investment income	807	809
Net investment gains (losses)	-19	-13
Insurance and investment product fees and other	234	227
Total revenues	2,345	2,330
Benefits and expenses:
Benefits and other changes in policy reserves	1,243	1,194
Interest credited	180	183
Acquisition and operating expenses, net of deferrals	374	371
Amortization of deferred acquisition costs and intangibles	121	134
Interest expense	43	47
Total benefits and expenses	1,961	1,929
Income (loss) before income taxes and equity in income of subsidiaries	384	401
Provision (benefit) for income taxes	129	123
Equity in income of subsidiaries	0	0
Net income	255	278
Less: net income attributable to noncontrolling interests	50	35
Net income available to Genworth Financial, Inc.'s common stockholders	205	243
Eliminations
Revenues:
Premiums	0	0
Net investment income	-4	-4
Net investment gains (losses)	0	0
Insurance and investment product fees and other	0	0
Total revenues	-4	-4
Benefits and expenses:
Benefits and other changes in policy reserves	0	0
Interest credited	0	0
Acquisition and operating expenses, net of deferrals	0	0
Amortization of deferred acquisition costs and intangibles	0	0
Interest expense	-4	-4
Total benefits and expenses	-4	-4
Income (loss) before income taxes and equity in income of subsidiaries	0	0
Provision (benefit) for income taxes	0	0
Equity in income of subsidiaries	-293	-403
Net income	-293	-403
Less: net income attributable to noncontrolling interests	0	0
Net income available to Genworth Financial, Inc.'s common stockholders	($293)	($403)

Condensed_Consolidating_Statem

Condensed Consolidating Statement of Comprehensive Income (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Condensed Financial Statements, Captions [Line Items]
Net income	$204		$219
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired	323		706
Net unrealized gains (losses) on other-than-temporarily impaired securities	2		6
Derivatives qualifying as hedges	177	[1]	219	[1]
Foreign currency translation and other adjustments	-370		-21
Total other comprehensive income (loss)	132		910
Total comprehensive income (loss)	336		1,129
Less: comprehensive income attributable to noncontrolling interests	-64		4
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders	400		1,125
Parent Guarantor
Condensed Financial Statements, Captions [Line Items]
Net income	154		184
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired	293		692
Net unrealized gains (losses) on other-than-temporarily impaired securities	2		6
Derivatives qualifying as hedges	177		219
Foreign currency translation and other adjustments	-226		24
Total other comprehensive income (loss)	246		941
Total comprehensive income (loss)	400		1,125
Less: comprehensive income attributable to noncontrolling interests	0		0
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders	400		1,125
Issuer
Condensed Financial Statements, Captions [Line Items]
Net income	88		160
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired	275		675
Net unrealized gains (losses) on other-than-temporarily impaired securities	2		6
Derivatives qualifying as hedges	177		219
Foreign currency translation and other adjustments	-170		40
Total other comprehensive income (loss)	284		940
Total comprehensive income (loss)	372		1,100
Less: comprehensive income attributable to noncontrolling interests	0		0
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders	372		1,100
All Other Subsidiaries
Condensed Financial Statements, Captions [Line Items]
Net income	255		278
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired	323		707
Net unrealized gains (losses) on other-than-temporarily impaired securities	2		6
Derivatives qualifying as hedges	189		232
Foreign currency translation and other adjustments	-370		-21
Total other comprehensive income (loss)	144		924
Total comprehensive income (loss)	399		1,202
Less: comprehensive income attributable to noncontrolling interests	-64		4
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders	463		1,198
Eliminations
Condensed Financial Statements, Captions [Line Items]
Net income	-293		-403
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired	-568		-1,368
Net unrealized gains (losses) on other-than-temporarily impaired securities	-4		-12
Derivatives qualifying as hedges	-366		-451
Foreign currency translation and other adjustments	396		-64
Total other comprehensive income (loss)	-542		-1,895
Total comprehensive income (loss)	-835		-2,298
Less: comprehensive income attributable to noncontrolling interests	0		0
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders	($835)		($2,298)
[1]	See note 5 for additional information.

Condensed_Consolidating_Statem1

Condensed Consolidating Statement of Cash Flows (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Cash flows from operating activities:
Net income	$204	$219
Adjustments to reconcile net income to net cash from operating activities:
Equity in income from subsidiaries	0	0
Dividends from subsidiaries	0	0
Amortization of fixed maturity securities discounts and premiums and limited partnerships	-17	-28
Net investment losses (gains)	16	17
Charges assessed to policyholders	-196	-187
Acquisition costs deferred	-110	-119
Amortization of deferred acquisition costs and intangibles	121	134
Deferred income taxes	39	17
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	18	26
Stock-based compensation expense	-2	8
Change in certain assets and liabilities:
Accrued investment income and other assets	-75	-109
Insurance reserves	614	550
Current tax liabilities	-3	-182
Other liabilities, policy and contract claims and other policy-related balances	15	-285
Net cash from operating activities	624	61
Cash flows from investing activities:
Fixed maturity securities	1,153	1,135
Commercial mortgage loans	198	139
Restricted commercial mortgage loans related to securitization entities	13	7
Proceeds from sales of investments:
Fixed maturity and equity securities	420	708
Purchases and originations of investments:
Fixed maturity and equity securities	-1,839	-2,172
Commercial mortgage loans	-247	-132
Other invested assets, net	-64	111
Intercompany notes receivable	0	0
Capital contributions to subsidiaries	0
Net cash from investing activities	-366	-204
Cash flows from financing activities:
Deposits to universal life and investment contracts	630	814
Withdrawals from universal life and investment contracts	-527	-505
Redemption of non-recourse funding obligations	-13	-8
Repayment of borrowings related to securitization entities	-11	-7
Dividends paid to noncontrolling interests	-54	-13
Proceeds from intercompany notes payable	0	0
Other, net	10	-12
Net cash from financing activities	35	269
Effect of exchange rate changes on cash and cash equivalents	-53	20
Net change in cash and cash equivalents	240	146
Cash and cash equivalents at beginning of period	4,918	4,214
Cash and cash equivalents at end of period	5,158	4,360
Parent Guarantor
Cash flows from operating activities:
Net income	154	184
Adjustments to reconcile net income to net cash from operating activities:
Equity in income from subsidiaries	-150	-201
Dividends from subsidiaries	0	0
Amortization of fixed maturity securities discounts and premiums and limited partnerships	0	0
Net investment losses (gains)	0	0
Charges assessed to policyholders	0	0
Acquisition costs deferred	0	0
Amortization of deferred acquisition costs and intangibles	0	0
Deferred income taxes	-5	11
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	0	0
Stock-based compensation expense	2	5
Change in certain assets and liabilities:
Accrued investment income and other assets	2	3
Insurance reserves	0	0
Current tax liabilities	-4	4
Other liabilities, policy and contract claims and other policy-related balances	0	-10
Net cash from operating activities	-1	-4
Cash flows from investing activities:
Fixed maturity securities	0	0
Commercial mortgage loans	0	0
Restricted commercial mortgage loans related to securitization entities	0	0
Proceeds from sales of investments:
Fixed maturity and equity securities	0	0
Purchases and originations of investments:
Fixed maturity and equity securities	0	0
Commercial mortgage loans	0	0
Other invested assets, net	0	0
Intercompany notes receivable	2	6
Capital contributions to subsidiaries	0
Net cash from investing activities	2	6
Cash flows from financing activities:
Deposits to universal life and investment contracts	0	0
Withdrawals from universal life and investment contracts	0	0
Redemption of non-recourse funding obligations	0	0
Repayment of borrowings related to securitization entities	0	0
Dividends paid to noncontrolling interests	0	0
Proceeds from intercompany notes payable	0	0
Other, net	-1	-2
Net cash from financing activities	-1	-2
Effect of exchange rate changes on cash and cash equivalents	0	0
Net change in cash and cash equivalents	0	0
Cash and cash equivalents at beginning of period	0	0
Cash and cash equivalents at end of period	0	0
Issuer
Cash flows from operating activities:
Net income	88	160
Adjustments to reconcile net income to net cash from operating activities:
Equity in income from subsidiaries	-143	-202
Dividends from subsidiaries	132	31
Amortization of fixed maturity securities discounts and premiums and limited partnerships	0	0
Net investment losses (gains)	-3	4
Charges assessed to policyholders	0	0
Acquisition costs deferred	0	0
Amortization of deferred acquisition costs and intangibles	0	0
Deferred income taxes	-40	-84
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	9	1
Stock-based compensation expense	0	0
Change in certain assets and liabilities:
Accrued investment income and other assets	-7	50
Insurance reserves	0	0
Current tax liabilities	66	16
Other liabilities, policy and contract claims and other policy-related balances	-60	0
Net cash from operating activities	42	-24
Cash flows from investing activities:
Fixed maturity securities	0	0
Commercial mortgage loans	0	0
Restricted commercial mortgage loans related to securitization entities	0	0
Proceeds from sales of investments:
Fixed maturity and equity securities	0	0
Purchases and originations of investments:
Fixed maturity and equity securities	0	0
Commercial mortgage loans	0	0
Other invested assets, net	-100	0
Intercompany notes receivable	-10	-11
Capital contributions to subsidiaries	-25
Net cash from investing activities	-135	-11
Cash flows from financing activities:
Deposits to universal life and investment contracts	0	0
Withdrawals from universal life and investment contracts	0	0
Redemption of non-recourse funding obligations	0	0
Repayment of borrowings related to securitization entities	0	0
Dividends paid to noncontrolling interests	0	0
Proceeds from intercompany notes payable	-40	-66
Other, net	0	0
Net cash from financing activities	-40	-66
Effect of exchange rate changes on cash and cash equivalents	0	0
Net change in cash and cash equivalents	-133	-101
Cash and cash equivalents at beginning of period	953	1,219
Cash and cash equivalents at end of period	820	1,118
All Other Subsidiaries
Cash flows from operating activities:
Net income	255	278
Adjustments to reconcile net income to net cash from operating activities:
Equity in income from subsidiaries	0	0
Dividends from subsidiaries	-132	-31
Amortization of fixed maturity securities discounts and premiums and limited partnerships	-17	-28
Net investment losses (gains)	19	13
Charges assessed to policyholders	-196	-187
Acquisition costs deferred	-110	-119
Amortization of deferred acquisition costs and intangibles	121	134
Deferred income taxes	84	90
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	9	25
Stock-based compensation expense	-4	3
Change in certain assets and liabilities:
Accrued investment income and other assets	-73	-158
Insurance reserves	614	550
Current tax liabilities	-65	-202
Other liabilities, policy and contract claims and other policy-related balances	88	-279
Net cash from operating activities	593	89
Cash flows from investing activities:
Fixed maturity securities	1,153	1,135
Commercial mortgage loans	198	139
Restricted commercial mortgage loans related to securitization entities	13	7
Proceeds from sales of investments:
Fixed maturity and equity securities	420	708
Purchases and originations of investments:
Fixed maturity and equity securities	-1,839	-2,172
Commercial mortgage loans	-247	-132
Other invested assets, net	26	111
Intercompany notes receivable	38	61
Capital contributions to subsidiaries	25
Net cash from investing activities	-213	-143
Cash flows from financing activities:
Deposits to universal life and investment contracts	630	814
Withdrawals from universal life and investment contracts	-527	-505
Redemption of non-recourse funding obligations	-13	-8
Repayment of borrowings related to securitization entities	-11	-7
Dividends paid to noncontrolling interests	-54	-13
Proceeds from intercompany notes payable	10	10
Other, net	11	-10
Net cash from financing activities	46	281
Effect of exchange rate changes on cash and cash equivalents	-53	20
Net change in cash and cash equivalents	373	247
Cash and cash equivalents at beginning of period	3,965	2,995
Cash and cash equivalents at end of period	4,338	3,242
Eliminations
Cash flows from operating activities:
Net income	-293	-403
Adjustments to reconcile net income to net cash from operating activities:
Equity in income from subsidiaries	293	403
Dividends from subsidiaries	0	0
Amortization of fixed maturity securities discounts and premiums and limited partnerships	0	0
Net investment losses (gains)	0	0
Charges assessed to policyholders	0	0
Acquisition costs deferred	0	0
Amortization of deferred acquisition costs and intangibles	0	0
Deferred income taxes	0	0
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	0	0
Stock-based compensation expense	0	0
Change in certain assets and liabilities:
Accrued investment income and other assets	3	-4
Insurance reserves	0	0
Current tax liabilities	0	0
Other liabilities, policy and contract claims and other policy-related balances	-13	4
Net cash from operating activities	-10	0
Cash flows from investing activities:
Fixed maturity securities	0	0
Commercial mortgage loans	0	0
Restricted commercial mortgage loans related to securitization entities	0	0
Proceeds from sales of investments:
Fixed maturity and equity securities	0	0
Purchases and originations of investments:
Fixed maturity and equity securities	0	0
Commercial mortgage loans	0	0
Other invested assets, net	10	0
Intercompany notes receivable	-30	-56
Capital contributions to subsidiaries	0
Net cash from investing activities	-20	-56
Cash flows from financing activities:
Deposits to universal life and investment contracts	0	0
Withdrawals from universal life and investment contracts	0	0
Redemption of non-recourse funding obligations	0	0
Repayment of borrowings related to securitization entities	0	0
Dividends paid to noncontrolling interests	0	0
Proceeds from intercompany notes payable	30	56
Other, net	0	0
Net cash from financing activities	30	56
Effect of exchange rate changes on cash and cash equivalents	0	0
Net change in cash and cash equivalents	0	0
Cash and cash equivalents at beginning of period	0	0
Cash and cash equivalents at end of period	$0	$0