Talcott Resolution Life Insurance 10-Q 30 Apr 18 2018 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2018	Apr. 30, 2018
Document and Entity Information [Abstract]
Entity Registrant Name	HARTFORD LIFE INSURANCE CO
Entity Central Index Key	45,947
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Document Type	10-Q
Document Period End Date	Mar. 31, 2018
Document Fiscal Year Focus	2,018
Document Fiscal Period Focus	Q1
Amendment Flag	false
Entity Common Stock, Shares Outstanding		1,000

Condensed Consolidated Statemen

Condensed Consolidated Statements of Operations (Unaudited) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Income Statement [Abstract]
Fee income and other	$ 231	$ 221
Earned premiums	27	36
Net investment income	312	316
Net realized capital gains (losses):
Other than Temporary Impairment Losses, Investments	0	0
Other net realized capital gains (losses)	21	(46)
Total net realized capital gains (losses)	21	(46)
Total revenues	591	527
Benefits, losses and expenses
Benefits, loss and loss adjustment expenses	325	330
Deferred Policy Acquisition Costs and Present Value of Future Profits, Amortization	11	8
Insurance operating costs and other expenses	108	103
Dividends to policyholders	2	0
Total benefits, losses and expenses	446	441
Income before income taxes	145	86
Income tax expense	20	11
Net income (loss)	$ 125	$ 75

Condensed Consolidated Stateme3

Condensed Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Statement of Comprehensive Income [Abstract]
Net income (loss)	$ 125	$ 75
Other Comprehensive Income (Loss), Net of Tax [Abstract]
Changes in net unrealized gain on securities	(304)	44
Changes in net gain on cash flow hedging instruments	(18)	(7)
Changes in foreign currency translation adjustments	1	0
OCI, net of tax	(321)	37
Comprehensive income	$ (196)	$ 112

Condensed Consolidated Balance

Condensed Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Investments:
Available-for-sale Securities, Debt Securities	$ 21,781	$ 22,799
Fair Value, Option, Fixed Maturity Securities	29	32
Marketable Securities	124	0
Equity securities, available-for-sale, at fair value (cost of $0 and $140)	0	154
Mortgage loans	2,839	2,872
Policy loans, at outstanding balance	1,478	1,432
Limited partnerships and other alternative investments	974	1,001
Other investments	232	213
Short-term investments	1,493	1,094
Total investments	28,950	29,597
Cash	277	537
Premiums Receivable, Net	13	15
Reinsurance Recoverables, Including Reinsurance Premium Paid	20,701	20,785
Deferred policy acquisition costs	417	405
Deferred income taxes, net	634	556
Other assets	901	1,003
Separate account assets	108,393	115,834
Total assets	160,286	168,732
Liabilities
Reserve for future policy benefits	14,282	14,482
Other policyholder funds and benefits payable	28,921	29,228
Other liabilities	2,204	2,508
Separate account liabilities	108,393	115,834
Total liabilities	153,800	162,052
Stockholders' Equity
Common stock—1,000 shares authorized, issued and outstanding, par value $5,690	6	6
Additional paid-in capital	3,541	3,539
Accumulated other comprehensive income, net of tax	884	1,023
Retained earnings	2,055	2,112
Total Stockholders’ Equity	6,486	6,680
Total liabilities and stockholder's equity	$ 160,286	$ 168,732

Condensed Consolidated Balance5

Condensed Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Available-for-sale Debt Securities, Amortized Cost Basis	$ 20,515	$ 20,914
Variable Interest Entity, Consolidated, Carrying Amount, Assets	0	0
Marketable Securities	124	0
Available-for-sale Equity Securities, Amortized Cost Basis		$ 140
Common stock, shares authorized	1,000	1,000
Common stock, shares issued	1,000	1,000
Common stock: shares outstanding	1,000	1,000
Common stock, par value	$ 5,690	$ 5,690
Commercial Loan
Mortgage loans loss, net of allowances	$ 0	$ 0
Cash [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	0	0
Other Assets [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	0	0
Other Liabilities [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	$ 0	$ 0

Condensed Consolidated Stateme6

Condensed Consolidated Statements of Changes in Stockholders' Equity (Unaudited) - USD ($) $ in Millions	Total	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	AOCI, net of tax
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Cumulative effect of accounting change				$ 0	$ 0
Adjusted balance, beginning of period				2,158	722
Beginning Balance at Dec. 31, 2016			$ 4,935	2,158	722
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Return of capital to parent			(298)
Net income (loss)	$ 75			75
Other Comprehensive Income (Loss), Net of Tax					37
Ending Balance at Mar. 31, 2017	7,635	$ 6	4,637	2,233	759
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Cumulative effect of accounting change				(182)	182
Adjusted balance, beginning of period				1,930	1,205
Beginning Balance at Dec. 31, 2017	6,680		3,539	2,112	1,023
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Return of capital to parent			2
Net income (loss)	125			125
Other Comprehensive Income (Loss), Net of Tax					(321)
Ending Balance at Mar. 31, 2018	$ 6,486	$ 6	$ 3,541	$ 2,055	$ 884

Condensed Consolidated Stateme7

Condensed Consolidated Statements of Cash Flows - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Operating Activities
Net Income (Loss)	$ 125	$ 75
Adjustments to reconcile net income to net cash provided by operating activities
Net realized capital losses (gains)	(21)	46
Amortization of deferred policy acquisition costs	11	8
Additions to deferred policy acquisition costs	0	(1)
Depreciation and amortization	4	6
Other operating activities, net	126	37
Change in assets and liabilities:
(Increase) decrease in reinsurance recoverables	3	17
Increase (decrease) in accrued deferred income taxes	15	72
Increase in unpaid losses and loss adjustment expenses, reserve for future policy benefits	4	62
Net change in other assets and other liabilities	0	20
Net Cash Provided by (Used in) Operating Activities	267	342
Proceeds from the sale/maturity/prepayment of:
Fixed maturities, available-for-sale	1,605	2,929
Fixed maturities, fair value option	3	19
Equity securities, fair value	31	0
Equity securities, available-for-sale	0	44
Mortgage loans	98	128
Partnerships	50	38
Payments for the purchase of:
Fixed maturities, available-for-sale	(1,212)	(3,068)
Equity securities, fair value	(7)	0
Equity securities, available-for-sale		(161)
Mortgage loans	(63)	(41)
Partnerships	(44)	(31)
Change in derivatives, net	(156)	(51)
Payments for (Proceeds from) Policy Loans	(46)	2
Net additions to property and equipment	(1)	0
Payments for (proceeds from) short-term investments	(460)	(289)
Other investing activities, net	15	14
Net cash provided by (used in) investing activities	(187)	(467)
Financing Activities
Deposits and other additions to investment and universal life-type contracts	1,354	1,385
Withdrawals and other deductions from investment and universal life-type contracts	7,472	3,749
Net transfers from separate accounts related to investment and universal life-type contracts	5,918	2,057
Net increase (decrease) in securities loaned or sold under agreements to repurchase	(136)	419
Payments of Capital Distribution		(298)
Net repayments at maturity or settlement of consumer notes	(4)	(7)
Net cash used for financing activities	(340)	(193)
Cash, Period Increase (Decrease)	(260)	(318)
Cash - beginning of period	537	554
Cash - end of period	277	236
Supplemental Disclosure of Cash Flow Information
Income taxes received (paid)	$ 0	$ 56

Basis of Presentation and Accou

Basis of Presentation and Accounting Policies Basis of Presentation and Significant Accounting Policies	3 Months Ended
	Mar. 31, 2018
Accounting Policies [Abstract]
Basis of Presentation and Significant Accounting Policies [Text Block]	1 . Basis of Presentation and Significant Accounting Policies Hartford Life Insurance Company (together with its subsidiaries, “HLIC,” “Company,” “we” or “our”) is a provider of insurance and investment products in the United States (“U.S.”) and is a wholly-owned subsidiary of Hartford Life, Inc., a Delaware corporation ("HLI"). The Hartford Financial Services Group, Inc. (“The Hartford”) is the ultimate parent of the Company. The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information, which differ materially from the accounting practices prescribed by various insurance regulatory authorities. These Condensed Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes thereto included in the Company's 2017 Form 10-K Annual Report. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year. The accompanying Condensed Consolidated Financial Statements and Notes are unaudited. These financial statements reflect all adjustments (generally consisting only of normal accruals) which are, in the opinion of management, necessary for the fair presentation of the financial position, results of operations and cash flows for the interim periods. The Company's significant accounting policies are summarized in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2017 Form 10-K Annual Report. Consolidation The Condensed Consolidated Financial Statements include the accounts of HLIC and entities the Company directly or indirectly has a controlling financial interest in, which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions, but is not required to consolidate, are reported using the equity method. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated. Use of Estimates The preparation of financial statements, in conformity with U.S. GAAP, requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. The most significant estimates include those used in determining estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits required to be fair valued; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Condensed Consolidated Financial Statements. Reclassifications Certain reclassifications have been made to prior year financial information to conform to the current year presentation. Adoption of New Accounting Standards Reclassification of Effect of Tax Rate Change from AOCI to Retained Earnings In February 2018, the FASB issued new accounting guidance for the effect on deferred tax assets and liabilities related to items recorded in accumulated other comprehensive income ("AOCI") resulting from legislated tax reform enacted on December 22, 2017. The tax reform reduced the federal tax rate applied to the Company’s deferred tax balances from 35% to 21% on enactment. Under U.S. GAAP, the Company recorded the total effect of the change in enacted tax rates on deferred tax balances as a charge to income tax expense within net income, including the change in deferred tax balances related to components of AOCI. The new accounting guidance permits the Company to reclassify the “stranded” tax effects out of AOCI and into retained earnings that resulted from recording the tax effects of unrealized investment gains at a 35% tax rate because the 14 point reduction in tax rate was recognized in net income instead of other comprehensive income. On January 1, 2018, the Company adopted the new guidance and recorded a reclassification of $193 which increased AOCI and reduced retained earnings. Financial Instruments- Recognition and Measurement On January 1, 2018, the Company adopted updated guidance issued by the FASB for the recognition and measurement of financial instruments through a cumulative effect adjustment to the opening balances of retained earnings and AOCI. The new guidance requires investments in equity securities to be measured at fair value with any changes in valuation reported in net income except for investments that are consolidated or are accounted for under the equity method of accounting. The new guidance also requires a deferred tax asset resulting from net unrealized losses on available-for-sale fixed maturities that are recognized in AOCI to be evaluated for recoverability in combination with the Company’s other deferred tax assets. Under prior guidance, the Company reported equity securities, available for sale ("AFS"), at fair value with changes in fair value reported in other comprehensive income. As of January 1, 2018, the Company reclassified from AOCI to retained earnings net unrealized gains of $11 , after tax, related to equity securities having a fair value of $154 . Beginning in 2018, the Company reports equity securities at fair value with changes in fair value reported in net realized capital gains and losses. Revenue Recognition On January 1, 2018, the Company adopted the FASB’s updated guidance for recognizing revenue from contracts with customers, which excludes insurance contracts and financial instruments. Revenue subject to the guidance is recognized when, or as, goods or services are transferred to customers in an amount that reflects the consideration that an entity is expected to receive in exchange for those goods or services. The updated guidance is consistent with previous guidance for the Company’s transactions and did not have an effect on the Company’s financial position, cash flows or net income. Revenue from customers for other than insurance and investment contracts was $25 and $15 for the three months ended March 31, 2018 and 2017, respectively. The Company earns revenues from these contracts primarily for administrative and distribution services fees from offering certain fund families as investment options in its variable annuity products. Fees are primarily based on the average daily net asset values of the funds and are recorded in the period in which the services are provided and collected monthly. Fluctuations in domestic and international markets and related investment performance, volume and mix of sales and redemptions of the funds, and other changes to the composition of assets under management are all factors that ultimately have a direct effect on fee income earned.

Derivatives

Derivatives	3 Months Ended
	Mar. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, credit spread, issuer default, price and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that are permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or as embedded derivative instruments, such as certain GMWB riders included with certain variable annuity products. Strategies that Qualify for Hedge Accounting Some of the Company's derivatives satisfy hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2017 Form 10-K Annual Report. Typically, these hedging instruments include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the hedged item closely match the terms of the swap. The interest rate swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. The hedge strategies by hedge accounting designation include: Cash Flow Hedges Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily convert interest receipts on floating-rate fixed maturity securities to fixed rates. The Company has also entered into forward starting swap agreements to hedge the interest rate exposure related to the future purchase of fixed-rate securities, primarily to hedge interest rate risk inherent in the assumptions used to price certain product liabilities. Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates. Non-qualifying Strategies Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency and equity risk of certain fixed maturities, equities and liabilities do not qualify for hedge accounting. The non-qualifying strategies include: Interest Rate Swaps, Swaptions, and Futures The Company uses interest rate swaps, swaptions, and futures to manage interest rate duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of March 31, 2018 and December 31, 2017 , the notional amount of interest rate swaps in offsetting relationships was $2.7 billion . Foreign Currency Swaps and Forwards The Company enters into foreign currency swaps to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars. The Company also enters into foreign currency forwards to hedge non-U.S. dollar denominated cash and, previously, to hedge equity securities. Fixed Payout Annuity Hedge The Company has obligations for certain yen denominated fixed payout annuities under an assumed reinsurance contract. The Company invests in U.S. dollar denominated assets to support the assumed reinsurance liability. The Company has in place pay U.S. dollar, receive yen swap contracts to hedge the currency and yen interest rate exposure between the U.S. dollar denominated assets and the yen denominated fixed liability reinsurance payments. Credit Contracts Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in the value of fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward. Equity Index Swaps and Options The Company enters into equity index options to hedge the impact of a decline in the equity markets on the investment portfolio. The Company previously entered into total return swaps to hedge equity risk of specific common stock investments which were accounted for using fair value option in order to align the accounting treatment within net realized capital gains (losses). In addition, the Company formerly offered certain equity indexed products that remain in force, a portion of which contained embedded derivatives that require changes in value to be bifurcated from the host contract. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products. GMWB Derivatives, net The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the GRB. The Company uses reinsurance contracts to transfer a portion of its risk of loss due to GMWB. The reinsurance contracts covering GMWB (“GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB reinsured. The Company utilizes derivatives (“GMWB hedging instruments”) as part of a dynamic hedging program designed to hedge a portion of the capital market risk exposures of the non-reinsured GMWB riders. The GMWB hedging instruments hedge changes in interest rates, equity market levels, and equity volatility. These derivatives include customized swaps, interest rate swaps and futures, and equity swaps, options and futures, on certain indices including the S&P 500 index, EAFE index and NASDAQ index. The Company retains the risk for differences between assumed and actual policyholder behavior and between the performance of the actively managed funds underlying the separate accounts and their respective indices. GMWB Hedging Instruments Notional Amount Fair Value March 31, 2018 December 31, 2017 March 31, 2018 December 31, 2017 Customized swaps $ 4,739 $ 5,023 $ 57 $ 59 Equity swaps, options, and futures 761 1,407 (20 ) (31 ) Interest rate swaps and futures 3,076 3,022 30 39 Total $ 8,576 $ 9,452 $ 67 $ 67 Macro Hedge Program The Company utilizes equity swaps, options, forwards and futures to provide partial protection against the statutory tail scenario risk arising from GMWB and the guaranteed minimum death benefits ("GMDB") liabilities on the Company's statutory surplus. These derivatives cover some of the residual risks not otherwise covered by the dynamic hedging program. Modified Coinsurance Reinsurance Contracts As of March 31, 2018 , and December 31, 2017 , the Company had approximately $836 and $861 , respectively, of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business, which was structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the operating results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value of investments subject to interest rate and credit risk. The notional amount of the embedded derivative reinsurance contracts are the invested assets which are carried at fair value and support the reinsured reserves. Derivative Balance Sheet Classification For reporting purposes, the Company has elected to offset within assets or liabilities based upon the net of the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty under a master netting agreement, which provides the Company with the legal right of offset. The following fair value amounts do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivatives in the Company’s separate accounts, where the associated gains and losses accrue directly to policyholders, are not included in the table below. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. The following tables exclude investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements of Notes to the Condensed Consolidated Financial Statements. Derivative Balance Sheet Presentation Net Derivatives Asset Derivatives Liability Derivatives Notional Amount Fair Value Fair Value Fair Value Mar 31, 2018 Dec 31, 2017 Mar 31, 2018 Dec 31, 2017 Mar 31, 2018 Dec 31, 2017 Mar 31, 2018 Dec 31, 2017 Cash flow hedges Interest rate swaps $ 1,421 $ 1,486 $ (3 ) $ — $ 18 $ 6 $ (21 ) $ (6 ) Foreign currency swaps 182 182 (12 ) (12 ) 4 5 (16 ) (17 ) Total cash flow hedges 1,603 1,668 (15 ) (12 ) 22 11 (37 ) (23 ) Non-qualifying strategies Interest rate contracts Interest rate swaps and futures 3,216 3,219 (326 ) (356 ) 306 339 (632 ) (695 ) Foreign exchange contracts Foreign currency swaps and forwards 41 342 — (6 ) — — — (6 ) Fixed payout annuity hedge 540 540 (149 ) (170 ) — — (149 ) (170 ) Credit contracts Credit derivatives that purchase credit protection 51 80 (2 ) (3 ) — — (2 ) (3 ) Credit derivatives that assume credit risk [1] 380 380 6 3 7 9 (1 ) (6 ) Credit derivatives in offsetting positions 62 200 — 1 6 9 (6 ) (8 ) Variable annuity hedge program GMWB product derivatives [2] 11,021 11,390 (53 ) (75 ) — — (53 ) (75 ) GMWB reinsurance contracts 2,308 2,372 31 35 31 35 — — GMWB hedging instruments 8,576 9,452 67 67 127 120 (60 ) (53 ) Macro hedge program 6,497 7,252 35 23 48 45 (13 ) (22 ) Other Modified coinsurance reinsurance contracts 836 861 81 55 81 55 — — Total non-qualifying strategies 33,528 36,088 (310 ) (426 ) 606 612 (916 ) (1,038 ) Total cash flow hedges and non-qualifying strategies $ 35,131 $ 37,756 $ (325 ) $ (438 ) $ 628 $ 623 $ (953 ) $ (1,061 ) Balance Sheet Location Fixed maturities, available-for-sale $ 39 $ 39 $ — $ — $ — $ — $ — $ — Other investments 6,765 10,340 78 135 100 302 (22 ) (167 ) Other liabilities 14,162 12,754 (462 ) (588 ) 416 231 (878 ) (819 ) Reinsurance recoverables 3,144 3,233 112 90 112 90 — — Other policyholder funds and benefits payable 11,021 11,390 (53 ) (75 ) — — (53 ) (75 ) Total derivatives $ 35,131 $ 37,756 $ (325 ) $ (438 ) $ 628 $ 623 $ (953 ) $ (1,061 ) [1] The derivative instruments related to this strategy are held for other investment purposes. [2] These derivatives are embedded within liabilities and are not held for risk management purposes. Offsetting of Derivative Assets/Liabilities The following tables present the gross fair value amounts, the amounts offset, and net position of derivative instruments eligible for offset in the Company's Condensed Consolidated Balance Sheets. Amounts offset include fair value amounts, income accruals and related cash collateral receivables and payables associated with derivative instruments that are traded under a common master netting agreement, as described in the preceding discussion. Also included in the tables are financial collateral receivables and payables, which are contractually permitted to be offset upon an event of default, although are disallowed for offsetting under U.S. GAAP. Offsetting Derivative Assets and Liabilities (i) (ii) (iii) = (i) - (ii) (iv) (v) = (iii) - (iv) Net Amounts Presented in the Statement of Financial Position Collateral Disallowed for Offset in the Statement of Financial Position Gross Amounts of Recognized Assets (Liabilities) Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] (Liabilities) [2] Accrued Interest and Cash Collateral Received [3] Pledged [2] Financial Collateral Received [4] Net Amount As of March 31, 2018 Other investments $ 516 $ 478 $ 78 $ (40 ) $ 1 $ 37 Other liabilities $ (900 ) $ (301 ) $ (462 ) $ (137 ) $ (596 ) $ (3 ) As of December 31, 2017 Other investments $ 533 $ 491 $ 135 $ (93 ) $ — $ 42 Other liabilities $ (986 ) $ (307 ) $ (588 ) $ (91 ) $ (674 ) $ (5 ) [1] Included in other invested assets in the Company's Condensed Consolidated Balance Sheets. [2] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty. [3] Included in other investments in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. [4] Excludes collateral associated with exchange-traded derivative instruments. Cash Flow Hedges For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. Derivatives in Cash Flow Hedging Relationships Gain (Loss) Recognized in OCI on Derivative (Effective Portion) Three Months Ended March 31, 2018 2017 Interest rate swaps $ (16 ) $ (4 ) Foreign currency swaps — 1 Total $ (16 ) $ (3 ) Derivatives in Cash Flow Hedging Relationships Gain or (Loss) Reclassified from AOCI into Income (Effective Portion) Three Months Ended March 31, 2018 2017 Interest rate swaps Net investment income 5 7 Foreign currency swaps Net realized capital gains 2 1 Total $ 7 $ 8 During the three months ended March 31, 2018 , and March 31, 2017 , the Company had no ineffectiveness recognized in income within net realized capital gains (losses). As of March 31, 2018 , the before tax deferred net gains on derivative instruments recorded in AOCI that are expected to be reclassified to earnings during the next twelve months are $11 . This expectation is based on the anticipated interest payments on hedged investments in fixed maturity securities that will occur over the next twelve months, at which time the Company will recognize the deferred net gains (losses) as an adjustment to net investment income over the term of the investment cash flows. During the three months ended March 31, 2018 , and March 31, 2017 , the Company had no net reclassifications from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring. Non-qualifying Strategies For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains (losses). Non-Qualifying Strategies Recognized within Net Realized Capital Gains (Losses) Three Months Ended March 31, 2018 2017 Variable annuity hedge program GMWB product derivatives $ 39 $ 101 GMWB reinsurance contracts (13 ) (18 ) GMWB hedging instruments (22 ) (65 ) Macro hedge program 18 (86 ) Total variable annuity hedge program 22 (68 ) Foreign exchange contracts Foreign currency swaps and forwards (3 ) (4 ) Fixed payout annuity hedge 20 21 Total foreign exchange contracts 17 17 Other non-qualifying derivatives Interest rate contracts Interest rate swaps, swaptions, and futures (30 ) 2 Credit contracts Credit derivatives that purchase credit protection — (6 ) Credit derivatives that assume credit risk (1 ) 8 Equity contracts Equity index swaps and options — 1 Other Modified coinsurance reinsurance contracts 26 (2 ) Total other non-qualifying derivatives (5 ) 3 Total [1] $ 34 $ (48 ) [1] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements. Credit Risk Assumed through Credit Derivatives The Company enters into credit default swaps that assume credit risk of a single entity or referenced index in order to synthetically replicate investment transactions that are permissible under the Company's investment policies. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include standard diversified portfolios of corporate and CMBS issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings. Credit Derivatives by Type As of March 31, 2018 Underlying Referenced Credit Obligation(s) [1] Credit Derivative type by derivative risk exposure Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] Single name credit default swaps Investment grade risk exposure $ 120 $ 3 5 years Corporate Credit/ Foreign Gov. A- $ — $ — Basket credit default swaps [4] Investment grade risk exposure 250 4 5 years Corporate Credit BBB+ — — Investment grade risk exposure 13 (1 ) 5 years CMBS Credit A- 3 — Below investment grade risk exposure 28 (5 ) Less than 1 Year CMBS Credit CCC 28 5 Total [5] $ 411 $ 1 $ 31 $ 5 As of December 31, 2017 Underlying Referenced Credit Obligation(s) [1] Credit Derivative type by derivative risk exposure Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] Single name credit default swaps Investment grade risk exposure $ 120 $ 3 5 years Corporate Credit/ Foreign Gov. A- $ — $ — Below investment grade risk exposure 43 — Less than 1 Year Corporate Credit B 43 — Basket credit default swaps [4] Investment grade risk exposure 250 — 5 years Corporate Credit BBB+ — — Below investment grade risk exposure 22 2 3 years Corporate Credit B+ 22 — Investment grade risk exposure 15 (1 ) 4 years CMBS Credit A 5 — Below investment grade risk exposure 30 (5 ) Less than 1 Year CMBS Credit CCC 30 5 Total [5] $ 480 $ (1 ) $ 100 $ 5 [1] The average credit ratings are based on availability and are generally the midpoint of the available ratings among Moody’s, S&P, Fitch, and Morningstar. If no rating is available from a rating agency, then an internally developed rating is used. [2] Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements, clearing house rules, and applicable law, which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses. [3] The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap. [4] Comprised of swaps of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index. [5] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements . Derivative Collateral Arrangements The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of March 31, 2018 and December 31, 2017 , the Company pledged cash collateral associated with derivative instruments with a fair value of $7 and $6 , respectively, for which the collateral receivable has been recorded in other assets or other liabilities on the Company's Condensed Consolidated Balance Sheets as determined by the Company's election to offset on the balance sheet. The Company also pledged securities collateral associated with derivative instruments with a fair value of $640 and $729 , respectively, as of March 31, 2018 and December 31, 2017 , which have been included in fixed maturities on the Condensed Consolidated Balance Sheets. The counterparties have the right to sell or re-pledge these securities. In addition, as of March 31, 2018 and December 31, 2017 , the Company has pledged initial margin of cash and securities to clearinghouses and exchanges related to OTC-cleared and exchange traded derivatives of $133 and $136 , respectively. As of March 31, 2018 and December 31, 2017 the Company accepted cash collateral associated with derivative instruments of $300 and $310 , respectively, which was invested and recorded in the Company's Condensed Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other investments or other liabilities as determined by the Company's election to offset on the balance sheet. The Company also accepted securities collateral as of March 31, 2018 , with a fair value of $3 all of which the Company has the ability to sell or repledge. As of March 31, 2018, the Company had not repledged securities and did not sell any securities. The non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets. As of December 31, 2017 , the Company did not hold any securities collateral.

Fair Value Measurements Fair Va

Fair Value Measurements Fair Value Measurements	3 Months Ended
	Mar. 31, 2018
Fair Value Disclosures [Abstract]
Fair Value Measurements	The Company carries certain financial assets and liabilities at estimated fair value. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in the principal or most advantageous market in an orderly transaction between market participants. Our fair value framework includes a hierarchy that gives the highest priority to the use of quoted prices in active markets, followed by the use of market observable inputs, followed by the use of unobservable inputs. The fair value hierarchy levels are as follows: Level 1 Fair values based primarily on unadjusted quoted prices for identical assets, or liabilities, in active markets that the Company has the ability to access at the measurement date. Level 2 Fair values primarily based on observable inputs, other than quoted prices included in Level 1, or based on prices for similar assets and liabilities. Level 3 Fair values derived when one or more of the significant inputs are unobservable (including assumptions about risk). With little or no observable market, the determination of fair values uses considerable judgment and represents the Company’s best estimate of an amount that could be realized in a market exchange for the asset or liability. Also included are securities that are traded within illiquid markets and/or priced by independent brokers. The Company will classify the financial asset or liability by level based upon the lowest level input that is significant to the determination of the fair value. In most cases, both observable inputs (e.g., changes in interest rates) and unobservable inputs (e.g., changes in risk assumptions) are used to determine fair values that the Company has classified within Level 3. Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of March 31, 2018 Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Assets accounted for at fair value on a recurring basis Fixed maturities, AFS Asset backed securities ("ABS") $ 829 $ — $ 820 $ 9 Collateralized debt obligations ("CDOs") 780 — 708 72 Commercial mortgage-backed securities ("CMBS") 1,987 — 1,966 21 Corporate 13,424 — 12,977 447 Foreign government/government agencies 415 — 414 1 Bonds of municipalities and political subdivisions ("municipal bonds") 1,238 — 1,201 37 Residential mortgage-backed securities ("RMBS") 1,352 — 711 641 U.S. Treasuries 1,756 216 1,540 — Total fixed maturities 21,781 216 20,337 1,228 Fixed maturities, FVO 29 — 29 — Equity securities, at fair value 124 33 49 42 Derivative assets Credit derivatives 4 — 4 — Interest rate derivatives (2 ) — (2 ) — Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments 57 — 21 36 Macro hedge program 19 — — 19 Total derivative assets [2] 78 — 23 55 Short-term investments 1,493 677 816 — Reinsurance recoverable for GMWB 31 — — 31 Modified coinsurance reinsurance contracts 81 — 81 — Separate account assets [3] 105,063 70,204 34,818 41 Total assets accounted for at fair value on a recurring basis $ 128,680 $ 71,130 $ 56,153 $ 1,397 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB embedded derivative $ (53 ) $ — $ — $ (53 ) Total other policyholder funds and benefits payable (53 ) — — (53 ) Derivative liabilities Foreign exchange derivatives (161 ) — (161 ) — Interest rate derivatives (327 ) — (299 ) (28 ) GMWB hedging instruments 10 — 14 (4 ) Macro hedge program 16 — 2 14 Total derivative liabilities [4] (462 ) — (444 ) (18 ) Total liabilities accounted for at fair value on a recurring basis $ (515 ) $ — $ (444 ) $ (71 ) Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 2017 Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Assets accounted for at fair value on a recurring basis Fixed maturities, AFS ABS $ 819 $ — $ 806 $ 13 CDOs 888 — 815 73 CMBS 2,084 — 2,058 26 Corporate 14,038 — 13,595 443 Foreign government/government agencies 407 — 406 1 Bonds of municipalities and political subdivisions ("municipal bonds") 1,266 — 1,228 38 RMBS 1,427 — 735 692 U.S. Treasuries 1,870 284 1,586 — Total fixed maturities 22,799 284 21,229 1,286 Fixed maturities, FVO 32 — 32 — Equity securities, trading [1] 12 12 — — Equity securities, AFS 154 61 47 46 Derivative assets Credit derivatives 1 — 1 — Foreign exchange derivatives (1 ) — (1 ) — Interest rate derivatives 47 — 47 — GMWB hedging instruments 69 — 35 34 Macro hedge program 19 — — 19 Total derivative assets [2] 135 — 82 53 Short-term investments 1,094 807 287 — Reinsurance recoverable for GMWB 36 — — 36 Modified coinsurance reinsurance contracts 55 — 55 — Separate account assets [3] 113,302 73,538 38,677 185 Total assets accounted for at fair value on a recurring basis $ 137,619 $ 74,702 $ 60,409 $ 1,606 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB embedded derivative $ (75 ) $ — $ — $ (75 ) Total other policyholder funds and benefits payable (75 ) — — (75 ) Derivative liabilities Foreign exchange derivatives (187 ) — (187 ) — Interest rate derivatives (403 ) — (374 ) (29 ) GMWB hedging instruments (2 ) — (2 ) — Macro hedge program 4 — — 4 Total derivative liabilities [4] (588 ) — (563 ) (25 ) Total liabilities accounted for at fair value on a recurring basis $ (663 ) $ — $ (563 ) $ (100 ) [1] Included in other investments on the Condensed Consolidated Balance Sheets. [2] Includes OTC and OTC-cleared derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. See footnote 4 to this table for derivative liabilities. [3] Approximately $2.8 billion and $2.5 billion of investment sales receivable, as of March 31, 2018 and December 31, 2017 , respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value. Included in the total fair value amount are $0.5 billion and $0.9 billion of investments, as of March 31, 2018 and December 31, 2017 , respectively, for which the fair value is estimated using the net asset value per unit as a practical expedient which are excluded from the disclosure requirement to classify amounts in the fair value hierarchy. [4] Includes OTC and OTC-cleared derivative instruments in a net negative fair value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements, which may be imposed by agreements, clearing house rules and applicable law. Fixed Maturities, Equity Securities, Short-term Investments, and Free-standing Derivatives Valuation Techniques The Company generally determines fair values using valuation techniques that use prices, rates, and other relevant information evident from market transactions involving identical or similar instruments. Valuation techniques also include, where appropriate, estimates of future cash flows that are converted into a single discounted amount using current market expectations. The Company uses a "waterfall" approach comprised of the following pricing sources and techniques, which are listed in priority order: • Quoted prices, unadjusted, for identical assets or liabilities in active markets, which are classified as Level 1. • Prices from third-party pricing services, which primarily utilize a combination of techniques. These services utilize recently reported trades of identical, similar, or benchmark securities making adjustments for market observable inputs available through the reporting date. If there are no recently reported trades, they may use a discounted cash flow technique to develop a price using expected cash flows based upon the anticipated future performance of the underlying collateral discounted at an estimated market rate. Both techniques develop prices that consider the time value of future cash flows and provide a margin for risk, including liquidity and credit risk. Most prices provided by third-party pricing services are classified as Level 2 because the inputs used in pricing the securities are observable. However, some securities that are less liquid or trade less actively are classified as Level 3. Additionally, certain long-dated securities, including certain municipal securities, foreign government/government agency securities, and bank loans, include benchmark interest rate or credit spread assumptions that are not observable in the marketplace and are thus classified as Level 3. • Internal matrix pricing, which is a valuation process internally developed for private placement securities for which the Company is unable to obtain a price from a third-party pricing service. Internal pricing matrices determine credit spreads that, when combined with risk-free rates, are applied to contractual cash flows to develop a price. The Company develops credit spreads using market based data for public securities adjusted for credit spread differentials between public and private securities, which are obtained from a survey of multiple private placement brokers. The market-based reference credit spread considers the issuer’s financial strength and term to maturity, using an independent public security index and trade information, while the credit spread differential considers the non-public nature of the security. Securities priced using internal matrix pricing are classified as Level 2 because the inputs are observable or can be corroborated with observable data. • Independent broker quotes, which are typically non-binding and use inputs that can be difficult to corroborate with observable market based data. Brokers may use present value techniques using assumptions specific to the security types, or they may use recent transactions of similar securities. Due to the lack of transparency in the process that brokers use to develop prices, valuations that are based on independent broker quotes are classified as Level 3. The fair value of free-standing derivative instruments are determined primarily using a discounted cash flow model or option model technique and incorporate counterparty credit risk. In some cases, quoted market prices for exchange-traded and OTC-cleared derivatives may be used and in other cases independent broker quotes may be used. The pricing valuation models primarily use inputs that are observable in the market or can be corroborated by observable market data. The valuation of certain derivatives may include significant inputs that are unobservable, such as volatility levels, and reflect the Company’s view of what other market participants would use when pricing such instruments. Unobservable market data is used in the valuation of customized derivatives that are used to hedge certain GMWB variable annuity riders. See the section “GMWB Embedded, Customized, and Reinsurance Derivatives” below for further discussion of the valuation model used to value these customized derivatives. Valuation Controls The fair value process for investments is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company that meets at least quarterly. The purpose of the committee is to oversee the pricing policy and procedures, as well as to approve changes to valuation methodologies and pricing sources. Controls and procedures used to assess third-party pricing services are reviewed by the Valuation Committee, including the results of annual due-diligence reviews. There are also two working groups under the Valuation Committee: a Securities Fair Value Working Group (“Securities Working Group”) and a Derivatives Fair Value Working Group ("Derivatives Working Group"). The working groups, which include various investment, operations, accounting and risk management professionals, meet monthly to review market data trends, pricing and trading statistics and results, and any proposed pricing methodology changes. The Securities Working Group reviews prices received from third parties to ensure that the prices represent a reasonable estimate of the fair value. The group considers trading volume, new issuance activity, market trends, new regulatory rulings and other factors to determine whether the market activity is significantly different than normal activity in an active market. A dedicated pricing unit follows up with trading and investment sector professionals and challenges prices of third-party pricing services when the estimated assumptions used differ from what the unit believes a market participant would use. If the available evidence indicates that pricing from third-party pricing services or broker quotes is based upon transactions that are stale or not from trades made in an orderly market, the Company places little, if any, weight on the third party service’s transaction price and will estimate fair value using an internal process, such as a pricing matrix. The Derivatives Working Group reviews the inputs, assumptions and methodologies used to ensure that the prices represent a reasonable estimate of the fair value. A dedicated pricing team works directly with investment sector professionals to investigate the impacts of changes in the market environment on prices or valuations of derivatives. New models and any changes to current models are required to have detailed documentation and are validated to a second source. The model validation documentation and results of validation are presented to the Valuation Committee for approval. The Company conducts other monitoring controls around securities and derivatives pricing including, but not limited to, the following: • Review of daily price changes over specific thresholds and new trade comparison to third-party pricing services. • Daily comparison of OTC derivative market valuations to counterparty valuations. • Review of weekly price changes compared to published bond prices of a corporate bond index. • Monthly reviews of price changes over thresholds, stale prices, missing prices, and zero prices. • Monthly validation of prices to a second source for securities in most sectors and for certain derivatives. In addition, The Hartford's enterprise-wide Operational Risk Management function, led by the Chief Risk Officer, is responsible for model risk management and provides an independent review of the suitability and reliability of model inputs, as well as an analysis of significant changes to current models. Valuation Inputs Quoted prices for identical assets in active markets are considered Level 1 and consist of on-the-run U.S. Treasuries, money market funds, exchange-traded equity securities, open-ended mutual funds, short-term investments, and exchange traded futures and option contracts. Valuation Inputs Used in Level 2 and 3 Measurements for Securities and Freestanding Derivatives Level 2 Level 3 Fixed Maturity Investments Structured securities (includes ABS, CDOs CMBS and RMBS) • Benchmark yields and spreads • Independent broker quotes Corporates • Benchmark yields and spreads • Independent broker quotes U.S Treasuries, Municipals, and Foreign government/government agencies • Benchmark yields and spreads • Independent broker quotes • Credit spreads beyond observable curve Equity Securities • Quoted prices in markets that are not active • For privately traded equity securities, internal discounted cash flow models utilizing earnings multiples or other cash flow assumptions that are not observable Short Term Investments • Benchmark yields and spreads Not applicable Derivatives Credit derivatives • Swap yield curve Not applicable Equity derivatives • Equity index levels • Independent broker quotes Foreign exchange derivatives • Swap yield curve Not applicable Interest rate derivatives • Swap yield curve • Independent broker quotes Significant Unobservable Inputs for Level 3 - Securities Assets accounted for at fair value on a recurring basis Fair Value Predominant Significant Unobservable Input Minimum Maximum Weighted Average [1] Impact of Increase in Input on Fair Value [2] As of March 31, 2018 CMBS [3] $ 14 Discounted cash flows Spread (encompasses 9bps 1,816bps 433bps Decrease Corporate [4] $ 212 Discounted cash flows Spread 112bps 874bps 280bps Decrease Municipal $ 21 Discounted cash flows Spread 199bps 240bps 224bps Decrease RMBS $ 641 Discounted cash flows Spread 6bps 428bps 75bps Decrease Constant prepayment rate —% 25% 6% Decrease [5] Constant default rate —% 7% 4% Decrease Loss severity —% 100% 60% Decrease As of December 31, 2017 CMBS [3] $ 15 Discounted cash flows Spread (encompasses 9bps 1,816bps 457bps Decrease Corporate [4] $ 190 Discounted cash flows Spread 103bps 1,000bps 355bps Decrease Municipal [3] $ 22 Discounted cash flows Spread 192bps 250bps 228bps Decrease RMBS [3] $ 692 Discounted cash flows Spread 24bps 463bps 77bps Decrease Constant prepayment rate —% 25% 6% Decrease [5] Constant default rate —% 7% 4% Decrease Loss severity —% 100% 65% Decrease [1] The weighted average is determined based on the fair value of the securities. [2] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. [3] Excludes securities for which the Company based fair value on broker quotations. [4] Excludes securities for which the Company bases fair value on broker quotations; however, included are broker priced lower-rated private placement securities for which the Company receives spread and yield information to corroborate the fair value. [5] Decrease for above market rate coupons and increase for below market rate coupons. Significant Unobservable Inputs for Level 3 - Freestanding Derivatives Fair Predominant Valuation Significant Minimum Maximum Impact of As of March 31, 2018 Interest rate derivatives Interest rate swaps $(28) Discounted cash flows Swap curve 3% 3% Decrease GMWB hedging instruments Equity variance swaps $(25) Option model Equity volatility 21% 21% Increase Customized swaps $56 Discounted cash flows Equity volatility 14% 30% Increase Interest rate swaption $1 Option model Interest rate volatility 3% 3% Increase Macro hedge program [2] Equity options $38 Option model Equity volatility 19% 29% Increase As of December 31, 2017 Interest rate derivatives Interest rate swaps $ (29 ) Discounted cash flows Swap curve 2% 3% Decrease GMWB hedging instruments Equity variance swaps $ (26 ) Option model Equity volatility 19% 19% Increase Equity options $ 1 Option model Equity volatility 27% 30% Increase Customized swaps $ 59 Discounted cash flows Equity volatility 7% 30% Increase Macro hedge program Equity options $ 29 Option model Equity volatility 18% 31% Increase [1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions. [2] Excludes derivatives for which the Company bases fair value on broker quotations. The tables above exclude the portion of ABS, index options and certain corporate securities for which fair values are predominately based on independent broker quotes. While the Company does not have access to the significant unobservable inputs that independent brokers may use in their pricing process, the Company believes brokers likely use inputs similar to those used by the Company and third-party pricing services to price similar instruments. As such, in their pricing models, brokers likely use estimated loss severity rates, prepayment rates, constant default rates and credit spreads. Therefore, similar to non-broker priced securities, increases in these inputs would generally cause fair values to decrease. For the three months ended March 31, 2018 , no significant adjustments were made by the Company to broker prices received. Transfers between Levels Transfers of securities among the levels occur at the beginning of the reporting period. The amount of transfers from Level 1 to Level 2 was $ 283 and $ 230 , for three months ended March 31, 2018 and 2017 , respectively, which represented previously on-the-run U.S.Treasury securities that are now off-the-run. For the three months ended March 31, 2018 and 2017 , there were no transfers from Level 2 to Level 1. See the fair value roll-forward tables for the three months ended March 31, 2018 and 2017 , for the transfers into and out of Level 3. GMWB Embedded, Customized and Reinsurance Derivatives GMWB Embedded Derivatives The Company formerly offered certain variable annuity products with GMWB riders that provide the policyholder with a guaranteed remaining balance ("GRB") which is generally equal to premiums less withdrawals. If the policyholder’s account value is reduced to a specified level through a combination of market declines and withdrawals but the GRB still has value, the Company is obligated to continue to make annuity payments to the policyholder until the GRB is exhausted. When payments of the GRB are not life-contingent, the GMWB represents an embedded derivative carried at fair value reported in other policyholder funds and benefits payable in the Consolidated Balance Sheets with changes in fair value reported in net realized capital gains and losses. Free-standing Customized Derivatives The Company holds free-standing customized derivative contracts to provide protection from certain capital markets risks for the remaining term of specified blocks of non-reinsured GMWB riders. These customized derivatives are based on policyholder behavior assumptions specified at the inception of the derivative contracts. The Company retains the risk for differences between assumed and actual policyholder behavior and between the performance of the actively managed funds underlying the separate accounts and their respective indices. These derivatives are reported in the Consolidated Balance Sheets within other investments or other liabilities, as appropriate, after considering the impact of master netting agreements. GMWB Reinsurance Derivative The Company has reinsurance arrangements in place to transfer a portion of its risk of loss due to GMWB. These arrangements are recognized as derivatives carried at fair value and reported in reinsurance recoverables in the Consolidated Balance Sheets. Changes in the fair value of the reinsurance agreements are reported in net realized capital gains and losses. Valuation Techniques Fair values for GMWB embedded derivatives, free-standing customized derivatives and reinsurance derivatives are classified as Level 3 in the fair value hierarchy and are calculated using internally developed models that utilize significant unobservable inputs because active, observable markets do not exist for these items. In valuing the GMWB embedded derivative, the Company attributes to the derivative a portion of the expected fees to be collected over the expected life of the contract from the contract holder equal to the present value of future GMWB claims. The excess of fees collected from the contract holder in the current period over the portion of fees attributed to the embedded derivative in the current period are associated with the host variable annuity contract and reported in fee income. Valuation Controls Oversight of the Company's valuation policies and processes for GMWB embedded, reinsurance, and customized derivatives is performed by a multidisciplinary group comprised of finance, actuarial and risk management professionals. This multidisciplinary group reviews and approves changes and enhancements to the Company's valuation model as well as associated controls. Valuation Inputs The fair value for each of the non-life contingent GMWBs, the free-standing customized derivatives and the GMWB reinsurance derivative is calculated as an aggregation of the following components: Best Estimate Claim Payments; Credit Standing Adjustment; and Margins. The Company believes the aggregation of these components results in an amount that a market participant in an active liquid market would require, if such a market existed, to assume the risks associated with the guaranteed minimum benefits and the related reinsurance and customized derivatives. Each component described in the following discussion is unobservable in the marketplace and requires subjectivity by the Company in determining its value. Best Estimate Claim Payments The Best Estimate Claim Payments are calculated based on actuarial and capital market assumptions related to projected cash flows, including the present value of benefits and related contract charges, over the lives of the contracts, incorporating unobservable inputs including expectations concerning policyholder behavior. These assumptions are input into a stochastic risk neutral scenario process that is used to determine the valuation and involves numerous estimates and subjective judgments regarding a number of variables. The Company monitors various aspects of policyholder behavior and may modify certain of its assumptions, including living benefit lapses and withdrawal rates, if credible emerging data indicates that changes are warranted. In addition, the Company will continue to evaluate policyholder behavior assumptions should we implement further initiatives to reduce the size of the variable annuity business. At a minimum, all policyholder behavior assumptions are reviewed and updated at least annually as part of the Company’s annual fourth-quarter comprehensive study to refine its estimate of future gross profits. In addition, the Company recognizes non-market-based updates driven by the relative outperformance (underperformance) of the underlying actively managed funds as compared to their respective indices. Credit Standing Adjustment The credit standing adjustment is an estimate of the reduction to the fair value that market participants would require in determining fair value to reflect the risk that GMWB benefit obligations or the GMWB reinsurance recoverables will not be fulfilled. The Company incorporates a blend of observable Company and reinsurer credit default spreads from capital markets, adjusted for market recoverability. Margins The behavior risk margin adds a margin that market participants would require, in determining fair value, for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The behavior risk margin is calculated by taking the difference between adverse policyholder behavior assumptions and best estimate assumptions. Valuation Inputs Used in Levels 2 and 3 Measurements for GMWB Embedded, Customized and Reinsurance Derivatives Level 2 Level 3 • Risk-free rates as represented by the Eurodollar futures, LIBOR deposits and swap rates to derive forward curve rates • Correlations of 10 years of observed historical returns across underlying well-known market indices • Correlations of historical index returns compared to separate account fund returns • Equity index levels • Market implied equity volatility assumptions • Withdrawal rates • Reset elections Significant Unobservable Inputs for Level 3 GMWB Embedded Customized and Reinsurance Derivatives As of March 31, 2018 Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal Utilization [2] 15% 100% Increase Withdrawal Rates [3] —% 8% Increase Lapse Rates [4] —% 40% Decrease Reset Elections [5] 30% 75% Increase Equity Volatility [6] 14% 30% Increase As of December 31, 2017 Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal Utilization [2] 15% 100% Increase Withdrawal Rates [3] —% 8% Increase Lapse Rates [4] —% 40% Decrease Reset Elections [5] 30% 75% Increase Equity Volatility [6] 7% 30% Increase [1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. [2] Range represents assumed cumulative percentages of policyholders taking withdrawals. [3] Range represents assumed cumulative annual amount withdrawn by policyholders. [4] Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business. [5] Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base. [6] Range represents implied market volatilities for equity indices based on multiple pricing sources. Separate Account Assets Separate account assets are primarily invested in mutual funds. Other separate account assets include fixed maturities, limited partnerships, equity securities, short-term investments and derivatives that are valued in the same manner, and using the same pricing sources and inputs, as those investments held by the Company. For limited partnerships in which fair value represents the separate account's share of the NAV, 51% were subject to significant liquidation restrictions as of March 31, 2018 and December 31, 2017 . Total limited partnerships that do not allow any form of redemption were 0% and 21% as of March 31, 2018 and December 31, 2017 , respectively. Separate account assets classified as Level 3 primarily include subprime RMBS and commercial mortgage loans. Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs The Company uses derivative instruments to manage the risk associated with certain assets and liabilities. However, the derivative instrument may not be classified with the same fair value hierarchy level as the associated asset or liability. Therefore, the realized and unrealized gains and losses on derivatives reported in the Level 3 roll-forward may be offset by realized and unrealized gains and losses of the associated assets and liabilities in other line items of the financial statements. Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Three Months Ended March 31, 2018 Total realized/unrealized gains (losses) Fair value as of January 1, 2018 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of March 31, 2018 Assets Fixed Maturities, AFS ABS $ 13 $ — $ — $ — $ (1 ) $ — $ — $ (3 ) $ 9 CDOs 73 — — 5 — — — (6 ) 72 CMBS 26 — — — (1 ) (4 ) — — 21 Corporate 443 — (7 ) 20 (13 ) (30 ) 54 (20 ) 447 Foreign Govt./Govt. Agencies 1 — — — — — — — 1 Municipal 38 — (1 ) — — — — — 37 RMBS 692 — (2 ) 3 (47 ) — — (5 ) 641 Total Fixed Maturities, AFS 1,286 — (10 ) 28 (62 ) (34 ) 54 (34 ) 1,228 Equity Securities, at fair value 46 10 — — — (14 ) — — 42 Freestanding Derivatives Interest rate (29 ) 1 — — — — — — (28 ) GMWB hedging instruments 34 — — — — (2 ) — — 32 Macro hedge program 23 10 — — — — — — 33 Total Freestanding Derivatives [5] 28 11 — — — (2 ) — — 37 Reinsurance Recoverable for GMWB 36 (8 ) — — 3 — — — 31 Separate Accounts 185 — — 10 — (162 ) 17 (9 ) 41 Total Assets $ 1,581 $ 13 $ (10 ) $ 38 $ (59 ) $ (212 ) $ 71 $ (43 ) $ 1,379 (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ (75 ) $ 39 $ — $ — $ (17 ) $ — $ — $ — $ (53 ) Total Other Policyholder Funds and Benefits Payable (75 ) 39 — — (17 ) — — — (53 ) Total Liabilities $ (75 ) $ 39 $ — $ — $ (17 ) $ — $ — $ — $ (53 ) Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Three Months Ended March 31, 2017 Total realized/unrealized gains (losses) Fair value as of January 1, 2017 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of March 31, 2017 Assets Fixed Maturities, AFS ABS $ 37 $ — $ — $ 12 $ (2 ) $ — $ 3 $ (6 ) $ 44 CDOs 260 — 1 — — — — (62 ) 199 CMBS 21 — — 28 (1 ) — — (3 ) 45 Corporate 566 5 11 69 1 (63 ) 5 (37 ) 557 Foreign Govt./Govt. Agencies 17 — 1 — (1 ) — — — 17 Municipal 72 — 2 — — (1 ) — — 73 RMBS 711 — 2 85 (41 ) — — — 757 Total Fixed Maturities, AFS 1,684 5 17 194 (44 ) (64 ) 8 (108 ) 1,692 Equity Securities, AFS 44 — (2 ) 2 — — — — 44 Freestanding Derivatives Interest rate (30 ) 1 — — — — — — (29 ) GMWB hedging instruments 81 (35 ) — — — — — — 46 Macro hedge program 167 (8 ) — — — — — — 159 Total Freestanding Derivatives [5] 218 (42 ) — — — — — — 176 Reinsurance Recoverable fo

Investments

Investments	3 Months Ended
	Mar. 31, 2018
Investments [Abstract]
Investments	Net Realized Capital Gains (Losses) Three Months Ended March 31, (Before tax) 2018 2017 Gross gains on sales $ 21 $ 50 Gross losses on sales (17 ) (29 ) Equity Securities [1] 11 — Results of variable annuity hedge program GMWB derivatives, net 4 18 Macro hedge program 18 (86 ) Total results of variable annuity hedge program 22 (68 ) Transactional foreign currency revaluation (14 ) (18 ) Non-qualifying foreign currency derivatives 17 17 Other, net [2] (19 ) 2 Net realized capital losses $ 21 $ (46 ) [1] Effective January 1, 2018, with adoption of new accounting standards for equity securities, include all changes in fair value and trading gains and losses for equity securities at fair value. [2] Includes gains (losses) on non-qualifying derivatives, excluding foreign currency derivatives, of $(5) and $3 , respectively, for the three months ended March 31, 2018 and 2017 . Net realized capital gains and losses from investment sales are reported as a component of revenues and are determined on a specific identification basis. Before tax, net gains and losses on sales and impairments previously reported as unrealized gains or losses in AOCI were $4 and $21 for the three months ended March 31, 2018 and March 31, 2017, respectively. Proceeds from sales of AFS securities totaled $1.1 billion and $2.4 billion for three months ended March 31, 2018 and March 31, 2017, respectively. Effective January 1, 2018, with adoption of the new accounting standards for equity securities, the proceeds from sales of AFS securities no longer includes equity securities. The net unrealized gain (loss) on equity securities included in net realized capital gains (losses) related to equity securities still held as of March 31, 2018 , was immaterial for the the three months ended March 31, 2018. Prior to the period ended March 31, 2018 , these amounts were included in gross unrealized gains (losses) in AOCI. Recognition and Presentation of Other-Than-Temporary Impairments The Company will record an other-than-temporary impairment (“OTTI”) for fixed maturities if the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value. A corresponding charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. The Company will also record an OTTI for those fixed maturities for which the Company does not expect to recover the entire amortized cost basis. For these securities, the excess of the amortized cost basis over its fair value is separated into the portion representing a credit OTTI, which is recorded in net realized capital losses, and the remaining non-credit amount, which is recorded in OCI. The credit OTTI amount is the excess of its amortized cost basis over the Company’s best estimate of discounted expected future cash flows. The non-credit amount is the excess of the best estimate of the discounted expected future cash flows over the fair value. The Company’s best estimate of discounted expected future cash flows becomes the new cost basis and accretes prospectively into net investment income over the estimated remaining life of the security. The Company’s best estimate of expected future cash flows is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions regarding the future performance. The Company's considerations include, but are not limited to, (a) changes in the financial condition of the issuer and the underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) credit ratings, (d) payment structure of the security and (e) the extent to which the fair value has been less than the amortized cost of the security. For non-structured securities, assumptions include, but are not limited to, economic and industry-specific trends and fundamentals, security-specific developments, industry earnings multiples and the issuer’s ability to restructure and execute asset sales. For structured securities, assumptions include, but are not limited to, various performance indicators such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, loan-to-value ("LTV") ratios, average cumulative collateral loss rates that vary by vintage year, prepayment speeds, and property value declines. These assumptions require the use of significant management judgment and include the probability of issuer default and estimates regarding timing and amount of expected recoveries which may include estimating the underlying collateral value. Prior to January 1, 2018, the Company recorded an OTTI for certain equity securities with debt-like characteristics if the Company intended to sell or it was more likely than not that the Company was required to sell the security before a recovery in value as well as for those equity securities for which the Company did not expect to recover the entire amortized cost basis. The Company also recorded an OTTI for equity securities where the decline in the fair value was deemed to be other-than-temporary. For further discussion of these policies, see Recognition and Presentation of Other-Than-Temporary Impairments within Note 6 - Investments of Notes to Consolidated Financial Statements included in the Company’s 2017 Form 10-K Annual Report. Impairments in Earnings by Type Three Months Ended March 31, 2018 2017 Credit impairments $ — $ — Intent-to-sell impairments — — Impairments on equity securities — — Total impairments $ — $ — Cumulative Credit Impairments Three Months Ended March 31, (Before tax) 2018 2017 Balance as of beginning of period $ (88 ) $ (170 ) Additions for credit impairments recognized on [1]: Securities not previously impaired — — Securities previously impaired — — Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period 4 5 Securities due to an increase in expected cash flows — 4 Balance as of end of period $ (84 ) $ (161 ) [1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations. Available-for-Sale Securities AFS Securities by Type March 31, 2018 December 31, 2017 Cost or Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Non-Credit OTTI [1] Cost or Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Non-Credit OTTI [1] ABS $ 831 $ 8 $ (10 ) $ 829 $ — $ 821 $ 9 $ (11 ) $ 819 $ — CDOs 782 — (2 ) 780 — 886 2 — 888 — CMBS 1,996 30 (39 ) 1,987 (1 ) 2,061 45 (22 ) 2,084 (1 ) Corporate 12,444 1,093 (113 ) 13,424 — 12,587 1,483 (32 ) 14,038 — Foreign govt./govt. agencies 399 22 (6 ) 415 — 379 30 (2 ) 407 — Municipal 1,126 114 (2 ) 1,238 — 1,125 142 (1 ) 1,266 — RMBS 1,327 34 (9 ) 1,352 — 1,388 41 (2 ) 1,427 — U.S. Treasuries 1,610 157 (11 ) 1,756 — 1,667 206 (3 ) 1,870 — Total fixed maturities, AFS 20,515 1,458 (192 ) 21,781 (1 ) 20,914 1,958 (73 ) 22,799 (1 ) Equity securities, AFS [2] 140 14 — 154 — Total AFS securities $ 20,515 $ 1,458 $ (192 ) $ 21,781 $ (1 ) $ 21,054 $ 1,972 $ (73 ) $ 22,953 $ (1 ) [1] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of March 31, 2018 and December 31, 2017 . [2] Effective January 1, 2018, with the adoption of new accounting standards for financial instruments, equity securities, AFS were reclassified to equity securities at fair value and are excluded from the table above as of March 31, 2018 . Fixed maturities, AFS, by Contractual Maturity Year March 31, 2018 December 31, 2017 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 914 $ 918 $ 844 $ 850 Over one year through five years 3,418 3,454 3,498 3,580 Over five years through ten years 3,005 3,063 3,178 3,321 Over ten years 8,242 9,398 8,238 9,830 Subtotal 15,579 16,833 15,758 17,581 Mortgage-backed and asset-backed securities 4,936 4,948 5,156 5,218 Total fixed maturities, AFS $ 20,515 $ 21,781 $ 20,914 $ 22,799 Estimated maturities may differ from contractual maturities due to security call or prepayment provisions. Due to the potential for variability in payment speeds (i.e. prepayments or extensions), mortgage-backed and asset-backed securities are not categorized by contractual maturity. Concentration of Credit Risk The Company aims to maintain a diversified investment portfolio including issuer, sector and geographic stratification, where applicable, and has established certain exposure limits, diversification standards and review procedures to mitigate credit risk. The Company had no investment exposure to any credit concentration risk of a single issuer greater than 10% of the Company’s stockholder's equity , other than the U.S. government and certain U.S. government agencies as of March 31, 2018 and December 31, 2017 . For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 3 - Investments of Notes to Consolidated Financial Statements in the Company’s 2017 Form 10-K Annual Report. Unrealized Losses on AFS Securities Unrealized Loss Aging for AFS Securities by Type and Length of Time as of March 31, 2018 Less Than 12 Months 12 Months or More Total Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses ABS $ 298 $ 296 $ (2 ) $ 203 $ 195 $ (8 ) $ 501 $ 491 $ (10 ) CDOs 582 580 (2 ) — — — 582 580 (2 ) CMBS 901 881 (20 ) 338 319 (19 ) 1,239 1,200 (39 ) Corporate 3,701 3,631 (70 ) 751 708 (43 ) 4,452 4,339 (113 ) Foreign govt./govt. agencies 175 171 (4 ) 35 33 (2 ) 210 204 (6 ) Municipal 78 77 (1 ) 10 9 (1 ) 88 86 (2 ) RMBS 526 518 (8 ) 21 20 (1 ) 547 538 (9 ) U.S. Treasuries 386 376 (10 ) 32 31 (1 ) 418 407 (11 ) Total fixed maturities, AFS in an unrealized loss position $ 6,647 $ 6,530 $ (117 ) $ 1,390 $ 1,315 $ (75 ) $ 8,037 $ 7,845 $ (192 ) Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 2017 Less Than 12 Months 12 Months or More Total Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses ABS $ 158 $ 157 $ (1 ) $ 219 $ 209 $ (10 ) $ 377 $ 366 $ (11 ) CDOs 242 242 — 37 37 — 279 279 — CMBS 524 517 (7 ) 346 331 (15 ) 870 848 (22 ) Corporate 1,082 1,074 (8 ) 779 755 (24 ) 1,861 1,829 (32 ) Foreign govt./govt. agencies 60 59 (1 ) 35 34 (1 ) 95 93 (2 ) Municipal 9 9 — 10 9 (1 ) 19 18 (1 ) RMBS 288 287 (1 ) 28 27 (1 ) 316 314 (2 ) U.S. Treasuries 382 380 (2 ) 38 37 (1 ) 420 417 (3 ) Total fixed maturities, AFS in an unrealized loss position 2,745 2,725 (20 ) 1,492 1,439 (53 ) 4,237 4,164 (73 ) Equity securities, AFS [1] 6 6 — 3 3 — 9 9 — Total securities in an unrealized loss position $ 2,751 $ 2,731 $ (20 ) $ 1,495 $ 1,442 $ (53 ) $ 4,246 $ 4,173 $ (73 ) [1] Effective January 1, 2018, with the adoption of new accounting standards for financial instruments, equity securities, AFS were reclassified to equity securities at fair value and are excluded from the table above as of March 31, 2018 . As of March 31, 2018 , AFS securities in an unrealized loss position consisted of 1,698 s ecurities, primarily in the corporate sector, which were depressed primarily due to an increase in interest rates and/or widening of credit spreads since the securities were purchased. As of March 31, 2018 , 99% of these securities were depressed less than 20% of amortized cost. The increase in unrealized losses during 2018 was primarily attributable to widening of credit spreads and an increase in long-term interest rates. Most of the securities depressed for twelve months or more primarily relate to corporate securities, structured securities with exposure to commercial real estate, and student loan ABS. Corporate securities and commercial real estate securities were primarily depressed because current market spreads are wider than spreads at the securities' respective purchase dates. Certain other corporate securities, student loan ABS, and commercial real estate securities were depressed because the securities have floating-rate coupons and have long-dated maturities, and current credit spreads are wider than when these securities were purchased. The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined in the preceding discussion. Mortgage Loans Mortgage Loan Valuation Allowances Commercial mortgage loans are considered to be impaired when management estimates that, based upon current information and events, it is probable that the Company will be unable to collect amounts due according to the contractual terms of the loan agreement. The Company reviews mortgage loans on a quarterly basis to identify potential credit losses. Among other factors, management reviews current and projected macroeconomic trends, such as unemployment rates, and property-specific factors such as rental rates, occupancy levels, LTV ratios and debt service coverage ratios (“DSCR”). In addition, the Company considers historical, current and projected delinquency rates and property values. Estimates of collectibility require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates. In addition, cash flow projections may change based upon new information about the borrower's ability to pay and/or the value of underlying collateral such as changes in projected property value estimates. For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying amount and estimated value. The mortgage loan's estimated value is most frequently the Company's share of the fair value of the collateral but may also be the Company’s share of either (a) the present value of the expected future cash flows discounted at the loan’s effective interest rate or (b) the loan’s observable market price. A valuation allowance may be recorded for an individual loan or for a group of loans that have an LTV ratio of 90% or greater, a low DSCR or have other lower credit quality characteristics. Changes in valuation allowances are recorded in net realized capital gains and losses. Interest income on impaired loans is accrued to the extent it is deemed collectible and the borrowers continue to make payments under the original or restructured loan terms. The Company stops accruing interest income on loans when it is probable that the Company will not receive interest and principal payments according to the contractual terms of the loan agreement. The company resumes accruing interest income when it determines that sufficient collateral exists to satisfy the full amount of the loan principal and interest payments and when it is probable cash will be received in the foreseeable future. Interest income on defaulted loans is recognized when received. As of March 31, 2018 , commercial mortgage loans had an amortized cost and carrying value of $2.8 billion , with no valuation allowance. As of December 31, 2017 , commercial mortgage loans had an amortized cost and carrying value of $2.9 billion , with no valuation allowance. Amortized cost represents carrying value prior to valuation allowances, if any. As of both March 31, 2018 and December 31, 2017 , the carrying value of mortgage loans that had a valuation allowance was $0 . There were no mortgage loans held-for-sale as of March 31, 2018 or December 31, 2017 . As of March 31, 2018 , the Company had an immaterial amount of mortgage loans that have had extensions or restructurings other than what is allowable under the original terms of the contract. Valuation Allowance Activity Three Months Ended March 31, 2018 2017 Balance as of January 1 $ — $ (19 ) Reversals/(Additions) — — Deductions — — Balance as of March 31 $ — $ (19 ) The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 49% as of March 31, 2018 , while the weighted-average LTV ratio at origination of these loans was 62% . LTV ratios compare the loan amount to the value of the underlying property collateralizing the loan. The loan collateral values are updated no less than annually through reviews of the underlying properties. Factors considered in estimating property values include, among other things, actual and expected property cash flows, geographic market data and the ratio of the property's net operating income to its value. DSCR compares a property’s net operating income to the borrower’s principal and interest payments. The weighted average DSCR of the Company's commercial mortgage loan portfolio was 2.76x as of March 31, 2018 . As of both March 31, 2018 and December 31, 2017 , the Company held no delinquent commercial mortgage loans past due by 90 days or more. Commercial Mortgage Loans Credit Quality March 31, 2018 December 31, 2017 Loan-to-value Carrying Value Avg. Debt-Service Coverage Ratio Carrying Value Avg. Debt-Service Coverage Ratio Greater than 80% $ 5 1.26x $ 5 1.26x 65% - 80% 124 1.88x 125 1.88x Less than 65% 2,710 2.80x 2,742 2.69x Total commercial mortgage loans $ 2,839 2.76x $ 2,872 2.65x Mortgage Loans by Region March 31, 2018 December 31, 2017 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 62 2.2% $ 62 2.1% East South Central 14 0.5% 14 0.5% Middle Atlantic 291 10.2% 291 10.1% New England 91 3.2% 92 3.2% Pacific 826 29.1% 838 29.2% South Atlantic 591 20.8% 608 21.2% West South Central 195 6.9% 195 6.8% Other [1] 769 27.1% 772 26.9% Total mortgage loans $ 2,839 100.0% $ 2,872 100.0% [1] Primarily represents loans collateralized by multiple properties in various regions. Mortgage Loans by Property Type March 31, 2018 December 31, 2017 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Industrial $ 750 26.4% $ 743 25.9% Lodging 24 0.9% 24 0.8% Multifamily 644 22.7% 662 23.0% Office 667 23.5% 685 23.9% Retail 554 19.5% 557 19.4% Other 200 7.0% 201 7.0% Total mortgage loans $ 2,839 100.0% $ 2,872 100.0% Variable Interest Entities The Company is engaged with various special purpose entities and other entities that are deemed to be VIEs primarily as an investor through normal investment activities. A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest, such as simple majority kick-out rights, or lacks sufficient funds to finance its own activities without financial support provided by other entities. The Company performs ongoing qualitative assessments of its VIEs to determine whether the Company has a controlling financial interest in the VIE and therefore is the primary beneficiary. The Company is deemed to have a controlling financial interest when it has both the ability to direct the activities that most significantly impact the economic performance of the VIE and the obligation to absorb losses or right to receive benefits from the VIE that could potentially be significant to the VIE. Based on the Company’s assessment, if it determines it is the primary beneficiary, the Company consolidates the VIE in the Company’s Condensed Consolidated Financial Statements. As of March 31, 2018 and December 31, 2017 the Company did not hold any VIEs for which it was the primary beneficiary. Non-Consolidated VIEs The Company, through normal investment activities, makes passive investments in limited partnerships and other alternative investments. The Company has determined it is not the primary beneficiary as it has no ability to direct activities that could significantly affect the economic performance of the investments. The Company’s maximum exposure to loss as of March 31, 2018 and December 31, 2017 is limited to the total carrying value of $875 and $900 , respectively, which are included in limited partnerships and other alternative investments in the Company's Condensed Consolidated Balance Sheets. As of March 31, 2018 and December 31, 2017, the Company has outstanding commitments totaling $ 638 and $ 673 , respectively, whereby the Company is committed to fund these investments and may be called by the partnership during the commitment period to fund the purchase of new investments and partnership expenses. These investments are generally of a passive nature in that the Company does not take an active role in management. For further discussion of these investments, see Equity Method Investments within Note 3 - Investments of Notes to Consolidated Financial Statements included in the Company’s 2017 Form 10-K Annual Report. In addition, the Company also makes passive investments in structured securities issued by VIEs for which the Company is not the manager. These investments are included in ABS, CDOs, CMBS and RMBS in the Available for Sale Securities table and fixed maturities, FVO, in the Company’s Condensed Consolidated Balance Sheets. The Company has not provided financial or other support with respect to these investments other than its original investment. For these investments, the Company determined it is not the primary beneficiary due to the relative size of the Company’s investment in comparison to the principal amount of the structured securities issued by the VIEs, the level of credit subordination which reduces the Company’s obligation to absorb losses or right to receive benefits and the Company’s inability to direct the activities that most significantly impact the economic performance of the VIEs. The Company’s maximum exposure to loss on these investments is limited to the amount of the Company’s investment. Securities Lending, Repurchase Agreements and Other Collateral Transactions The Company enters into securities financing transactions as a way to earn additional income or manage liquidity, primarily through securities lending and repurchase agreements. Securities Lending Under a securities lending program, the Company lends certain fixed maturities within the corporate, foreign government/government agencies, and municipal sectors as well as equity securities to qualifying third-party borrowers in return for collateral in the form of cash or securities. For domestic and non-domestic loaned securities, respectively, borrowers provide collateral of 102% and 105% of the fair value of the securities lent at the time of the loan. Borrowers will return the securities to the Company for cash or securities collateral at maturity dates generally of 90 days or less. Security collateral on deposit from counterparties in connection with securities lending transactions may not be sold or re-pledged, except in the event of default by the counterparty, and is not reflected on the Company’s Condensed Consolidated Balance Sheets. Additional collateral is obtained if the fair value of the collateral falls below 100% of the fair value of the loaned securities. The agreements provide the counterparty the right to sell or re-pledge the securities loaned. If cash, rather than securities, is received as collateral, the cash is typically invested in short-term investments or fixed maturities and is reported as an asset on the Company's Condensed Consolidated Balance Sheets. Income associated with securities lending transactions is reported as a component of net investment income in the Company’s Condensed Consolidated Statements of Operations. Repurchase Agreements From time to time, the Company enters into repurchase agreements to manage liquidity or to earn incremental income. A repurchase agreement is a transaction in which one party (transferor) agrees to sell securities to another party (transferee) in return for cash (or securities), with a simultaneous agreement to repurchase the same securities at a specified price at a later date. These transactions generally have a contractual maturity of ninety days or less. Repurchase agreements include master netting provisions that provide both counterparties the right to offset claims and apply securities held by them with respect to their obligations in the event of a default. Although the Company has the contractual right to offset claims, the Company's current positions do not meet the specific conditions for net presentation. Under repurchase agreements, the Company transfers collateral of U.S. government and government agency securities and receives cash. For repurchase agreements, the Company obtains cash in an amount equal to at least 95% of the fair value of the securities transferred. The agreements require additional collateral to be transferred when necessary and provide the counterparty the right to sell or re-pledge the securities transferred. The cash received from the repurchase program is typically invested in short-term investments or fixed maturities and is reported as an asset on the Company's Condensed Consolidated Balance Sheets. The Company accounts for the repurchase agreements as collateralized borrowings. The securities transferred under repurchase agreements are included in fixed maturities, AFS with the obligation to repurchase those securities recorded in other liabilities on the Company's Condensed Consolidated Balance Sheets. From time to time, the Company enters into reverse repurchase agreements where the Company purchases securities and simultaneously agrees to resell the same or substantially the same securities. The agreements require additional collateral to be transferred to the Company when necessary and the Company has the right to sell or re-pledge the securities received. The Company accounts for reverse repurchase agreements as collateralized financing. Securities Lending and Repurchase Agreements March 31, 2018 December 31, 2017 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 585 $ 674 Gross amount of associated liability for collateral received [1] $ 597 $ 689 Repurchase agreements: Gross amount of recognized liabilities for repurchase agreements $ 192 $ 202 Gross amount of collateral pledged related to repurchase agreements [2] $ 200 $ 206 [1] Cash collateral received is reinvested in fixed maturities, AFS and short term investments which are included in the Condensed Consolidated Balance Sheets. Amount includes additional securities collateral received of $ 14 and $ 1 which are excluded from the Company's Condensed Consolidated Balance Sheets as of March 31, 2018 and December 31, 2017 , respectively. [2] Collateral pledged is included within fixed maturities, AFS and short term investments in the Company's Condensed Consolidated Balance Sheets. Other Collateral Transactions The Company is required by law to deposit securities with government agencies in certain states in which it conducts business. As of both March 31, 2018 and December 31, 2017 , the fair value of securities on deposit was $22 . For disclosure of collateral in support of derivative transactions, refer to the Derivative Collateral Arrangements section of Note 4 - Derivative Instruments.

Reserve for Future Policy Benef

Reserve for Future Policy Benefits and SA Liabilities Level 1 (Notes)	3 Months Ended
	Mar. 31, 2018
Separate Accounts Disclosure [Abstract]
Separate Accounts, Death Benefits, and Other Insurance Benefit Features [Text Block]	Changes in Reserves for Future Policy Benefits Universal Life-Type Contracts GMDB/GMWB [1] Universal Life Secondary Guarantees Traditional Annuity and Other Contracts [2] [4] Total Future Policy Benefits Liability balance as of January 1, 2018 $ 873 $ 2,940 $ 10,669 $ 14,482 Incurred [3] 35 87 105 227 Paid (28 ) — (194 ) (222 ) Change in unrealized investment gains and losses — — (205 ) (205 ) Liability balance as of March 31, 2018 $ 880 $ 3,027 $ 10,375 $ 14,282 Reinsurance recoverable asset, as of January 1, 2018 $ 464 $ 2,940 $ 1,742 $ 5,146 Incurred [3] 22 87 (55 ) 54 Paid (22 ) — (12 ) (34 ) Reinsurance recoverable asset, as of March 31, 2018 $ 464 $ 3,027 $ 1,675 $ 5,166 Universal Life-Type Contracts GMDB/GMWB [1] Universal Life Secondary Guarantees Traditional Annuity and Other Contracts [2] [4] Total Future Policy Benefits Liability balance as of January 1, 2017 $ 786 $ 2,627 $ 10,587 $ 14,000 Incurred [3] 24 79 179 282 Paid (27 ) — (193 ) (220 ) Change in unrealized investment gains and losses — — 28 28 Liability balance as of March 31, 2017 $ 783 $ 2,706 $ 10,601 $ 14,090 Reinsurance recoverable asset, as of January 1, 2017 $ 432 $ 2,627 $ 1,697 $ 4,756 Incurred [3] 17 79 25 121 Paid (23 ) — (11 ) (34 ) Reinsurance recoverable asset, as of March 31, 2017 $ 426 $ 2,706 $ 1,711 $ 4,843 [1] These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the return of the GRB are embedded derivatives held at fair value and are excluded from these balances. [2] Represents life-contingent reserves for which the company is subject to insurance and investment risk. [3] Includes the portion of assessments established as additions to reserves as well as changes in estimates affecting the reserves. [4] As of March 31, 2018 and 2017, respectively, includes $277 and $314 of gross reserves and includes $277 and $314 of reinsurance recoverables that relates to business HLIC cedes to Hartford Life and Accident Insurance Company ("HLA"). Account Value by GMDB/GMWB Type as of March 31, 2018 Account Value (“AV”) [8] Net Amount at Risk (“NAR”) [9] Retained Net Amount at Risk (“RNAR”) [9] Weighted Average Attained Age of Annuitant Maximum anniversary value (“MAV”) [1] MAV only $ 13,276 $ 2,010 $ 311 71 With 5% rollup [2] 1,115 135 45 72 With Earnings Protection Benefit Rider (“EPB”) [3] 3,380 517 80 71 With 5% rollup & EPB 463 104 23 73 Total MAV 18,234 2,766 459 Asset Protection Benefit (APB) [4] 9,614 140 95 70 Lifetime Income Benefit (LIB) – Death Benefit [5] 432 5 5 71 Reset [6] (5-7 years) 2,396 6 5 70 Return of Premium [7] /Other 8,588 58 55 72 Subtotal Variable Annuity with GMDB/GMWB [10] $ 39,264 $ 2,975 $ 619 71 Less: General Account Value with GMDB/GMWB 3,546 Subtotal Separate Account Liabilities with GMDB 35,718 Separate Account Liabilities without GMDB 72,675 Total Separate Account Liabilities $ 108,393 [1] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals). [2] Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums. [3] EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals. [4] APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months). [5] LIB GMDB is the greatest of current AV; net premiums paid; or, for certain contracts, a benefit amount generally based on market performance that ratchets over time. [6] Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals). [7] ROP GMDB is the greater of current AV or net premiums paid. [8] AV includes the contract holder’s investment in the separate account and the general account. [9] NAR is defined as the guaranteed minimum death benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline. [10] Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $5.9 billion of total account value and weighted average attained age of 73 years . There is no NAR or retained NAR related to these contracts. Includes $1.9 billion of account value for contracts that had a GMDB at issue but no longer have a GMDB due to certain elections made by policyholders or their beneficiaries. Account Balance Breakdown of Variable Separate Account Investments for Contracts with Guarantees Asset type As of March 31, 2018 As of December 31, 2017 Equity securities (including mutual funds) $ 33,097 $ 34,496 Cash and cash equivalents 2,621 2,712 Total $ 35,718 $ 37,208 As of March 31, 2018 and December 31, 2017 , approximately 15% and 15% , respectively, of the equity securities (including mutual funds) in the preceding table were funds invested in fixed income securities and approximately 85% and 85% , respectively, were funds invested in equity securities. For further information on guaranteed living benefits that are accounted for at fair value, such as GMWB, see Note 2 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

Income Taxes Income Taxes

Income Taxes Income Taxes	3 Months Ended
	Mar. 31, 2018
Income Tax Disclosure [Abstract]
Income Tax Disclosure [Text Block]	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes is as follows: Three Months Ended March 31, 2018 2017 Tax provision at the U.S. federal statutory rate $ 30 $ 30 Dividends-received deduction ("DRD") (7 ) (18 ) Foreign related investments (2 ) (1 ) Tax reform (2 ) — Other 1 — Provision for income taxes $ 20 $ 11 The separate account DRD is estimated for the current year using information from the most recent return, adjusted for current year equity market performance and other appropriate factors, including estimated levels of corporate dividend payments and level of policy owner equity account balances. The actual current year DRD can vary from estimates based on, but not limited to, changes in eligible dividends received in the mutual funds, amounts of distributions from these mutual funds, and the Company’s taxable income before the DRD. The Company evaluates its DRD computations on a quarterly basis. The Company believes it is more likely than not that all deferred tax assets will be fully realized. In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryovers, taxable income in open carry back years and other tax planning strategies. From time to time, tax planning strategies could include holding a portion of debt securities with market value losses until recovery, making investments which have specific tax characteristics and business considerations such as asset-liability matching. Net deferred income taxes include the future tax benefits associated with the net operating loss carryover, alternative minimum tax credit carryover and foreign tax credit carryover as follows: Net Operating Loss Carryover As of March 31, 2018 and December 31, 2017, the net deferred tax asset included the expected tax benefit attributable to net operating losses of $3,232 and $3,243 , respectively. These losses were generated prior to 2017 and are thus eligible for carryback, subject to limits on the period for which they can be carried forward. If not utilized, $3,229 of the losses will expire from 2023 to 2031 . Utilization of these loss carryovers is dependent upon the generation of sufficient future taxable income. Most of the net operating loss carryover originated from the Company's U.S. annuity business, including from the hedging program. Given the continued runoff of the U.S. fixed and variable annuity business, the exposure to taxable losses is significantly lessened. Accordingly, given the expected future ultimate parent's consolidated group earnings, the Company believes sufficient taxable income will be generated in the future to utilize its net operating loss carryover. Although the Company believes there will be sufficient future taxable income to fully recover the remainder of the loss carryover, the Company's estimate of the likely realization may change over time. As a condition of the close, in connection with the pending sale of HLI and subsidiaries, the Company will forego approximately $440 of deferred tax assets associated with net operating loss carryovers and foreign tax credits that will be retained by The Hartford. These deferred tax assets continue to be reflected as an asset in the accompanying financial statements as non-recoverability is contingent on the closing of the sale of the business. Alternative Minimum Tax Credit As of March 31, 2018 and December 31, 2017, the Company had an alternative minimum tax credit (AMT) carryover, net of a sequestration fee payable, of $ 218 and $ 235 , respectively, which is reflected as a current income tax receivable within Other Assets in the accompanying condensed consolidated balance sheet. AMT credits may be used to offset a regular tax liability for any taxable year beginning after December 31, 2017 and are refundable at an amount equal to 50 percent of the excess of the minimum tax credit for the taxable year over the amount of the credit allowable for the year against regular tax liability. Any remaining credits not used are refundable for the 2021 tax year to be collected in 2022. Foreign Tax Credit Carryover As of March 31, 2018 and December 31, 2017, the net deferred tax asset included the expected tax benefit attributable to foreign tax credit carryovers of $ 18 and $ 23 , respectively. The foreign tax credit carryovers expire from 2023 to 2024 . These credits are available to offset regular federal income taxes from future taxable income and although the Company believes there will be sufficient future regular federal taxable income, there can be no certainty that future events will not affect the ability to utilize the credits. Additionally, the use of the foreign tax credits generally depends on the generation of sufficient taxable income to first utilize all of the U.S. net operating loss carryover. However, the Company has identified and purchased certain investments which allow for utilization of the foreign tax credits without first using the net operating loss carryover. Consequently, the Company believes it is more likely than not the foreign tax credit carryover will be fully realized. Accordingly, no valuation allowance has been provided on either the alternative minimum tax carryover or foreign tax credit carryover.

Commitments and Contingencies C

Commitments and Contingencies Commitments and Contingencies	3 Months Ended
	Mar. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies Disclosure [Text Block]	Litigation The Company is involved in claims litigation arising in the ordinary course of business with respect to life, disability and accidental death and dismemberment insurance policies and with respect to annuity contracts. The Company accounts for such activity through the establishment of reserves for future policy benefits. Management expects that the ultimate liability, if any, with respect to such ordinary-course claims litigation, after consideration of provisions made for potential losses and costs of defense, will not be material to the consolidated financial condition, results of operations or cash flows of the Company. The Company is also involved in other kinds of legal actions, some of which assert claims for substantial amounts. Such actions have alleged, for example, bad faith in the handling of insurance claims and improper sales practices in connection with the sale of insurance and investment products. Some of these actions also seek punitive damages. Management expects that the ultimate liability, if any, with respect to such lawsuits, after consideration of provisions made for estimated losses, will not be material to the consolidated financial condition of the Company. Nonetheless, given the large or indeterminate amounts sought in certain of these actions, and the inherent unpredictability of litigation, it is possible that an adverse outcome in certain matters could, from time to time, have a material adverse effect on the Company’s consolidated financial condition, results of operations or cash flows in particular quarterly or annual periods. Derivative Commitments Certain of the Company’s derivative agreements contain provisions that are tied to the financial strength ratings, as set by nationally recognized statistical agencies, of the individual legal entity that entered into the derivative agreement. If the legal entity’s financial strength were to fall below certain ratings, the counterparties to the derivative agreements could demand immediate and ongoing full collateralization and in certain instances enable the counterparties to terminate the agreements and demand immediate settlement of all outstanding derivative positions traded under each impacted bilateral agreement. The settlement amount is determined by netting the derivative positions transacted under each agreement. If the termination rights were to be exercised by the counterparties, it could impact the legal entity’s ability to conduct hedging activities by increasing the associated costs and decreasing the willingness of counterparties to transact with the legal entity. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position as of March 31, 2018 is $598 . Of this $598 , the legal entities have posted collateral of $644 , which is inclusive of initial margin requirements in the normal course of business. In addition, the Company has posted collateral of $29 associated with a customized GMWB derivative. Based on derivative market values as of March 31, 2018 , a downgrade of one or two levels below the current financial strength ratings by either Moody's or S&P would not require additional assets to be posted as collateral. These collateral amounts could change as derivative market values change, as a result of changes in our hedging activities or to the extent changes in contractual terms are negotiated. The nature of the collateral that we post, when required, would be primarily in the form of U.S. Treasury bills, U.S. Treasury notes and government agency securities.

Transactions with Affiliates Le

Transactions with Affiliates Level 1 (Notes)	3 Months Ended
	Mar. 31, 2018
Related Party Transactions [Abstract]
Related Party Transactions Disclosure [Text Block]	Parent Company Transactions Transactions of the Company with Hartford Fire Insurance Company ("Hartford Fire"), Hartford Holdings Inc. ("HHI") and its affiliates relate principally to tax settlements, reinsurance, insurance coverage, rental and service fees, payment of dividends and capital contributions, and employee costs. In addition, the Company has issued structured settlement contracts to fund claims settlements of property casualty insurance companies and self-insured entities. In many cases, the structured settlement contracts are to fund claim settlements of the Company's affiliated property and casualty companies whereby these property and casualty companies transferred funds to another affiliate of the Company to purchase the contracts. Reserves for annuities issued by the Company to The Hartford's property and casualty subsidiaries to fund structured settlement payments where the claimant has not released The Hartford's property and casualty subsidiaries of their primary obligation totaled $675 and $682 as of March 31, 2018 and December 31, 2017 , respectively. Substantially all general insurance expenses related to the Company are initially paid by The Hartford. Expenses are allocated to the Company using specific identification if available, or other applicable methods, that would include a blend of revenue, expense and capital. In 1990 , Hartford Fire guaranteed the obligations of the Company with respect to life, accident and health insurance and annuity contracts issued after January 1, 1990 . The guarantee was issued to provide an increased level of security to potential purchasers of the Company’s products. Although the guarantee was terminated in 1997 , it still covers policies that were issued from 1990 to 1997 . As of March 31, 2018 and December 31, 2017 , no recoverables have been recorded for this guarantee, as the Company was able to meet these policyholder obligations. Reinsurance Ceded to Affiliates The Company maintains a reinsurance agreement with HLA whereby the Company cedes both group life and group accident and health risk. Under this agreement, the Company ceded group life premium of $6 and $6 for the three months ended March 31, 2018 and 2017 , respectively. The Company ceded accident and health premiums to HLA of $16 and $18 for the three months ended March 31, 2018 and 2017 , respectively.

Changes in and Reclassification

Changes in and Reclassifications from Accumulated Other Comprehensive Income Changes in and Reclassifications from Accumulated Other Comprehensive Income	3 Months Ended
	Mar. 31, 2018
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Changes in and Reclassifications from Accumulated Other Comprehensive Income	Changes in AOCI, Net of Tax for the Three Months Ended March 31, 2018 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 1,022 $ 4 $ (3 ) $ 1,023 Cumulative effect of accounting changes, net of tax [1] 182 — — 182 Adjusted balance, beginning of period 1,204 4 (3 ) 1,205 OCI before reclassifications (301 ) (12 ) 1 (312 ) Amounts reclassified from AOCI (3 ) (6 ) — (9 ) OCI, net of tax (304 ) (18 ) 1 (321 ) Ending balance $ 900 $ (14 ) $ (2 ) $ 884 [1] Includes reclassification to retained earnings of $193 of stranded tax effects and $11 of net unrealized gains, after tax, related to equity securities. Refer to Note 1 - Basis of Presentation and Significant Accounting Policies for further information. Reclassifications from AOCI Three Months Ended March 31, 2018 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 4 Net realized capital gains (losses) 4 Income before income taxes 1 Income tax expense 3 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps 5 Net investment income Foreign currency swaps 2 Net realized capital gains (losses) 7 Income before income taxes 1 Income tax expense 6 Net income Total amounts reclassified from AOCI $ 9 Net income Changes in AOCI, Net of Tax for the Three Months Ended March 31, 2017 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 693 $ 32 $ (3 ) $ 722 OCI before reclassifications 58 (2 ) — 56 Amounts reclassified from AOCI (14 ) (5 ) — (19 ) OCI, net of tax 44 (7 ) — 37 Ending balance $ 737 $ 25 $ (3 ) $ 759 Reclassified from AOCI Three Months Ended March 31, 2017 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 21 Net realized capital gains (losses) 21 Income before income taxes 7 Income tax expense (benefit) 14 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps — Net realized capital gains (losses) Interest rate swaps 7 Net investment income Foreign currency swaps 1 Net realized capital losses 8 Income before income taxes 3 Income tax expense (benefit) 5 Net income Total amounts reclassified from AOCI $ 19 Net income

Deferred Policy Acquisition Cos

Deferred Policy Acquisition Costs Level 1 (Notes)	3 Months Ended
	Mar. 31, 2018
Deferred Policy Acquisition Costs Disclosures [Abstract]
Deferred Policy Acquisition Costs [Text Block]	Changes in the DAC Balance Three months ended March 31, 2018 2017 Balance, beginning of period $ 405 $ 463 Deferred costs — 1 Amortization — DAC (8 ) (13 ) Amortization — Unlock benefit (charge), pre-tax (3 ) 5 Adjustments to unrealized gains and losses on securities AFS and other 23 (4 ) Balance, end of period $ 417 $ 452

Basis of Presentation and Acc18

Basis of Presentation and Accounting Policies Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2018
Accounting Policies [Abstract]
Investment, Policy [Policy Text Block]	Recognition and Presentation of Other-Than-Temporary Impairments The Company will record an other-than-temporary impairment (“OTTI”) for fixed maturities if the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value. A corresponding charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. The Company will also record an OTTI for those fixed maturities for which the Company does not expect to recover the entire amortized cost basis. For these securities, the excess of the amortized cost basis over its fair value is separated into the portion representing a credit OTTI, which is recorded in net realized capital losses, and the remaining non-credit amount, which is recorded in OCI. The credit OTTI amount is the excess of its amortized cost basis over the Company’s best estimate of discounted expected future cash flows. The non-credit amount is the excess of the best estimate of the discounted expected future cash flows over the fair value. The Company’s best estimate of discounted expected future cash flows becomes the new cost basis and accretes prospectively into net investment income over the estimated remaining life of the security. The Company’s best estimate of expected future cash flows is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions regarding the future performance. The Company's considerations include, but are not limited to, (a) changes in the financial condition of the issuer and the underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) credit ratings, (d) payment structure of the security and (e) the extent to which the fair value has been less than the amortized cost of the security. For non-structured securities, assumptions include, but are not limited to, economic and industry-specific trends and fundamentals, security-specific developments, industry earnings multiples and the issuer’s ability to restructure and execute asset sales. For structured securities, assumptions include, but are not limited to, various performance indicators such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, loan-to-value ("LTV") ratios, average cumulative collateral loss rates that vary by vintage year, prepayment speeds, and property value declines. These assumptions require the use of significant management judgment and include the probability of issuer default and estimates regarding timing and amount of expected recoveries which may include estimating the underlying collateral value. Prior to January 1, 2018, the Company recorded an OTTI for certain equity securities with debt-like characteristics if the Company intended to sell or it was more likely than not that the Company was required to sell the security before a recovery in value as well as for those equity securities for which the Company did not expect to recover the entire amortized cost basis. The Company also recorded an OTTI for equity securities where the decline in the fair value was deemed to be other-than-temporary. For further discussion of these policies, see Recognition and Presentation of Other-Than-Temporary Impairments within Note 6 - Investments of Notes to Consolidated Financial Statements included in the Company’s 2017 Form 10-K Annual Report.
Basis of Presentation	1 . Basis of Presentation and Significant Accounting Policies Hartford Life Insurance Company (together with its subsidiaries, “HLIC,” “Company,” “we” or “our”) is a provider of insurance and investment products in the United States (“U.S.”) and is a wholly-owned subsidiary of Hartford Life, Inc., a Delaware corporation ("HLI"). The Hartford Financial Services Group, Inc. (“The Hartford”) is the ultimate parent of the Company. The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information, which differ materially from the accounting practices prescribed by various insurance regulatory authorities. These Condensed Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes thereto included in the Company's 2017 Form 10-K Annual Report. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year. The accompanying Condensed Consolidated Financial Statements and Notes are unaudited. These financial statements reflect all adjustments (generally consisting only of normal accruals) which are, in the opinion of management, necessary for the fair presentation of the financial position, results of operations and cash flows for the interim periods. The Company's significant accounting policies are summarized in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2017 Form 10-K Annual Report.
Consolidation	Consolidation The Condensed Consolidated Financial Statements include the accounts of HLIC and entities the Company directly or indirectly has a controlling financial interest in, which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions, but is not required to consolidate, are reported using the equity method. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated.
Use of Estimates	Use of Estimates The preparation of financial statements, in conformity with U.S. GAAP, requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. The most significant estimates include those used in determining estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits required to be fair valued; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Condensed Consolidated Financial Statements.
Reclassifications	Reclassifications Certain reclassifications have been made to prior year financial information to conform to the current year presentation.
Adoption of New Accounting Standards	Adoption of New Accounting Standards Reclassification of Effect of Tax Rate Change from AOCI to Retained Earnings In February 2018, the FASB issued new accounting guidance for the effect on deferred tax assets and liabilities related to items recorded in accumulated other comprehensive income ("AOCI") resulting from legislated tax reform enacted on December 22, 2017. The tax reform reduced the federal tax rate applied to the Company’s deferred tax balances from 35% to 21% on enactment. Under U.S. GAAP, the Company recorded the total effect of the change in enacted tax rates on deferred tax balances as a charge to income tax expense within net income, including the change in deferred tax balances related to components of AOCI. The new accounting guidance permits the Company to reclassify the “stranded” tax effects out of AOCI and into retained earnings that resulted from recording the tax effects of unrealized investment gains at a 35% tax rate because the 14 point reduction in tax rate was recognized in net income instead of other comprehensive income. On January 1, 2018, the Company adopted the new guidance and recorded a reclassification of $193 which increased AOCI and reduced retained earnings. Financial Instruments- Recognition and Measurement On January 1, 2018, the Company adopted updated guidance issued by the FASB for the recognition and measurement of financial instruments through a cumulative effect adjustment to the opening balances of retained earnings and AOCI. The new guidance requires investments in equity securities to be measured at fair value with any changes in valuation reported in net income except for investments that are consolidated or are accounted for under the equity method of accounting. The new guidance also requires a deferred tax asset resulting from net unrealized losses on available-for-sale fixed maturities that are recognized in AOCI to be evaluated for recoverability in combination with the Company’s other deferred tax assets. Under prior guidance, the Company reported equity securities, available for sale ("AFS"), at fair value with changes in fair value reported in other comprehensive income. As of January 1, 2018, the Company reclassified from AOCI to retained earnings net unrealized gains of $11 , after tax, related to equity securities having a fair value of $154 . Beginning in 2018, the Company reports equity securities at fair value with changes in fair value reported in net realized capital gains and losses. Revenue Recognition On January 1, 2018, the Company adopted the FASB’s updated guidance for recognizing revenue from contracts with customers, which excludes insurance contracts and financial instruments. Revenue subject to the guidance is recognized when, or as, goods or services are transferred to customers in an amount that reflects the consideration that an entity is expected to receive in exchange for those goods or services. The updated guidance is consistent with previous guidance for the Company’s transactions and did not have an effect on the Company’s financial position, cash flows or net income. Revenue from customers for other than insurance and investment contracts was $25 and $15 for the three months ended March 31, 2018 and 2017, respectively. The Company earns revenues from these contracts primarily for administrative and distribution services fees from offering certain fund families as investment options in its variable annuity products. Fees are primarily based on the average daily net asset values of the funds and are recorded in the period in which the services are provided and collected monthly. Fluctuations in domestic and international markets and related investment performance, volume and mix of sales and redemptions of the funds, and other changes to the composition of assets under management are all factors that ultimately have a direct effect on fee income earned.
Fair Value of Financial Instruments, Policy [Policy Text Block]	Valuation Inputs Used in Level 2 and 3 Measurements for Securities and Freestanding Derivatives Level 2 Level 3 Fixed Maturity Investments Structured securities (includes ABS, CDOs CMBS and RMBS) • Benchmark yields and spreads • Independent broker quotes Corporates • Benchmark yields and spreads • Independent broker quotes U.S Treasuries, Municipals, and Foreign government/government agencies • Benchmark yields and spreads • Independent broker quotes • Credit spreads beyond observable curve Equity Securities • Quoted prices in markets that are not active • For privately traded equity securities, internal discounted cash flow models utilizing earnings multiples or other cash flow assumptions that are not observable Short Term Investments • Benchmark yields and spreads Not applicable Derivatives Credit derivatives • Swap yield curve Not applicable Equity derivatives • Equity index levels • Independent broker quotes Foreign exchange derivatives • Swap yield curve Not applicable Interest rate derivatives • Swap yield curve • Independent broker quotes The Company carries certain financial assets and liabilities at estimated fair value. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in the principal or most advantageous market in an orderly transaction between market participants. Our fair value framework includes a hierarchy that gives the highest priority to the use of quoted prices in active markets, followed by the use of market observable inputs, followed by the use of unobservable inputs. The fair value hierarchy levels are as follows: Level 1 Fair values based primarily on unadjusted quoted prices for identical assets, or liabilities, in active markets that the Company has the ability to access at the measurement date. Level 2 Fair values primarily based on observable inputs, other than quoted prices included in Level 1, or based on prices for similar assets and liabilities. Level 3 Fair values derived when one or more of the significant inputs are unobservable (including assumptions about risk). With little or no observable market, the determination of fair values uses considerable judgment and represents the Company’s best estimate of an amount that could be realized in a market exchange for the asset or liability. Also included are securities that are traded within illiquid markets and/or priced by independent brokers. The Company will classify the financial asset or liability by level based upon the lowest level input that is significant to the determination of the fair value. In most cases, both observable inputs (e.g., changes in interest rates) and unobservable inputs (e.g., changes in risk assumptions) are used to determine fair values that the Company has classified within Level 3.
Derivatives, Policy [Policy Text Block]	The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, credit spread, issuer default, price and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that are permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or as embedded derivative instruments, such as certain GMWB riders included with certain variable annuity products.
Derivatives, Methods of Accounting, Hedge Documentation [Policy Text Block]	Strategies that Qualify for Hedge Accounting Some of the Company's derivatives satisfy hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2017 Form 10-K Annual Report. Typically, these hedging instruments include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the hedged item closely match the terms of the swap. The interest rate swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. The hedge strategies by hedge accounting designation include: Cash Flow Hedges Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily convert interest receipts on floating-rate fixed maturity securities to fixed rates. The Company has also entered into forward starting swap agreements to hedge the interest rate exposure related to the future purchase of fixed-rate securities, primarily to hedge interest rate risk inherent in the assumptions used to price certain product liabilities. Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates. Non-qualifying Strategies Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency and equity risk of certain fixed maturities, equities and liabilities do not qualify for hedge accounting.
Derivatives, Methods of Accounting, Derivatives Not Designated or Qualifying as Hedges [Policy Text Block]	Non-qualifying Strategies Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency and equity risk of certain fixed maturities, equities and liabilities do not qualify for hedge accounting. The non-qualifying strategies include: Interest Rate Swaps, Swaptions, and Futures The Company uses interest rate swaps, swaptions, and futures to manage interest rate duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of March 31, 2018 and December 31, 2017 , the notional amount of interest rate swaps in offsetting relationships was $2.7 billion . Foreign Currency Swaps and Forwards The Company enters into foreign currency swaps to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars. The Company also enters into foreign currency forwards to hedge non-U.S. dollar denominated cash and, previously, to hedge equity securities. Fixed Payout Annuity Hedge The Company has obligations for certain yen denominated fixed payout annuities under an assumed reinsurance contract. The Company invests in U.S. dollar denominated assets to support the assumed reinsurance liability. The Company has in place pay U.S. dollar, receive yen swap contracts to hedge the currency and yen interest rate exposure between the U.S. dollar denominated assets and the yen denominated fixed liability reinsurance payments. Credit Contracts Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in the value of fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward. Equity Index Swaps and Options The Company enters into equity index options to hedge the impact of a decline in the equity markets on the investment portfolio. The Company previously entered into total return swaps to hedge equity risk of specific common stock investments which were accounted for using fair value option in order to align the accounting treatment within net realized capital gains (losses). In addition, the Company formerly offered certain equity indexed products that remain in force, a portion of which contained embedded derivatives that require changes in value to be bifurcated from the host contract. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products. GMWB Derivatives, net The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the GRB. The Company uses reinsurance contracts to transfer a portion of its risk of loss due to GMWB. The reinsurance contracts covering GMWB (“GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB reinsured.

Derivatives (Tables)

Derivatives (Tables)	3 Months Ended
	Mar. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Instruments [Table Text Block]	GMWB Hedging Instruments Notional Amount Fair Value March 31, 2018 December 31, 2017 March 31, 2018 December 31, 2017 Customized swaps $ 4,739 $ 5,023 $ 57 $ 59 Equity swaps, options, and futures 761 1,407 (20 ) (31 ) Interest rate swaps and futures 3,076 3,022 30 39 Total $ 8,576 $ 9,452 $ 67 $ 67
Derivative Balance Sheet Presentation	Derivative Balance Sheet Presentation Net Derivatives Asset Derivatives Liability Derivatives Notional Amount Fair Value Fair Value Fair Value Mar 31, 2018 Dec 31, 2017 Mar 31, 2018 Dec 31, 2017 Mar 31, 2018 Dec 31, 2017 Mar 31, 2018 Dec 31, 2017 Cash flow hedges Interest rate swaps $ 1,421 $ 1,486 $ (3 ) $ — $ 18 $ 6 $ (21 ) $ (6 ) Foreign currency swaps 182 182 (12 ) (12 ) 4 5 (16 ) (17 ) Total cash flow hedges 1,603 1,668 (15 ) (12 ) 22 11 (37 ) (23 ) Non-qualifying strategies Interest rate contracts Interest rate swaps and futures 3,216 3,219 (326 ) (356 ) 306 339 (632 ) (695 ) Foreign exchange contracts Foreign currency swaps and forwards 41 342 — (6 ) — — — (6 ) Fixed payout annuity hedge 540 540 (149 ) (170 ) — — (149 ) (170 ) Credit contracts Credit derivatives that purchase credit protection 51 80 (2 ) (3 ) — — (2 ) (3 ) Credit derivatives that assume credit risk [1] 380 380 6 3 7 9 (1 ) (6 ) Credit derivatives in offsetting positions 62 200 — 1 6 9 (6 ) (8 ) Variable annuity hedge program GMWB product derivatives [2] 11,021 11,390 (53 ) (75 ) — — (53 ) (75 ) GMWB reinsurance contracts 2,308 2,372 31 35 31 35 — — GMWB hedging instruments 8,576 9,452 67 67 127 120 (60 ) (53 ) Macro hedge program 6,497 7,252 35 23 48 45 (13 ) (22 ) Other Modified coinsurance reinsurance contracts 836 861 81 55 81 55 — — Total non-qualifying strategies 33,528 36,088 (310 ) (426 ) 606 612 (916 ) (1,038 ) Total cash flow hedges and non-qualifying strategies $ 35,131 $ 37,756 $ (325 ) $ (438 ) $ 628 $ 623 $ (953 ) $ (1,061 ) Balance Sheet Location Fixed maturities, available-for-sale $ 39 $ 39 $ — $ — $ — $ — $ — $ — Other investments 6,765 10,340 78 135 100 302 (22 ) (167 ) Other liabilities 14,162 12,754 (462 ) (588 ) 416 231 (878 ) (819 ) Reinsurance recoverables 3,144 3,233 112 90 112 90 — — Other policyholder funds and benefits payable 11,021 11,390 (53 ) (75 ) — — (53 ) (75 ) Total derivatives $ 35,131 $ 37,756 $ (325 ) $ (438 ) $ 628 $ 623 $ (953 ) $ (1,061 ) [1] The derivative instruments related to this strategy are held for other investment purposes. [2] These derivatives are embedded within liabilities and are not held for risk management purposes.
Offsetting Assets	Offsetting Derivative Assets and Liabilities (i) (ii) (iii) = (i) - (ii) (iv) (v) = (iii) - (iv) Net Amounts Presented in the Statement of Financial Position Collateral Disallowed for Offset in the Statement of Financial Position Gross Amounts of Recognized Assets (Liabilities) Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] (Liabilities) [2] Accrued Interest and Cash Collateral Received [3] Pledged [2] Financial Collateral Received [4] Net Amount As of March 31, 2018 Other investments $ 516 $ 478 $ 78 $ (40 ) $ 1 $ 37 Other liabilities $ (900 ) $ (301 ) $ (462 ) $ (137 ) $ (596 ) $ (3 ) As of December 31, 2017 Other investments $ 533 $ 491 $ 135 $ (93 ) $ — $ 42 Other liabilities $ (986 ) $ (307 ) $ (588 ) $ (91 ) $ (674 ) $ (5 ) [1] Included in other invested assets in the Company's Condensed Consolidated Balance Sheets. [2] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty. [3] Included in other investments in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. [4] Excludes collateral associated with exchange-traded derivative instruments.
Offsetting Liabilities	Securities Lending and Repurchase Agreements March 31, 2018 December 31, 2017 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 585 $ 674 Gross amount of associated liability for collateral received [1] $ 597 $ 689 Repurchase agreements: Gross amount of recognized liabilities for repurchase agreements $ 192 $ 202 Gross amount of collateral pledged related to repurchase agreements [2] $ 200 $ 206 [1] Cash collateral received is reinvested in fixed maturities, AFS and short term investments which are included in the Condensed Consolidated Balance Sheets. Amount includes additional securities collateral received of $ 14 and $ 1 which are excluded from the Company's Condensed Consolidated Balance Sheets as of March 31, 2018 and December 31, 2017 , respectively. [2] Collateral pledged is included within fixed maturities, AFS and short term investments in the Company's Condensed Consolidated Balance Sheets. Offsetting Derivative Assets and Liabilities (i) (ii) (iii) = (i) - (ii) (iv) (v) = (iii) - (iv) Net Amounts Presented in the Statement of Financial Position Collateral Disallowed for Offset in the Statement of Financial Position Gross Amounts of Recognized Assets (Liabilities) Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] (Liabilities) [2] Accrued Interest and Cash Collateral Received [3] Pledged [2] Financial Collateral Received [4] Net Amount As of March 31, 2018 Other investments $ 516 $ 478 $ 78 $ (40 ) $ 1 $ 37 Other liabilities $ (900 ) $ (301 ) $ (462 ) $ (137 ) $ (596 ) $ (3 ) As of December 31, 2017 Other investments $ 533 $ 491 $ 135 $ (93 ) $ — $ 42 Other liabilities $ (986 ) $ (307 ) $ (588 ) $ (91 ) $ (674 ) $ (5 ) [1] Included in other invested assets in the Company's Condensed Consolidated Balance Sheets. [2] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty. [3] Included in other investments in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. [4] Excludes collateral associated with exchange-traded derivative instruments.
Derivatives in Cash Flow Hedging Relationships	Cash Flow Hedges For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. Derivatives in Cash Flow Hedging Relationships Gain (Loss) Recognized in OCI on Derivative (Effective Portion) Three Months Ended March 31, 2018 2017 Interest rate swaps $ (16 ) $ (4 ) Foreign currency swaps — 1 Total $ (16 ) $ (3 ) Derivatives in Cash Flow Hedging Relationships Gain or (Loss) Reclassified from AOCI into Income (Effective Portion) Three Months Ended March 31, 2018 2017 Interest rate swaps Net investment income 5 7 Foreign currency swaps Net realized capital gains 2 1 Total $ 7 $ 8
Non-Qualifying Strategies Recognized within Net Realized Capital Gains (Losses)	Non-Qualifying Strategies Recognized within Net Realized Capital Gains (Losses) Three Months Ended March 31, 2018 2017 Variable annuity hedge program GMWB product derivatives $ 39 $ 101 GMWB reinsurance contracts (13 ) (18 ) GMWB hedging instruments (22 ) (65 ) Macro hedge program 18 (86 ) Total variable annuity hedge program 22 (68 ) Foreign exchange contracts Foreign currency swaps and forwards (3 ) (4 ) Fixed payout annuity hedge 20 21 Total foreign exchange contracts 17 17 Other non-qualifying derivatives Interest rate contracts Interest rate swaps, swaptions, and futures (30 ) 2 Credit contracts Credit derivatives that purchase credit protection — (6 ) Credit derivatives that assume credit risk (1 ) 8 Equity contracts Equity index swaps and options — 1 Other Modified coinsurance reinsurance contracts 26 (2 ) Total other non-qualifying derivatives (5 ) 3 Total [1] $ 34 $ (48 ) [1] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements.
Credit Derivatives by Type	Credit Derivatives by Type As of March 31, 2018 Underlying Referenced Credit Obligation(s) [1] Credit Derivative type by derivative risk exposure Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] Single name credit default swaps Investment grade risk exposure $ 120 $ 3 5 years Corporate Credit/ Foreign Gov. A- $ — $ — Basket credit default swaps [4] Investment grade risk exposure 250 4 5 years Corporate Credit BBB+ — — Investment grade risk exposure 13 (1 ) 5 years CMBS Credit A- 3 — Below investment grade risk exposure 28 (5 ) Less than 1 Year CMBS Credit CCC 28 5 Total [5] $ 411 $ 1 $ 31 $ 5 As of December 31, 2017 Underlying Referenced Credit Obligation(s) [1] Credit Derivative type by derivative risk exposure Notional Amount [2] Fair Value Weighted Average Years to Maturity Type Average Credit Rating Offsetting Notional Amount [3] Offsetting Fair Value [3] Single name credit default swaps Investment grade risk exposure $ 120 $ 3 5 years Corporate Credit/ Foreign Gov. A- $ — $ — Below investment grade risk exposure 43 — Less than 1 Year Corporate Credit B 43 — Basket credit default swaps [4] Investment grade risk exposure 250 — 5 years Corporate Credit BBB+ — — Below investment grade risk exposure 22 2 3 years Corporate Credit B+ 22 — Investment grade risk exposure 15 (1 ) 4 years CMBS Credit A 5 — Below investment grade risk exposure 30 (5 ) Less than 1 Year CMBS Credit CCC 30 5 Total [5] $ 480 $ (1 ) $ 100 $ 5 [1] The average credit ratings are based on availability and are generally the midpoint of the available ratings among Moody’s, S&P, Fitch, and Morningstar. If no rating is available from a rating agency, then an internally developed rating is used. [2] Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements, clearing house rules, and applicable law, which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses. [3] The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap. [4] Comprised of swaps of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index. [5] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 2 - Fair Value Measurements

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Fair Value Disclosures [Abstract]
Assets and (liabilities) carried at fair value by hierarchy level	Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of March 31, 2018 Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Assets accounted for at fair value on a recurring basis Fixed maturities, AFS Asset backed securities ("ABS") $ 829 $ — $ 820 $ 9 Collateralized debt obligations ("CDOs") 780 — 708 72 Commercial mortgage-backed securities ("CMBS") 1,987 — 1,966 21 Corporate 13,424 — 12,977 447 Foreign government/government agencies 415 — 414 1 Bonds of municipalities and political subdivisions ("municipal bonds") 1,238 — 1,201 37 Residential mortgage-backed securities ("RMBS") 1,352 — 711 641 U.S. Treasuries 1,756 216 1,540 — Total fixed maturities 21,781 216 20,337 1,228 Fixed maturities, FVO 29 — 29 — Equity securities, at fair value 124 33 49 42 Derivative assets Credit derivatives 4 — 4 — Interest rate derivatives (2 ) — (2 ) — Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments 57 — 21 36 Macro hedge program 19 — — 19 Total derivative assets [2] 78 — 23 55 Short-term investments 1,493 677 816 — Reinsurance recoverable for GMWB 31 — — 31 Modified coinsurance reinsurance contracts 81 — 81 — Separate account assets [3] 105,063 70,204 34,818 41 Total assets accounted for at fair value on a recurring basis $ 128,680 $ 71,130 $ 56,153 $ 1,397 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB embedded derivative $ (53 ) $ — $ — $ (53 ) Total other policyholder funds and benefits payable (53 ) — — (53 ) Derivative liabilities Foreign exchange derivatives (161 ) — (161 ) — Interest rate derivatives (327 ) — (299 ) (28 ) GMWB hedging instruments 10 — 14 (4 ) Macro hedge program 16 — 2 14 Total derivative liabilities [4] (462 ) — (444 ) (18 ) Total liabilities accounted for at fair value on a recurring basis $ (515 ) $ — $ (444 ) $ (71 ) Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 2017 Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Assets accounted for at fair value on a recurring basis Fixed maturities, AFS ABS $ 819 $ — $ 806 $ 13 CDOs 888 — 815 73 CMBS 2,084 — 2,058 26 Corporate 14,038 — 13,595 443 Foreign government/government agencies 407 — 406 1 Bonds of municipalities and political subdivisions ("municipal bonds") 1,266 — 1,228 38 RMBS 1,427 — 735 692 U.S. Treasuries 1,870 284 1,586 — Total fixed maturities 22,799 284 21,229 1,286 Fixed maturities, FVO 32 — 32 — Equity securities, trading [1] 12 12 — — Equity securities, AFS 154 61 47 46 Derivative assets Credit derivatives 1 — 1 — Foreign exchange derivatives (1 ) — (1 ) — Interest rate derivatives 47 — 47 — GMWB hedging instruments 69 — 35 34 Macro hedge program 19 — — 19 Total derivative assets [2] 135 — 82 53 Short-term investments 1,094 807 287 — Reinsurance recoverable for GMWB 36 — — 36 Modified coinsurance reinsurance contracts 55 — 55 — Separate account assets [3] 113,302 73,538 38,677 185 Total assets accounted for at fair value on a recurring basis $ 137,619 $ 74,702 $ 60,409 $ 1,606 Liabilities accounted for at fair value on a recurring basis Other policyholder funds and benefits payable GMWB embedded derivative $ (75 ) $ — $ — $ (75 ) Total other policyholder funds and benefits payable (75 ) — — (75 ) Derivative liabilities Foreign exchange derivatives (187 ) — (187 ) — Interest rate derivatives (403 ) — (374 ) (29 ) GMWB hedging instruments (2 ) — (2 ) — Macro hedge program 4 — — 4 Total derivative liabilities [4] (588 ) — (563 ) (25 ) Total liabilities accounted for at fair value on a recurring basis $ (663 ) $ — $ (563 ) $ (100 ) [1] Included in other investments on the Condensed Consolidated Balance Sheets. [2] Includes OTC and OTC-cleared derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. See footnote 4 to this table for derivative liabilities. [3] Approximately $2.8 billion and $2.5 billion of investment sales receivable, as of March 31, 2018 and December 31, 2017 , respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value. Included in the total fair value amount are $0.5 billion and $0.9 billion of investments, as of March 31, 2018 and December 31, 2017 , respectively, for which the fair value is estimated using the net asset value per unit as a practical expedient which are excluded from the disclosure requirement to classify amounts in the fair value hierarchy. [4] Includes OTC and OTC-cleared derivative instruments in a net negative fair value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements, which may be imposed by agreements, clearing house rules and applicable law. Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Three Months Ended March 31, 2018 Total realized/unrealized gains (losses) Fair value as of January 1, 2018 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of March 31, 2018 Assets Fixed Maturities, AFS ABS $ 13 $ — $ — $ — $ (1 ) $ — $ — $ (3 ) $ 9 CDOs 73 — — 5 — — — (6 ) 72 CMBS 26 — — — (1 ) (4 ) — — 21 Corporate 443 — (7 ) 20 (13 ) (30 ) 54 (20 ) 447 Foreign Govt./Govt. Agencies 1 — — — — — — — 1 Municipal 38 — (1 ) — — — — — 37 RMBS 692 — (2 ) 3 (47 ) — — (5 ) 641 Total Fixed Maturities, AFS 1,286 — (10 ) 28 (62 ) (34 ) 54 (34 ) 1,228 Equity Securities, at fair value 46 10 — — — (14 ) — — 42 Freestanding Derivatives Interest rate (29 ) 1 — — — — — — (28 ) GMWB hedging instruments 34 — — — — (2 ) — — 32 Macro hedge program 23 10 — — — — — — 33 Total Freestanding Derivatives [5] 28 11 — — — (2 ) — — 37 Reinsurance Recoverable for GMWB 36 (8 ) — — 3 — — — 31 Separate Accounts 185 — — 10 — (162 ) 17 (9 ) 41 Total Assets $ 1,581 $ 13 $ (10 ) $ 38 $ (59 ) $ (212 ) $ 71 $ (43 ) $ 1,379 (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ (75 ) $ 39 $ — $ — $ (17 ) $ — $ — $ — $ (53 ) Total Other Policyholder Funds and Benefits Payable (75 ) 39 — — (17 ) — — — (53 ) Total Liabilities $ (75 ) $ 39 $ — $ — $ (17 ) $ — $ — $ — $ (53 )	Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Three Months Ended March 31, 2017 Total realized/unrealized gains (losses) Fair value as of January 1, 2017 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of March 31, 2017 Assets Fixed Maturities, AFS ABS $ 37 $ — $ — $ 12 $ (2 ) $ — $ 3 $ (6 ) $ 44 CDOs 260 — 1 — — — — (62 ) 199 CMBS 21 — — 28 (1 ) — — (3 ) 45 Corporate 566 5 11 69 1 (63 ) 5 (37 ) 557 Foreign Govt./Govt. Agencies 17 — 1 — (1 ) — — — 17 Municipal 72 — 2 — — (1 ) — — 73 RMBS 711 — 2 85 (41 ) — — — 757 Total Fixed Maturities, AFS 1,684 5 17 194 (44 ) (64 ) 8 (108 ) 1,692 Equity Securities, AFS 44 — (2 ) 2 — — — — 44 Freestanding Derivatives Interest rate (30 ) 1 — — — — — — (29 ) GMWB hedging instruments 81 (35 ) — — — — — — 46 Macro hedge program 167 (8 ) — — — — — — 159 Total Freestanding Derivatives [5] 218 (42 ) — — — — — — 176 Reinsurance Recoverable for GMWB 73 (17 ) — — 4 — — — 60 Separate Accounts 201 — 3 97 (4 ) (8 ) 3 (15 ) 277 Total Assets $ 2,220 $ (54 ) $ 18 $ 293 $ (44 ) $ (72 ) $ 11 $ (123 ) $ 2,249 (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ (241 ) $ 100 $ — $ — $ (16 ) $ — $ — $ — $ (157 ) Equity Linked Notes (33 ) (3 ) — — — — — — (36 ) Total Other Policyholder Funds and Benefits Payable (274 ) 97 — — (16 ) — — — (193 ) Total Liabilities $ (274 ) $ 97 $ — $ — $ (16 ) $ — $ — $ — $ (193 )
Information about significant unobservable inputs used in Level 3 assets measured at fair value	Significant Unobservable Inputs for Level 3 - Securities Assets accounted for at fair value on a recurring basis Fair Value Predominant Significant Unobservable Input Minimum Maximum Weighted Average [1] Impact of Increase in Input on Fair Value [2] As of March 31, 2018 CMBS [3] $ 14 Discounted cash flows Spread (encompasses 9bps 1,816bps 433bps Decrease Corporate [4] $ 212 Discounted cash flows Spread 112bps 874bps 280bps Decrease Municipal $ 21 Discounted cash flows Spread 199bps 240bps 224bps Decrease RMBS $ 641 Discounted cash flows Spread 6bps 428bps 75bps Decrease Constant prepayment rate —% 25% 6% Decrease [5] Constant default rate —% 7% 4% Decrease Loss severity —% 100% 60% Decrease As of December 31, 2017 CMBS [3] $ 15 Discounted cash flows Spread (encompasses 9bps 1,816bps 457bps Decrease Corporate [4] $ 190 Discounted cash flows Spread 103bps 1,000bps 355bps Decrease Municipal [3] $ 22 Discounted cash flows Spread 192bps 250bps 228bps Decrease RMBS [3] $ 692 Discounted cash flows Spread 24bps 463bps 77bps Decrease Constant prepayment rate —% 25% 6% Decrease [5] Constant default rate —% 7% 4% Decrease Loss severity —% 100% 65% Decrease [1] The weighted average is determined based on the fair value of the securities. [2] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. [3] Excludes securities for which the Company based fair value on broker quotations. [4] Excludes securities for which the Company bases fair value on broker quotations; however, included are broker priced lower-rated private placement securities for which the Company receives spread and yield information to corroborate the fair value. [5] Decrease for above market rate coupons and increase for below market rate coupons. Significant Unobservable Inputs for Level 3 - Freestanding Derivatives Fair Predominant Valuation Significant Minimum Maximum Impact of As of March 31, 2018 Interest rate derivatives Interest rate swaps $(28) Discounted cash flows Swap curve 3% 3% Decrease GMWB hedging instruments Equity variance swaps $(25) Option model Equity volatility 21% 21% Increase Customized swaps $56 Discounted cash flows Equity volatility 14% 30% Increase Interest rate swaption $1 Option model Interest rate volatility 3% 3% Increase Macro hedge program [2] Equity options $38 Option model Equity volatility 19% 29% Increase As of December 31, 2017 Interest rate derivatives Interest rate swaps $ (29 ) Discounted cash flows Swap curve 2% 3% Decrease GMWB hedging instruments Equity variance swaps $ (26 ) Option model Equity volatility 19% 19% Increase Equity options $ 1 Option model Equity volatility 27% 30% Increase Customized swaps $ 59 Discounted cash flows Equity volatility 7% 30% Increase Macro hedge program Equity options $ 29 Option model Equity volatility 18% 31% Increase [1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions. [2] Excludes derivatives for which the Company bases fair value on broker quotations. Significant Unobservable Inputs for Level 3 GMWB Embedded Customized and Reinsurance Derivatives As of March 31, 2018 Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal Utilization [2] 15% 100% Increase Withdrawal Rates [3] —% 8% Increase Lapse Rates [4] —% 40% Decrease Reset Elections [5] 30% 75% Increase Equity Volatility [6] 14% 30% Increase As of December 31, 2017 Significant Unobservable Input Unobservable Inputs (Minimum) Unobservable Inputs (Maximum) Impact of Increase in Input Withdrawal Utilization [2] 15% 100% Increase Withdrawal Rates [3] —% 8% Increase Lapse Rates [4] —% 40% Decrease Reset Elections [5] 30% 75% Increase Equity Volatility [6] 7% 30% Increase Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Three Months Ended March 31, 2018 Total realized/unrealized gains (losses) Fair value as of January 1, 2018 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of March 31, 2018 Assets Fixed Maturities, AFS ABS $ 13 $ — $ — $ — $ (1 ) $ — $ — $ (3 ) $ 9 CDOs 73 — — 5 — — — (6 ) 72 CMBS 26 — — — (1 ) (4 ) — — 21 Corporate 443 — (7 ) 20 (13 ) (30 ) 54 (20 ) 447 Foreign Govt./Govt. Agencies 1 — — — — — — — 1 Municipal 38 — (1 ) — — — — — 37 RMBS 692 — (2 ) 3 (47 ) — — (5 ) 641 Total Fixed Maturities, AFS 1,286 — (10 ) 28 (62 ) (34 ) 54 (34 ) 1,228 Equity Securities, at fair value 46 10 — — — (14 ) — — 42 Freestanding Derivatives Interest rate (29 ) 1 — — — — — — (28 ) GMWB hedging instruments 34 — — — — (2 ) — — 32 Macro hedge program 23 10 — — — — — — 33 Total Freestanding Derivatives [5] 28 11 — — — (2 ) — — 37 Reinsurance Recoverable for GMWB 36 (8 ) — — 3 — — — 31 Separate Accounts 185 — — 10 — (162 ) 17 (9 ) 41 Total Assets $ 1,581 $ 13 $ (10 ) $ 38 $ (59 ) $ (212 ) $ 71 $ (43 ) $ 1,379 (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ (75 ) $ 39 $ — $ — $ (17 ) $ — $ — $ — $ (53 ) Total Other Policyholder Funds and Benefits Payable (75 ) 39 — — (17 ) — — — (53 ) Total Liabilities $ (75 ) $ 39 $ — $ — $ (17 ) $ — $ — $ — $ (53 ) Fair Value Roll-forwards for Financial Instruments Classified as Level 3 for the Three Months Ended March 31, 2017 Total realized/unrealized gains (losses) Fair value as of January 1, 2017 Included in net income [1] [2] [6] Included in OCI [3] Purchases Settlements Sales Transfers into Level 3 [4] Transfers out of Level 3 [4] Fair value as of March 31, 2017 Assets Fixed Maturities, AFS ABS $ 37 $ — $ — $ 12 $ (2 ) $ — $ 3 $ (6 ) $ 44 CDOs 260 — 1 — — — — (62 ) 199 CMBS 21 — — 28 (1 ) — — (3 ) 45 Corporate 566 5 11 69 1 (63 ) 5 (37 ) 557 Foreign Govt./Govt. Agencies 17 — 1 — (1 ) — — — 17 Municipal 72 — 2 — — (1 ) — — 73 RMBS 711 — 2 85 (41 ) — — — 757 Total Fixed Maturities, AFS 1,684 5 17 194 (44 ) (64 ) 8 (108 ) 1,692 Equity Securities, AFS 44 — (2 ) 2 — — — — 44 Freestanding Derivatives Interest rate (30 ) 1 — — — — — — (29 ) GMWB hedging instruments 81 (35 ) — — — — — — 46 Macro hedge program 167 (8 ) — — — — — — 159 Total Freestanding Derivatives [5] 218 (42 ) — — — — — — 176 Reinsurance Recoverable for GMWB 73 (17 ) — — 4 — — — 60 Separate Accounts 201 — 3 97 (4 ) (8 ) 3 (15 ) 277 Total Assets $ 2,220 $ (54 ) $ 18 $ 293 $ (44 ) $ (72 ) $ 11 $ (123 ) $ 2,249 (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ (241 ) $ 100 $ — $ — $ (16 ) $ — $ — $ — $ (157 ) Equity Linked Notes (33 ) (3 ) — — — — — — (36 ) Total Other Policyholder Funds and Benefits Payable (274 ) 97 — — (16 ) — — — (193 ) Total Liabilities $ (274 ) $ 97 $ — $ — $ (16 ) $ — $ — $ — $ (193 ) [1] The Company classifies realized and unrealized gains (losses) on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives. [2] Amounts in these rows are generally reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC. [3] All amounts are before income taxes and amortization of DAC. [4] Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs. [5] Derivative instruments are reported in this table on a net basis for asset (liability) positions and reported in the Consolidated Balance Sheets in other investments and other liabilities. [6] Includes both market and non-market impacts in deriving realized and unrealized gains (losses). Changes in Unrealized Gains (Losses) Included in Net Income for Financial Instruments Classified as Level 3 Still Held at End of Period Three months ended March 31, 2018 [1][2] 2017 [1][2] Assets Freestanding Derivatives Interest Rate 1 — GMWB hedging instruments (2 ) (36 ) Macro hedge program 12 (8 ) Total Freestanding Derivatives 11 (44 ) Reinsurance Recoverable for GMWB (8 ) (17 ) Separate Accounts — — Total Assets $ 3 $ (61 ) (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ 39 $ 100 Equity Linked Notes — (3 ) Total Other Policyholder Funds and Benefits Payable 39 97 Total Liabilities $ 39 $ 97 [1] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC. [2] Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
Fair Value Inputs, Liabilities, Quantitative Information [Table Text Block]	Changes in Unrealized Gains (Losses) Included in Net Income for Financial Instruments Classified as Level 3 Still Held at End of Period Three months ended March 31, 2018 [1][2] 2017 [1][2] Assets Freestanding Derivatives Interest Rate 1 — GMWB hedging instruments (2 ) (36 ) Macro hedge program 12 (8 ) Total Freestanding Derivatives 11 (44 ) Reinsurance Recoverable for GMWB (8 ) (17 ) Separate Accounts — — Total Assets $ 3 $ (61 ) (Liabilities) Other Policyholder Funds and Benefits Payable Guaranteed Withdrawal Benefits $ 39 $ 100 Equity Linked Notes — (3 ) Total Other Policyholder Funds and Benefits Payable 39 97 Total Liabilities $ 39 $ 97 [1] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC. [2] Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
Fair value of assets and liabilities accounted for using the fair value option	Changes in Fair Value of Assets using Fair Value Option Three Months Ended March 31, 2018 2017 Assets Fixed maturities, FVO RMBS $ — $ 1 Total fixed maturities, FVO — 1 Equity, FVO (1 ) Total realized capital gains (losses) $ — $ — Fair Value of Assets and Liabilities using the Fair Value Option March 31, 2018 December 31, 2017 Assets Fixed maturities, FVO RMBS $ 29 $ 32 Total fixed maturities, FVO $ 29 $ 32
Financial Instruments Not Carried at Fair Value	Financial Instruments Not Carried at Fair Value Financial Assets and Liabilities Not Carried at Fair Value Fair Value Hierarchy Level Carrying Amount Fair Value March 31, 2018 Assets Policy loans Level 3 $ 1,478 $ 1,478 Mortgage loans Level 3 $ 2,839 $ 2,865 Liabilities Other policyholder funds and benefits payable [1] Level 3 $ 5,882 $ 6,017 Consumer notes [2] [3] Level 3 $ 4 $ 4 Assumed investment contracts [3] Level 3 $ 366 $ 381 December 31, 2017 Assets Policy loans Level 3 $ 1,432 $ 1,432 Mortgage loans Level 3 $ 2,872 $ 2,941 Liabilities Other policyholder funds and benefits payable [1] Level 3 $ 5,905 $ 6,095 Consumer notes [2] [3] Level 3 $ 8 $ 8 Assumed investment contracts [3] Level 3 $ 342 $ 361 [1] Excludes group accident and health and universal life insurance contracts, including corporate owned life insurance. [2] Excludes amounts carried at fair value and included in preceding disclosures. [3] Included in other liabilities in the Condensed Consolidated Balance Sheets.

Investments (Tables)

Investments (Tables)	3 Months Ended
	Mar. 31, 2018
Investments [Abstract]
Net Realized Capital Gains (Losses)	Net Realized Capital Gains (Losses) Three Months Ended March 31, (Before tax) 2018 2017 Gross gains on sales $ 21 $ 50 Gross losses on sales (17 ) (29 ) Equity Securities [1] 11 — Results of variable annuity hedge program GMWB derivatives, net 4 18 Macro hedge program 18 (86 ) Total results of variable annuity hedge program 22 (68 ) Transactional foreign currency revaluation (14 ) (18 ) Non-qualifying foreign currency derivatives 17 17 Other, net [2] (19 ) 2 Net realized capital losses $ 21 $ (46 ) [1] Effective January 1, 2018, with adoption of new accounting standards for equity securities, include all changes in fair value and trading gains and losses for equity securities at fair value. [2] Includes gains (losses) on non-qualifying derivatives, excluding foreign currency derivatives, of $(5) and $3 , respectively, for the three months ended March 31, 2018 and 2017 .
Impairments	Cumulative Credit Impairments Three Months Ended March 31, (Before tax) 2018 2017 Balance as of beginning of period $ (88 ) $ (170 ) Additions for credit impairments recognized on [1]: Securities not previously impaired — — Securities previously impaired — — Reductions for credit impairments previously recognized on: Securities that matured or were sold during the period 4 5 Securities due to an increase in expected cash flows — 4 Balance as of end of period $ (84 ) $ (161 ) [1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations. Impairments in Earnings by Type Three Months Ended March 31, 2018 2017 Credit impairments $ — $ — Intent-to-sell impairments — — Impairments on equity securities — — Total impairments $ — $ —
Schedule of Available-for-sale Securities	Available-for-Sale Securities AFS Securities by Type March 31, 2018 December 31, 2017 Cost or Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Non-Credit OTTI [1] Cost or Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Non-Credit OTTI [1] ABS $ 831 $ 8 $ (10 ) $ 829 $ — $ 821 $ 9 $ (11 ) $ 819 $ — CDOs 782 — (2 ) 780 — 886 2 — 888 — CMBS 1,996 30 (39 ) 1,987 (1 ) 2,061 45 (22 ) 2,084 (1 ) Corporate 12,444 1,093 (113 ) 13,424 — 12,587 1,483 (32 ) 14,038 — Foreign govt./govt. agencies 399 22 (6 ) 415 — 379 30 (2 ) 407 — Municipal 1,126 114 (2 ) 1,238 — 1,125 142 (1 ) 1,266 — RMBS 1,327 34 (9 ) 1,352 — 1,388 41 (2 ) 1,427 — U.S. Treasuries 1,610 157 (11 ) 1,756 — 1,667 206 (3 ) 1,870 — Total fixed maturities, AFS 20,515 1,458 (192 ) 21,781 (1 ) 20,914 1,958 (73 ) 22,799 (1 ) Equity securities, AFS [2] 140 14 — 154 — Total AFS securities $ 20,515 $ 1,458 $ (192 ) $ 21,781 $ (1 ) $ 21,054 $ 1,972 $ (73 ) $ 22,953 $ (1 ) [1] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of March 31, 2018 and December 31, 2017 . [2] Effective January 1, 2018, with the adoption of new accounting standards for financial instruments, equity securities, AFS were reclassified to equity securities at fair value and are excluded from the table above as of March 31, 2018 . Fixed maturities, AFS, by Contractual Maturity Year March 31, 2018 December 31, 2017 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 914 $ 918 $ 844 $ 850 Over one year through five years 3,418 3,454 3,498 3,580 Over five years through ten years 3,005 3,063 3,178 3,321 Over ten years 8,242 9,398 8,238 9,830 Subtotal 15,579 16,833 15,758 17,581 Mortgage-backed and asset-backed securities 4,936 4,948 5,156 5,218 Total fixed maturities, AFS $ 20,515 $ 21,781 $ 20,914 $ 22,799
Investments by Contractual Maturity Year	Fixed maturities, AFS, by Contractual Maturity Year March 31, 2018 December 31, 2017 Contractual Maturity Amortized Cost Fair Value Amortized Cost Fair Value One year or less $ 914 $ 918 $ 844 $ 850 Over one year through five years 3,418 3,454 3,498 3,580 Over five years through ten years 3,005 3,063 3,178 3,321 Over ten years 8,242 9,398 8,238 9,830 Subtotal 15,579 16,833 15,758 17,581 Mortgage-backed and asset-backed securities 4,936 4,948 5,156 5,218 Total fixed maturities, AFS $ 20,515 $ 21,781 $ 20,914 $ 22,799 Estimated maturities may differ from contractual maturities due to security call or prepayment provisions. Due to the potential for variability in payment speeds (i.e. prepayments or extensions), mortgage-backed and asset-backed securities are not categorized by contractual maturity.
Unrealized Loss on Investments	Unrealized Losses on AFS Securities Unrealized Loss Aging for AFS Securities by Type and Length of Time as of March 31, 2018 Less Than 12 Months 12 Months or More Total Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses ABS $ 298 $ 296 $ (2 ) $ 203 $ 195 $ (8 ) $ 501 $ 491 $ (10 ) CDOs 582 580 (2 ) — — — 582 580 (2 ) CMBS 901 881 (20 ) 338 319 (19 ) 1,239 1,200 (39 ) Corporate 3,701 3,631 (70 ) 751 708 (43 ) 4,452 4,339 (113 ) Foreign govt./govt. agencies 175 171 (4 ) 35 33 (2 ) 210 204 (6 ) Municipal 78 77 (1 ) 10 9 (1 ) 88 86 (2 ) RMBS 526 518 (8 ) 21 20 (1 ) 547 538 (9 ) U.S. Treasuries 386 376 (10 ) 32 31 (1 ) 418 407 (11 ) Total fixed maturities, AFS in an unrealized loss position $ 6,647 $ 6,530 $ (117 ) $ 1,390 $ 1,315 $ (75 ) $ 8,037 $ 7,845 $ (192 ) Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 2017 Less Than 12 Months 12 Months or More Total Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses Amortized Cost Fair Value Unrealized Losses ABS $ 158 $ 157 $ (1 ) $ 219 $ 209 $ (10 ) $ 377 $ 366 $ (11 ) CDOs 242 242 — 37 37 — 279 279 — CMBS 524 517 (7 ) 346 331 (15 ) 870 848 (22 ) Corporate 1,082 1,074 (8 ) 779 755 (24 ) 1,861 1,829 (32 ) Foreign govt./govt. agencies 60 59 (1 ) 35 34 (1 ) 95 93 (2 ) Municipal 9 9 — 10 9 (1 ) 19 18 (1 ) RMBS 288 287 (1 ) 28 27 (1 ) 316 314 (2 ) U.S. Treasuries 382 380 (2 ) 38 37 (1 ) 420 417 (3 ) Total fixed maturities, AFS in an unrealized loss position 2,745 2,725 (20 ) 1,492 1,439 (53 ) 4,237 4,164 (73 ) Equity securities, AFS [1] 6 6 — 3 3 — 9 9 — Total securities in an unrealized loss position $ 2,751 $ 2,731 $ (20 ) $ 1,495 $ 1,442 $ (53 ) $ 4,246 $ 4,173 $ (73 ) [1] Effective January 1, 2018, with the adoption of new accounting standards for financial instruments, equity securities, AFS were reclassified to equity securities at fair value and are excluded from the table above as of March 31, 2018 .
Valuation Allowance Activity	Valuation Allowance Activity Three Months Ended March 31, 2018 2017 Balance as of January 1 $ — $ (19 ) Reversals/(Additions) — — Deductions — — Balance as of March 31 $ — $ (19 )
Loans Credit Quality	Commercial Mortgage Loans Credit Quality March 31, 2018 December 31, 2017 Loan-to-value Carrying Value Avg. Debt-Service Coverage Ratio Carrying Value Avg. Debt-Service Coverage Ratio Greater than 80% $ 5 1.26x $ 5 1.26x 65% - 80% 124 1.88x 125 1.88x Less than 65% 2,710 2.80x 2,742 2.69x Total commercial mortgage loans $ 2,839 2.76x $ 2,872 2.65x
Mortgage Loans	Mortgage Loans by Region March 31, 2018 December 31, 2017 Carrying Value Percent of Total Carrying Value Percent of Total East North Central $ 62 2.2% $ 62 2.1% East South Central 14 0.5% 14 0.5% Middle Atlantic 291 10.2% 291 10.1% New England 91 3.2% 92 3.2% Pacific 826 29.1% 838 29.2% South Atlantic 591 20.8% 608 21.2% West South Central 195 6.9% 195 6.8% Other [1] 769 27.1% 772 26.9% Total mortgage loans $ 2,839 100.0% $ 2,872 100.0% [1] Primarily represents loans collateralized by multiple properties in various regions. Mortgage Loans by Property Type March 31, 2018 December 31, 2017 Carrying Value Percent of Total Carrying Value Percent of Total Commercial Industrial $ 750 26.4% $ 743 25.9% Lodging 24 0.9% 24 0.8% Multifamily 644 22.7% 662 23.0% Office 667 23.5% 685 23.9% Retail 554 19.5% 557 19.4% Other 200 7.0% 201 7.0% Total mortgage loans $ 2,839 100.0% $ 2,872 100.0%
Offsetting Liabilities	Securities Lending and Repurchase Agreements March 31, 2018 December 31, 2017 Fair Value Fair Value Securities Lending Transactions: Gross amount of securities on loan $ 585 $ 674 Gross amount of associated liability for collateral received [1] $ 597 $ 689 Repurchase agreements: Gross amount of recognized liabilities for repurchase agreements $ 192 $ 202 Gross amount of collateral pledged related to repurchase agreements [2] $ 200 $ 206 [1] Cash collateral received is reinvested in fixed maturities, AFS and short term investments which are included in the Condensed Consolidated Balance Sheets. Amount includes additional securities collateral received of $ 14 and $ 1 which are excluded from the Company's Condensed Consolidated Balance Sheets as of March 31, 2018 and December 31, 2017 , respectively. [2] Collateral pledged is included within fixed maturities, AFS and short term investments in the Company's Condensed Consolidated Balance Sheets. Offsetting Derivative Assets and Liabilities (i) (ii) (iii) = (i) - (ii) (iv) (v) = (iii) - (iv) Net Amounts Presented in the Statement of Financial Position Collateral Disallowed for Offset in the Statement of Financial Position Gross Amounts of Recognized Assets (Liabilities) Gross Amounts Offset in the Statement of Financial Position Derivative Assets [1] (Liabilities) [2] Accrued Interest and Cash Collateral Received [3] Pledged [2] Financial Collateral Received [4] Net Amount As of March 31, 2018 Other investments $ 516 $ 478 $ 78 $ (40 ) $ 1 $ 37 Other liabilities $ (900 ) $ (301 ) $ (462 ) $ (137 ) $ (596 ) $ (3 ) As of December 31, 2017 Other investments $ 533 $ 491 $ 135 $ (93 ) $ — $ 42 Other liabilities $ (986 ) $ (307 ) $ (588 ) $ (91 ) $ (674 ) $ (5 ) [1] Included in other invested assets in the Company's Condensed Consolidated Balance Sheets. [2] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty. [3] Included in other investments in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. [4] Excludes collateral associated with exchange-traded derivative instruments.

Reserve for Future Policy Ben22

Reserve for Future Policy Benefits and SA Liabilities Level 3 (Tables)	3 Months Ended
	Mar. 31, 2018
Separate Accounts Disclosure [Abstract]
Schedule of Minimum Guaranteed Benefit Liabilities [Table Text Block]	Changes in Reserves for Future Policy Benefits Universal Life-Type Contracts GMDB/GMWB [1] Universal Life Secondary Guarantees Traditional Annuity and Other Contracts [2] [4] Total Future Policy Benefits Liability balance as of January 1, 2018 $ 873 $ 2,940 $ 10,669 $ 14,482 Incurred [3] 35 87 105 227 Paid (28 ) — (194 ) (222 ) Change in unrealized investment gains and losses — — (205 ) (205 ) Liability balance as of March 31, 2018 $ 880 $ 3,027 $ 10,375 $ 14,282 Reinsurance recoverable asset, as of January 1, 2018 $ 464 $ 2,940 $ 1,742 $ 5,146 Incurred [3] 22 87 (55 ) 54 Paid (22 ) — (12 ) (34 ) Reinsurance recoverable asset, as of March 31, 2018 $ 464 $ 3,027 $ 1,675 $ 5,166 Universal Life-Type Contracts GMDB/GMWB [1] Universal Life Secondary Guarantees Traditional Annuity and Other Contracts [2] [4] Total Future Policy Benefits Liability balance as of January 1, 2017 $ 786 $ 2,627 $ 10,587 $ 14,000 Incurred [3] 24 79 179 282 Paid (27 ) — (193 ) (220 ) Change in unrealized investment gains and losses — — 28 28 Liability balance as of March 31, 2017 $ 783 $ 2,706 $ 10,601 $ 14,090 Reinsurance recoverable asset, as of January 1, 2017 $ 432 $ 2,627 $ 1,697 $ 4,756 Incurred [3] 17 79 25 121 Paid (23 ) — (11 ) (34 ) Reinsurance recoverable asset, as of March 31, 2017 $ 426 $ 2,706 $ 1,711 $ 4,843 [1] These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the return of the GRB are embedded derivatives held at fair value and are excluded from these balances. [2] Represents life-contingent reserves for which the company is subject to insurance and investment risk. [3] Includes the portion of assessments established as additions to reserves as well as changes in estimates affecting the reserves. [4] As of March 31, 2018 and 2017, respectively, includes $277 and $314 of gross reserves and includes $277 and $314 of reinsurance recoverables that relates to business HLIC cedes to Hartford Life and Accident Insurance Company ("HLA").
Schedule of Net Amount of Risk by Product and Guarantee [Table Text Block]	Account Value by GMDB/GMWB Type as of March 31, 2018 Account Value (“AV”) [8] Net Amount at Risk (“NAR”) [9] Retained Net Amount at Risk (“RNAR”) [9] Weighted Average Attained Age of Annuitant Maximum anniversary value (“MAV”) [1] MAV only $ 13,276 $ 2,010 $ 311 71 With 5% rollup [2] 1,115 135 45 72 With Earnings Protection Benefit Rider (“EPB”) [3] 3,380 517 80 71 With 5% rollup & EPB 463 104 23 73 Total MAV 18,234 2,766 459 Asset Protection Benefit (APB) [4] 9,614 140 95 70 Lifetime Income Benefit (LIB) – Death Benefit [5] 432 5 5 71 Reset [6] (5-7 years) 2,396 6 5 70 Return of Premium [7] /Other 8,588 58 55 72 Subtotal Variable Annuity with GMDB/GMWB [10] $ 39,264 $ 2,975 $ 619 71 Less: General Account Value with GMDB/GMWB 3,546 Subtotal Separate Account Liabilities with GMDB 35,718 Separate Account Liabilities without GMDB 72,675 Total Separate Account Liabilities $ 108,393 [1] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals). [2] Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums. [3] EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals. [4] APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months). [5] LIB GMDB is the greatest of current AV; net premiums paid; or, for certain contracts, a benefit amount generally based on market performance that ratchets over time. [6] Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals). [7] ROP GMDB is the greater of current AV or net premiums paid. [8] AV includes the contract holder’s investment in the separate account and the general account. [9] NAR is defined as the guaranteed minimum death benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline. [10] Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $5.9 billion of total account value and weighted average attained age of 73 years . There is no NAR or retained NAR related to these contracts. Includes $1.9 billion of account value for contracts that had a GMDB at issue but no longer have a GMDB due to certain elections made by policyholders or their beneficiaries.
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Table Text Block]	Account Balance Breakdown of Variable Separate Account Investments for Contracts with Guarantees Asset type As of March 31, 2018 As of December 31, 2017 Equity securities (including mutual funds) $ 33,097 $ 34,496 Cash and cash equivalents 2,621 2,712 Total $ 35,718 $ 37,208 As of March 31, 2018 and December 31, 2017 , approximately 15% and 15% , respectively, of the equity securities (including mutual funds) in the preceding table were funds invested in fixed income securities and approximately 85% and 85% , respectively, were funds invested in equity securities.

Income Taxes Income Taxes (Tabl

Income Taxes Income Taxes (Tables)	3 Months Ended
	Mar. 31, 2018
Income Tax Disclosure [Abstract]
Schedule of Effective Income Tax Rate Reconciliation [Table Text Block]	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes is as follows: Three Months Ended March 31, 2018 2017 Tax provision at the U.S. federal statutory rate $ 30 $ 30 Dividends-received deduction ("DRD") (7 ) (18 ) Foreign related investments (2 ) (1 ) Tax reform (2 ) — Other 1 — Provision for income taxes $ 20 $ 11

Changes in and Reclassificati24

Changes in and Reclassifications from Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Changes in AOCI, net of tax	Changes in AOCI, Net of Tax for the Three Months Ended March 31, 2018 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 1,022 $ 4 $ (3 ) $ 1,023 Cumulative effect of accounting changes, net of tax [1] 182 — — 182 Adjusted balance, beginning of period 1,204 4 (3 ) 1,205 OCI before reclassifications (301 ) (12 ) 1 (312 ) Amounts reclassified from AOCI (3 ) (6 ) — (9 ) OCI, net of tax (304 ) (18 ) 1 (321 ) Ending balance $ 900 $ (14 ) $ (2 ) $ 884 [1] Includes reclassification to retained earnings of $193 of stranded tax effects and $11 of net unrealized gains, after tax, related to equity securities. Refer to Note 1 - Basis of Presentation and Significant Accounting Policies for further information.	Changes in AOCI, Net of Tax for the Three Months Ended March 31, 2017 Changes in Net Unrealized Gain on Securities Net Gain on Cash Flow Hedging Instruments Foreign Currency Translation Adjustments AOCI, net of tax Beginning balance $ 693 $ 32 $ (3 ) $ 722 OCI before reclassifications 58 (2 ) — 56 Amounts reclassified from AOCI (14 ) (5 ) — (19 ) OCI, net of tax 44 (7 ) — 37 Ending balance $ 737 $ 25 $ (3 ) $ 759
Reclassifications from AOCI	Reclassifications from AOCI Three Months Ended March 31, 2018 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 4 Net realized capital gains (losses) 4 Income before income taxes 1 Income tax expense 3 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps 5 Net investment income Foreign currency swaps 2 Net realized capital gains (losses) 7 Income before income taxes 1 Income tax expense 6 Net income Total amounts reclassified from AOCI $ 9 Net income	Reclassified from AOCI Three Months Ended March 31, 2017 Affected Line Item in the Condensed Consolidated Statement of Operations Net Unrealized Gain on Securities Available-for-sale securities $ 21 Net realized capital gains (losses) 21 Income before income taxes 7 Income tax expense (benefit) 14 Net income Net Gains on Cash Flow Hedging Instruments Interest rate swaps — Net realized capital gains (losses) Interest rate swaps 7 Net investment income Foreign currency swaps 1 Net realized capital losses 8 Income before income taxes 3 Income tax expense (benefit) 5 Net income Total amounts reclassified from AOCI $ 19 Net income

Deferred Policy Acquisition C25

Deferred Policy Acquisition Costs Level 3 (Tables)	3 Months Ended
	Mar. 31, 2018
Deferred Policy Acquisition Costs Disclosures [Abstract]
Deferred Policy Acquisition Costs [Table Text Block]	Changes in the DAC Balance Three months ended March 31, 2018 2017 Balance, beginning of period $ 405 $ 463 Deferred costs — 1 Amortization — DAC (8 ) (13 ) Amortization — Unlock benefit (charge), pre-tax (3 ) 5 Adjustments to unrealized gains and losses on securities AFS and other 23 (4 ) Balance, end of period $ 417 $ 452

Basis of Presentation and Acc26

Basis of Presentation and Accounting Policies (Details) - USD ($) $ in Millions	Jan. 01, 2018	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Tax Cuts and Jobs Act of 2017, Reclassification from AOCI to Retained Earnings		$ 193
Equity securities, available-for-sale, at fair value (cost of $0 and $140)		0		$ 154
Fee income and other		231	$ 221
Equity Securities [Member]
Equity securities, available-for-sale, at fair value (cost of $0 and $140)		154		$ 154
Accumulated Net Unrealized Investment Gain (Loss)
OCI, before Reclassifications	$ 11	(301)	58
Fee Income [Member] | Other fee revenues [Member]
Fee income and other		$ 25	$ 15

Derivatives - Derivative Balanc

Derivatives - Derivative Balance Sheet Classification (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Derivatives, Fair Value [Line Items]
Notional Amount	$ 35,131	$ 37,756
Fair Value	(325)	(438)
Asset Derivatives	628	623
Liability Derivatives	(953)	(1,061)
Fixed maturities, available-for-sale
Derivatives, Fair Value [Line Items]
Notional Amount	39	39
Fair Value	0	0
Asset Derivatives	0	0
Liability Derivatives	0	0
Other investments
Derivatives, Fair Value [Line Items]
Notional Amount	6,765	10,340
Fair Value	78	135
Asset Derivatives	100	302
Liability Derivatives	(22)	(167)
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	14,162	12,754
Fair Value	(462)	(588)
Asset Derivatives	416	231
Liability Derivatives	(878)	(819)
Reinsurance Recoverable Including Reinsurance Premium Paid [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	3,144	3,233
Fair Value	112	90
Asset Derivatives	112	90
Liability Derivatives	0	0
Other Policyholder Funds and Benefits Payable [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	11,021	11,390
Fair Value	(53)	(75)
Asset Derivatives	0	0
Liability Derivatives	(53)	(75)
Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	1,603	1,668
Fair Value	(15)	(12)
Asset Derivatives	22	11
Liability Derivatives	(37)	(23)
Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	33,528	36,088
Fair Value	(310)	(426)
Asset Derivatives	606	612
Liability Derivatives	(916)	(1,038)
Interest rate swaps
Derivatives, Fair Value [Line Items]
Notional Amount		2,700
Interest rate swaps | Fair Value Hedging [Member]
Derivatives, Fair Value [Line Items]
Fair Value	30	39
Interest rate swaps | Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	1,421	1,486
Fair Value	(3)	0
Asset Derivatives	18	6
Liability Derivatives	(21)	(6)
Interest rate swaps | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	2,700
Interest Rate Swaps and Futures [Member] | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	3,216	3,219
Fair Value	(326)	(356)
Asset Derivatives	306	339
Liability Derivatives	(632)	(695)
Foreign Currency Swaps and Forwards [Member] | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	41	342
Fair Value	0	(6)
Asset Derivatives	0	0
Liability Derivatives	0	(6)
Three Win Related Foreign Currency Swaps [Member] | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	540	540
Fair Value	(149)	(170)
Asset Derivatives	0	0
Liability Derivatives	(149)	(170)
Credit derivatives that purchase credit protection | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	51	80
Fair Value	(2)	(3)
Asset Derivatives	0	0
Liability Derivatives	(2)	(3)
Credit derivatives that assume credit risk | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	380	380
Fair Value	6	3
Asset Derivatives	7	9
Liability Derivatives	(1)	(6)
Credit Derivatives in Offsetting Positions [Member] | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	62	200
Fair Value	0	1
Asset Derivatives	6	9
Liability Derivatives	(6)	(8)
GMWB Product Derivatives [Member] | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	11,021	11,390
Fair Value	(53)	(75)
Asset Derivatives	0	0
Liability Derivatives	(53)	(75)
GMWB Reinsurance [Member] | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	2,308	2,372
Fair Value	31	35
Asset Derivatives	31	35
Liability Derivatives	0	0
GMWB Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	8,576	9,452
Fair Value	67	67
GMWB Hedging Instruments [Member] | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	8,576	9,452
Fair Value	67	67
Asset Derivatives	127	120
Liability Derivatives	(60)	(53)
Macro Hedge Program [Member] | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	6,497	7,252
Fair Value	35	23
Asset Derivatives	48	45
Liability Derivatives	(13)	(22)
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	836	861
Fair Value	81	55
Asset Derivatives	81	55
Liability Derivatives	0	0
Currency Swap [Member] | Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional Amount	182	182
Fair Value	(12)	(12)
Asset Derivatives	4	5
Liability Derivatives	$ (16)	$ (17)

Fair Value Measurements - Fair

Fair Value Measurements - Fair Value by Hierarchy (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Fair Value Measurement [Domain]
Assets, Fair Value Disclosure [Abstract]
Separate Account Assets	$ 105,063	$ 113,302
Available-for-sale Securities, Debt Securities	21,781	22,799
Fair Value, Option, Fixed Maturity Securities	29	32
Trading Securities, Equity		12
Marketable Securities, Equity Securities	124
Available-for-sale Securities, Equity Securities	0	154
Derivative Asset		135
Other Short-term Investments	1,493	1,094
Reinsurance Recoverables, Including Reinsurance Premium Paid	20,701	20,785
Separate Account Assets	108,393	115,834
Assets, Fair Value Disclosure	128,680	137,619
Liabilities, Fair Value Disclosure [Abstract]
Financial and Nonfinancial Liabilities, Fair Value Disclosure	515	663
Portion at Other than Fair Value Measurement [Member]
Assets, Fair Value Disclosure [Abstract]
Separate Account Assets	2,800	2,500
Estimate of Fair Value Measurement [Member]
Assets, Fair Value Disclosure [Abstract]
Separate Account Assets	509	900
Liability [Member]
Liabilities, Fair Value Disclosure [Abstract]
Obligations, Fair Value Disclosure	(53)	(75)
Guaranteed Minimum Withdrawal Benefit [Member]
Liabilities, Fair Value Disclosure [Abstract]
Obligations, Fair Value Disclosure	(53)	(75)
Credit Risk Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	4	1
Interest Rate Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	(2)	47
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	327	403
US GMWB Hedging Instruments [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	57	69
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	10	(2)
Macro Hedge Program [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	19	19
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	16	4
Derivative Financial Instruments, Assets [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	78
GMWB Reinsurance [Member]
Assets, Fair Value Disclosure [Abstract]
Reinsurance Recoverables, Including Reinsurance Premium Paid	31	36
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets, Fair Value Disclosure [Abstract]
Reinsurance Recoverables, Including Reinsurance Premium Paid	81	55
Foreign Exchange Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset		(1)
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	161	187
Derivative Financial Instruments, Liabilities [Member]
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	(462)	(588)
ABS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	829	819
CDOs
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	780	888
CMBS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	1,987	2,084
Corporate
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	13,424	14,038
Foreign Government Debt Securities [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	415	407
US States and Political Subdivisions Debt Securities [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	1,238	1,266
RMBS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	1,352	1,427
U.S. Treasuries
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	1,756	1,870
Fair Value, Inputs, Level 1 [Member] | Fair Value Measurement [Domain]
Assets, Fair Value Disclosure [Abstract]
Separate Account Assets	70,204
Fair Value, Inputs, Level 1 [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	216	284
Fair Value, Option, Fixed Maturity Securities	0	0
Trading Securities, Equity		12
Marketable Securities, Equity Securities	33
Available-for-sale Securities, Equity Securities		61
Other Short-term Investments	677	807
Separate Account Assets		73,538
Assets, Fair Value Disclosure	71,130	74,702
Liabilities, Fair Value Disclosure [Abstract]
Financial and Nonfinancial Liabilities, Fair Value Disclosure	0	0
Fair Value, Inputs, Level 1 [Member] | Liability [Member]
Liabilities, Fair Value Disclosure [Abstract]
Obligations, Fair Value Disclosure	0	0
Fair Value, Inputs, Level 1 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Liabilities, Fair Value Disclosure [Abstract]
Obligations, Fair Value Disclosure	0	0
Fair Value, Inputs, Level 1 [Member] | Credit Risk Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	0	0
Fair Value, Inputs, Level 1 [Member] | Interest Rate Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	0	0
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	0	0
Fair Value, Inputs, Level 1 [Member] | US GMWB Hedging Instruments [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	0	0
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	0	0
Fair Value, Inputs, Level 1 [Member] | Macro Hedge Program [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	0	0
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	0	0
Fair Value, Inputs, Level 1 [Member] | GMWB Reinsurance [Member]
Assets, Fair Value Disclosure [Abstract]
Reinsurance Recoverables, Including Reinsurance Premium Paid	0	0
Fair Value, Inputs, Level 1 [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets, Fair Value Disclosure [Abstract]
Reinsurance Recoverables, Including Reinsurance Premium Paid	0	0
Fair Value, Inputs, Level 1 [Member] | Foreign Exchange Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset		0
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	0	0
Fair Value, Inputs, Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	0	0
Fair Value, Inputs, Level 1 [Member] | ABS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 1 [Member] | CDOs
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 1 [Member] | CMBS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 1 [Member] | Corporate
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 1 [Member] | Foreign Government Debt Securities [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 1 [Member] | US States and Political Subdivisions Debt Securities [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 1 [Member] | RMBS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 1 [Member] | U.S. Treasuries
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	216	284
Fair Value, Inputs, Level 2 [Member] | Fair Value Measurement [Domain]
Assets, Fair Value Disclosure [Abstract]
Separate Account Assets	34,818
Fair Value, Inputs, Level 2 [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	20,337	21,229
Fair Value, Option, Fixed Maturity Securities	29	32
Trading Securities, Equity		0
Marketable Securities, Equity Securities	49
Available-for-sale Securities, Equity Securities		47
Derivative Asset		82
Other Short-term Investments	816	287
Separate Account Assets		38,677
Assets, Fair Value Disclosure	56,153	60,409
Liabilities, Fair Value Disclosure [Abstract]
Financial and Nonfinancial Liabilities, Fair Value Disclosure	444	563
Fair Value, Inputs, Level 2 [Member] | Liability [Member]
Liabilities, Fair Value Disclosure [Abstract]
Obligations, Fair Value Disclosure	0	0
Fair Value, Inputs, Level 2 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Liabilities, Fair Value Disclosure [Abstract]
Obligations, Fair Value Disclosure	0	0
Fair Value, Inputs, Level 2 [Member] | Credit Risk Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	4	1
Fair Value, Inputs, Level 2 [Member] | Interest Rate Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	(2)	47
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	299	374
Fair Value, Inputs, Level 2 [Member] | US GMWB Hedging Instruments [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	21	35
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	14	(2)
Fair Value, Inputs, Level 2 [Member] | Macro Hedge Program [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	0	0
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	2	0
Fair Value, Inputs, Level 2 [Member] | Derivative Financial Instruments, Assets [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	23
Fair Value, Inputs, Level 2 [Member] | GMWB Reinsurance [Member]
Assets, Fair Value Disclosure [Abstract]
Reinsurance Recoverables, Including Reinsurance Premium Paid	0	0
Fair Value, Inputs, Level 2 [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets, Fair Value Disclosure [Abstract]
Reinsurance Recoverables, Including Reinsurance Premium Paid	81	55
Fair Value, Inputs, Level 2 [Member] | Foreign Exchange Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset		(1)
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	161	187
Fair Value, Inputs, Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	(444)	(563)
Fair Value, Inputs, Level 2 [Member] | ABS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	820	806
Fair Value, Inputs, Level 2 [Member] | CDOs
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	708	815
Fair Value, Inputs, Level 2 [Member] | CMBS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	1,966	2,058
Fair Value, Inputs, Level 2 [Member] | Corporate
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	12,977	13,595
Fair Value, Inputs, Level 2 [Member] | Foreign Government Debt Securities [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	414	406
Fair Value, Inputs, Level 2 [Member] | US States and Political Subdivisions Debt Securities [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	1,201	1,228
Fair Value, Inputs, Level 2 [Member] | RMBS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	711	735
Fair Value, Inputs, Level 2 [Member] | U.S. Treasuries
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	1,540	1,586
Fair Value, Inputs, Level 3 [Member] | Fair Value Measurement [Domain]
Assets, Fair Value Disclosure [Abstract]
Separate Account Assets	41
Fair Value, Inputs, Level 3 [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	1,228	1,286
Fair Value, Option, Fixed Maturity Securities	0	0
Trading Securities, Equity		0
Marketable Securities, Equity Securities	42
Available-for-sale Securities, Equity Securities		46
Derivative Asset		53
Other Short-term Investments	0	0
Separate Account Assets		185
Assets, Fair Value Disclosure	1,397	1,606
Liabilities, Fair Value Disclosure [Abstract]
Financial and Nonfinancial Liabilities, Fair Value Disclosure	71	100
Fair Value, Inputs, Level 3 [Member] | Liability [Member]
Liabilities, Fair Value Disclosure [Abstract]
Obligations, Fair Value Disclosure	(53)	(75)
Fair Value, Inputs, Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Liabilities, Fair Value Disclosure [Abstract]
Obligations, Fair Value Disclosure	(53)	(75)
Fair Value, Inputs, Level 3 [Member] | Credit Risk Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	0	0
Fair Value, Inputs, Level 3 [Member] | Interest Rate Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	0	0
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	28	29
Fair Value, Inputs, Level 3 [Member] | US GMWB Hedging Instruments [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	36	34
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	(4)	0
Fair Value, Inputs, Level 3 [Member] | Macro Hedge Program [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	19	19
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	14	4
Fair Value, Inputs, Level 3 [Member] | Derivative Financial Instruments, Assets [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset	55
Fair Value, Inputs, Level 3 [Member] | GMWB Reinsurance [Member]
Assets, Fair Value Disclosure [Abstract]
Reinsurance Recoverables, Including Reinsurance Premium Paid	31	36
Fair Value, Inputs, Level 3 [Member] | Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets, Fair Value Disclosure [Abstract]
Reinsurance Recoverables, Including Reinsurance Premium Paid	0	0
Fair Value, Inputs, Level 3 [Member] | Foreign Exchange Contract [Member]
Assets, Fair Value Disclosure [Abstract]
Derivative Asset		0
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	0	0
Fair Value, Inputs, Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities, Fair Value Disclosure [Abstract]
Derivative Liability	(18)	(25)
Fair Value, Inputs, Level 3 [Member] | ABS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	9	13
Fair Value, Inputs, Level 3 [Member] | CDOs
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	72	73
Fair Value, Inputs, Level 3 [Member] | CMBS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	21	26
Fair Value, Inputs, Level 3 [Member] | Corporate
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	447	443
Fair Value, Inputs, Level 3 [Member] | Foreign Government Debt Securities [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	1	1
Fair Value, Inputs, Level 3 [Member] | US States and Political Subdivisions Debt Securities [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	37	38
Fair Value, Inputs, Level 3 [Member] | RMBS [Member]
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	641	692
Fair Value, Inputs, Level 3 [Member] | U.S. Treasuries
Assets, Fair Value Disclosure [Abstract]
Available-for-sale Securities, Debt Securities	$ 0	$ 0

Derivatives - Offsetting Deriva

Derivatives - Offsetting Derivative Assets and Liabilities (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Derivative [Line Items]
Asset Derivatives	$ 628	$ 623
Derivative Asset		135
Gross Amounts of Recognized (Liabilities)	(953)	(1,061)
Derivative Financial Instruments, Assets [Member] | Other Investments and Other Liabilities
Derivative [Line Items]
Asset Derivatives	516	533
Gross Amounts Offset in the Statement of Financial Position, assets	478	491
Derivative Asset	78	135
Accrued Interest and Cash Collateral Pledged	40	93
Financial Collateral Pledged	1	0
Net Amount, assets	37	42
Derivative Financial Instruments, Liabilities [Member] | Other Investments and Other Liabilities
Derivative [Line Items]
Gross Amounts of Recognized (Liabilities)	(900)	(986)
Gross Amounts Offset in the Statement of Financial Position, liabilities	(301)	(307)
Derivative liabilities	(462)	(588)
Accrued Interest and Cash Collateral (Received)	(137)	(91)
Financial Collateral (Received)	(596)	(674)
Net amount, liabilities	$ (3)	$ (5)

Fair Value Measurements - Signi

Fair Value Measurements - Significant Unobservable Inputs - Securities (Details) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	$ 21,781	$ 22,799
RMBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	1,352	1,427
US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	1,238	1,266
Corporate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	13,424	14,038
CMBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	1,987	2,084
Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	216	284
Fair Value, Inputs, Level 1 [Member] | RMBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 1 [Member] | US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 1 [Member] | Corporate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 1 [Member] | CMBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	0	0
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	1,228	1,286
Fair Value, Inputs, Level 3 [Member] | RMBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	641	692
Fair Value, Inputs, Level 3 [Member] | US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	37	38
Fair Value, Inputs, Level 3 [Member] | Corporate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	447	443
Fair Value, Inputs, Level 3 [Member] | CMBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	21	26
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | RMBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	$ 641	$ 692
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | RMBS | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Counterparty Credit Risk	6.00%	24.00%
Fair Value Inputs, Probability of Default	0.00%	0.00%
Fair Value Inputs, Loss Severity	0.00%	0.00%
Fair Value Inputs, Prepayment Rate	0.00%	0.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | RMBS | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Counterparty Credit Risk	428.00%	463.00%
Fair Value Inputs, Probability of Default	7.00%	7.00%
Fair Value Inputs, Loss Severity	100.00%	100.00%
Fair Value Inputs, Prepayment Rate	25.00%	25.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | RMBS | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Counterparty Credit Risk	75.00%	77.00%
Fair Value Inputs, Probability of Default	4.00%	4.00%
Fair Value Inputs, Loss Severity	60.00%	65.00%
Fair Value Inputs, Prepayment Rate	6.00%	6.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	$ 21	$ 22
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Treasury Yield	199.00%	192.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Treasury Yield	240.00%	250.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Treasury Yield	224.00%	228.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	$ 212	$ 190
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Counterparty Credit Risk	112.00%	103.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Counterparty Credit Risk	874.00%	1000.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Counterparty Credit Risk	280.00%	355.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | CMBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	$ 14	$ 15
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | CMBS | Minimum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Counterparty Credit Risk	9.00%	9.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | CMBS | Maximum [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Counterparty Credit Risk	1816.00%	1816.00%
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | CMBS | Weighted Average [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Counterparty Credit Risk	433.00%	457.00%
Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	$ 20,337	$ 21,229
Fair Value, Inputs, Level 2 [Member] | RMBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	711	735
Fair Value, Inputs, Level 2 [Member] | US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	1,201	1,228
Fair Value, Inputs, Level 2 [Member] | Corporate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	12,977	13,595
Fair Value, Inputs, Level 2 [Member] | CMBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	$ 1,966	$ 2,058
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Withdrawal Utilization [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Withdrawal Rates [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Lapse Rates [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Decrease	Decrease
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Reset Elections [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Withdrawal Utilization [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	15.00%	15.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Withdrawal Rates [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	0.00%	0.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Lapse Rates [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	0.00%	0.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Reset Elections [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	30.00%	30.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Withdrawal Utilization [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	100.00%	100.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Withdrawal Rates [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	8.00%	8.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Lapse Rates [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	40.00%	40.00%
Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Reset Elections [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	75.00%	75.00%
Other Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Volatility [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Sensitivity Analysis, Description	Increase	Increase
Other Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Minimum [Member] | Equity Volatility [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	14.00%	7.00%
Other Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Maximum [Member] | Equity Volatility [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Unobservable Input Range	30.00%	30.00%

Derivatives - Cash Flow Hedges

Derivatives - Cash Flow Hedges (Details) - USD ($)	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	$ 11,000,000
Loss on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring	0	$ 0
Designated as Hedging Instrument | Cash Flow Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (Loss) Recognized in OCI on Derivative (Effective Portion)	(16,000,000)	(3,000,000)
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net	0	0
Reclassification out of Accumulated Other Comprehensive Income | Designated as Hedging Instrument | Cash Flow Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (Loss) Reclassified from AOCI into Income (Effective Portion)	7,000,000	8,000,000
Interest rate swaps | Designated as Hedging Instrument | Cash Flow Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (Loss) Recognized in OCI on Derivative (Effective Portion)	(16,000,000)	(4,000,000)
Interest rate swaps | Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent | Reclassification out of Accumulated Other Comprehensive Income | Net realized capital gain/(loss) | Designated as Hedging Instrument | Cash Flow Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (Loss) Reclassified from AOCI into Income (Effective Portion)		0
Interest rate swaps | Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent | Reclassification out of Accumulated Other Comprehensive Income | Investment Income [Member] | Designated as Hedging Instrument | Cash Flow Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (Loss) Reclassified from AOCI into Income (Effective Portion)	5,000,000	7,000,000
Currency Swap [Member] | Designated as Hedging Instrument | Cash Flow Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (Loss) Recognized in OCI on Derivative (Effective Portion)		1,000,000
Currency Swap [Member] | Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent | Net realized capital gain/(loss) | Cash Flow Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (Loss) Reclassified from AOCI into Income (Effective Portion)	$ 2,000,000	$ 1,000,000

Fair Value Measurements - Sig32

Fair Value Measurements - Significant Unobservable Inputs Freestanding Derivatives (Details) - Fair Value, Inputs, Level 3 [Member] - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Interest rate swaps | Long [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	$ (28)	$ (29)
Interest rate swaps | Long [Member] | Minimum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate	3.00%	2.00%
Interest rate swaps | Long [Member] | Maximum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate	3.00%	3.00%
Interest Rate Swaption [Member] | Long [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	$ 1
Interest Rate Swaption [Member] | Long [Member] | Minimum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate	3.00%
Interest Rate Swaption [Member] | Long [Member] | Maximum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate	3.00%
Variance Swap [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	$ (25)	$ (26)
Variance Swap [Member] | Minimum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate	21.00%	19.00%
Variance Swap [Member] | Maximum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate	21.00%	19.00%
Equity index options
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	$ 38	$ 29
Equity index options | Minimum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate	19.00%	18.00%
Equity index options | Maximum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate	29.00%	31.00%
Other Contract [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net	$ 56	$ 59
Other Contract [Member] | Minimum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate	14.00%	7.00%
Other Contract [Member] | Maximum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate	30.00%	30.00%
Hedge Funds, Equity [Member] | Equity index options
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ 1
Hedge Funds, Equity [Member] | Equity index options | Minimum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate		27.00%
Hedge Funds, Equity [Member] | Equity index options | Maximum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Assumptions, Expected Volatility Rate		30.00%

Derivatives - Fair Value Hedges

Derivatives - Fair Value Hedges - Non-qualifying Strategies (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Foreign Currency Swaps and Forwards [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	$ 17	$ 17
Total other non-qualifying derivatives
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	(5)
Not Designated as Hedging Instrument
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	34	(48)
Not Designated as Hedging Instrument | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	22	(68)
Not Designated as Hedging Instrument | GMWB Product Derivatives [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	39	101
Not Designated as Hedging Instrument | GMWB Reinsurance [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	(13)	(18)
Not Designated as Hedging Instrument | GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	(22)	(65)
Not Designated as Hedging Instrument | Macro Hedge Program [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	18	(86)
Not Designated as Hedging Instrument | Foreign Currency Swaps and Forwards [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	(3)	(4)
Not Designated as Hedging Instrument | Fixed Annuity Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	20	21
Not Designated as Hedging Instrument | Foreign Exchange Forward [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	17	17
Not Designated as Hedging Instrument | Interest rate swaps, swaptions and futures
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	(30)	2
Not Designated as Hedging Instrument | Credit Risk Contract [Member] | Credit derivatives that purchase credit protection
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	0	(6)
Not Designated as Hedging Instrument | Credit Risk Contract [Member] | Credit derivatives that assume credit risk
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	(1)	8
Not Designated as Hedging Instrument | Equity index options
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	0	1
Not Designated as Hedging Instrument | Other Contract [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives	$ 26	(2)
Not Designated as Hedging Instrument | Total other non-qualifying derivatives
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Non-qualifying foreign currency derivatives		$ 3

Fair Value Measurements - Fai34

Fair Value Measurements - Fair Value Recurring Basis, Unobservable Input (Details) - Fair Value, Inputs, Level 3 [Member] - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017	Dec. 31, 2016
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	$ 41	$ 277	$ 185	$ 201
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	10	97
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(162)	(8)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	17	3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	9	15
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	53	193	75	274
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	39	97
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	(17)	(16)
Equity Linked Notes [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value		(36)		33
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings		(3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements		0
Guaranteed Minimum Withdrawal Benefit [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	(53)	(157)	75	241
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	39	100
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	(17)	(16)
Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	1,379	2,249	1,581	2,220
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	13	(54)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(10)	18
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	38	293
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	59	44
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(212)	(72)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	71	11
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(43)	(123)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	37	176	28	218
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	11	(42)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	(2)	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	(53)	(193)	(75)	(274)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	39	97
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Purchases	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	(17)	(16)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Sales	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Liability, Transfers Into Level 3	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Liability, Transfers out of Level 3	0	0
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	(28)	(29)	(29)	(30)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	1	1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0
Derivative [Member] | US GMWB Hedging Instruments [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	32	46	34	81
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	0	(35)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	2	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0
Derivative [Member] | US Macro Hedge Program [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	33	159	23	167
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	10	(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	0	0
Reinsurance Recoverable Including Reinsurance Premium Paid [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	31	60	36	73
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	(8)	(17)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	3	4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	0
Available-for-sale Securities [Member] | Equity Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	42	44	46	44
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	10	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	(2)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(14)	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	0
Available-for-sale Securities [Member] | Fixed Maturities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	1,228	1,692	1,286	1,684
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(10)	17
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	28	194
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	62	44
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(34)	(64)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	54	8
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(34)	(108)
Available-for-sale Securities [Member] | ABS [Member] | Fixed Maturities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	9	44	13	37
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	12
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	1	2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(3)	(6)
Available-for-sale Securities [Member] | CDOs | Fixed Maturities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	72	199	73	260
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)		1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	5	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(6)	(62)
Available-for-sale Securities [Member] | CMBS | Fixed Maturities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	21	45	26	21
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	28
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	1	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(4)	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	(3)
Available-for-sale Securities [Member] | Corporate | Fixed Maturities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	447	557	443	566
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(7)	11
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	20	69
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	13	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	(30)	(63)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	54	5
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	(20)	(37)
Available-for-sale Securities [Member] | Foreign Government Debt Securities [Member] | Fixed Maturities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	1	17	1	17
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	0
Available-for-sale Securities [Member] | US States and Political Subdivisions Debt Securities [Member] | Fixed Maturities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	37	73	38	72
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(1)	2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	0	0
Available-for-sale Securities [Member] | RMBS | Fixed Maturities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	641	757	$ 692	$ 711
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	(2)	2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	3	85
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	47	41
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	$ (5)	$ 0

Derivatives - Credit Risk Assum

Derivatives - Credit Risk Assumed through Credit Derivatives (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Credit Derivatives [Line Items]
Notional Amount	$ 35,131		$ 37,756
Fair Value	(325)		(438)
Credit Risk Contract [Member]
Credit Derivatives [Line Items]
Notional Amount	411		480
Fair Value	1		(1)
Offsetting Notional Amount	31		100
Offsetting Fair Value	5		5
Credit Risk Contract [Member] | Single name credit default swaps | A Minus | Investment grade risk exposure
Credit Derivatives [Line Items]
Notional Amount	120		120
Fair Value	$ 3		3
Average Term of Credit Risk Derivatives	5 years	5 years
Offsetting Notional Amount	$ 0		0
Offsetting Fair Value	0		0
Credit Risk Contract [Member] | Single name credit default swaps | B | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Notional Amount			43
Fair Value			0
Offsetting Notional Amount			43
Offsetting Fair Value			0
Credit Risk Contract [Member] | Basket credit default swaps | A Minus | Investment grade risk exposure
Credit Derivatives [Line Items]
Notional Amount	13
Fair Value	$ (1)
Average Term of Credit Risk Derivatives	5 years
Offsetting Notional Amount	$ 3
Offsetting Fair Value	0
Credit Risk Contract [Member] | Basket credit default swaps | BBB Plus | Investment grade risk exposure
Credit Derivatives [Line Items]
Notional Amount	250		250
Fair Value	$ 4		0
Average Term of Credit Risk Derivatives	5 years	5 years
Offsetting Notional Amount	$ 0		0
Offsetting Fair Value	0		0
Credit Risk Contract [Member] | Basket credit default swaps | B Plus | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Notional Amount			22
Fair Value			2
Average Term of Credit Risk Derivatives		3 years
Offsetting Notional Amount			22
Offsetting Fair Value			0
Credit Risk Contract [Member] | Basket credit default swaps | Standard & Poor's, A Rating [Member] | Investment grade risk exposure
Credit Derivatives [Line Items]
Notional Amount			15
Fair Value			(1)
Average Term of Credit Risk Derivatives		4 years
Offsetting Notional Amount			5
Offsetting Fair Value			0
Credit Risk Contract [Member] | Basket credit default swaps | CCC | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Notional Amount	28		30
Fair Value	(5)		(5)
Offsetting Notional Amount	28		30
Offsetting Fair Value	$ 5		$ 5

Fair Value Measurements - Chang

Fair Value Measurements - Changes in Unrealized Gains (Losses) Included in Net Income for Financial Instruments Classified at Fair Value (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	$ 3	$ (61)
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	39	97
Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	39	97
Fair Value, Inputs, Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	39	100
Fair Value, Inputs, Level 3 [Member] | Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss)	0	(3)
Fair Value, Inputs, Level 3 [Member] | Reinsurance Recoverable Including Reinsurance Premium Paid [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(8)	(17)
Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Change in Unrealized Gain (Loss)	11	(44)
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] | Interest Rate Contract [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Change in Unrealized Gain (Loss)	1
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] | US GMWB Hedging Instruments [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Change in Unrealized Gain (Loss)	(2)	(36)
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] | US Macro Hedge Program [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Change in Unrealized Gain (Loss)	$ 12	$ (8)

Derivatives - Additional Inform

Derivatives - Additional Information (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	$ 35,131	$ 37,756
Derivative, Fair Value, Net	(325)	(438)
Cash collateral held	300	310
Pledged collateral, securities	7	6
Securities collateral held	3
Not Designated as Hedging Instrument
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	33,528	36,088
Derivative, Fair Value, Net	(310)	(426)
Designated as Hedging Instrument
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	1,603	1,668
Derivative, Fair Value, Net	(15)	(12)
Swap [Member] | GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	4,739	5,023
Swap [Member] | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Fair Value, Net	57	59
Equity Contract [Member] | GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	761	1,407
Equity Contract [Member] | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Fair Value, Net	(20)	(31)
Interest rate swaps
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount		2,700
Interest rate swaps | GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	3,076	3,022
Interest rate swaps | Fair Value Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Fair Value, Net	30	39
Interest rate swaps | Not Designated as Hedging Instrument
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	2,700
Interest rate swaps | Designated as Hedging Instrument
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	1,421	1,486
Derivative, Fair Value, Net	(3)	0
GMWB Hedging Instruments [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	8,576	9,452
Derivative, Fair Value, Net	67	67
GMWB Hedging Instruments [Member] | Not Designated as Hedging Instrument
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount	8,576	9,452
Derivative, Fair Value, Net	67	67
Collateral Pledged [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Pledged collateral, securities	$ 640	$ 729

Fair Value Measurements - Fai38

Fair Value Measurements - Fair Value Option (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Option, Fixed Maturity Securities	$ 29		$ 32
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0	$ 0
Equity Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		(1)
Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0	1
RMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Option, Fixed Maturity Securities	29		$ 32
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$ 0	$ 1

Fair Value Measurements - Finan

Fair Value Measurements - Financial Instruments Not Carried At Fair Value (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets	$ 160,286	$ 168,732
Assets, Fair Value Disclosure	128,680	137,619
Liabilities	153,800	162,052
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	1,397	1,606
Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liabilities	4	8
Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liabilities	5,882	5,905
Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Investment Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liabilities	366	342
Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Policy Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets	1,478	1,432
Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgages [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets	2,839	2,872
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financial Liabilities Fair Value Disclosure	4	8
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financial Liabilities Fair Value Disclosure	6,017	6,095
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Investment Contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financial Liabilities Fair Value Disclosure	381	361
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Policy Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	1,478	1,432
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgages [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	$ 2,865	$ 2,941

Fair Value Measurements - Addit

Fair Value Measurements - Additional Information (Details) - USD ($)	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Comparability Adjustments	0.00%
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount	$ 283,000,000		$ 230,000,000
Fair Value, Assets, Level 2 to Level 1 Transfers, Amount	$ 0		$ 0
Separate Accounts [Member] | Hedge Funds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Redemption Restriction, Percentage		51.00%
Separate Accounts [Member] | Private Equity Funds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Redemption Restriction, Percentage	0.00%	21.00%

Investments - Net Realized Capi

Investments - Net Realized Capital Gains (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Schedule of Investments [Line Items]
Gross gains on sales	$ 21	$ 50
Gross losses on sales	(17)	(29)
Marketable Securities	124		$ 0
Transactional foreign currency revaluation	(14)	(18)
Total net realized capital gains (losses)	21	(46)
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	21	(46)
Proceeds from Sale of Available-for-sale Securities	1,100	2,400
Other investments
Schedule of Investments [Line Items]
Other, net	(19)	2
Non-qualifying
Schedule of Investments [Line Items]
Non-qualifying foreign currency derivatives	34	(48)
Macro Hedge Program [Member] | Non-qualifying
Schedule of Investments [Line Items]
Non-qualifying foreign currency derivatives	18	(86)
Variable Annuity [Member]
Schedule of Investments [Line Items]
Non-qualifying foreign currency derivatives	22	(68)
Foreign Currency Swaps and Forwards [Member]
Schedule of Investments [Line Items]
Non-qualifying foreign currency derivatives	17	17
Foreign Currency Swaps and Forwards [Member] | Non-qualifying
Schedule of Investments [Line Items]
Non-qualifying foreign currency derivatives	(3)	(4)
Total other non-qualifying derivatives
Schedule of Investments [Line Items]
Non-qualifying foreign currency derivatives	(5)
Total other non-qualifying derivatives | Non-qualifying
Schedule of Investments [Line Items]
Non-qualifying foreign currency derivatives		3
Equity Securities [Member]
Schedule of Investments [Line Items]
Marketable Securities	11	0
Accumulated Net Unrealized Investment Gain (Loss) | Reclassification out of Accumulated Other Comprehensive Income
Schedule of Investments [Line Items]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	$ 4	$ 21

Investments - Additional Inform

Investments - Additional Information (Details)	3 Months Ended
	Mar. 31, 2018USD ($)security	Mar. 31, 2017USD ($)	Dec. 31, 2017USD ($)
Concentration Risk [Line Items]
Other net realized capital gains (losses)	$ 21,000,000	$ (46,000,000)
Fair Value, Concentration of Risk, Investments	$ 0		$ 0
AFS securities in an unrealized loss position | security	1,698
Percentage of AFS securities depressed less than 20% of cost or amortized cost	99.00%
Mortgage loans	$ 2,839,000,000		2,872,000,000
LTV ratio	49.00%
LTV ratio at origination	62.00%
Variable Interest Entity, Nonconsolidated, Comparison of Carrying Amount of Assets and Liabilities to Maximum Loss Exposure	$ 875,000,000		900,000,000
Held-for-sale
Concentration Risk [Line Items]
Mortgage loans	0		0
Valuation allowance
Concentration Risk [Line Items]
Mortgage loans	0
Commercial Loan
Concentration Risk [Line Items]
Mortgage loans	2,800,000,000		2,900,000,000
Mortgage loans	2,839,000,000		2,872,000,000
Commercial Loan | Mortgage loans
Concentration Risk [Line Items]
Mortgage loans past due by 90 days or more	0
Reclassification out of Accumulated Other Comprehensive Income | Accumulated Net Unrealized Investment Gain (Loss)
Concentration Risk [Line Items]
Other net realized capital gains (losses)	4,000,000	$ 21,000,000
Variable Interest Entity, Not Primary Beneficiary [Member]
Concentration Risk [Line Items]
Variable Interest Entity, Reporting Entity Involvement, Commitments	$ 0		$ 0

Investments - Other Than Tempor

Investments - Other Than Temporary Impairment (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Credit impairments	$ 0	$ 0
Intent-to-sell impairments	0	0
Cumulative Credit Impairments
Beginning balance	(88)	(170)
Additions for credit impairments recognized on:
Securities not previously impaired	0	0
Securities previously impaired	0	0
Reductions for credit impairments previously recognized on:
Securities that matured or were sold during the period	4	5
Securities due to an increase in expected cash flows	0	4
Ending balance	(84)	(161)
Equity securities
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Impairments on equity securities and other impairments	$ 0	$ 0

Investments - Available-for-Sal

Investments - Available-for-Sale Securities (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Schedule of Available-for-sale Securities [Line Items]
Fixed maturities, available-for-sale, at fair value, amortized cost	$ 20,515	$ 20,914
Gross Unrealized Gains, fixed maturities, available-for-sale	1,458	1,958
Gross Unrealized Losses, fixed maturities, available-for-sale	(192)	(73)
Available-for-sale Securities, Debt Securities	21,781	22,799
Non-Credit OTTI	(1)	(1)
Equity securities, available-for-sale, Cost or Amortized Cost		140
Equity securities, available-for-sale, at fair value (cost of $0 and $140)	0	154
Available-for-sale, Cost or Amortized Cost	20,515	21,054
Available-for-sale, Gross Unrealized Gains	1,458	1,972
Available-for-sale, Gross Unrealized Losses	(192)	(73)
Available-for-sale, Fair Value	21,781	22,953
Amortized Cost
One year or less	914	844
Over one year through five years	3,418	3,498
Over five years through ten years	3,005	3,178
Over ten years	8,242	8,238
Subtotal	15,579	15,758
Mortgage-backed and asset-backed securities	4,936	5,156
Fair Value
One year or less	918	850
Over one year through five years	3,454	3,580
Over five years through ten years	3,063	3,321
Over ten years	9,398	9,830
Subtotal	16,833	17,581
Mortgage-backed and asset-backed securities	4,948	5,218
ABS [Member]
Schedule of Available-for-sale Securities [Line Items]
Fixed maturities, available-for-sale, at fair value, amortized cost	831	821
Gross Unrealized Gains, fixed maturities, available-for-sale	8	9
Gross Unrealized Losses, fixed maturities, available-for-sale	(10)	(11)
Available-for-sale Securities, Debt Securities	829	819
Non-Credit OTTI	0	0
CDOs
Schedule of Available-for-sale Securities [Line Items]
Fixed maturities, available-for-sale, at fair value, amortized cost	782	886
Gross Unrealized Gains, fixed maturities, available-for-sale	0	2
Gross Unrealized Losses, fixed maturities, available-for-sale	(2)	0
Available-for-sale Securities, Debt Securities	780	888
Non-Credit OTTI	0	0
CMBS
Schedule of Available-for-sale Securities [Line Items]
Fixed maturities, available-for-sale, at fair value, amortized cost	1,996	2,061
Gross Unrealized Gains, fixed maturities, available-for-sale	30	45
Gross Unrealized Losses, fixed maturities, available-for-sale	(39)	(22)
Available-for-sale Securities, Debt Securities	1,987	2,084
Non-Credit OTTI	(1)	(1)
Corporate
Schedule of Available-for-sale Securities [Line Items]
Fixed maturities, available-for-sale, at fair value, amortized cost	12,444	12,587
Gross Unrealized Gains, fixed maturities, available-for-sale	1,093	1,483
Gross Unrealized Losses, fixed maturities, available-for-sale	(113)	(32)
Available-for-sale Securities, Debt Securities	13,424	14,038
Non-Credit OTTI	0	0
Foreign government/government agencies
Schedule of Available-for-sale Securities [Line Items]
Fixed maturities, available-for-sale, at fair value, amortized cost	399	379
Gross Unrealized Gains, fixed maturities, available-for-sale	22	30
Gross Unrealized Losses, fixed maturities, available-for-sale	(6)	(2)
Available-for-sale Securities, Debt Securities	415	407
Non-Credit OTTI	0	0
Municipal
Schedule of Available-for-sale Securities [Line Items]
Fixed maturities, available-for-sale, at fair value, amortized cost	1,126	1,125
Gross Unrealized Gains, fixed maturities, available-for-sale	114	142
Gross Unrealized Losses, fixed maturities, available-for-sale	(2)	(1)
Available-for-sale Securities, Debt Securities	1,238	1,266
Non-Credit OTTI	0	0
U.S. Treasuries
Schedule of Available-for-sale Securities [Line Items]
Fixed maturities, available-for-sale, at fair value, amortized cost	1,610	1,667
Gross Unrealized Gains, fixed maturities, available-for-sale	157	206
Gross Unrealized Losses, fixed maturities, available-for-sale	(11)	(3)
Available-for-sale Securities, Debt Securities	1,756	1,870
Non-Credit OTTI	0	0
RMBS
Schedule of Available-for-sale Securities [Line Items]
Fixed maturities, available-for-sale, at fair value, amortized cost	1,327	1,388
Gross Unrealized Gains, fixed maturities, available-for-sale	34	41
Gross Unrealized Losses, fixed maturities, available-for-sale	(9)	(2)
Available-for-sale Securities, Debt Securities	1,352	1,427
Non-Credit OTTI	0	0
Equity securities
Schedule of Available-for-sale Securities [Line Items]
Non-Credit OTTI		0
Equity securities, available-for-sale, Cost or Amortized Cost		140
Gross Unrealized Gains, fixed maturities, available-for-sale		14
Gross Unrealized Losses Gains, fixed maturities, available-for-sale		0
Equity securities, available-for-sale, at fair value (cost of $0 and $140)	$ 154	$ 154

Investments - Unrealized Losses

Investments - Unrealized Losses on AFS Securities (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Amortized Cost
Less Than 12 Months		$ 2,751
12 Months or More		1,495
Total		4,246
Fair Value
Less Than 12 Months		2,731
12 Months or More		1,442
Total		4,173
Unrealized Losses
Less Than 12 Months		(20)
12 Months or More		(53)
Total		(73)
ABS [Member]
Amortized Cost
Less Than 12 Months	$ 298	158
12 Months or More	203	219
Total	501	377
Fair Value
Less Than 12 Months	296	157
12 Months or More	195	209
Total	491	366
Unrealized Losses
Less Than 12 Months	(2)	(1)
12 Months or More	(8)	(10)
Total	(10)	(11)
CDOs
Amortized Cost
Less Than 12 Months	582	242
12 Months or More	0	37
Total	582	279
Fair Value
Less Than 12 Months	580	242
12 Months or More	0	37
Total	580	279
Unrealized Losses
Less Than 12 Months	(2)	0
12 Months or More	0	0
Total	(2)	0
CMBS
Amortized Cost
Less Than 12 Months	901	524
12 Months or More	338	346
Total	1,239	870
Fair Value
Less Than 12 Months	881	517
12 Months or More	319	331
Total	1,200	848
Unrealized Losses
Less Than 12 Months	(20)	(7)
12 Months or More	(19)	(15)
Total	(39)	(22)
Corporate
Amortized Cost
Less Than 12 Months	3,701	1,082
12 Months or More	751	779
Total	4,452	1,861
Fair Value
Less Than 12 Months	3,631	1,074
12 Months or More	708	755
Total	4,339	1,829
Unrealized Losses
Less Than 12 Months	(70)	(8)
12 Months or More	(43)	(24)
Total	(113)	(32)
Foreign government/government agencies
Amortized Cost
Less Than 12 Months	175	60
12 Months or More	35	35
Total	210	95
Fair Value
Less Than 12 Months	171	59
12 Months or More	33	34
Total	204	93
Unrealized Losses
Less Than 12 Months	(4)	(1)
12 Months or More	(2)	(1)
Total	(6)	(2)
Municipal
Amortized Cost
Less Than 12 Months	78	9
12 Months or More	10	10
Total	88	19
Fair Value
Less Than 12 Months	77	9
12 Months or More	9	9
Total	86	18
Unrealized Losses
Less Than 12 Months	(1)	0
12 Months or More	(1)	(1)
Total	(2)	(1)
RMBS
Amortized Cost
Less Than 12 Months	526	288
12 Months or More	21	28
Total	547	316
Fair Value
Less Than 12 Months	518	287
12 Months or More	20	27
Total	538	314
Unrealized Losses
Less Than 12 Months	(8)	(1)
12 Months or More	(1)	(1)
Total	(9)	(2)
U.S. Treasuries
Amortized Cost
Less Than 12 Months	386	382
12 Months or More	32	38
Total	418	420
Fair Value
Less Than 12 Months	376	380
12 Months or More	31	37
Total	407	417
Unrealized Losses
Less Than 12 Months	(10)	(2)
12 Months or More	(1)	(1)
Total	(11)	(3)
Fixed maturities
Amortized Cost
Less Than 12 Months	6,647	2,745
12 Months or More	1,390	1,492
Total	8,037	4,237
Fair Value
Less Than 12 Months	6,530	2,725
12 Months or More	1,315	1,439
Total	7,845	4,164
Unrealized Losses
Less Than 12 Months	(117)	(20)
12 Months or More	(75)	(53)
Total	$ (192)	(73)
Equity securities
Amortized Cost
Less Than 12 Months		6
12 Months or More		3
Total		9
Fair Value
Less Than 12 Months		6
12 Months or More		3
Total		9
Unrealized Losses
Less Than 12 Months		0
12 Months or More		0
Total		$ 0

Investments - Mortgage Loans- V

Investments - Mortgage Loans- Valuation Allowance Activity (Details) - Commercial Loan - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance	$ 0	$ (19)
(Additions)/Reversals	0	0
Deductions	0	0
Ending balance	$ 0	$ (19)

Investments - Commercial Mortga

Investments - Commercial Mortgage Loans Credit Quality (Details) $ in Millions	Mar. 31, 2018USD ($)	Dec. 31, 2017USD ($)
Financing Receivable, Recorded Investment [Line Items]
Carrying Value	$ 2,839	$ 2,872
Commercial Loan
Financing Receivable, Recorded Investment [Line Items]
Carrying Value	$ 2,839	$ 2,872
Avg. Debt-Service Coverage Ratio	2.76	2.65
Commercial Loan | Greater than 80%
Financing Receivable, Recorded Investment [Line Items]
Carrying Value	$ 5	$ 5
Avg. Debt-Service Coverage Ratio	1.26	1.26
Commercial Loan | 65% - 80%
Financing Receivable, Recorded Investment [Line Items]
Carrying Value	$ 124	$ 125
Avg. Debt-Service Coverage Ratio	1.88	1.88
Commercial Loan | Less than 65%
Financing Receivable, Recorded Investment [Line Items]
Carrying Value	$ 2,710	$ 2,742
Avg. Debt-Service Coverage Ratio	2.80	2.69

Investments - Mortgage Loans by

Investments - Mortgage Loans by Region and Property Type (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Mortgage Loans on Real Estate [Line Items]
Carrying Value	$ 2,839	$ 2,872
Industrial
Mortgage Loans on Real Estate [Line Items]
Carrying Value	750	743
Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Carrying Value	24	24
Multifamily
Mortgage Loans on Real Estate [Line Items]
Carrying Value	644	662
Office
Mortgage Loans on Real Estate [Line Items]
Carrying Value	667	685
Retail
Mortgage Loans on Real Estate [Line Items]
Carrying Value	554	557
Other
Mortgage Loans on Real Estate [Line Items]
Carrying Value	$ 200	$ 201
Mortgage loans
Mortgage Loans on Real Estate [Line Items]
Percent of Total	100.00%	100.00%
Mortgage loans | Industrial
Mortgage Loans on Real Estate [Line Items]
Percent of Total	26.40%	25.90%
Mortgage loans | Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Percent of Total	0.90%	0.80%
Mortgage loans | Multifamily
Mortgage Loans on Real Estate [Line Items]
Percent of Total	22.70%	23.00%
Mortgage loans | Office
Mortgage Loans on Real Estate [Line Items]
Percent of Total	23.50%	23.90%
Mortgage loans | Retail
Mortgage Loans on Real Estate [Line Items]
Percent of Total	19.50%	19.40%
Mortgage loans | Other
Mortgage Loans on Real Estate [Line Items]
Percent of Total	7.00%	7.00%
East North Central
Mortgage Loans on Real Estate [Line Items]
Carrying Value	$ 62	$ 62
East North Central | Mortgage loans
Mortgage Loans on Real Estate [Line Items]
Percent of Total	2.20%	2.10%
East South Central [Member] [Domain]
Mortgage Loans on Real Estate [Line Items]
Carrying Value	$ 14	$ 14
East South Central [Member] [Domain] | Mortgage loans
Mortgage Loans on Real Estate [Line Items]
Percent of Total	0.50%	0.50%
Middle Atlantic
Mortgage Loans on Real Estate [Line Items]
Carrying Value	$ 291	$ 291
Middle Atlantic | Mortgage loans
Mortgage Loans on Real Estate [Line Items]
Percent of Total	10.20%	10.10%
New England
Mortgage Loans on Real Estate [Line Items]
Carrying Value	$ 91	$ 92
New England | Mortgage loans
Mortgage Loans on Real Estate [Line Items]
Percent of Total	3.20%	3.20%
Pacific
Mortgage Loans on Real Estate [Line Items]
Carrying Value	$ 826	$ 838
Pacific | Mortgage loans
Mortgage Loans on Real Estate [Line Items]
Percent of Total	29.10%	29.20%
South Atlantic
Mortgage Loans on Real Estate [Line Items]
Carrying Value	$ 591	$ 608
South Atlantic | Mortgage loans
Mortgage Loans on Real Estate [Line Items]
Percent of Total	20.80%	21.20%
West South Central
Mortgage Loans on Real Estate [Line Items]
Carrying Value	$ 195	$ 195
West South Central | Mortgage loans
Mortgage Loans on Real Estate [Line Items]
Percent of Total	6.90%	6.80%
Other
Mortgage Loans on Real Estate [Line Items]
Carrying Value	$ 769	$ 772
Other | Mortgage loans
Mortgage Loans on Real Estate [Line Items]
Percent of Total	27.10%	26.90%

Investments - Securities Lendin

Investments - Securities Lending and Repurchase Agreements (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Securities Lending Transactions:
Gross amount of securities on loan	$ 585	$ 674
Gross amount of associated liability for collateral received	597	689
Repurchase agreements:
Gross amount of recognized liabilities for repurchase agreements	192	202
Gross amount of collateral pledged related to repurchase agreements	200	206
Gross amount of associated liability for collateral received, securities	0	$ 0
Interest-bearing Deposit Liabilities, Domestic	$ 22

Reserve for Future Policy Ben50

Reserve for Future Policy Benefits and SA Liabilities Level 4 Changes in Reserve for Future Policy Benefits (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Movement in Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	$ 14,482	$ 14,000
Liabilities for Guarantees on Long-Duration Contracts, Incurred Benefits	227	282
Liabilities for Guarantees on Long-Duration Contracts, Payment for Benefits	222	220
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	205	(28)
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	14,282	14,090
Movement in Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	5,146	4,756
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable, Incurred Benefits, Net	54	121
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverables, Payment for Benefits, Net	34	34
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	5,166	4,843
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross, HLIC ceded to HLA	277	314
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable, HLIC ceded to HLA	277	314
Guaranteed Minimum Death Benefit [Member]
Movement in Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	873	786
Liabilities for Guarantees on Long-Duration Contracts, Incurred Benefits	35	24
Liabilities for Guarantees on Long-Duration Contracts, Payment for Benefits	28	27
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	0	0
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	880	783
Movement in Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	464	432
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable, Incurred Benefits, Net	22	17
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverables, Payment for Benefits, Net	22	23
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	464	426
Secondary Guarantees [Member] | Universal Life [Member]
Movement in Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	2,940	2,627
Liabilities for Guarantees on Long-Duration Contracts, Incurred Benefits	87	79
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	0	0
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	3,027	2,706
Movement in Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	2,940	2,627
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable, Incurred Benefits, Net	87	79
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	3,027	2,706
Annuitization Benefit [Member]
Movement in Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	10,669	10,587
Liabilities for Guarantees on Long-Duration Contracts, Incurred Benefits	105	179
Liabilities for Guarantees on Long-Duration Contracts, Payment for Benefits	194	193
Liabilities for Guarantees on Long-Duration Contracts, Other Liability Adjustments	205	(28)
Liabilities for Guarantees on Long-Duration Contracts, Guaranteed Benefit Liability, Gross	10,375	10,601
Movement in Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable [Roll Forward]
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	1,742	1,697
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable, Incurred Benefits, Net	(55)	25
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverables, Payment for Benefits, Net	12	11
Liabilities for Guarantees on Long-Duration Contracts, Reinsurance Recoverable	$ 1,675	$ 1,711

Reserve for Future Policy Ben51

Reserve for Future Policy Benefits and SA Liabilities Level 4 Account Value by Type (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 18,234
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	95
Separate Accounts, Liability	108,393	$ 115,834
Net Amount at Risk by Product and Guarantee, Separate Account Value	72,675
Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 2,766
Weighted Average [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 years
MAV Only [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 13,276
MAV Only [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 2,010
MAV Only [Member] | Weighted Average [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 years
With Five Percent Rollup [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 1,115
With Five Percent Rollup [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 135
With Five Percent Rollup [Member] | Weighted Average [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	72 years
With Five Percent Rollup and EPB [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 463
With Five Percent Rollup and EPB [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 104
With Five Percent Rollup and EPB [Member] | Weighted Average [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	73 years
Reset [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 2,396
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 6
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	70 years
Return of Net Deposit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 8,588
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 58
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	72 years
Variable Annuity [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 2,975
Annuitization Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	459
Annuitization Benefit [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	80
Annuitization Benefit [Member] | MAV Only [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	311
Annuitization Benefit [Member] | With Five Percent Rollup [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	45
Annuitization Benefit [Member] | With Five Percent Rollup and EPB [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	23
Annuitization Benefit [Member] | Lifetime Income Benefit ("LIB") - Death Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	5
Annuitization Benefit [Member] | Reset [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	5
Annuitization Benefit [Member] | Return of Net Deposit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	55
Annuitization Benefit [Member] | Variable Annuity [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	619
With Earnings Protection Benefit Rider (EPB) [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	3,380
With Earnings Protection Benefit Rider (EPB) [Member] | Maximum [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	517
Asset Protection Benefit ("APB") [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	9,614
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 140
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	70 years
Lifetime Income Benefit ("LIB") - Death Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 432
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 5
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 years
Guaranteed Lifetime Withdrawal Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 5,900
Guaranteed Minimum Withdrawal Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	$ 0
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	73 years
Guaranteed Minimum Death Benefit [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 3,546
Separate Accounts, Liability	35,718
Guaranteed Minimum Death Benefit [Member] | Deferred Annuitization [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	1,900
Guaranteed Minimum Death Benefit [Member] | Variable Annuity [Member]
Net Amount at Risk by Product and Guarantee [Line Items]
Net Amount at Risk by Product and Guarantee, General Account Value	$ 39,264
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	71 years

Reserve for Future Policy Ben52

Reserve for Future Policy Benefits and SA Liabilities Level 4 Separate Accounts by Major Category of Investments (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	$ 35,718	$ 37,208
Invested in Fixed Income Securities	15.00%	15.00%
Invested in Equity Securities	85.00%	85.00%
Equity Securities [Member]
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	$ 33,097	$ 34,496
Cash and Cash Equivalents [Member]
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value	$ 2,621	$ 2,712

Income Taxes Income Taxes - Eff

Income Taxes Income Taxes - Effective Income Tax Rate Reconciliation (Details) - USD ($)	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Effective Income Tax Rate Reconciliation, Amount [Abstract]
Effective Income Tax Rate Reconciliation at Federal Statutory Income Tax Rate, Amount	$ 30,000,000	$ 30,000,000
Effective Income Tax Rate Reconciliation, Deduction, Dividends, Amount	(7,000,000)	(18,000,000)
Income Tax Reconciliation, Deductions, Foreign Investments	(2,000,000)	(1,000,000)
Tax Cuts and Jobs Act of 2017, Deferred Tax Asset, Income Tax Expense (Benefit)	(2,000,000)	0
Effective Income Tax Rate Reconciliation, Other Adjustments, Amount	1,000,000	0
Income Tax Expense (Benefit)	$ 20,000,000	$ 11,000,000

Income Taxes Income Taxes - Add

Income Taxes Income Taxes - Additional Information (Details)	3 Months Ended
	Mar. 31, 2018
Valuation Allowance [Abstract]
Valuation Allowance, Commentary	The Company believes it is more likely than not that all deferred tax assets will be fully realized. In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryovers, taxable income in open carry back years and other tax planning strategies. From time to time, tax planning strategies could include holding a portion of debt securities with market value losses until recovery, making investments which have specific tax characteristics and business considerations such as asset-liability matching.

Income Taxes Income Taxes - Net

Income Taxes Income Taxes - Net Operating Loss Carrryover (Details) - USD ($)	Mar. 31, 2018	Dec. 31, 2017
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$ 3,232,000,000	$ 3,243,000,000
Expiring within Tax Years 2023 to 2033 [Member]
Operating Loss Carryforwards [Line Items]
Expected Tax Benefit Attributable to Net Operating Losses Domestic Near term	3,229,000,000
Foreign Tax Credit Carryover [Member]
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Operating Loss Carryforwards	$ 440,000,000

Income Taxes Income Taxes - AMT

Income Taxes Income Taxes - AMT Credit and Foreign Tax Credit Carryover (Details) - USD ($)	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Operating Loss Carryforwards [Line Items]
Tax Cuts and Jobs Act of 2017, Reclassification of Deferred Income Tax Assets Into Income Taxes Receivable Payable	$ 218,000,000	$ 235,000,000
Foreign Tax Authority [Member]
Operating Loss Carryforwards [Line Items]
Operating Loss Carryforwards	$ 18,000,000	$ 23,000,000

Commitments and Contingencies57

Commitments and Contingencies Commitments and Contingencies - Derivative and Commitments(Details) $ in Millions	Mar. 31, 2018USD ($)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value	$ 598
Collateral Already Posted, Aggregate Fair Value	644
GMWB Product Derivatives [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Collateral Already Posted, Aggregate Fair Value	$ 29

Transactions with Affiliates 58

Transactions with Affiliates Level 4 (Details) - USD ($)	Mar. 31, 2018	Dec. 31, 2017
Related Party Transaction [Line Items]
Annuity Obligations	$ 675,000,000	$ 682,000,000
Recoverables for Hartford Fire Life, A&H, & Annuity, Contract Guarantees	$ 0	$ 0

Transactions with Affiliates 59

Transactions with Affiliates Level 4 Reinsurance Disclosures (Details) - Hartford Life and Accident Insurance Company [Member] - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Group Insurance Policies [Member]
Effects of Reinsurance [Line Items]
Ceded Premiums Written	$ 6	$ 6
Accident and Health Insurance Product Line [Member]
Effects of Reinsurance [Line Items]
Ceded Premiums Written	$ 16	$ 18

Changes in and Reclassificati60

Changes in and Reclassifications from Accumulated Other Comprehensive Income - AOCI Rollforward - USD ($) $ in Millions	Jan. 01, 2018	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017	Dec. 31, 2016
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance	$ 6,680	$ 6,680
OCI, net of tax		(321)	$ 37
Ending Balance		6,486	7,635
Tax Cuts and Jobs Act of 2017, Reclassification from AOCI to Retained Earnings		193
Net unrealized gain on securities
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance	1,022	1,022	693
Cumulative effect of accounting change				$ 182
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance				1,204
OCI, before Reclassifications	11	(301)	58
Amounts reclassified from AOCI		(3)	(14)
OCI, net of tax		(304)	44
Ending Balance		900	737
Net gains on cash flow hedging instruments
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance	4	4	32
Cumulative effect of accounting change				0
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance				4
OCI, before Reclassifications		(12)	(2)
Amounts reclassified from AOCI		(6)	(5)
OCI, net of tax		(18)	(7)
Ending Balance		(14)	25
Foreign Currency Translation Adjustments
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance	(3)	(3)	(3)
Cumulative effect of accounting change				0
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance				(3)
OCI, before Reclassifications		1	0
Amounts reclassified from AOCI		0	0
OCI, net of tax		1	0
Ending Balance		(2)	(3)
AOCI, net of tax
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance	$ 1,023	1,023	722
Cumulative effect of accounting change				182	$ 0
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance				$ 1,205	$ 722
OCI, before Reclassifications		(312)	56
Amounts reclassified from AOCI		(9)	(19)
OCI, net of tax		(321)	37
Ending Balance		$ 884	$ 759

Changes in and Reclassificati61

Changes in and Reclassifications from Accumulated Other Comprehensive Income - Reclassifications from AOCI (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Other net realized capital gains (losses)	$ 21	$ (46)
Income before income taxes	145	86
Income Tax Expense (Benefit)	20	11
Net income (loss)	125	75
Net investment income	312	316
Amount reclassified from AOCI
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Total amounts reclassified from AOCI	9	19
Net unrealized gain on securities | Amount reclassified from AOCI
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Other net realized capital gains (losses)	4	21
Income before income taxes	4	21
Income Tax Expense (Benefit)	1	7
Net income (loss)	3	14
Net gains on cash flow hedging instruments | Currency Swap [Member] | Cash Flow Hedging | Net realized capital gain/(loss)
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Foreign currency swaps	2	1
Net gains on cash flow hedging instruments | Amount reclassified from AOCI
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Income before income taxes	7	8
Income Tax Expense (Benefit)	1	3
Net income (loss)	6	$ 5
Net gains on cash flow hedging instruments | Amount reclassified from AOCI | Interest rate swaps
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Net investment income	$ 5

Deferred Policy Acquisition C62

Deferred Policy Acquisition Costs Level 4 (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Movement Analysis of Deferred Policy Acquisition Costs [Roll Forward]
Balance, beginning of period	$ 405	$ 463
Deferred costs	0	1
Amortization — DAC	(8)	(13)
Amortization — Unlock benefit (charge), pre-tax	3	(5)
Adjustments to unrealized gains and losses on securities AFS and other	23	(4)
Balance, end of period	$ 417	$ 452

Uncategorized Items - hig-20180

Label	Element	Value
Macro Hedge Program [Member]
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	$ (86,000,000)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	18,000,000
GMWB Derivatives, Net [Member]
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	18,000,000
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	$ 4,000,000